BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 15, 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 : 7,930: 183 494 393 6,458 6,563 7,034 7,450: 896 480
Old : 7,930: 183 494 393 6,458 6,563 7,034 7,450: 896 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 618: -79 64 6 647 606 574 676: 44 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 6.2 5.0 81.4 82.8 88.7 93.9: 11.3 6.1
Old : 100.0: 2.3 6.2 5.0 81.4 82.8 88.7 93.9: 11.3 6.1
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: 3 5 6 25 24 31 32:
Old : 40: 3 5 6 25 24 31 32:
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 : 46.0 45.5 64.1 65.0 42.3 45.4 57.0 60.9
Old : 46.0 45.5 64.1 65.0 42.3 45.4 57.0 60.9
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 15, 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 : 20,706: 9,502 2,182 1,053 7,505 12,739 18,060 15,974: 2,646 4,732
Old : 20,706: 9,502 2,182 1,053 7,505 12,739 18,060 15,974: 2,646 4,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,054: 624 -88 10 401 1,070 1,035 992: 19 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 10.5 5.1 36.2 61.5 87.2 77.1: 12.8 22.9
Old : 100.0: 45.9 10.5 5.1 36.2 61.5 87.2 77.1: 12.8 22.9
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 : 63: 15 7 12 22 30 43 43:
Old : 63: 15 7 12 22 30 43 43:
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 : 54.2 35.2 67.5 47.6 52.9 34.8 65.9 45.9
Old : 54.2 35.2 67.5 47.6 52.9 34.8 65.9 45.9
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 15, 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 : 6,391: 426 1,094 224 5,084 4,404 5,734 5,722: 657 669
Old : 6,391: 426 1,094 224 5,084 4,404 5,734 5,722: 657 669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 323: 35 -1 -9 244 334 270 324: 53 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 17.1 3.5 79.5 68.9 89.7 89.5: 10.3 10.5
Old : 100.0: 6.7 17.1 3.5 79.5 68.9 89.7 89.5: 10.3 10.5
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 : 41: 3 4 6 30 18 36 25:
Old : 41: 3 4 6 30 18 36 25:
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 : 30.4 50.0 48.6 71.0 30.4 46.6 46.7 63.6
Old : 30.4 50.0 48.6 71.0 30.4 46.6 46.7 63.6
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 15, 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 : 190,435: 72,472 40,671 30,761 71,337 91,645 174,570 163,077: 15,865 27,358
Old : 188,815: 72,411 40,778 30,449 70,993 90,964 173,853 162,191: 14,962 26,624
Other: 1,620: 359 191 14 344 681 717 886: 903 734
: : :
: : Changes in Commitments from: December 8, 2020 :
: -4,771: 379 3,112 -2,285 -734 -5,223 -2,640 -4,396: -2,131 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 21.4 16.2 37.5 48.1 91.7 85.6: 8.3 14.4
Old : 100.0: 38.4 21.6 16.1 37.6 48.2 92.1 85.9: 7.9 14.1
Other: 100.0: 22.2 11.8 0.9 21.2 42.0 44.3 54.7: 55.7 45.3
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 84 76 93 61 89 206 209:
Old : 273: 85 78 92 57 89 201 209:
Other: 40: 9 6 2 9 20 18 28:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 14.4 34.4 21.4 20.8 12.5 34.2 18.8
Old : 21.0 14.5 34.7 21.4 21.0 12.7 34.5 19.0
Other: 26.2 28.1 38.5 40.8 25.3 28.1 35.6 40.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 15, 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 : 285,447: 95,963 43,399 43,885 112,391 157,507 252,239 244,791: 33,208 40,656
Old : 285,447: 95,963 43,399 43,885 112,391 157,507 252,239 244,791: 33,208 40,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 5,100: 3,882 497 3,072 -1,634 1,347 5,320 4,916: -220 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 15.2 15.4 39.4 55.2 88.4 85.8: 11.6 14.2
Old : 100.0: 33.6 15.2 15.4 39.4 55.2 88.4 85.8: 11.6 14.2
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 : 362: 104 76 94 109 142 260 276:
Old : 362: 104 76 94 109 142 260 276:
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 : 19.4 18.5 29.0 26.9 19.4 17.4 28.5 25.1
Old : 19.4 18.5 29.0 26.9 19.4 17.4 28.5 25.1
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 15, 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 : 3,083: 779 360 157 890 1,924 1,826 2,441: 1,257 642
