BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 10,130: 515 465 1,167 7,236 8,027 8,918 9,660: 1,212 471
Old : 10,130: 515 465 1,167 7,236 8,027 8,918 9,660: 1,212 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -2,464: -137 -76 -370 -1,946 -1,940 -2,454 -2,387: -11 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 4.6 11.5 71.4 79.2 88.0 95.4: 12.0 4.6
Old : 100.0: 5.1 4.6 11.5 71.4 79.2 88.0 95.4: 12.0 4.6
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 : 45: 6 6 8 23 28 33 38:
Old : 45: 6 6 8 23 28 33 38:
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 : 37.1 39.4 55.5 57.9 31.8 36.8 45.1 49.7
Old : 37.1 39.4 55.5 57.9 31.8 36.8 45.1 49.7
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 44,586: 14,441 1,473 12,689 13,571 22,225 40,700 36,386: 3,886 8,199
Old : 44,586: 14,441 1,473 12,689 13,571 22,225 40,700 36,386: 3,886 8,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -5,349: -678 -19 -2,128 -1,759 -2,291 -4,565 -4,438: -784 -911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 3.3 28.5 30.4 49.8 91.3 81.6: 8.7 18.4
Old : 100.0: 32.4 3.3 28.5 30.4 49.8 91.3 81.6: 8.7 18.4
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 : 85: 27 7 22 37 43 71 65:
Old : 85: 27 7 22 37 43 71 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 : 37.5 28.4 56.4 43.4 28.8 20.2 39.2 28.1
Old : 37.5 28.4 56.4 43.4 28.8 20.2 39.2 28.1
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 11,178: 965 172 2,724 6,842 7,577 10,531 10,473: 647 705
Old : 11,178: 965 172 2,724 6,842 7,577 10,531 10,473: 647 705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,840: -166 -84 -503 -1,136 -1,177 -1,805 -1,765: -35 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 1.5 24.4 61.2 67.8 94.2 93.7: 5.8 6.3
Old : 100.0: 8.6 1.5 24.4 61.2 67.8 94.2 93.7: 5.8 6.3
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 : 44: 6 2 7 34 24 41 32:
Old : 44: 6 2 7 34 24 41 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 : 35.0 53.7 54.1 72.1 18.2 37.7 30.2 45.3
Old : 35.0 53.7 54.1 72.1 18.2 37.7 30.2 45.3
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 7,028: 35 2,486 2,449 4,010 1,254 6,494 6,188: 534 840
Old : 7,028: 35 2,486 2,449 4,010 1,254 6,494 6,188: 534 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,788: 35 -1,122 -432 -1,260 -72 -1,656 -1,626: -131 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 35.4 34.8 57.1 17.8 92.4 88.1: 7.6 11.9
Old : 100.0: 0.5 35.4 34.8 57.1 17.8 92.4 88.1: 7.6 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 : 27: 1 8 7 17 11 25 19:
Old : 27: 1 8 7 17 11 25 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 : 52.5 62.2 72.8 76.6 37.9 32.3 43.4 39.4
Old : 52.5 62.2 72.8 76.6 37.9 32.3 43.4 39.4
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 254,301: 69,520 21,192 77,383 83,296 119,391 230,198 217,965: 24,102 36,335
Old : 253,630: 69,544 21,168 77,265 83,202 119,137 230,010 217,569: 23,619 36,060
Other: 671: 89 137 5 94 254 188 396: 483 275
: : :
: : Changes in Commitments from: November 3, 2020 :
: -10,661: -1,061 2,197 -7,535 -2,315 -5,551 -10,911 -10,888: 250 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 8.3 30.4 32.8 46.9 90.5 85.7: 9.5 14.3
Old : 100.0: 27.4 8.3 30.5 32.8 47.0 90.7 85.8: 9.3 14.2
Other: 100.0: 13.3 20.4 0.7 14.0 37.9 28.0 59.0: 72.0 41.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 109 57 110 88 90 252 215:
Old : 285: 110 58 110 88 90 252 215:
Other: 21: 3 5 2 4 8 8 15:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 13.5 27.1 23.5 15.0 10.1 24.7 16.0
Old : 15.1 13.6 27.2 23.5 15.1 10.1 24.8 16.0
