BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 10,682: 539 471 1,241 7,991 8,381 9,771 10,093: 911 589
Old : 10,682: 539 471 1,241 7,991 8,381 9,771 10,093: 911 589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 552: 24 6 74 755 354 853 434: -301 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.4 11.6 74.8 78.5 91.5 94.5: 8.5 5.5
Old : 100.0: 5.0 4.4 11.6 74.8 78.5 91.5 94.5: 8.5 5.5
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 : 48: 6 6 8 26 28 36 38:
Old : 48: 6 6 8 26 28 36 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 : 36.0 38.1 55.3 57.5 32.0 36.3 44.7 49.6
Old : 36.0 38.1 55.3 57.5 32.0 36.3 44.7 49.6
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 17, 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 : 47,740: 14,739 2,384 13,528 15,307 23,150 43,574 39,062: 4,166 8,678
Old : 47,740: 14,739 2,384 13,528 15,307 23,150 43,574 39,062: 4,166 8,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 3,155: 299 911 840 1,736 925 2,874 2,676: 280 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 5.0 28.3 32.1 48.5 91.3 81.8: 8.7 18.2
Old : 100.0: 30.9 5.0 28.3 32.1 48.5 91.3 81.8: 8.7 18.2
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 : 86: 25 8 23 39 44 72 67:
Old : 86: 25 8 23 39 44 72 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 : 37.0 29.2 54.8 43.4 29.4 20.8 39.1 27.7
Old : 37.0 29.2 54.8 43.4 29.4 20.8 39.1 27.7
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 17, 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 : 11,723: 990 288 2,913 7,082 7,845 10,985 11,047: 738 676
Old : 11,723: 990 288 2,913 7,082 7,845 10,985 11,047: 738 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 545: 25 116 189 239 269 453 574: 92 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.5 24.9 60.4 66.9 93.7 94.2: 6.3 5.8
Old : 100.0: 8.4 2.5 24.9 60.4 66.9 93.7 94.2: 6.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 3 8 35 24 43 34:
Old : 46: 7 3 8 35 24 43 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 : 33.8 54.5 52.5 72.1 17.8 37.3 30.1 44.7
Old : 33.8 54.5 52.5 72.1 17.8 37.3 30.1 44.7
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 17, 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 : 7,069: 40 2,553 2,464 4,012 1,261 6,515 6,278: 553 791
Old : 7,069: 40 2,553 2,464 4,012 1,261 6,515 6,278: 553 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 41: 5 67 15 2 8 21 90: 20 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 36.1 34.9 56.8 17.8 92.2 88.8: 7.8 11.2
Old : 100.0: 0.6 36.1 34.9 56.8 17.8 92.2 88.8: 7.8 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 8 6 17 11 24 19:
Old : 27: 1 8 6 17 11 24 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 : 52.4 62.7 72.7 77.1 37.7 32.8 43.1 40.1
Old : 52.4 62.7 72.7 77.1 37.7 32.8 43.1 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 250,936: 69,677 19,029 77,078 80,977 118,409 227,732 214,516: 23,204 36,420
Old : 250,143: 69,677 19,000 76,947 80,815 118,149 227,439 214,096: 22,704 36,047
Other: 793: 128 157 3 162 260 293 420: 500 373
: : :
: : Changes in Commitments from: November 10, 2020 :
: -3,365: 157 -2,163 -305 -2,319 -982 -2,466 -3,449: -898 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 7.6 30.7 32.3 47.2 90.8 85.5: 9.2 14.5
Old : 100.0: 27.9 7.6 30.8 32.3 47.2 90.9 85.6: 9.1 14.4
Other: 100.0: 16.1 19.8 0.4 20.4 32.8 36.9 53.0: 63.1 47.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 104 64 111 85 88 249 215:
Old : 284: 104 66 111 85 88 249 215:
Other: 21: 4 5 1 4 8 8 14:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 12.8 26.7 22.9 15.1 10.6 25.3 16.6
Old : 15.1 12.9 26.8 22.9 15.1 10.6 25.4 16.6
Other: 33.8 38.1 36.9 49.7 33.8 38.1 36.6 49.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 322,271: 85,787 25,674 76,415 123,721 170,633 285,923 272,722: 36,348 49,549