Old : 3,083: 779 360 157 890 1,924 1,826 2,441: 1,257 642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 147: 53 13 72 -68 -83 57 2: 90 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 11.7 5.1 28.9 62.4 59.2 79.2: 40.8 20.8
Old : 100.0: 25.3 11.7 5.1 28.9 62.4 59.2 79.2: 40.8 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 : 38: 15 5 3 9 12 24 20:
Old : 38: 15 5 3 9 12 24 20:
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 : 27.3 45.6 38.1 62.1 25.1 45.6 34.7 61.1
Old : 27.3 45.6 38.1 62.1 25.1 45.6 34.7 61.1
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 15, 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 : 42,270: 14,633 11,784 8,341 13,478 9,791 36,452 29,916: 5,818 12,354
Old : 42,270: 14,633 11,784 8,341 13,478 9,791 36,452 29,916: 5,818 12,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,441: 631 -12 880 701 616 2,212 1,484: 229 957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 27.9 19.7 31.9 23.2 86.2 70.8: 13.8 29.2
Old : 100.0: 34.6 27.9 19.7 31.9 23.2 86.2 70.8: 13.8 29.2
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 : 172: 40 43 50 46 58 120 131:
Old : 172: 40 43 50 46 58 120 131:
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 : 23.9 15.1 34.0 23.3 22.5 13.9 31.4 19.9
Old : 23.9 15.1 34.0 23.3 22.5 13.9 31.4 19.9
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 15, 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 : 23,005: 555 8,434 1,200 20,520 12,888 22,275 22,522: 730 483
Old : 23,005: 555 8,434 1,200 20,520 12,888 22,275 22,522: 730 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,103: 100 -107 338 606 873 1,044 1,104: 59 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 36.7 5.2 89.2 56.0 96.8 97.9: 3.2 2.1
Old : 100.0: 2.4 36.7 5.2 89.2 56.0 96.8 97.9: 3.2 2.1
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 : 57: 8 10 7 27 30 40 42:
Old : 57: 8 10 7 27 30 40 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 : 56.9 46.7 79.7 72.9 56.1 46.5 78.9 71.6
Old : 56.9 46.7 79.7 72.9 56.1 46.5 78.9 71.6
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 15, 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 : 32,723: 8,115 10,742 63 22,177 20,483 30,355 31,288: 2,368 1,435
Old : 32,723: 8,115 10,742 63 22,177 20,483 30,355 31,288: 2,368 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 8,704: 1,375 -666 0 7,134 9,214 8,509 8,548: 195 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 32.8 0.2 67.8 62.6 92.8 95.6: 7.2 4.4
Old : 100.0: 24.8 32.8 0.2 67.8 62.6 92.8 95.6: 7.2 4.4
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 : 49: 19 13 1 11 9 31 22:
Old : 49: 19 13 1 11 9 31 22:
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 : 51.8 60.1 69.5 82.4 34.3 52.0 47.0 61.1
Old : 51.8 60.1 69.5 82.4 34.3 52.0 47.0 61.1
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 15, 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 : 196,230: 39,856 55,572 3,244 107,352 122,442 150,452 181,258: 45,778 14,972
Old : 196,230: 39,856 55,572 3,244 107,352 122,442 150,452 181,258: 45,778 14,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 32,641: 5,143 121 -2,253 29,403 36,754 32,293 34,622: 348 -1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 28.3 1.7 54.7 62.4 76.7 92.4: 23.3 7.6
Old : 100.0: 20.3 28.3 1.7 54.7 62.4 76.7 92.4: 23.3 7.6
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 : 108: 30 24 16 36 33 75 64:
Old : 108: 30 24 16 36 33 75 64:
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 : 30.2 45.5 40.0 60.3 17.6 30.4 25.0 45.2
Old : 30.2 45.5 40.0 60.3 17.6 30.4 25.0 45.2
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 15, 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 : 48,913: 17,177 7,886 119 9,775 28,618 27,071 36,623: 21,842 12,290
Old : 48,913: 17,177 7,886 119 9,775 28,618 27,071 36,623: 21,842 12,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -6,009: 484 1,616 -1,720 -3,760 -6,127 -4,996 -6,231: -1,013 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 16.1 0.2 20.0 58.5 55.3 74.9: 44.7 25.1
Old : 100.0: 35.1 16.1 0.2 20.0 58.5 55.3 74.9: 44.7 25.1