Other: 26.2 43.4 28.0 55.1 25.8 43.4 27.3 55.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 319,519: 81,688 31,710 75,450 125,093 165,006 282,232 272,166: 37,287 47,352
Old : 319,519: 81,688 31,710 75,450 125,093 165,006 282,232 272,166: 37,287 47,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -4,813: -643 -12,081 2,370 -7,358 3,638 -5,632 -6,073: 819 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 9.9 23.6 39.2 51.6 88.3 85.2: 11.7 14.8
Old : 100.0: 25.6 9.9 23.6 39.2 51.6 88.3 85.2: 11.7 14.8
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 : 380: 108 76 122 148 157 319 308:
Old : 380: 108 76 122 148 157 319 308:
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 : 15.5 17.4 23.7 24.9 15.5 15.7 23.6 22.2
Old : 15.5 17.4 23.7 24.9 15.5 15.7 23.6 22.2
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 2,853: 605 235 106 1,164 2,014 1,874 2,354: 979 499
Old : 2,853: 605 235 106 1,164 2,014 1,874 2,354: 979 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 91: 105 -8 48 -8 28 145 68: -54 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 8.2 3.7 40.8 70.6 65.7 82.5: 34.3 17.5
Old : 100.0: 21.2 8.2 3.7 40.8 70.6 65.7 82.5: 34.3 17.5
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 : 33: 11 4 2 10 13 21 19:
Old : 33: 11 4 2 10 13 21 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 : 38.2 52.1 48.8 67.9 37.1 52.1 47.1 66.6
Old : 38.2 52.1 48.8 67.9 37.1 52.1 47.1 66.6
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 41,180: 13,891 14,145 9,316 11,505 7,128 34,712 30,589: 6,468 10,591
Old : 41,180: 13,891 14,145 9,316 11,505 7,128 34,712 30,589: 6,468 10,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -5,700: 682 -3,802 -1,067 -3,172 -1,519 -3,556 -6,388: -2,144 688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 34.3 22.6 27.9 17.3 84.3 74.3: 15.7 25.7
Old : 100.0: 33.7 34.3 22.6 27.9 17.3 84.3 74.3: 15.7 25.7
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 : 157: 42 46 44 51 46 118 115:
Old : 157: 42 46 44 51 46 118 115:
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 : 24.3 14.7 34.4 24.1 23.2 14.1 31.4 22.1
Old : 24.3 14.7 34.4 24.1 23.2 14.1 31.4 22.1
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 34,542: 1,336 9,512 4,939 27,110 17,972 33,384 32,423: 1,158 2,120
Old : 34,542: 1,336 9,512 4,939 27,110 17,972 33,384 32,423: 1,158 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -4,804: -268 -1,266 -1,086 -3,561 -2,325 -4,915 -4,677: 112 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 27.5 14.3 78.5 52.0 96.6 93.9: 3.4 6.1
Old : 100.0: 3.9 27.5 14.3 78.5 52.0 96.6 93.9: 3.4 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 : 68: 11 12 14 32 38 52 55:
Old : 68: 11 12 14 32 38 52 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 : 49.6 34.3 69.9 56.6 47.3 31.4 64.4 48.8
Old : 49.6 34.3 69.9 56.6 47.3 31.4 64.4 48.8
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 22,447: 7,244 12,441 5 13,962 8,141 21,211 20,587: 1,236 1,860
Old : 22,447: 7,244 12,441 5 13,962 8,141 21,211 20,587: 1,236 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,332: -860 -1,351 -2 -377 111 -1,239 -1,242: -93 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 55.4 0.0 62.2 36.3 94.5 91.7: 5.5 8.3
Old : 100.0: 32.3 55.4 0.0 62.2 36.3 94.5 91.7: 5.5 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 : 42: 14 13 1 11 8 26 21:
Old : 42: 14 13 1 11 8 26 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 : 49.0 78.2 73.3 85.0 49.0 78.2 73.2 85.0
Old : 49.0 78.2 73.3 85.0 49.0 78.2 73.2 85.0
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 144,465: 25,053 47,550 5,645 75,276 74,924 105,973 128,119: 38,492 16,346
