BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,976: 465 535 503 7,214 7,348 8,182 8,386: 794 590
Old : 8,976: 465 535 503 7,214 7,348 8,182 8,386: 794 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 225: -10 13 -21 304 239 273 231: -48 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 6.0 5.6 80.4 81.9 91.2 93.4: 8.8 6.6
Old : 100.0: 5.2 6.0 5.6 80.4 81.9 91.2 93.4: 8.8 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 4 7 21 25 29 34:
Old : 44: 6 4 7 21 25 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 46.4 63.8 65.4 38.9 45.8 56.1 63.9
Old : 43.7 46.4 63.8 65.4 38.9 45.8 56.1 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 24,023: 11,668 2,646 1,226 8,655 15,149 21,549 19,021: 2,474 5,002
Old : 24,023: 11,668 2,646 1,226 8,655 15,149 21,549 19,021: 2,474 5,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 389: -211 -225 212 258 307 259 294: 130 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 11.0 5.1 36.0 63.1 89.7 79.2: 10.3 20.8
Old : 100.0: 48.6 11.0 5.1 36.0 63.1 89.7 79.2: 10.3 20.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 23 7 16 29 38 59 54:
Old : 81: 23 7 16 29 38 59 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 34.0 62.3 46.6 50.1 33.3 61.5 44.3
Old : 50.8 34.0 62.3 46.6 50.1 33.3 61.5 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 7,463: 474 1,708 256 6,104 4,905 6,834 6,869: 629 594
Old : 7,463: 474 1,708 256 6,104 4,905 6,834 6,869: 629 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 412: -263 45 104 540 233 381 382: 31 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 22.9 3.4 81.8 65.7 91.6 92.0: 8.4 8.0
Old : 100.0: 6.4 22.9 3.4 81.8 65.7 91.6 92.0: 8.4 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 6 5 32 21 38 28:
Old : 43: 2 6 5 32 21 38 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.4 48.8 53.6 70.0 29.7 46.9 50.7 65.4
Old : 32.4 48.8 53.6 70.0 29.7 46.9 50.7 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 3,764: 40 2,517 86 3,290 741 3,416 3,344: 348 420
Old : 3,764: 40 2,517 86 3,290 741 3,416 3,344: 348 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 61: 0 15 3 51 1 54 19: 7 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 66.9 2.3 87.4 19.7 90.8 88.8: 9.2 11.2
Old : 100.0: 1.1 66.9 2.3 87.4 19.7 90.8 88.8: 9.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 7 6 13 8 20 15:
Old : 23: 1 7 6 13 8 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 62.1 83.2 81.2 70.7 58.8 78.7 73.1
Old : 71.0 62.1 83.2 81.2 70.7 58.8 78.7 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 200,920: 71,137 32,844 37,130 73,167 102,540 181,434 172,514: 19,486 28,406
Old : 199,793: 71,130 32,892 36,889 72,937 102,148 180,956 171,929: 18,837 27,864
Other: 1,127: 248 193 0 230 392 478 585: 649 542
: : :
: : Changes in Commitments from: November 24, 2020 :
: -644: 693 227 -1,585 -342 1,676 -1,234 318: 590 -962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 16.3 18.5 36.4 51.0 90.3 85.9: 9.7 14.1
Old : 100.0: 35.6 16.5 18.5 36.5 51.1 90.6 86.1: 9.4 13.9
Other: 100.0: 22.0 17.1 0.0 20.4 34.8 42.4 51.9: 57.6 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 85 60 93 56 84 202 198:
Old : 264: 86 62 93 55 84 201 198:
Other: 28: 4 8 0 4 12 8 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 16.2 33.0 24.5 18.5 14.6 31.1 21.2
Old : 18.6 16.3 33.2 24.6 18.6 14.7 31.2 21.3
Other: 34.3 34.3 42.4 45.1 34.3 34.3 42.4 45.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 276,540: 92,093 45,186 37,214 114,717 154,446 244,024 236,846: 32,516 39,694