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 : 43: 12 10 1 13 13 26 23:
Old : 43: 12 10 1 13 13 26 23:
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 : 30.1 47.3 40.0 57.0 30.1 47.3 40.0 57.0
Old : 30.1 47.3 40.0 57.0 30.1 47.3 40.0 57.0
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 15, 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 : 142,913: 62,335 65,562 787 71,960 73,710 135,082 140,059: 7,831 2,854
Old : 142,913: 62,335 65,562 787 71,960 73,710 135,082 140,059: 7,831 2,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -48,920: -8,108 21,641 -29,688 -10,477 -40,924 -48,273 -48,971: -647 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 45.9 0.6 50.4 51.6 94.5 98.0: 5.5 2.0
Old : 100.0: 43.6 45.9 0.6 50.4 51.6 94.5 98.0: 5.5 2.0
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 : 143: 65 30 5 31 24 98 57:
Old : 143: 65 30 5 31 24 98 57:
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 : 48.7 52.9 60.7 67.3 48.7 52.9 60.7 67.3
Old : 48.7 52.9 60.7 67.3 48.7 52.9 60.7 67.3
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 15, 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 : 142,242: 35,128 31,060 1,686 72,757 84,108 109,571 116,854: 32,671 25,388
Old : 142,242: 35,128 31,060 1,686 72,757 84,108 109,571 116,854: 32,671 25,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -21,942: -4,216 -2,574 -1,770 -15,625 -16,019 -21,611 -20,363: -331 -1,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 21.8 1.2 51.2 59.1 77.0 82.2: 23.0 17.8
Old : 100.0: 24.7 21.8 1.2 51.2 59.1 77.0 82.2: 23.0 17.8
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 : 102: 24 24 12 31 36 62 66:
Old : 102: 24 24 12 31 36 62 66:
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 : 29.2 26.8 43.7 41.2 29.0 26.7 43.5 41.0
Old : 29.2 26.8 43.7 41.2 29.0 26.7 43.5 41.0
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 15, 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 : 193,317: 65,376 21,413 2,959 90,761 153,874 159,096 178,246: 34,221 15,071
Old : 193,317: 65,376 21,413 2,959 90,761 153,874 159,096 178,246: 34,221 15,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -9: 1,791 5,994 -265 -1,826 -5,687 -300 42: 291 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 11.1 1.5 46.9 79.6 82.3 92.2: 17.7 7.8
Old : 100.0: 33.8 11.1 1.5 46.9 79.6 82.3 92.2: 17.7 7.8
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 : 115: 43 16 13 37 32 88 53:
Old : 115: 43 16 13 37 32 88 53:
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 : 26.0 64.7 40.2 73.6 26.0 64.7 40.2 73.2
Old : 26.0 64.7 40.2 73.6 26.0 64.7 40.2 73.2
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 15, 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 : 657,046: 218,710 76,877 3,774 338,345 537,607 560,829 618,258: 96,217 38,788
Old : 657,046: 218,710 76,877 3,774 338,345 537,607 560,829 618,258: 96,217 38,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -26,305: -3,811 10,785 -8,489 -10,660 -24,470 -22,960 -22,174: -3,345 -4,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 11.7 0.6 51.5 81.8 85.4 94.1: 14.6 5.9
Old : 100.0: 33.3 11.7 0.6 51.5 81.8 85.4 94.1: 14.6 5.9
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 : 281: 97 31 26 117 81 221 131:
Old : 281: 97 31 26 117 81 221 131:
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 : 14.5 67.3 23.3 76.7 13.8 65.5 22.3 74.7
Old : 14.5 67.3 23.3 76.7 13.8 65.5 22.3 74.7
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 15, 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 : 25,123: 6,844 3,825 303 7,289 15,910 14,436 20,038: 10,687 5,085
Old : 25,123: 6,844 3,825 303 7,289 15,910 14,436 20,038: 10,687 5,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 15.2 1.2 29.0 63.3 57.5 79.8: 42.5 20.2
Old : 100.0: 27.2 15.2 1.2 29.0 63.3 57.5 79.8: 42.5 20.2
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 : 21: 6 3 1 10 9 16 13:
Old : 21: 6 3 1 10 9 16 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 : 27.5 60.9 42.7 73.9 26.3 59.0 41.2 69.4
Old : 27.5 60.9 42.7 73.9 26.3 59.0 41.2 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741