Old : 144,465: 25,053 47,550 5,645 75,276 74,924 105,973 128,119: 38,492 16,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 9,947: 3,904 4,835 588 193 7,345 4,685 12,767: 5,262 -2,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 32.9 3.9 52.1 51.9 73.4 88.7: 26.6 11.3
Old : 100.0: 17.3 32.9 3.9 52.1 51.9 73.4 88.7: 26.6 11.3
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 : 104: 21 32 20 37 32 71 71:
Old : 104: 21 32 20 37 32 71 71:
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 : 25.9 34.6 35.1 48.3 23.9 34.6 32.2 47.9
Old : 25.9 34.6 35.1 48.3 23.9 34.6 32.2 47.9
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 55,388: 21,481 5,270 1,741 13,373 34,567 36,594 41,579: 18,794 13,809
Old : 55,388: 21,481 5,270 1,741 13,373 34,567 36,594 41,579: 18,794 13,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 1,151: 249 -610 359 -152 944 455 693: 696 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 9.5 3.1 24.1 62.4 66.1 75.1: 33.9 24.9
Old : 100.0: 38.8 9.5 3.1 24.1 62.4 66.1 75.1: 33.9 24.9
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 : 44: 14 9 5 14 12 29 25:
Old : 44: 14 9 5 14 12 29 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 : 30.0 53.1 41.2 61.6 29.9 52.2 41.1 58.9
Old : 30.0 53.1 41.2 61.6 29.9 52.2 41.1 58.9
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 129,578: 57,507 38,709 2,088 62,483 85,951 122,079 126,748: 7,499 2,830
Old : 129,578: 57,507 38,709 2,088 62,483 85,951 122,079 126,748: 7,499 2,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 10,273: 3,224 9,079 -1,002 7,457 2,153 9,678 10,229: 595 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 29.9 1.6 48.2 66.3 94.2 97.8: 5.8 2.2
Old : 100.0: 44.4 29.9 1.6 48.2 66.3 94.2 97.8: 5.8 2.2
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 : 140: 58 30 11 32 27 95 63:
Old : 140: 58 30 11 32 27 95 63:
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 : 41.6 53.5 54.9 67.7 41.6 53.5 54.9 67.7
Old : 41.6 53.5 54.9 67.7 41.6 53.5 54.9 67.7
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 173,108: 29,107 45,965 18,209 98,351 80,096 145,667 144,270: 27,441 28,838
Old : 173,108: 29,107 45,965 18,209 98,351 80,096 145,667 144,270: 27,441 28,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -356: 1,376 6,368 -2,363 -751 -4,451 -1,738 -446: 1,382 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 26.6 10.5 56.8 46.3 84.1 83.3: 15.9 16.7
Old : 100.0: 16.8 26.6 10.5 56.8 46.3 84.1 83.3: 15.9 16.7
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 : 111: 24 30 18 37 44 72 81:
Old : 111: 24 30 18 37 44 72 81:
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 : 25.1 19.6 41.4 32.0 24.2 18.1 35.4 28.7
Old : 25.1 19.6 41.4 32.0 24.2 18.1 35.4 28.7
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 199,492: 54,061 16,148 9,080 104,049 156,546 167,190 181,774: 32,303 17,718
Old : 199,492: 54,061 16,148 9,080 104,049 156,546 167,190 181,774: 32,303 17,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -5,762: 3,514 -2,667 -3,681 -862 -829 -1,029 -7,178: -4,733 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 8.1 4.6 52.2 78.5 83.8 91.1: 16.2 8.9
Old : 100.0: 27.1 8.1 4.6 52.2 78.5 83.8 91.1: 16.2 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 : 119: 44 14 16 44 39 91 66:
Old : 119: 44 14 16 44 39 91 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 : 24.9 58.8 34.0 67.9 24.0 57.5 33.0 64.5
Old : 24.9 58.8 34.0 67.9 24.0 57.5 33.0 64.5
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 683,948: 202,887 67,979 26,829 356,859 545,795 586,575 640,602: 97,373 43,346