Old : 276,540: 92,093 45,186 37,214 114,717 154,446 244,024 236,846: 32,516 39,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 747: 4,740 1,470 -3,782 -881 3,173 77 861: 670 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 16.3 13.5 41.5 55.8 88.2 85.6: 11.8 14.4
Old : 100.0: 33.3 16.3 13.5 41.5 55.8 88.2 85.6: 11.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 104 72 102 112 140 267 278:
Old : 362: 104 72 102 112 140 267 278:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 18.4 28.6 26.4 19.3 16.8 28.5 24.7
Old : 19.3 18.4 28.6 26.4 19.3 16.8 28.5 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,033: 839 321 64 1,201 2,195 2,104 2,580: 929 453
Old : 3,033: 839 321 64 1,201 2,195 2,104 2,580: 929 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 4: 54 -26 -14 9 56 49 16: -45 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 10.6 2.1 39.6 72.4 69.4 85.1: 30.6 14.9
Old : 100.0: 27.7 10.6 2.1 39.6 72.4 69.4 85.1: 30.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 12 6 3 10 13 23 21:
Old : 36: 12 6 3 10 13 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 53.6 50.5 67.7 35.5 53.6 47.2 67.7
Old : 38.0 53.6 50.5 67.7 35.5 53.6 47.2 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 38,655: 13,870 12,602 7,003 12,892 8,367 33,765 27,972: 4,890 10,683
Old : 38,655: 13,870 12,602 7,003 12,892 8,367 33,765 27,972: 4,890 10,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,498: 168 -1,428 1,123 324 413 1,615 108: -117 1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 32.6 18.1 33.4 21.6 87.3 72.4: 12.7 27.6
Old : 100.0: 35.9 32.6 18.1 33.4 21.6 87.3 72.4: 12.7 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 42 43 45 38 47 109 115:
Old : 162: 42 43 45 38 47 109 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 15.7 36.5 25.8 24.4 15.2 34.4 22.7
Old : 25.6 15.7 36.5 25.8 24.4 15.2 34.4 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 25,036: 948 10,371 649 22,723 13,342 24,320 24,362: 716 674
Old : 25,036: 948 10,371 649 22,723 13,342 24,320 24,362: 716 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 822: -89 842 -164 1,020 148 767 826: 55 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 41.4 2.6 90.8 53.3 97.1 97.3: 2.9 2.7
Old : 100.0: 3.8 41.4 2.6 90.8 53.3 97.1 97.3: 2.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 10 10 6 26 30 41 41:
Old : 58: 10 10 6 26 30 41 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 47.8 80.0 72.7 56.6 47.7 78.9 72.3
Old : 57.5 47.8 80.0 72.7 56.6 47.7 78.9 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 19,783: 6,556 9,738 0 11,608 8,242 18,164 17,980: 1,619 1,803
Old : 19,783: 6,556 9,738 0 11,608 8,242 18,164 17,980: 1,619 1,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -584: 5 -697 0 -493 99 -488 -598: -96 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 49.2 0.0 58.7 41.7 91.8 90.9: 8.2 9.1
Old : 100.0: 33.1 49.2 0.0 58.7 41.7 91.8 90.9: 8.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 18 12 0 10 6 28 18:
Old : 44: 18 12 0 10 6 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 72.6 67.5 82.7 50.4 72.6 67.5 82.7
Old : 50.4 72.6 67.5 82.7 50.4 72.6 67.5 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 147,803: 28,702 49,945 3,178 74,790 79,728 106,670 132,851: 41,133 14,952
Old : 147,803: 28,702 49,945 3,178 74,790 79,728 106,670 132,851: 41,133 14,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 6,980: -2,827 1,570 1,281 4,511 4,983 2,965 7,834: 4,015 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 33.8 2.2 50.6 53.9 72.2 89.9: 27.8 10.1
Old : 100.0: 19.4 33.8 2.2 50.6 53.9 72.2 89.9: 27.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 25 23 14 35 26 68 55:
Old : 99: 25 23 14 35 26 68 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 36.8 37.0 53.7 25.1 36.8 34.5 53.7