Commitments of Traders - Futures Only, December 15, 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 : 17,981: 3,411 3,439 450 5,266 10,350 9,127 14,239: 8,854 3,742
Old : 17,981: 3,411 3,439 450 5,266 10,350 9,127 14,239: 8,854 3,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 19.1 2.5 29.3 57.6 50.8 79.2: 49.2 20.8
Old : 100.0: 19.0 19.1 2.5 29.3 57.6 50.8 79.2: 49.2 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 : 21: 4 2 1 10 13 15 15:
Old : 21: 4 2 1 10 13 15 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 : 29.0 41.8 44.3 58.7 25.8 36.9 36.2 52.7
Old : 29.0 41.8 44.3 58.7 25.8 36.9 36.2 52.7
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 15, 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 : 37,624: 10,698 19,911 124 23,236 15,656 34,058 35,691: 3,566 1,933
Old : 37,624: 10,698 19,911 124 23,236 15,656 34,058 35,691: 3,566 1,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 1,963: 1,649 -1,856 -123 289 8,210 1,815 6,231: 148 -4,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 52.9 0.3 61.8 41.6 90.5 94.9: 9.5 5.1
Old : 100.0: 28.4 52.9 0.3 61.8 41.6 90.5 94.9: 9.5 5.1
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 : 63: 20 21 2 17 6 39 28:
Old : 63: 20 21 2 17 6 39 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 : 53.6 60.7 66.8 81.0 48.4 60.7 61.6 77.3
Old : 53.6 60.7 66.8 81.0 48.4 60.7 61.6 77.3
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 15, 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 : 47,402: 28,739 14,546 238 12,113 29,904 41,090 44,688: 6,312 2,714
Old : 47,402: 28,739 14,546 238 12,113 29,904 41,090 44,688: 6,312 2,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -13,859: -5,991 -9,634 -3,762 -4,196 156 -13,949 -13,240: 90 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 30.7 0.5 25.6 63.1 86.7 94.3: 13.3 5.7
Old : 100.0: 60.6 30.7 0.5 25.6 63.1 86.7 94.3: 13.3 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 : 86: 38 19 4 20 12 59 34:
Old : 86: 38 19 4 20 12 59 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 : 25.4 59.7 40.9 78.2 25.1 59.7 40.5 77.9
Old : 25.4 59.7 40.9 78.2 25.1 59.7 40.5 77.9
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 15, 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 : 11,999: 9,460 1,503 0 1,027 9,236 10,487 10,739: 1,512 1,260
Old : 11,999: 9,460 1,503 0 1,027 9,236 10,487 10,739: 1,512 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -3,021: 378 -276 -476 -3,135 -2,120 -3,233 -2,872: 212 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 12.5 0.0 8.6 77.0 87.4 89.5: 12.6 10.5
Old : 100.0: 78.8 12.5 0.0 8.6 77.0 87.4 89.5: 12.6 10.5
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 : 25: 13 4 0 3 5 16 9:
Old : 25: 13 4 0 3 5 16 9:
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 76.2 76.0 88.6 64.9 76.2 76.0 88.6
Old : 64.9 76.2 76.0 88.6 64.9 76.2 76.0 88.6
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 15, 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 : 9,075,365: 1,425,614 629,049 2,575,134 4,397,323 5,067,164 8,398,071 8,271,347: 677,294 804,018
Old : 9,075,365: 1,425,614 629,049 2,575,134 4,397,323 5,067,164 8,398,071 8,271,347: 677,294 804,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -934,658: -78,632 8,092 -261,398 -676,021 -745,244 -1,016,051 -998,550: 81,393 63,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.9 28.4 48.5 55.8 92.5 91.1: 7.5 8.9
Old : 100.0: 15.7 6.9 28.4 48.5 55.8 92.5 91.1: 7.5 8.9
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 : 210: 52 41 73 100 99 194 178:
Old : 210: 52 41 73 100 99 194 178:
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 : 24.5 18.2 35.6 31.0 15.2 15.9 20.8 22.0
Old : 24.5 18.2 35.6 31.0 15.2 15.9 20.8 22.0
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 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 11,370: 6,400 9,360 1,334 502 70 8,236 10,764: 3,134 606
Old : 11,370: 6,400 9,360 1,334 502 70 8,236 10,764: 3,134 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -380: -480 -742 275 94 -13 -111 -480: -269 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 82.3 11.7 4.4 0.6 72.4 94.7: 27.6 5.3