Old : 322,271: 85,787 25,674 76,415 123,721 170,633 285,923 272,722: 36,348 49,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,752: 4,099 -6,036 965 -1,373 5,627 3,692 555: -939 2,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 8.0 23.7 38.4 52.9 88.7 84.6: 11.3 15.4
Old : 100.0: 26.6 8.0 23.7 38.4 52.9 88.7 84.6: 11.3 15.4
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 : 384: 118 68 119 149 161 323 305:
Old : 384: 118 68 119 149 161 323 305:
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 17.2 23.9 24.9 15.5 15.7 23.7 22.5
Old : 15.5 17.2 23.9 24.9 15.5 15.7 23.7 22.5
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 17, 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 : 3,084: 758 235 141 1,213 2,177 2,112 2,553: 972 531
Old : 3,084: 758 235 141 1,213 2,177 2,112 2,553: 972 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 231: 153 0 35 49 164 238 198: -7 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.6 4.6 39.3 70.6 68.5 82.8: 31.5 17.2
Old : 100.0: 24.6 7.6 4.6 39.3 70.6 68.5 82.8: 31.5 17.2
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 : 34: 11 5 2 9 13 21 19:
Old : 34: 11 5 2 9 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 : 39.1 51.9 50.8 66.1 37.6 51.9 48.0 65.1
Old : 39.1 51.9 50.8 66.1 37.6 51.9 48.0 65.1
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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 41,975: 13,980 13,004 9,191 12,589 8,164 35,760 30,359: 6,216 11,616
Old : 41,975: 13,980 13,004 9,191 12,589 8,164 35,760 30,359: 6,216 11,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 795: 89 -1,140 -125 1,083 1,036 1,047 -230: -252 1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 31.0 21.9 30.0 19.4 85.2 72.3: 14.8 27.7
Old : 100.0: 33.3 31.0 21.9 30.0 19.4 85.2 72.3: 14.8 27.7
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: 39 47 46 51 46 118 117:
Old : 157: 39 47 46 51 46 118 117:
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 : 23.8 13.7 33.8 23.3 22.3 13.5 30.3 20.2
Old : 23.8 13.7 33.8 23.3 22.3 13.5 30.3 20.2
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 17, 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 : 36,190: 1,133 10,610 5,400 28,461 18,154 34,994 34,164: 1,196 2,026
Old : 36,190: 1,133 10,610 5,400 28,461 18,154 34,994 34,164: 1,196 2,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 1,648: -203 1,097 462 1,351 183 1,610 1,742: 38 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 29.3 14.9 78.6 50.2 96.7 94.4: 3.3 5.6
Old : 100.0: 3.1 29.3 14.9 78.6 50.2 96.7 94.4: 3.3 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 : 68: 8 13 14 34 40 52 57:
Old : 68: 8 13 14 34 40 52 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 : 48.9 34.5 69.6 57.0 47.0 32.5 64.4 48.9
Old : 48.9 34.5 69.6 57.0 47.0 32.5 64.4 48.9
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 17, 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 : 21,381: 5,928 11,155 7 14,088 8,318 20,022 19,480: 1,359 1,902
Old : 21,381: 5,928 11,155 7 14,088 8,318 20,022 19,480: 1,359 1,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -1,065: -1,316 -1,286 2 126 177 -1,189 -1,107: 123 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 52.2 0.0 65.9 38.9 93.6 91.1: 6.4 8.9
Old : 100.0: 27.7 52.2 0.0 65.9 38.9 93.6 91.1: 6.4 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 : 40: 15 10 1 11 7 27 17:
Old : 40: 15 10 1 11 7 27 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 : 50.7 78.1 70.9 85.6 50.7 78.1 70.9 85.6
Old : 50.7 78.1 70.9 85.6 50.7 78.1 70.9 85.6
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 17, 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 : 144,242: 25,301 46,957 5,687 76,024 75,920 107,012 128,564: 37,230 15,678