Old : 683,948: 202,887 67,979 26,829 356,859 545,795 586,575 640,602: 97,373 43,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 2,986: -6,651 -2,104 -2,540 4,975 7,147 -4,216 2,503: 7,203 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.9 3.9 52.2 79.8 85.8 93.7: 14.2 6.3
Old : 100.0: 29.7 9.9 3.9 52.2 79.8 85.8 93.7: 14.2 6.3
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 : 305: 97 42 49 134 95 247 170:
Old : 305: 97 42 49 134 95 247 170:
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 : 13.6 62.0 22.3 70.3 13.0 61.6 21.5 69.3
Old : 13.6 62.0 22.3 70.3 13.0 61.6 21.5 69.3
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 24,547: 4,746 4,096 129 6,985 15,408 11,860 19,633: 12,687 4,914
Old : 24,547: 4,746 4,096 129 6,985 15,408 11,860 19,633: 12,687 4,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 57: -34 -29 0 100 -45 66 -74: -9 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 16.7 0.5 28.5 62.8 48.3 80.0: 51.7 20.0
Old : 100.0: 19.3 16.7 0.5 28.5 62.8 48.3 80.0: 51.7 20.0
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 : 21: 6 3 1 9 9 15 13:
Old : 21: 6 3 1 9 9 15 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 : 20.5 60.9 36.0 75.1 19.9 58.8 33.6 70.9
Old : 20.5 60.9 36.0 75.1 19.9 58.8 33.6 70.9
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 42,815: 10,112 36,050 7 30,761 4,238 40,880 40,295: 1,935 2,520
Old : 42,815: 10,112 36,050 7 30,761 4,238 40,880 40,295: 1,935 2,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,394: 425 -1,799 -456 -916 1,295 -947 -960: -447 -434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 84.2 0.0 71.8 9.9 95.5 94.1: 4.5 5.9
Old : 100.0: 23.6 84.2 0.0 71.8 9.9 95.5 94.1: 4.5 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 : 57: 17 22 2 11 9 30 31:
Old : 57: 17 22 2 11 9 30 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 : 66.9 65.9 81.6 76.3 66.8 65.9 81.4 76.3
Old : 66.9 65.9 81.6 76.3 66.8 65.9 81.4 76.3
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 46,135: 25,695 17,920 582 14,109 24,378 40,386 42,880: 5,749 3,255
Old : 46,135: 25,695 17,920 582 14,109 24,378 40,386 42,880: 5,749 3,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 5,689: 3,792 3,103 3 985 2,462 4,780 5,568: 909 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 38.8 1.3 30.6 52.8 87.5 92.9: 12.5 7.1
Old : 100.0: 55.7 38.8 1.3 30.6 52.8 87.5 92.9: 12.5 7.1
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 : 87: 36 20 7 22 14 62 37:
Old : 87: 36 20 7 22 14 62 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 : 24.3 43.8 37.1 68.3 24.2 43.8 37.0 68.2
Old : 24.3 43.8 37.1 68.3 24.2 43.8 37.0 68.2
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 14,303: 9,464 2,516 0 3,623 10,432 13,087 12,948: 1,216 1,355
Old : 14,303: 9,464 2,516 0 3,623 10,432 13,087 12,948: 1,216 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 171: -346 -1,204 -1 395 1,417 48 212: 123 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 17.6 0.0 25.3 72.9 91.5 90.5: 8.5 9.5
Old : 100.0: 66.2 17.6 0.0 25.3 72.9 91.5 90.5: 8.5 9.5
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 : 27: 10 6 0 6 8 16 14:
Old : 27: 10 6 0 6 8 16 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 : 74.4 73.2 84.8 84.6 74.4 73.2 84.8 84.5
Old : 74.4 73.2 84.8 84.6 74.4 73.2 84.8 84.5
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 with Delta-adjusted Options and Futures Combined, November 10, 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 :18,607,648: 1,268,141 449,112 9,330,557 7,372,157 8,040,636 17,970,855 17,820,305: 636,793 787,343
Old :18,607,648: 1,268,141 449,112 9,330,557 7,372,157 8,040,636 17,970,855 17,820,305: 636,793 787,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 242,649: 202,041 -84,452 80,626 -20,553 232,301 262,113 228,474: -19,464 14,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 2.4 50.1 39.6 43.2 96.6 95.8: 3.4 4.2