Old : 100.0: 56.3 82.3 11.7 4.4 0.6 72.4 94.7: 27.6 5.3
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 : 99: 71 22 13 2 1 80 32:
Old : 99: 71 22 13 2 1 80 32:
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 : 19.6 61.3 31.0 76.6 18.6 61.3 28.5 75.1
Old : 19.6 61.3 31.0 76.6 18.6 61.3 28.5 75.1
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 15, 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 : 496,065: 47,868 45,239 110,223 337,813 340,342 495,904 495,804: 161 261
Old : 496,065: 47,868 45,239 110,223 337,813 340,342 495,904 495,804: 161 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -14,187: -5,005 3,682 -7,926 -1,255 -9,953 -14,186 -14,197: -1 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 9.1 22.2 68.1 68.6 100.0 99.9: 0.0 0.1
Old : 100.0: 9.6 9.1 22.2 68.1 68.6 100.0 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: 23 24 32 30 38 73 75:
Old : 91: 23 24 32 30 38 73 75:
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 : 57.6 44.5 70.1 62.3 46.0 33.7 50.8 42.6
Old : 57.6 44.5 70.1 62.3 46.0 33.7 50.8 42.6
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 15, 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 : 189,322: 14,121 14,789 29,902 145,253 144,582 189,276 189,273: 46 49
Old : 189,322: 14,121 14,789 29,902 145,253 144,582 189,276 189,273: 46 49
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 9,736: -3,793 -4,260 1,941 11,597 12,071 9,745 9,752: -9 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.8 15.8 76.7 76.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 7.8 15.8 76.7 76.4 100.0 100.0: 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 : 79: 15 27 26 25 30 56 67:
Old : 79: 15 27 26 25 30 56 67:
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 : 52.5 50.9 66.7 66.5 48.1 47.5 58.7 59.3
Old : 52.5 50.9 66.7 66.5 48.1 47.5 58.7 59.3
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 15, 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 : 637,832: 74,197 78,575 29,262 450,274 452,079 553,732 559,916: 84,099 77,916
Old : 637,832: 74,197 78,575 29,262 450,274 452,079 553,732 559,916: 84,099 77,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 59,732: -735 -445 6,969 43,319 44,719 49,553 51,243: 10,179 8,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 12.3 4.6 70.6 70.9 86.8 87.8: 13.2 12.2
Old : 100.0: 11.6 12.3 4.6 70.6 70.9 86.8 87.8: 13.2 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 : 547: 84 83 64 282 273 404 383:
Old : 547: 84 83 64 282 273 404 383:
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 : 12.3 18.8 20.0 28.0 9.8 17.9 16.3 25.4
Old : 12.3 18.8 20.0 28.0 9.8 17.9 16.3 25.4
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 15, 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 : 37,878: 7,724 5,165 506 4,853 29,077 13,083 34,748: 24,795 3,130
Old : 37,878: 7,724 5,165 506 4,853 29,077 13,083 34,748: 24,795 3,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,801: -2,894 -999 386 290 4,082 -2,218 3,469: 5,019 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 13.6 1.3 12.8 76.8 34.5 91.7: 65.5 8.3
Old : 100.0: 20.4 13.6 1.3 12.8 76.8 34.5 91.7: 65.5 8.3
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 : 25: 8 4 3 5 9 15 14:
Old : 25: 8 4 3 5 9 15 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 : 22.8 58.0 31.2 80.0 22.8 58.0 31.2 80.0
Old : 22.8 58.0 31.2 80.0 22.8 58.0 31.2 80.0
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 15, 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 : 15,042: 307 531 0 11,331 13,530 11,638 14,061: 3,404 981
Old : 15,042: 307 531 0 11,331 13,530 11,638 14,061: 3,404 981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,953: -341 0 0 2,164 2,880 1,823 2,880: 1,130 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.5 0.0 75.3 89.9 77.4 93.5: 22.6 6.5
Old : 100.0: 2.0 3.5 0.0 75.3 89.9 77.4 93.5: 22.6 6.5
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 : 21: 1 1 0 10 16 11 17:
Old : 21: 1 1 0 10 16 11 17:
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 : 57.9 51.4 70.8 77.6 46.6 47.3 56.5 66.7