Old : 25.3 36.8 37.0 53.7 25.1 36.8 34.5 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 51,683: 19,860 5,209 57 12,638 32,933 32,555 38,199: 19,128 13,484
Old : 51,683: 19,860 5,209 57 12,638 32,933 32,555 38,199: 19,128 13,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,295: -257 78 -57 -951 -135 -1,265 -114: 2,560 1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 10.1 0.1 24.5 63.7 63.0 73.9: 37.0 26.1
Old : 100.0: 38.4 10.1 0.1 24.5 63.7 63.0 73.9: 37.0 26.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 13 6 2 16 12 30 19:
Old : 40: 13 6 2 16 12 30 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 55.7 44.5 64.2 31.0 55.7 44.4 64.1
Old : 31.1 55.7 44.5 64.2 31.0 55.7 44.4 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 149,709: 72,880 43,839 3,520 64,311 99,537 140,711 146,896: 8,998 2,813
Old : 149,709: 72,880 43,839 3,520 64,311 99,537 140,711 146,896: 8,998 2,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 12,922: 9,724 4,478 925 897 7,728 11,546 13,131: 1,376 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 29.3 2.4 43.0 66.5 94.0 98.1: 6.0 1.9
Old : 100.0: 48.7 29.3 2.4 43.0 66.5 94.0 98.1: 6.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 67 30 10 31 23 105 58:
Old : 149: 67 30 10 31 23 105 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 48.1 54.3 65.6 42.9 48.1 54.3 65.5
Old : 42.9 48.1 54.3 65.6 42.9 48.1 54.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 146,966: 37,087 44,986 2,970 74,334 73,022 114,391 120,978: 32,575 25,988
Old : 146,966: 37,087 44,986 2,970 74,334 73,022 114,391 120,978: 32,575 25,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 4,008: 6,249 -2,982 -250 -4,184 5,080 1,815 1,848: 2,193 2,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 30.6 2.0 50.6 49.7 77.8 82.3: 22.2 17.7
Old : 100.0: 25.2 30.6 2.0 50.6 49.7 77.8 82.3: 22.2 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 25 29 16 34 36 70 70:
Old : 108: 25 29 16 34 36 70 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 20.9 42.4 32.9 27.9 20.8 40.2 32.8
Old : 28.3 20.9 42.4 32.9 27.9 20.8 40.2 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 185,873: 62,449 14,946 539 90,038 153,443 153,026 168,928: 32,847 16,945
Old : 185,873: 62,449 14,946 539 90,038 153,443 153,026 168,928: 32,847 16,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 6,370: 7,977 716 -69 -3,424 5,184 4,484 5,831: 1,886 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.0 0.3 48.4 82.6 82.3 90.9: 17.7 9.1
Old : 100.0: 33.6 8.0 0.3 48.4 82.6 82.3 90.9: 17.7 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 38 15 11 40 37 83 58:
Old : 112: 38 15 11 40 37 83 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 66.1 41.6 72.2 29.4 65.1 41.4 70.9
Old : 29.6 66.1 41.6 72.2 29.4 65.1 41.4 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 654,257: 207,302 67,408 6,571 345,848 536,756 559,721 610,735: 94,536 43,522
Old : 654,257: 207,302 67,408 6,571 345,848 536,756 559,721 610,735: 94,536 43,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 9,691: 948 -696 -1,411 3,598 5,844 3,135 3,737: 6,556 5,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 10.3 1.0 52.9 82.0 85.6 93.3: 14.4 6.7
Old : 100.0: 31.7 10.3 1.0 52.9 82.0 85.6 93.3: 14.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 99 41 39 128 89 241 155:
Old : 306: 99 41 39 128 89 241 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 66.6 22.3 74.6 12.9 66.1 21.4 74.0
Old : 13.5 66.6 22.3 74.6 12.9 66.1 21.4 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 25,476: 6,854 2,837 310 7,038 16,773 14,202 19,920: 11,274 5,556