Old : 100.0: 6.8 2.4 50.1 39.6 43.2 96.6 95.8: 3.4 4.2
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 : 271: 71 53 100 130 130 252 239:
Old : 271: 71 53 100 130 130 252 239:
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 21.9 36.8 36.3 6.1 8.3 9.1 12.3
Old : 22.8 21.9 36.8 36.3 6.1 8.3 9.1 12.3
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 with Delta-adjusted Options and Futures Combined, November 10, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 12,579: 8,201 10,496 1,374 122 70 9,696 11,940: 2,883 640
Old : 12,579: 8,201 10,496 1,374 122 70 9,696 11,940: 2,883 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 266: 550 -229 318 -44 0 824 89: -558 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 83.4 10.9 1.0 0.6 77.1 94.9: 22.9 5.1
Old : 100.0: 65.2 83.4 10.9 1.0 0.6 77.1 94.9: 22.9 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 : 104: 71 30 24 1 1 88 40:
Old : 104: 71 30 24 1 1 88 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 : 17.6 53.8 29.0 70.9 16.6 50.2 26.9 67.3
Old : 17.6 53.8 29.0 70.9 16.6 50.2 26.9 67.3
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 347,357: 61,645 38,653 60,565 225,007 247,906 347,216 347,124: 140 233
Old : 347,357: 61,645 38,653 60,565 225,007 247,906 347,216 347,124: 140 233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 16,145: 8,516 -431 -904 8,537 17,477 16,149 16,142: -4 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 11.1 17.4 64.8 71.4 100.0 99.9: 0.0 0.1
Old : 100.0: 17.7 11.1 17.4 64.8 71.4 100.0 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 : 85: 21 22 31 24 35 64 73:
Old : 85: 21 22 31 24 35 64 73:
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 : 54.0 50.0 68.8 66.6 46.4 41.4 54.3 49.5
Old : 54.0 50.0 68.8 66.6 46.4 41.4 54.3 49.5
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 157,409: 29,766 11,109 24,267 103,124 121,952 157,157 157,328: 252 81
Old : 157,409: 29,766 11,109 24,267 103,124 121,952 157,157 157,328: 252 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 31,215: 2,966 3,594 2,620 25,527 25,061 31,113 31,275: 102 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 7.1 15.4 65.5 77.5 99.8 99.9: 0.2 0.1
Old : 100.0: 18.9 7.1 15.4 65.5 77.5 99.8 99.9: 0.2 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 : 75: 22 19 25 22 28 53 64:
Old : 75: 22 19 25 22 28 53 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 : 51.5 40.9 65.0 59.9 47.0 39.3 59.6 54.0
Old : 51.5 40.9 65.0 59.9 47.0 39.3 59.6 54.0
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 675,961: 74,945 58,038 117,321 408,135 428,140 600,401 603,500: 75,560 72,461
Old : 675,961: 74,945 58,038 117,321 408,135 428,140 600,401 603,500: 75,560 72,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 27,695: -5,257 -3,359 16,616 8,009 10,201 19,368 23,457: 8,327 4,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 8.6 17.4 60.4 63.3 88.8 89.3: 11.2 10.7
Old : 100.0: 11.1 8.6 17.4 60.4 63.3 88.8 89.3: 11.2 10.7
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 : 558: 108 74 93 288 288 433 418:
Old : 558: 108 74 93 288 288 433 418:
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 18.8 21.5 28.8 8.1 15.6 13.5 22.9
Old : 13.1 18.8 21.5 28.8 8.1 15.6 13.5 22.9
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 36,839: 8,270 306 4,970 9,866 23,765 23,106 29,041: 13,733 7,798
Old : 36,839: 8,270 306 4,970 9,866 23,765 23,106 29,041: 13,733 7,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 10,805: 6,107 -1,026 1,147 -3,454 10,899 3,800 11,020: 7,005 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 0.8 13.5 26.8 64.5 62.7 78.8: 37.3 21.2