Old : 57.9 51.4 70.8 77.6 46.6 47.3 56.5 66.7
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 15, 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 : 28,320: 2,685 2,270 2,767 19,621 21,439 25,073 26,476: 3,247 1,844
Old : 28,320: 2,685 2,270 2,767 19,621 21,439 25,073 26,476: 3,247 1,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 7,804: -905 -92 2,584 5,586 5,195 7,265 7,687: 539 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.0 9.8 69.3 75.7 88.5 93.5: 11.5 6.5
Old : 100.0: 9.5 8.0 9.8 69.3 75.7 88.5 93.5: 11.5 6.5
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 : 32: 6 3 3 15 15 23 19:
Old : 32: 6 3 3 15 15 23 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 : 44.9 55.6 65.5 79.9 32.2 41.1 41.8 52.5
Old : 44.9 55.6 65.5 79.9 32.2 41.1 41.8 52.5
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 15, 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 : 2,999,769: 367,560 402,247 108,583 2,227,104 2,115,008 2,703,247 2,625,838: 296,522 373,931
Old : 2,999,769: 367,560 402,247 108,583 2,227,104 2,115,008 2,703,247 2,625,838: 296,522 373,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 284,656: -8,312 -16,339 52,020 215,146 203,187 258,854 238,868: 25,802 45,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.4 3.6 74.2 70.5 90.1 87.5: 9.9 12.5
Old : 100.0: 12.3 13.4 3.6 74.2 70.5 90.1 87.5: 9.9 12.5
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 : 547: 85 82 62 282 272 402 382:
Old : 547: 85 82 62 282 272 402 382:
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 : 13.1 17.9 21.1 26.6 10.5 17.1 17.4 24.4
Old : 13.1 17.9 21.1 26.6 10.5 17.1 17.4 24.4
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 15, 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 : 38,646: 1,283 1,049 36 33,723 34,854 35,042 35,939: 3,604 2,707
Old : 38,646: 1,283 1,049 36 33,723 34,854 35,042 35,939: 3,604 2,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 11,961: 9 -95 36 11,707 10,390 11,752 10,331: 209 1,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.7 0.1 87.3 90.2 90.7 93.0: 9.3 7.0
Old : 100.0: 3.3 2.7 0.1 87.3 90.2 90.7 93.0: 9.3 7.0
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 : 27: 2 2 1 17 12 20 14:
Old : 27: 2 2 1 17 12 20 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 : 65.2 67.7 77.8 85.8 42.5 45.3 53.1 57.8
Old : 65.2 67.7 77.8 85.8 42.5 45.3 53.1 57.8
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 15, 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 : 33,753: 830 475 419 29,015 31,651 30,264 32,545: 3,489 1,208
Old : 33,753: 830 475 419 29,015 31,651 30,264 32,545: 3,489 1,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 10,471: 0 0 419 9,456 9,774 9,875 10,193: 596 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.4 1.2 86.0 93.8 89.7 96.4: 10.3 3.6
Old : 100.0: 2.5 1.4 1.2 86.0 93.8 89.7 96.4: 10.3 3.6
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 : 21: 1 1 1 15 9 17 10:
Old : 21: 1 1 1 15 9 17 10:
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 : 58.4 83.9 74.5 95.2 41.8 59.9 54.1 66.2
Old : 58.4 83.9 74.5 95.2 41.8 59.9 54.1 66.2
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 15, 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 : 16,630: 1,590 0 0 12,108 15,706 13,698 15,706: 2,932 924
Old : 16,630: 1,590 0 0 12,108 15,706 13,698 15,706: 2,932 924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 427: 130 0 0 0 323 130 323: 297 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 72.8 94.4 82.4 94.4: 17.6 5.6
Old : 100.0: 9.6 0.0 0.0 72.8 94.4 82.4 94.4: 17.6 5.6
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 : 22: 3 0 0 10 12 13 12:
Old : 22: 3 0 0 10 12 13 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 : 61.7 61.1 76.2 84.9 61.7 58.9 76.2 82.7
Old : 61.7 61.1 76.2 84.9 61.7 58.9 76.2 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N
Commitments of Traders - Futures Only, December 15, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 TOTAL RETURN INDEX x $25) :
: : :
All : 198,778: 0 3,600 3,000 195,278 191,628 198,278 198,228: 500 550