Old : 25,476: 6,854 2,837 310 7,038 16,773 14,202 19,920: 11,274 5,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 718: 741 189 179 242 348 1,162 716: -444 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 11.1 1.2 27.6 65.8 55.7 78.2: 44.3 21.8
Old : 100.0: 26.9 11.1 1.2 27.6 65.8 55.7 78.2: 44.3 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 3 2 9 9 17 14:
Old : 23: 8 3 2 9 9 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 56.0 36.9 72.6 20.4 54.1 35.3 68.2
Old : 21.7 56.0 36.9 72.6 20.4 54.1 35.3 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 53,312: 12,729 30,502 8 37,055 20,521 49,792 51,031: 3,520 2,281
Old : 53,312: 12,729 30,502 8 37,055 20,521 49,792 51,031: 3,520 2,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 9,698: 1,212 840 -384 7,591 9,432 8,419 9,888: 1,279 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 57.2 0.0 69.5 38.5 93.4 95.7: 6.6 4.3
Old : 100.0: 23.9 57.2 0.0 69.5 38.5 93.4 95.7: 6.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 22 21 2 14 6 38 27:
Old : 61: 22 21 2 14 6 38 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 64.2 78.7 85.9 54.2 59.3 64.8 73.8
Old : 68.1 64.2 78.7 85.9 54.2 59.3 64.8 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 55,345: 32,806 23,748 764 15,323 27,515 48,893 52,027: 6,452 3,318
Old : 55,345: 32,806 23,748 764 15,323 27,515 48,893 52,027: 6,452 3,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 705: 571 -175 23 -421 549 173 397: 532 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 42.9 1.4 27.7 49.7 88.3 94.0: 11.7 6.0
Old : 100.0: 59.3 42.9 1.4 27.7 49.7 88.3 94.0: 11.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 38 24 10 25 15 70 42:
Old : 98: 38 24 10 25 15 70 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 39.8 42.3 63.4 27.6 39.8 42.1 63.0
Old : 27.8 39.8 42.3 63.4 27.6 39.8 42.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 15,364: 10,786 2,674 0 3,376 11,270 14,162 13,944: 1,202 1,420
Old : 15,364: 10,786 2,674 0 3,376 11,270 14,162 13,944: 1,202 1,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 47: 491 112 -1 -453 178 37 289: 10 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 17.4 0.0 22.0 73.4 92.2 90.8: 7.8 9.2
Old : 100.0: 70.2 17.4 0.0 22.0 73.4 92.2 90.8: 7.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 15 6 0 6 6 21 12:
Old : 31: 15 6 0 6 6 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 73.8 80.0 87.0 69.9 73.7 80.0 86.9
Old : 69.9 73.8 80.0 87.0 69.9 73.7 80.0 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All : 9,911,764: 1,397,483 581,378 2,982,322 4,978,132 5,623,207 9,357,937 9,186,907: 553,827 724,857
Old : 9,911,764: 1,397,483 581,378 2,982,322 4,978,132 5,623,207 9,357,937 9,186,907: 553,827 724,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -158,885: 25,636 -2,146 -148,517 -23,696 -32,439 -146,577 -183,102: -12,308 24,217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 5.9 30.1 50.2 56.7 94.4 92.7: 5.6 7.3
Old : 100.0: 14.1 5.9 30.1 50.2 56.7 94.4 92.7: 5.6 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 53 37 78 117 118 211 202:
Old : 232: 53 37 78 117 118 211 202:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 19.2 35.3 32.6 13.2 15.0 18.4 21.6
Old : 23.1 19.2 35.3 32.6 13.2 15.0 18.4 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,812: 7,387 10,389 873 218 89 8,478 11,351: 3,334 461
Old : 11,812: 7,387 10,389 873 218 89 8,478 11,351: 3,334 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -524: -898 -348 131 13 19 -754 -198: 230 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 88.0 7.4 1.8 0.8 71.8 96.1: 28.2 3.9