Old : 144,242: 25,301 46,957 5,687 76,024 75,920 107,012 128,564: 37,230 15,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -223: 248 -593 42 748 995 1,038 445: -1,261 -668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 32.6 3.9 52.7 52.6 74.2 89.1: 25.8 10.9
Old : 100.0: 17.5 32.6 3.9 52.7 52.6 74.2 89.1: 25.8 10.9
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 : 104: 23 29 17 38 31 71 68:
Old : 104: 23 29 17 38 31 71 68:
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 : 25.8 35.1 35.2 49.3 23.9 35.0 32.4 48.8
Old : 25.8 35.1 35.2 49.3 23.9 35.0 32.4 48.8
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 17, 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 : 53,623: 20,011 4,496 1,734 14,369 34,233 36,115 40,463: 17,509 13,160
Old : 53,623: 20,011 4,496 1,734 14,369 34,233 36,115 40,463: 17,509 13,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -1,764: -1,470 -774 -7 997 -335 -480 -1,116: -1,285 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 8.4 3.2 26.8 63.8 67.3 75.5: 32.7 24.5
Old : 100.0: 37.3 8.4 3.2 26.8 63.8 67.3 75.5: 32.7 24.5
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 : 40: 12 6 3 17 12 30 20:
Old : 40: 12 6 3 17 12 30 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 : 31.1 54.1 43.6 64.5 30.9 53.9 43.4 61.0
Old : 31.1 54.1 43.6 64.5 30.9 53.9 43.4 61.0
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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 133,129: 59,764 39,003 3,034 63,251 88,113 126,050 130,150: 7,079 2,979
Old : 133,129: 59,764 39,003 3,034 63,251 88,113 126,050 130,150: 7,079 2,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 3,551: 2,257 294 946 768 2,162 3,971 3,402: -420 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 29.3 2.3 47.5 66.2 94.7 97.8: 5.3 2.2
Old : 100.0: 44.9 29.3 2.3 47.5 66.2 94.7 97.8: 5.3 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 : 145: 61 34 15 28 28 98 69:
Old : 145: 61 34 15 28 28 98 69:
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 : 45.8 52.8 58.8 66.6 45.8 52.8 58.8 66.6
Old : 45.8 52.8 58.8 66.6 45.8 52.8 58.8 66.6
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 17, 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 : 171,328: 29,640 46,580 19,296 92,858 78,349 141,794 144,225: 29,534 27,102
Old : 171,328: 29,640 46,580 19,296 92,858 78,349 141,794 144,225: 29,534 27,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -1,780: 533 616 1,087 -5,493 -1,747 -3,873 -44: 2,092 -1,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 27.2 11.3 54.2 45.7 82.8 84.2: 17.2 15.8
Old : 100.0: 17.3 27.2 11.3 54.2 45.7 82.8 84.2: 17.2 15.8
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 : 107: 21 30 19 36 44 69 81:
Old : 107: 21 30 19 36 44 69 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 : 26.3 19.3 42.5 32.1 25.0 17.8 35.7 29.0
Old : 26.3 19.3 42.5 32.1 25.0 17.8 35.7 29.0
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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 179,717: 38,885 10,220 8,088 98,811 143,862 145,785 162,171: 33,932 17,546
Old : 179,717: 38,885 10,220 8,088 98,811 143,862 145,785 162,171: 33,932 17,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -19,775: -15,176 -5,928 -991 -5,237 -12,684 -21,405 -19,603: 1,629 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 5.7 4.5 55.0 80.0 81.1 90.2: 18.9 9.8
Old : 100.0: 21.6 5.7 4.5 55.0 80.0 81.1 90.2: 18.9 9.8
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 : 110: 36 14 14 46 38 88 60:
Old : 110: 36 14 14 46 38 88 60:
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 : 26.9 61.1 36.0 69.6 26.0 60.0 34.6 66.1
Old : 26.9 61.1 36.0 69.6 26.0 60.0 34.6 66.1
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 17, 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 : 686,966: 205,085 69,454 30,168 357,228 543,964 592,480 643,586: 94,486 43,380