Old : 198,778: 0 3,600 3,000 195,278 191,628 198,278 198,228: 500 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 1.5 98.2 96.4 99.7 99.7: 0.3 0.3
Old : 100.0: 0.0 1.8 1.5 98.2 96.4 99.7 99.7: 0.3 0.3
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 : 20: 0 1 1 16 15 17 16:
Old : 20: 0 1 1 16 15 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 : 69.5 60.2 87.6 83.4 31.3 23.2 41.0 38.5
Old : 69.5 60.2 87.6 83.4 31.3 23.2 41.0 38.5
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 15, 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 : 162,400: 92,252 32,369 20,481 21,867 6,077 134,600 58,927: 27,800 103,473
Old : 162,400: 92,252 32,369 20,481 21,867 6,077 134,600 58,927: 27,800 103,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 9,822: -4,956 1,108 14,357 -867 2,383 8,534 17,848: 1,288 -8,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 19.9 12.6 13.5 3.7 82.9 36.3: 17.1 63.7
Old : 100.0: 56.8 19.9 12.6 13.5 3.7 82.9 36.3: 17.1 63.7
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 : 21: 8 8 9 4 2 16 15:
Old : 21: 8 8 9 4 2 16 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 : 67.6 24.3 74.6 32.0 63.3 17.2 67.4 21.6
Old : 67.6 24.3 74.6 32.0 63.3 17.2 67.4 21.6
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 15, 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 : 57,211: 7,331 2,393 295 38,998 50,415 46,624 53,103: 10,587 4,108
Old : 57,211: 7,331 2,393 295 38,998 50,415 46,624 53,103: 10,587 4,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,749: -991 -94 -291 3,288 2,409 2,006 2,024: 743 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.2 0.5 68.2 88.1 81.5 92.8: 18.5 7.2
Old : 100.0: 12.8 4.2 0.5 68.2 88.1 81.5 92.8: 18.5 7.2
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 : 73: 10 6 5 39 31 52 39:
Old : 73: 10 6 5 39 31 52 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 : 19.7 38.9 34.2 56.1 19.4 35.6 32.8 51.6
Old : 19.7 38.9 34.2 56.1 19.4 35.6 32.8 51.6
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 15, 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 : 55,366: 15,015 12,608 858 28,827 33,432 44,700 46,899: 10,665 8,467
Old : 55,366: 15,015 12,608 858 28,827 33,432 44,700 46,899: 10,665 8,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 6,464: 1,014 421 3 3,656 4,641 4,673 5,064: 1,791 1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 22.8 1.6 52.1 60.4 80.7 84.7: 19.3 15.3
Old : 100.0: 27.1 22.8 1.6 52.1 60.4 80.7 84.7: 19.3 15.3
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 : 285: 63 52 35 110 112 189 186:
Old : 285: 63 52 35 110 112 189 186:
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 : 19.7 20.1 30.5 32.0 17.3 19.0 26.0 29.8
Old : 19.7 20.1 30.5 32.0 17.3 19.0 26.0 29.8
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 15, 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 : 276,828: 75,075 63,040 4,291 144,136 167,162 223,502 234,493: 53,326 42,335
Old : 276,828: 75,075 63,040 4,291 144,136 167,162 223,502 234,493: 53,326 42,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 32,321: 5,070 2,103 13 18,281 23,206 23,364 25,322: 8,957 6,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 22.8 1.6 52.1 60.4 80.7 84.7: 19.3 15.3
Old : 100.0: 27.1 22.8 1.6 52.1 60.4 80.7 84.7: 19.3 15.3
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 : 285: 63 52 35 110 112 189 186:
Old : 285: 63 52 35 110 112 189 186:
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 : 19.7 20.1 30.5 32.0 17.3 19.0 26.0 29.8
Old : 19.7 20.1 30.5 32.0 17.3 19.0 26.0 29.8
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 15, 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 : 127,016: 45,786 55,111 1,735 45,513 55,118 93,034 111,964: 33,982 15,052
Old : 127,016: 45,786 55,111 1,735 45,513 55,118 93,034 111,964: 33,982 15,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -33,264: -4,864 -5,646 -9,598 -18,876 -16,351 -33,338 -31,595: 74 -1,669
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 43.4 1.4 35.8 43.4 73.2 88.1: 26.8 11.9
Old : 100.0: 36.0 43.4 1.4 35.8 43.4 73.2 88.1: 26.8 11.9