Old : 100.0: 62.5 88.0 7.4 1.8 0.8 71.8 96.1: 28.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 78 28 12 2 1 87 35:
Old : 110: 78 28 12 2 1 87 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.9 62.1 27.5 80.3 17.9 62.1 26.8 77.3
Old : 17.9 62.1 27.5 80.3 17.9 62.1 26.8 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($2,500 x Contract IMM Index) :
: : :
All : 503,653: 58,342 40,498 120,429 324,726 342,417 503,497 503,344: 156 309
Old : 503,653: 58,342 40,498 120,429 324,726 342,417 503,497 503,344: 156 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 41,060: -361 -397 8,868 32,569 32,575 41,076 41,046: -16 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.0 23.9 64.5 68.0 100.0 99.9: 0.0 0.1
Old : 100.0: 11.6 8.0 23.9 64.5 68.0 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 26 19 30 29 38 71 74:
Old : 91: 26 19 30 29 38 71 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 43.8 63.7 61.0 41.9 33.0 48.9 41.2
Old : 51.5 43.8 63.7 61.0 41.9 33.0 48.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($4,167 x Contract IMM Index) :
: : :
All : 159,594: 17,055 17,265 24,309 118,166 117,962 159,530 159,536: 64 58
Old : 159,594: 17,055 17,265 24,309 118,166 117,962 159,530 159,536: 64 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -42,261: -12,134 -32 -7,047 -23,066 -35,183 -42,247 -42,262: -14 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.8 15.2 74.0 73.9 100.0 100.0: 0.0 0.0
Old : 100.0: 10.7 10.8 15.2 74.0 73.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 15 25 21 25 30 51 65:
Old : 75: 15 25 21 25 30 51 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 45.1 70.1 63.9 52.7 42.7 61.2 54.9
Old : 57.0 45.1 70.1 63.9 52.7 42.7 61.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 556,009: 72,558 73,394 18,717 392,360 395,297 483,635 487,407: 72,374 68,602
Old : 556,009: 72,558 73,394 18,717 392,360 395,297 483,635 487,407: 72,374 68,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 17,640: -123 914 2,336 14,658 13,314 16,871 16,565: 769 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.2 3.4 70.6 71.1 87.0 87.7: 13.0 12.3
Old : 100.0: 13.0 13.2 3.4 70.6 71.1 87.0 87.7: 13.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 90 78 62 271 257 390 368:
Old : 542: 90 78 62 271 257 390 368:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 18.0 21.3 27.1 11.2 17.9 18.8 26.6
Old : 12.7 18.0 21.3 27.1 11.2 17.9 18.8 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 32,505: 8,838 4,800 900 4,703 22,499 14,441 28,199: 18,064 4,306
Old : 32,505: 8,838 4,800 900 4,703 22,499 14,441 28,199: 18,064 4,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 4,000: 2,669 1,504 739 -653 2,820 2,755 5,063: 1,245 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 14.8 2.8 14.5 69.2 44.4 86.8: 55.6 13.2
Old : 100.0: 27.2 14.8 2.8 14.5 69.2 44.4 86.8: 55.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 4 1 6 8 14 13:
Old : 25: 8 4 1 6 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 49.9 40.7 74.6 26.7 49.9 38.0 74.5
Old : 26.7 49.9 40.7 74.6 26.7 49.9 38.0 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Consumer Stapl :
: : :
All : 11,881: 367 531 0 8,934 10,658 9,301 11,189: 2,580 692
Old : 11,881: 367 531 0 8,934 10,658 9,301 11,189: 2,580 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,621: -194 0 0 1,846 1,605 1,652 1,605: -31 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.5 0.0 75.2 89.7 78.3 94.2: 21.7 5.8
Old : 100.0: 3.1 4.5 0.0 75.2 89.7 78.3 94.2: 21.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 9 12 10 13:
Old : 22: 1 1 0 9 12 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 68.5 72.5 83.3 57.6 68.5 71.4 83.3