Old : 100.0: 22.4 0.8 13.5 26.8 64.5 62.7 78.8: 37.3 21.2
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: 9 3 11 8 10 19 22:
Old : 25: 9 3 11 8 10 19 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 : 36.8 48.7 52.5 67.9 24.7 42.0 33.8 52.2
Old : 36.8 48.7 52.5 67.9 24.7 42.0 33.8 52.2
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 26,217: 1,126 3,209 0 18,634 21,006 19,760 24,215: 6,457 2,002
Old : 26,217: 1,126 3,209 0 18,634 21,006 19,760 24,215: 6,457 2,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 457: -766 -392 -160 -3,565 679 -4,491 127: 4,948 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 12.2 0.0 71.1 80.1 75.4 92.4: 24.6 7.6
Old : 100.0: 4.3 12.2 0.0 71.1 80.1 75.4 92.4: 24.6 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 : 32: 2 4 0 14 14 16 18:
Old : 32: 2 4 0 14 14 16 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 : 57.5 59.6 67.9 79.2 57.5 59.6 67.9 79.2
Old : 57.5 59.6 67.9 79.2 57.5 59.6 67.9 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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 3,195,606: 365,965 321,252 529,165 1,991,345 2,021,874 2,886,474 2,872,291: 309,132 323,315
Old : 3,195,606: 365,965 321,252 529,165 1,991,345 2,021,874 2,886,474 2,872,291: 309,132 323,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 84,451: -28,297 16,852 48,823 57,313 -3,489 77,839 62,186: 6,612 22,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 10.1 16.6 62.3 63.3 90.3 89.9: 9.7 10.1
Old : 100.0: 11.5 10.1 16.6 62.3 63.3 90.3 89.9: 9.7 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 : 555: 107 74 91 286 285 430 413:
Old : 555: 107 74 91 286 285 430 413:
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 18.5 22.1 28.9 8.5 15.5 14.3 22.9
Old : 13.5 18.5 22.1 28.9 8.5 15.5 14.3 22.9
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 11,570: 697 454 0 7,204 9,936 7,901 10,390: 3,669 1,180
Old : 11,570: 697 454 0 7,204 9,936 7,901 10,390: 3,669 1,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -177: -365 0 0 -721 -154 -1,086 -154: 909 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 3.9 0.0 62.3 85.9 68.3 89.8: 31.7 10.2
Old : 100.0: 6.0 3.9 0.0 62.3 85.9 68.3 89.8: 31.7 10.2
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 : 22: 2 1 0 8 13 10 14:
Old : 22: 2 1 0 8 13 10 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 : 52.5 51.3 64.2 73.1 52.0 51.3 63.8 73.1
Old : 52.5 51.3 64.2 73.1 52.0 51.3 63.8 73.1
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 15,413: 731 475 0 12,086 13,976 12,817 14,451: 2,596 962
Old : 15,413: 731 475 0 12,086 13,976 12,817 14,451: 2,596 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 595: -392 0 0 1,012 502 620 502: -25 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 3.1 0.0 78.4 90.7 83.2 93.8: 16.8 6.2
Old : 100.0: 4.7 3.1 0.0 78.4 90.7 83.2 93.8: 16.8 6.2
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 : 20: 2 1 0 10 8 12 9:
Old : 20: 2 1 0 10 8 12 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 : 58.5 84.0 75.4 93.4 58.1 84.0 75.0 93.4
Old : 58.5 84.0 75.4 93.4 58.1 84.0 75.0 93.4
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 13,521: 1,297 0 0 9,885 12,587 11,182 12,587: 2,339 934
Old : 13,521: 1,297 0 0 9,885 12,587 11,182 12,587: 2,339 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -227: 13 -168 -58 -67 180 -112 -46: -115 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 73.1 93.1 82.7 93.1: 17.3 6.9
Old : 100.0: 9.6 0.0 0.0 73.1 93.1 82.7 93.1: 17.3 6.9
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 : 21: 2 0 0 8 12 10 12:
Old : 21: 2 0 0 8 12 10 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 : 62.2 57.0 78.8 82.7 62.2 57.0 78.8 81.9
Old : 62.2 57.0 78.8 82.7 62.2 57.0 78.8 81.9
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 171,011: 93,559 16,506 18,374 30,697 15,772 142,630 50,652: 28,381 120,359
Old : 171,011: 93,559 16,506 18,374 30,697 15,772 142,630 50,652: 28,381 120,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 34,070: 59,459 -57,482 4,909 2,599 -5,101 66,967 -57,674: -32,897 91,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 9.7 10.7 18.0 9.2 83.4 29.6: 16.6 70.4
Old : 100.0: 54.7 9.7 10.7 18.0 9.2 83.4 29.6: 16.6 70.4
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 : 22: 7 7 9 6 3 18 14:
Old : 22: 7 7 9 6 3 18 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 : 63.6 17.2 73.3 26.2 59.1 12.8 68.1 16.3
Old : 63.6 17.2 73.3 26.2 59.1 12.8 68.1 16.3
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 53,213: 7,879 2,206 546 34,728 47,233 43,153 49,985: 10,060 3,228
Old : 53,213: 7,879 2,206 546 34,728 47,233 43,153 49,985: 10,060 3,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -1,359: -1,437 1,635 168 216 -2,733 -1,053 -930: -306 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.1 1.0 65.3 88.8 81.1 93.9: 18.9 6.1
Old : 100.0: 14.8 4.1 1.0 65.3 88.8 81.1 93.9: 18.9 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 : 73: 11 6 3 35 31 47 39:
Old : 73: 11 6 3 35 31 47 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 : 24.5 44.0 39.7 63.3 23.8 43.8 38.6 63.1
Old : 24.5 44.0 39.7 63.3 23.8 43.8 38.6 63.1
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 53,614: 13,713 16,510 5,422 24,997 24,645 44,133 46,578: 9,482 7,036
Old : 53,614: 13,713 16,510 5,422 24,997 24,645 44,133 46,578: 9,482 7,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 3,704: 488 3,558 552 2,479 61 3,518 4,171: 186 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 30.8 10.1 46.6 46.0 82.3 86.9: 17.7 13.1
Old : 100.0: 25.6 30.8 10.1 46.6 46.0 82.3 86.9: 17.7 13.1
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 : 301: 62 61 39 113 116 194 198:
Old : 301: 62 61 39 113 116 194 198:
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 : 20.2 21.2 31.2 32.5 20.1 20.2 29.4 29.4
Old : 20.2 21.2 31.2 32.5 20.1 20.2 29.4 29.4
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 268,072: 68,564 82,552 27,112 124,986 123,227 220,663 232,891: 47,409 35,181
Old : 268,072: 68,564 82,552 27,112 124,986 123,227 220,663 232,891: 47,409 35,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 18,520: 2,439 17,790 2,758 12,394 304 17,591 20,853: 929 -2,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 30.8 10.1 46.6 46.0 82.3 86.9: 17.7 13.1
Old : 100.0: 25.6 30.8 10.1 46.6 46.0 82.3 86.9: 17.7 13.1
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 : 301: 62 61 39 113 116 194 198:
Old : 301: 62 61 39 113 116 194 198:
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 : 20.2 21.2 31.2 32.5 20.1 20.2 29.4 29.4
Old : 20.2 21.2 31.2 32.5 20.1 20.2 29.4 29.4
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 142,856: 46,524 58,304 8,295 60,405 55,751 115,224 122,351: 27,632 20,505
Old : 142,856: 46,524 58,304 8,295 60,405 55,751 115,224 122,351: 27,632 20,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -3,674: -10,158 348 1,471 2,592 -7,813 -6,095 -5,994: 2,421 2,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 40.8 5.8 42.3 39.0 80.7 85.6: 19.3 14.4
Old : 100.0: 32.6 40.8 5.8 42.3 39.0 80.7 85.6: 19.3 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 : 87: 21 24 11 36 24 65 51:
Old : 87: 21 24 11 36 24 65 51:
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 : 33.1 56.6 44.8 64.8 32.7 55.5 42.1 63.1
Old : 33.1 56.6 44.8 64.8 32.7 55.5 42.1 63.1
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 538,731: 102,516 64,242 11,656 395,976 447,303 510,148 523,201: 28,584 15,530
Old : 538,731: 102,516 64,242 11,656 395,976 447,303 510,148 523,201: 28,584 15,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 2,097: -12,660 -12,477 1,571 9,339 13,544 -1,751 2,637: 3,848 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 11.9 2.2 73.5 83.0 94.7 97.1: 5.3 2.9
Old : 100.0: 19.0 11.9 2.2 73.5 83.0 94.7 97.1: 5.3 2.9
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 : 364: 65 46 23 177 140 252 200:
Old : 364: 65 46 23 177 140 252 200:
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 : 14.8 25.2 25.7 36.8 14.2 25.1 23.5 35.4
Old : 14.8 25.2 25.7 36.8 14.2 25.1 23.5 35.4
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 16,690: 174 686 32 15,735 15,605 15,941 16,323: 749 367
Old : 16,690: 174 686 32 15,735 15,605 15,941 16,323: 749 367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.1 0.2 94.3 93.5 95.5 97.8: 4.5 2.2
Old : 100.0: 1.0 4.1 0.2 94.3 93.5 95.5 97.8: 4.5 2.2
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 : 22: 1 1 1 10 11 11 13:
Old : 22: 1 1 1 10 11 11 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 : 77.8 65.2 92.6 85.6 77.8 65.2 92.6 85.6
Old : 77.8 65.2 92.6 85.6 77.8 65.2 92.6 85.6
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 15,428: 2,367 1,745 201 7,856 10,529 10,424 12,475: 5,004 2,953
Old : 15,428: 2,367 1,745 201 7,856 10,529 10,424 12,475: 5,004 2,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: -817: -2,188 1,036 -85 578 -2,028 -1,695 -1,077: 878 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.3 1.3 50.9 68.2 67.6 80.9: 32.4 19.1
Old : 100.0: 15.3 11.3 1.3 50.9 68.2 67.6 80.9: 32.4 19.1
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 : 23: 6 5 2 7 6 14 12:
Old : 23: 6 5 2 7 6 14 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 : 47.9 66.1 58.3 77.7 47.9 66.1 58.3 77.7
Old : 47.9 66.1 58.3 77.7 47.9 66.1 58.3 77.7
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 48,321: 8,923 6,444 286 31,318 25,700 40,527 32,430: 7,794 15,891
Old : 48,321: 8,923 6,444 286 31,318 25,700 40,527 32,430: 7,794 15,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 3,450: 3,439 -4,008 61 -1,113 4,104 2,387 157: 1,063 3,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 13.3 0.6 64.8 53.2 83.9 67.1: 16.1 32.9
Old : 100.0: 18.5 13.3 0.6 64.8 53.2 83.9 67.1: 16.1 32.9
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 : 74: 17 10 2 24 29 43 40:
Old : 74: 17 10 2 24 29 43 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 : 32.7 20.6 50.9 33.3 31.5 20.6 49.6 33.1
Old : 32.7 20.6 50.9 33.3 31.5 20.6 49.6 33.1
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 with Delta-adjusted Options and Futures Combined, November 10, 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 : 210,145: 60,483 217 7,808 141,592 201,292 209,883 209,317: 262 828
Old : 210,145: 60,483 217 7,808 141,592 201,292 209,883 209,317: 262 828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2020 :
: 2,221: 634 0 -73 1,610 2,296 2,171 2,223: 50 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 0.1 3.7 67.4 95.8 99.9 99.6: 0.1 0.4
Old : 100.0: 28.8 0.1 3.7 67.4 95.8 99.9 99.6: 0.1 0.4
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 : 80: 31 3 6 37 28 69 36:
Old : 80: 31 3 6 37 28 69 36:
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 : 34.9 60.7 54.7 82.3 31.1 54.6 50.1 71.6
Old : 34.9 60.7 54.7 82.3 31.1 54.6 50.1 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2020