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: 22 19 11 23 22 53 44:
Old : 79: 22 19 11 23 22 53 44:
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 : 34.1 54.1 44.0 64.3 33.7 53.8 43.6 63.5
Old : 34.1 54.1 44.0 64.3 33.7 53.8 43.6 63.5
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 15, 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 : 632,403: 95,554 79,698 6,290 499,289 523,288 601,133 609,276: 31,270 23,127
Old : 632,403: 95,554 79,698 6,290 499,289 523,288 601,133 609,276: 31,270 23,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 73,815: -19,283 -7,903 2,202 88,421 76,851 71,340 71,150: 2,475 2,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.6 1.0 79.0 82.7 95.1 96.3: 4.9 3.7
Old : 100.0: 15.1 12.6 1.0 79.0 82.7 95.1 96.3: 4.9 3.7
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 : 361: 61 51 23 183 140 255 204:
Old : 361: 61 51 23 183 140 255 204:
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 : 11.0 22.7 20.9 35.5 9.9 22.7 17.7 32.8
Old : 11.0 22.7 20.9 35.5 9.9 22.7 17.7 32.8
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 15, 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 : 19,037: 204 686 32 16,820 17,352 17,056 18,070: 1,981 967
Old : 19,037: 204 686 32 16,820 17,352 17,056 18,070: 1,981 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -1,706: 204 -276 -2,003 -760 166 -2,559 -2,113: 853 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.6 0.2 88.4 91.1 89.6 94.9: 10.4 5.1
Old : 100.0: 1.1 3.6 0.2 88.4 91.1 89.6 94.9: 10.4 5.1
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 : 21: 1 1 1 13 11 14 13:
Old : 21: 1 1 1 13 11 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 : 58.5 60.4 79.7 84.1 52.7 52.9 68.9 74.2
Old : 58.5 60.4 79.7 84.1 52.7 52.9 68.9 74.2
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 15, 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 : 15,138: 2,194 3,458 22 8,742 6,795 10,958 10,275: 4,180 4,863
Old : 15,138: 2,194 3,458 22 8,742 6,795 10,958 10,275: 4,180 4,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -5,271: -297 1,671 -2,086 -6 -6,510 -2,389 -6,925: -2,882 1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 22.8 0.1 57.7 44.9 72.4 67.9: 27.6 32.1
Old : 100.0: 14.5 22.8 0.1 57.7 44.9 72.4 67.9: 27.6 32.1
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 : 24: 7 4 2 9 6 17 11:
Old : 24: 7 4 2 9 6 17 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 : 47.1 53.8 60.3 66.2 47.1 53.6 60.3 66.0
Old : 47.1 53.8 60.3 66.2 47.1 53.6 60.3 66.0
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 15, 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 : 41,211: 13,467 2,064 22 20,152 15,132 33,641 17,218: 7,570 23,993
Old : 41,211: 13,467 2,064 22 20,152 15,132 33,641 17,218: 7,570 23,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: -19,046: -2,063 -4,461 -1,536 -14,313 -17,240 -17,912 -23,237: -1,134 4,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 5.0 0.1 48.9 36.7 81.6 41.8: 18.4 58.2
Old : 100.0: 32.7 5.0 0.1 48.9 36.7 81.6 41.8: 18.4 58.2
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 : 59: 13 6 1 21 24 34 31:
Old : 59: 13 6 1 21 24 34 31:
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 : 34.2 13.7 51.8 22.4 34.2 13.7 50.7 21.6
Old : 34.2 13.7 51.8 22.4 34.2 13.7 50.7 21.6
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 15, 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 : 217,528: 60,247 390 7,819 149,201 209,260 217,267 217,469: 261 59
Old : 217,528: 60,247 390 7,819 149,201 209,260 217,267 217,469: 261 59
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2020 :
: 2,916: -802 0 1,110 2,621 1,780 2,929 2,890: -13 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 0.2 3.6 68.6 96.2 99.9 100.0: 0.1 0.0
Old : 100.0: 27.7 0.2 3.6 68.6 96.2 99.9 100.0: 0.1 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 : 89: 34 3 7 40 30 76 40:
Old : 89: 34 3 7 40 30 76 40:
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 59.7 56.1 81.4 32.5 52.5 51.7 70.6
Old : 36.0 59.7 56.1 81.4 32.5 52.5 51.7 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2020