Old : 58.0 68.5 72.5 83.3 57.6 68.5 71.4 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Energy Index p :
: : :
All : 18,855: 3,397 1,968 0 13,099 15,077 16,496 17,045: 2,359 1,810
Old : 18,855: 3,397 1,968 0 13,099 15,077 16,496 17,045: 2,359 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -688: 762 -518 0 -118 1,161 644 643: -1,332 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 10.4 0.0 69.5 80.0 87.5 90.4: 12.5 9.6
Old : 100.0: 18.0 10.4 0.0 69.5 80.0 87.5 90.4: 12.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 3 0 13 13 17 16:
Old : 32: 4 3 0 13 13 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 64.4 69.8 79.2 56.0 64.4 69.8 79.2
Old : 56.0 64.4 69.8 79.2 56.0 64.4 69.8 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,617,521: 360,356 384,722 47,329 1,938,286 1,863,991 2,345,971 2,296,042: 271,550 321,479
Old : 2,617,521: 360,356 384,722 47,329 1,938,286 1,863,991 2,345,971 2,296,042: 271,550 321,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 68,200: -3,480 7,533 -2,495 76,554 52,472 70,579 57,510: -2,379 10,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 14.7 1.8 74.1 71.2 89.6 87.7: 10.4 12.3
Old : 100.0: 13.8 14.7 1.8 74.1 71.2 89.6 87.7: 10.4 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 542: 90 78 59 270 256 387 366:
Old : 542: 90 78 59 270 256 387 366:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 17.7 22.6 27.0 11.9 17.7 19.9 26.6
Old : 13.5 17.7 22.6 27.0 11.9 17.7 19.9 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 24,161: 1,157 1,423 0 20,021 21,546 21,178 22,969: 2,983 1,192
Old : 24,161: 1,157 1,423 0 20,021 21,546 21,178 22,969: 2,983 1,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 1,148: 0 969 0 901 154 901 1,123: 247 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 5.9 0.0 82.9 89.2 87.7 95.1: 12.3 4.9
Old : 100.0: 4.8 5.9 0.0 82.9 89.2 87.7 95.1: 12.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 0 11 10 13 13:
Old : 26: 2 3 0 11 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 64.1 77.6 86.7 63.3 64.1 77.6 86.7
Old : 63.3 64.1 77.6 86.7 63.3 64.1 77.6 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 23,126: 1,061 475 0 19,351 21,844 20,412 22,319: 2,714 807
Old : 23,126: 1,061 475 0 19,351 21,844 20,412 22,319: 2,714 807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 401: 5 0 0 320 313 325 313: 76 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.1 0.0 83.7 94.5 88.3 96.5: 11.7 3.5
Old : 100.0: 4.6 2.1 0.0 83.7 94.5 88.3 96.5: 11.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 12 10 14 11:
Old : 23: 2 1 0 12 10 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 87.5 79.9 94.3 61.2 87.5 78.2 93.8
Old : 61.4 87.5 79.9 94.3 61.2 87.5 78.2 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 16,077: 1,491 0 0 12,147 12,645 13,638 12,645: 2,439 3,432
Old : 16,077: 1,491 0 0 12,147 12,645 13,638 12,645: 2,439 3,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 2,589: 549 0 0 2,337 -273 2,886 -273: -297 2,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.0 0.0 75.6 78.7 84.8 78.7: 15.2 21.3
Old : 100.0: 9.3 0.0 0.0 75.6 78.7 84.8 78.7: 15.2 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 0 8 12 11 12:
Old : 23: 3 0 0 8 12 11 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 49.4 79.5 72.3 64.9 49.4 79.5 72.3
Old : 64.9 49.4 79.5 72.3 64.9 49.4 79.5 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 164,452: 105,235 25,182 6,215 24,779 4,956 136,229 36,353: 28,223 128,099