Old : 686,966: 205,085 69,454 30,168 357,228 543,964 592,480 643,586: 94,486 43,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 3,018: 2,198 1,475 3,339 368 -1,830 5,905 2,984: -2,887 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.1 4.4 52.0 79.2 86.2 93.7: 13.8 6.3
Old : 100.0: 29.9 10.1 4.4 52.0 79.2 86.2 93.7: 13.8 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 : 312: 100 46 52 133 94 249 176:
Old : 312: 100 46 52 133 94 249 176:
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 : 13.4 61.8 22.2 70.1 12.9 61.5 21.3 69.0
Old : 13.4 61.8 22.2 70.1 12.9 61.5 21.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 24,424: 5,295 3,524 129 6,762 15,662 12,186 19,315: 12,238 5,109
Old : 24,424: 5,295 3,524 129 6,762 15,662 12,186 19,315: 12,238 5,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -123: 549 -572 0 -223 254 326 -318: -449 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.4 0.5 27.7 64.1 49.9 79.1: 50.1 20.9
Old : 100.0: 21.7 14.4 0.5 27.7 64.1 49.9 79.1: 50.1 20.9
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: 7 2 1 9 9 16 12:
Old : 21: 7 2 1 9 9 16 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 : 20.7 61.5 35.4 75.8 20.2 59.5 33.5 71.6
Old : 20.7 61.5 35.4 75.8 20.2 59.5 33.5 71.6
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 17, 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 : 43,083: 12,439 33,528 6 28,442 7,234 40,887 40,768: 2,196 2,315
Old : 43,083: 12,439 33,528 6 28,442 7,234 40,887 40,768: 2,196 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 268: 2,327 -2,522 -1 -2,319 2,996 7 473: 261 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 77.8 0.0 66.0 16.8 94.9 94.6: 5.1 5.4
Old : 100.0: 28.9 77.8 0.0 66.0 16.8 94.9 94.6: 5.1 5.4
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 : 61: 22 21 1 11 9 34 30:
Old : 61: 22 21 1 11 9 34 30:
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 : 67.2 70.1 78.7 80.9 66.9 70.1 78.5 80.9
Old : 67.2 70.1 78.7 80.9 66.9 70.1 78.5 80.9
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 17, 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 : 50,810: 29,359 20,418 727 14,910 26,290 44,996 47,434: 5,814 3,375
Old : 50,810: 29,359 20,418 727 14,910 26,290 44,996 47,434: 5,814 3,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 4,675: 3,664 2,497 145 801 1,912 4,610 4,554: 65 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 40.2 1.4 29.3 51.7 88.6 93.4: 11.4 6.6
Old : 100.0: 57.8 40.2 1.4 29.3 51.7 88.6 93.4: 11.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 37 22 7 23 15 63 41:
Old : 92: 37 22 7 23 15 63 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 41.5 40.1 63.7 26.2 41.5 39.9 63.5
Old : 26.2 41.5 40.1 63.7 26.2 41.5 39.9 63.5
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 17, 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 : 14,899: 10,102 2,435 1 3,525 10,910 13,628 13,346: 1,271 1,553
Old : 14,899: 10,102 2,435 1 3,525 10,910 13,628 13,346: 1,271 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 596: 638 -81 1 -98 478 541 398: 55 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 16.3 0.0 23.7 73.2 91.5 89.6: 8.5 10.4
Old : 100.0: 67.8 16.3 0.0 23.7 73.2 91.5 89.6: 8.5 10.4
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 : 26: 11 5 1 6 7 18 12:
Old : 26: 11 5 1 6 7 18 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 : 73.5 73.1 84.1 85.6 73.5 73.0 84.1 85.5
Old : 73.5 73.1 84.1 85.6 73.5 73.0 84.1 85.5
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 17, 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 :18,337,932: 1,143,433 530,790 9,176,599 7,406,395 7,870,032 17,726,427 17,577,421: 611,506 760,511