Old : 164,452: 105,235 25,182 6,215 24,779 4,956 136,229 36,353: 28,223 128,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 3,200: 4,461 5,127 391 458 -5,977 5,310 -459: -2,110 3,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 15.3 3.8 15.1 3.0 82.8 22.1: 17.2 77.9
Old : 100.0: 64.0 15.3 3.8 15.1 3.0 82.8 22.1: 17.2 77.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 11 6 6 4 3 17 13:
Old : 23: 11 6 6 4 3 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 14.9 75.6 20.1 63.6 14.4 73.4 17.7
Old : 64.2 14.9 75.6 20.1 63.6 14.4 73.4 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 53,595: 6,487 1,744 572 36,045 48,249 43,104 50,565: 10,491 3,030
Old : 53,595: 6,487 1,744 572 36,045 48,249 43,104 50,565: 10,491 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -279: -335 -643 14 -81 862 -402 233: 123 -512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.3 1.1 67.3 90.0 80.4 94.3: 19.6 5.7
Old : 100.0: 12.1 3.3 1.1 67.3 90.0 80.4 94.3: 19.6 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 9 6 5 37 31 49 39:
Old : 72: 9 6 5 37 31 49 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 39.5 38.7 58.5 22.3 39.4 37.3 57.4
Old : 22.7 39.5 38.7 58.5 22.3 39.4 37.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,193: 13,349 17,874 745 26,337 23,623 40,431 42,241: 8,762 6,952
Old : 49,193: 13,349 17,874 745 26,337 23,623 40,431 42,241: 8,762 6,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -259: 114 79 12 -191 -426 -65 -335: -194 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 36.3 1.5 53.5 48.0 82.2 85.9: 17.8 14.1
Old : 100.0: 27.1 36.3 1.5 53.5 48.0 82.2 85.9: 17.8 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 61 55 32 94 105 171 177:
Old : 280: 61 55 32 94 105 171 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 21.1 32.7 33.1 23.5 21.1 32.5 33.0
Old : 23.7 21.1 32.7 33.1 23.5 21.1 32.5 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 245,965: 66,746 89,369 3,724 131,684 118,114 202,154 211,207: 43,811 34,758
Old : 245,965: 66,746 89,369 3,724 131,684 118,114 202,154 211,207: 43,811 34,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -1,293: 569 394 61 -955 -2,130 -325 -1,675: -968 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 36.3 1.5 53.5 48.0 82.2 85.9: 17.8 14.1
Old : 100.0: 27.1 36.3 1.5 53.5 48.0 82.2 85.9: 17.8 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 61 55 32 94 105 171 177:
Old : 280: 61 55 32 94 105 171 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 21.1 32.7 33.1 23.5 21.1 32.5 33.0
Old : 23.7 21.1 32.7 33.1 23.5 21.1 32.5 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX x $2) :
: : :
All : 168,415: 147,032 18,029 6,528 217 1,252 153,777 25,809: 14,638 142,606
Old : 168,415: 147,032 18,029 6,528 217 1,252 153,777 25,809: 14,638 142,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 5,043: 6,090 5,392 340 217 -2,856 6,647 2,876: -1,604 2,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 10.7 3.9 0.1 0.7 91.3 15.3: 8.7 84.7
Old : 100.0: 87.3 10.7 3.9 0.1 0.7 91.3 15.3: 8.7 84.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 11 9 6 1 1 14 14:
Old : 22: 11 9 6 1 1 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 12.4 90.6 14.4 84.7 10.4 86.9 11.2
Old : 86.0 12.4 90.6 14.4 84.7 10.4 86.9 11.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 130,727: 45,453 56,253 1,766 51,743 56,725 98,962 114,744: 31,765 15,983
Old : 130,727: 45,453 56,253 1,766 51,743 56,725 98,962 114,744: 31,765 15,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -804: -6,226 -703 13 1,370 2,883 -4,843 2,193: 4,039 -2,997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 43.0 1.4 39.6 43.4 75.7 87.8: 24.3 12.2
Old : 100.0: 34.8 43.0 1.4 39.6 43.4 75.7 87.8: 24.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 24 17 10 30 24 58 47:
Old : 82: 24 17 10 30 24 58 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 62.0 42.4 70.4 33.1 61.6 42.4 70.0
Old : 33.2 62.0 42.4 70.4 33.1 61.6 42.4 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $50) :
: : :
All : 553,764: 121,960 83,359 3,995 397,907 448,265 523,862 535,619: 29,902 18,145
Old : 553,764: 121,960 83,359 3,995 397,907 448,265 523,862 535,619: 29,902 18,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -6,560: -10,636 -2,517 -134 1,979 -2,428 -8,791 -5,079: 2,231 -1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 15.1 0.7 71.9 80.9 94.6 96.7: 5.4 3.3
Old : 100.0: 22.0 15.1 0.7 71.9 80.9 94.6 96.7: 5.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 66 52 16 169 139 243 199:
Old : 364: 66 52 16 169 139 243 199:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 25.2 23.2 38.7 12.2 25.1 21.7 37.1
Old : 12.5 25.2 23.2 38.7 12.2 25.1 21.7 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 17,626: 0 1,056 193 16,393 15,910 16,586 17,159: 1,040 467
Old : 17,626: 0 1,056 193 16,393 15,910 16,586 17,159: 1,040 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -69: 0 15 -13 -111 107 -124 109: 55 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 1.1 93.0 90.3 94.1 97.4: 5.9 2.6
Old : 100.0: 0.0 6.0 1.1 93.0 90.3 94.1 97.4: 5.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 1 10 9 11 11:
Old : 20: 0 2 1 10 9 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 66.1 91.2 88.8 74.8 66.1 91.2 88.8
Old : 74.8 66.1 91.2 88.8 74.8 66.1 91.2 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 18,165: 3,368 2,133 341 8,999 12,316 12,708 14,790: 5,457 3,375
Old : 18,165: 3,368 2,133 341 8,999 12,316 12,708 14,790: 5,457 3,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -47: 148 -21 -424 351 241 75 -204: -122 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 11.7 1.9 49.5 67.8 70.0 81.4: 30.0 18.6
Old : 100.0: 18.5 11.7 1.9 49.5 67.8 70.0 81.4: 30.0 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 3 2 10 7 19 12:
Old : 27: 8 3 2 10 7 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 68.0 52.7 78.7 38.8 68.0 52.7 78.1
Old : 38.8 68.0 52.7 78.7 38.8 68.0 52.7 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 56,629: 16,285 7,500 360 32,506 34,105 49,151 41,965: 7,478 14,664
Old : 56,629: 16,285 7,500 360 32,506 34,105 49,151 41,965: 7,478 14,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: -361: -72 -662 -426 -316 2,308 -814 1,220: 453 -1,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 13.2 0.6 57.4 60.2 86.8 74.1: 13.2 25.9
Old : 100.0: 28.8 13.2 0.6 57.4 60.2 86.8 74.1: 13.2 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 17 9 2 23 34 41 45:
Old : 79: 17 9 2 23 34 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 22.6 54.6 35.9 35.7 22.6 53.3 35.9
Old : 36.6 22.6 54.6 35.9 35.7 22.6 53.3 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, December 01, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 211,858: 60,902 442 6,764 143,957 202,653 211,623 209,859: 235 1,999
Old : 211,858: 60,902 442 6,764 143,957 202,653 211,623 209,859: 235 1,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2020 :
: 360: -192 0 -540 1,638 628 906 88: -546 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 0.2 3.2 67.9 95.7 99.9 99.1: 0.1 0.9
Old : 100.0: 28.7 0.2 3.2 67.9 95.7 99.9 99.1: 0.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 31 4 5 37 29 69 37:
Old : 81: 31 4 5 37 29 69 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 60.1 56.1 82.0 32.3 53.1 51.6 70.9
Old : 36.0 60.1 56.1 82.0 32.3 53.1 51.6 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 04, 2020