Old :18,337,932: 1,143,433 530,790 9,176,599 7,406,395 7,870,032 17,726,427 17,577,421: 611,506 760,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -269,715: -124,708 81,678 -153,958 34,238 -170,604 -244,428 -242,884: -25,287 -26,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 2.9 50.0 40.4 42.9 96.7 95.9: 3.3 4.1
Old : 100.0: 6.2 2.9 50.0 40.4 42.9 96.7 95.9: 3.3 4.1
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 : 274: 68 56 98 133 133 255 241:
Old : 274: 68 56 98 133 133 255 241:
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 : 22.6 22.2 36.4 35.4 7.4 8.5 10.6 12.9
Old : 22.6 22.2 36.4 35.4 7.4 8.5 10.6 12.9
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 13,080: 8,088 10,595 1,620 168 70 9,876 12,285: 3,204 795
Old : 13,080: 8,088 10,595 1,620 168 70 9,876 12,285: 3,204 795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 500: -113 99 246 46 0 179 345: 321 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 81.0 12.4 1.3 0.5 75.5 93.9: 24.5 6.1
Old : 100.0: 61.8 81.0 12.4 1.3 0.5 75.5 93.9: 24.5 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 : 103: 73 26 24 2 1 87 40:
Old : 103: 73 26 24 2 1 87 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 : 17.8 53.2 30.4 70.6 16.6 49.0 27.0 66.2
Old : 17.8 53.2 30.4 70.6 16.6 49.0 27.0 66.2
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 17, 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 : 370,520: 68,206 33,173 75,102 227,043 262,029 370,351 370,304: 169 216
Old : 370,520: 68,206 33,173 75,102 227,043 262,029 370,351 370,304: 169 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 23,163: 6,561 -5,480 14,538 2,036 14,122 23,135 23,180: 29 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.0 20.3 61.3 70.7 100.0 99.9: 0.0 0.1
Old : 100.0: 18.4 9.0 20.3 61.3 70.7 100.0 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 : 86: 22 21 31 24 36 63 75:
Old : 86: 22 21 31 24 36 63 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 : 54.7 48.3 69.1 66.1 45.2 40.7 53.0 50.1
Old : 54.7 48.3 69.1 66.1 45.2 40.7 53.0 50.1
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 17, 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 : 189,416: 29,308 16,337 28,004 132,012 145,005 189,324 189,346: 92 70
Old : 189,416: 29,308 16,337 28,004 132,012 145,005 189,324 189,346: 92 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 32,007: -458 5,228 3,737 28,888 23,053 32,167 32,018: -160 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 8.6 14.8 69.7 76.6 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 8.6 14.8 69.7 76.6 100.0 100.0: 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 : 77: 17 26 26 20 30 52 67:
Old : 77: 17 26 26 20 30 52 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 : 59.8 43.7 72.2 61.4 54.6 42.5 65.8 55.6
Old : 59.8 43.7 72.2 61.4 54.6 42.5 65.8 55.6
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 17, 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 : 693,906: 79,289 65,157 114,130 416,997 435,391 610,416 614,678: 83,490 79,227
Old : 693,906: 79,289 65,157 114,130 416,997 435,391 610,416 614,678: 83,490 79,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 17,945: 4,345 7,119 -3,192 8,862 7,251 10,015 11,179: 7,930 6,766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 9.4 16.4 60.1 62.7 88.0 88.6: 12.0 11.4
Old : 100.0: 11.4 9.4 16.4 60.1 62.7 88.0 88.6: 12.0 11.4
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 : 573: 104 85 102 295 292 448 430:
Old : 573: 104 85 102 295 292 448 430:
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 : 12.9 18.3 21.4 28.1 8.3 15.1 14.0 22.3
Old : 12.9 18.3 21.4 28.1 8.3 15.1 14.0 22.3
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 17, 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 : 40,284: 5,533 555 5,007 9,924 25,607 20,464 31,169: 19,820 9,115
Old : 40,284: 5,533 555 5,007 9,924 25,607 20,464 31,169: 19,820 9,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 3,444: -2,737 249 37 58 1,842 -2,642 2,127: 6,086 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 1.4 12.4 24.6 63.6 50.8 77.4: 49.2 22.6
Old : 100.0: 13.7 1.4 12.4 24.6 63.6 50.8 77.4: 49.2 22.6
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 : 28: 9 5 13 8 11 21 25:
Old : 28: 9 5 13 8 11 21 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 : 27.4 45.4 42.3 63.9 16.3 39.3 24.0 51.5
Old : 27.4 45.4 42.3 63.9 16.3 39.3 24.0 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 10,192: 856 531 0 6,787 8,929 7,643 9,460: 2,549 732
Old : 10,192: 856 531 0 6,787 8,929 7,643 9,460: 2,549 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.2 0.0 66.6 87.6 75.0 92.8: 25.0 7.2
Old : 100.0: 8.4 5.2 0.0 66.6 87.6 75.0 92.8: 25.0 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 : 21: 2 1 0 8 12 10 13:
Old : 21: 2 1 0 8 12 10 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 65.7 70.1 83.0 49.1 65.7 68.4 83.0
Old : 49.1 65.7 70.1 83.0 49.1 65.7 68.4 83.0
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 17, 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 : 21,687: 2,616 2,891 0 13,859 16,815 16,475 19,706: 5,212 1,981
Old : 21,687: 2,616 2,891 0 13,859 16,815 16,475 19,706: 5,212 1,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -4,530: 1,490 -318 0 -4,775 -4,191 -3,285 -4,509: -1,245 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 13.3 0.0 63.9 77.5 76.0 90.9: 24.0 9.1
Old : 100.0: 12.1 13.3 0.0 63.9 77.5 76.0 90.9: 24.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 5 0 12 13 14 18:
Old : 31: 2 5 0 12 13 14 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 : 49.4 52.4 65.1 76.2 49.4 52.4 65.1 76.2
Old : 49.4 52.4 65.1 76.2 49.4 52.4 65.1 76.2
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 17, 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 : 3,268,108: 391,419 345,649 522,976 2,035,364 2,048,922 2,949,759 2,917,547: 318,349 350,561
Old : 3,268,108: 391,419 345,649 522,976 2,035,364 2,048,922 2,949,759 2,917,547: 318,349 350,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 72,502: 25,454 24,397 -6,188 44,019 27,047 63,285 45,256: 9,217 27,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.6 16.0 62.3 62.7 90.3 89.3: 9.7 10.7
Old : 100.0: 12.0 10.6 16.0 62.3 62.7 90.3 89.3: 9.7 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 : 569: 104 83 98 293 289 443 424:
Old : 569: 104 83 98 293 289 443 424:
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 : 13.3 18.1 22.1 28.3 8.8 15.0 14.8 22.4
Old : 13.3 18.1 22.1 28.3 8.8 15.0 14.8 22.4
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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 20,297: 1,157 692 0 16,497 18,515 17,654 19,207: 2,643 1,090
Old : 20,297: 1,157 692 0 16,497 18,515 17,654 19,207: 2,643 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 8,727: 460 238 0 9,293 8,579 9,753 8,817: -1,026 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.4 0.0 81.3 91.2 87.0 94.6: 13.0 5.4
Old : 100.0: 5.7 3.4 0.0 81.3 91.2 87.0 94.6: 13.0 5.4
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 : 29: 2 2 0 13 12 15 14:
Old : 29: 2 2 0 13 12 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 : 58.9 66.9 73.8 81.9 58.9 66.9 73.8 81.9
Old : 58.9 66.9 73.8 81.9 58.9 66.9 73.8 81.9
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 17, 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 : 12,680: 1,149 0 0 9,229 11,322 10,378 11,322: 2,302 1,358
Old : 12,680: 1,149 0 0 9,229 11,322 10,378 11,322: 2,302 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -841: -148 0 0 -656 -1,265 -804 -1,265: -37 424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 0.0 72.8 89.3 81.8 89.3: 18.2 10.7
Old : 100.0: 9.1 0.0 0.0 72.8 89.3 81.8 89.3: 18.2 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 : 21: 2 0 0 9 10 11 10:
Old : 21: 2 0 0 9 10 11 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 : 54.7 60.8 73.9 85.9 54.7 60.8 73.9 85.9
Old : 54.7 60.8 73.9 85.9 54.7 60.8 73.9 85.9
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 17, 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 : 185,012: 108,886 20,056 18,209 27,579 13,196 154,674 51,460: 30,338 133,551
Old : 185,012: 108,886 20,056 18,209 27,579 13,196 154,674 51,460: 30,338 133,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 14,001: 15,328 3,550 -166 -3,118 -2,576 12,044 808: 1,957 13,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 10.8 9.8 14.9 7.1 83.6 27.8: 16.4 72.2
Old : 100.0: 58.9 10.8 9.8 14.9 7.1 83.6 27.8: 16.4 72.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 7 7 6 3 19 13:
Old : 23: 9 7 7 6 3 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 15.5 73.2 24.3 58.9 11.6 68.3 15.8
Old : 63.0 15.5 73.2 24.3 58.9 11.6 68.3 15.8
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 17, 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 : 53,100: 7,482 2,136 561 35,040 46,929 43,083 49,626: 10,017 3,474
Old : 53,100: 7,482 2,136 561 35,040 46,929 43,083 49,626: 10,017 3,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -113: -397 -70 15 312 -304 -70 -359: -43 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 4.0 1.1 66.0 88.4 81.1 93.5: 18.9 6.5
Old : 100.0: 14.1 4.0 1.1 66.0 88.4 81.1 93.5: 18.9 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 : 72: 12 5 3 36 29 48 37:
Old : 72: 12 5 3 36 29 48 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 : 24.6 41.9 40.2 61.4 24.2 41.7 39.3 61.2
Old : 24.6 41.9 40.2 61.4 24.2 41.7 39.3 61.2
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 17, 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 : 53,273: 12,477 15,341 5,381 26,951 25,445 44,809 46,168: 8,464 7,105
Old : 53,273: 12,477 15,341 5,381 26,951 25,445 44,809 46,168: 8,464 7,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -342: -1,235 -1,169 -41 1,953 800 677 -410: -1,018 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 28.8 10.1 50.6 47.8 84.1 86.7: 15.9 13.3
Old : 100.0: 23.4 28.8 10.1 50.6 47.8 84.1 86.7: 15.9 13.3
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 : 300: 61 63 44 108 120 187 210:
Old : 300: 61 63 44 108 120 187 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 21.4 31.0 33.4 20.9 20.8 29.0 28.7
Old : 21.3 21.4 31.0 33.4 20.9 20.8 29.0 28.7
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 17, 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 : 266,364: 62,387 76,707 26,906 134,754 127,227 224,046 230,840: 42,318 35,524
Old : 266,364: 62,387 76,707 26,906 134,754 127,227 224,046 230,840: 42,318 35,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -1,708: -6,177 -5,844 -207 9,767 4,000 3,383 -2,050: -5,091 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 28.8 10.1 50.6 47.8 84.1 86.7: 15.9 13.3
Old : 100.0: 23.4 28.8 10.1 50.6 47.8 84.1 86.7: 15.9 13.3
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 : 300: 61 63 44 108 120 187 210:
Old : 300: 61 63 44 108 120 187 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 21.4 31.0 33.4 20.9 20.8 29.0 28.7
Old : 21.3 21.4 31.0 33.4 20.9 20.8 29.0 28.7
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 17, 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 : 143,263: 45,874 55,042 8,797 58,555 60,574 113,226 124,413: 30,037 18,850
Old : 143,263: 45,874 55,042 8,797 58,555 60,574 113,226 124,413: 30,037 18,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 407: -649 -3,262 501 -1,850 4,823 -1,998 2,062: 2,405 -1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 38.4 6.1 40.9 42.3 79.0 86.8: 21.0 13.2
Old : 100.0: 32.0 38.4 6.1 40.9 42.3 79.0 86.8: 21.0 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 25 20 10 34 26 63 52:
Old : 87: 25 20 10 34 26 63 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 57.7 44.8 65.9 32.4 56.5 40.9 64.0
Old : 33.2 57.7 44.8 65.9 32.4 56.5 40.9 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 563,893: 121,673 80,286 12,360 402,621 451,390 536,654 544,036: 27,240 19,857
Old : 563,893: 121,673 80,286 12,360 402,621 451,390 536,654 544,036: 27,240 19,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 25,162: 19,156 16,044 704 6,645 4,086 26,506 20,835: -1,344 4,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.2 2.2 71.4 80.0 95.2 96.5: 4.8 3.5
Old : 100.0: 21.6 14.2 2.2 71.4 80.0 95.2 96.5: 4.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 64 50 23 181 139 255 203:
Old : 370: 64 50 23 181 139 255 203:
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 : 13.7 24.0 24.9 36.5 13.3 24.0 23.3 35.6
Old : 13.7 24.0 24.9 36.5 13.3 24.0 23.3 35.6
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 VALUE INDEX x $50) :
: : :
All : 17,431: 0 1,041 206 16,103 15,761 16,309 17,008: 1,122 423
Old : 17,431: 0 1,041 206 16,103 15,761 16,309 17,008: 1,122 423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 741: -174 355 174 368 156 368 685: 373 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 1.2 92.4 90.4 93.6 97.6: 6.4 2.4
Old : 100.0: 0.0 6.0 1.2 92.4 90.4 93.6 97.6: 6.4 2.4
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 : 20: 0 2 1 9 9 10 11:
Old : 20: 0 2 1 9 9 10 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 65.4 90.8 88.5 74.5 65.4 90.8 88.5
Old : 74.5 65.4 90.8 88.5 74.5 65.4 90.8 88.5
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 18,026: 2,793 1,321 1,278 8,445 12,104 12,516 14,703: 5,510 3,323
Old : 18,026: 2,793 1,321 1,278 8,445 12,104 12,516 14,703: 5,510 3,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 2,598: 426 -424 1,077 589 1,575 2,092 2,228: 506 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 7.3 7.1 46.8 67.1 69.4 81.6: 30.6 18.4
Old : 100.0: 15.5 7.3 7.1 46.8 67.1 69.4 81.6: 30.6 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 : 24: 9 2 3 8 6 17 11:
Old : 24: 9 2 3 8 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 : 38.5 67.5 54.0 79.8 37.4 66.2 50.4 74.4
Old : 38.5 67.5 54.0 79.8 37.4 66.2 50.4 74.4
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 17, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 56,403: 15,581 7,072 1,277 32,552 29,363 49,410 37,712: 6,993 18,691
Old : 56,403: 15,581 7,072 1,277 32,552 29,363 49,410 37,712: 6,993 18,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: 8,082: 6,658 628 991 1,234 3,663 8,883 5,282: -801 2,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.5 2.3 57.7 52.1 87.6 66.9: 12.4 33.1
Old : 100.0: 27.6 12.5 2.3 57.7 52.1 87.6 66.9: 12.4 33.1
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: 17 10 2 21 30 40 40:
Old : 73: 17 10 2 21 30 40 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 : 37.9 19.0 56.9 30.6 37.9 19.0 55.8 30.6
Old : 37.9 19.0 56.9 30.6 37.9 19.0 55.8 30.6
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 with Delta-adjusted Options and Futures Combined, November 17, 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 : 207,821: 60,671 217 7,075 139,847 199,705 207,593 206,997: 228 824
Old : 207,821: 60,671 217 7,075 139,847 199,705 207,593 206,997: 228 824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2020 :
: -2,324: 188 0 -733 -1,745 -1,587 -2,290 -2,320: -34 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 0.1 3.4 67.3 96.1 99.9 99.6: 0.1 0.4
Old : 100.0: 29.2 0.1 3.4 67.3 96.1 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: 32 3 6 37 28 70 36:
Old : 80: 32 3 6 37 28 70 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 : 35.6 60.2 56.0 82.2 31.7 53.8 51.3 71.3
Old : 35.6 60.2 56.0 82.2 31.7 53.8 51.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2020