BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 9,257: 380 400 934 6,933 7,276 8,247 8,609: 1,010 648
Old : 9,257: 380 400 934 6,933 7,276 8,247 8,609: 1,010 648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -2,365: -158 -115 -413 -1,899 -1,747 -2,471 -2,275: 106 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 4.3 10.1 74.9 78.6 89.1 93.0: 10.9 7.0
Old : 100.0: 4.1 4.3 10.1 74.9 78.6 89.1 93.0: 10.9 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 3 7 29 26 37 35:
Old : 46: 7 3 7 29 26 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 37.0 56.2 56.6 33.1 36.0 46.9 50.3
Old : 37.8 37.0 56.2 56.6 33.1 36.0 46.9 50.3
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, December 08, 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 : 39,000: 11,227 2,718 9,885 13,470 17,990 34,582 30,594: 4,418 8,407
Old : 39,000: 11,227 2,718 9,885 13,470 17,990 34,582 30,594: 4,418 8,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -10,030: -3,456 -32 -3,487 -3,172 -6,115 -10,116 -9,634: 86 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 7.0 25.3 34.5 46.1 88.7 78.4: 11.3 21.6
Old : 100.0: 28.8 7.0 25.3 34.5 46.1 88.7 78.4: 11.3 21.6
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 : 72: 20 5 19 35 38 60 57:
Old : 72: 20 5 19 35 38 60 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 : 40.6 31.2 56.5 43.5 33.1 23.2 41.8 30.2
Old : 40.6 31.2 56.5 43.5 33.1 23.2 41.8 30.2
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, December 08, 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 : 10,117: 920 72 2,273 6,185 6,953 9,378 9,298: 739 818
Old : 10,117: 920 72 2,273 6,185 6,953 9,378 9,298: 739 818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -2,078: -69 -159 -595 -1,336 -1,430 -2,000 -2,183: -78 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.7 22.5 61.1 68.7 92.7 91.9: 7.3 8.1
Old : 100.0: 9.1 0.7 22.5 61.1 68.7 92.7 91.9: 7.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 1 6 34 22 40 29:
Old : 43: 6 1 6 34 22 40 29:
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 : 30.9 53.3 48.6 71.7 18.6 41.8 30.4 48.8
Old : 30.9 53.3 48.6 71.7 18.6 41.8 30.4 48.8
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, December 08, 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 : 5,998: 94 1,947 1,890 3,270 1,208 5,254 5,046: 743 952
Old : 5,998: 94 1,947 1,890 3,270 1,208 5,254 5,046: 743 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,265: 8 -813 -493 -878 -31 -1,363 -1,337: 98 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 32.5 31.5 54.5 20.1 87.6 84.1: 12.4 15.9
Old : 100.0: 1.6 32.5 31.5 54.5 20.1 87.6 84.1: 12.4 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 6 6 16 9 24 16:
Old : 26: 3 6 6 16 9 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 58.3 71.1 74.3 37.3 29.6 42.0 39.1
Old : 52.5 58.3 71.1 74.3 37.3 29.6 42.0 39.1
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, December 08, 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 : 244,820: 72,773 24,249 71,502 79,678 114,661 223,952 210,411: 20,868 34,409
Old : 243,307: 72,763 24,292 71,128 79,422 114,135 223,313 209,556: 19,993 33,751
Other: 1,514: 276 223 107 256 525 639 856: 875 658
: : :
: : Changes in Commitments from: December 1, 2020 :
: -6,154: 1,782 6,232 -5,103 -1,121 -6,133 -4,442 -5,004: -1,712 -1,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.9 29.2 32.5 46.8 91.5 85.9: 8.5 14.1
Old : 100.0: 29.9 10.0 29.2 32.6 46.9 91.8 86.1: 8.2 13.9
Other: 100.0: 18.2 14.8 7.1 16.9 34.7 42.2 56.5: 57.8 43.5
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 102 72 106 91 95 253 224:
Old : 292: 103 73 105 90 95 251 224:
Other: 37: 5 9 5 7 17 16 28:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 12.9 27.6 22.5 15.6 10.4 26.0 15.9
Old : 15.7 13.0 27.8 22.6 15.7 10.5 26.2 15.9
Other: 26.4 32.4 39.9 45.3 26.4 29.5 34.4 40.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 320,932: 93,022 28,887 67,993 122,455 174,171 283,470 271,052: 37,462 49,880
Old : 320,932: 93,022 28,887 67,993 122,455 174,171 283,470 271,052: 37,462 49,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -5,518: 783 1,868 -4,986 -1,898 -2,317 -6,101 -5,435: 582 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.0 21.2 38.2 54.3 88.3 84.5: 11.7 15.5
Old : 100.0: 29.0 9.0 21.2 38.2 54.3 88.3 84.5: 11.7 15.5
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 : 385: 115 69 110 153 165 321 304:
Old : 385: 115 69 110 153 165 321 304:
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 : 16.9 17.5 25.0 25.1 16.9 16.2 24.9 23.4
Old : 16.9 17.5 25.0 25.1 16.9 16.2 24.9 23.4
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, December 08, 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 : 3,149: 751 239 217 966 2,146 1,935 2,602: 1,214 546
Old : 3,149: 751 239 217 966 2,146 1,935 2,602: 1,214 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -20: -105 -32 67 -247 -115 -285 -80: 265 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 7.6 6.9 30.7 68.2 61.4 82.7: 38.6 17.3
Old : 100.0: 23.9 7.6 6.9 30.7 68.2 61.4 82.7: 38.6 17.3
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 : 33: 12 4 3 8 13 20 20:
Old : 33: 12 4 3 8 13 20 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 : 30.4 49.4 42.5 64.7 27.9 49.4 37.0 63.7
Old : 30.4 49.4 42.5 64.7 27.9 49.4 37.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 45,432: 14,087 10,433 10,869 13,739 10,361 38,695 31,663: 6,737 13,768
Old : 45,432: 14,087 10,433 10,869 13,739 10,361 38,695 31,663: 6,737 13,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 1,572: 90 -607 451 161 846 703 690: 869 882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 23.0 23.9 30.2 22.8 85.2 69.7: 14.8 30.3
Old : 100.0: 31.0 23.0 23.9 30.2 22.8 85.2 69.7: 14.8 30.3
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 : 172: 43 42 54 57 57 136 125:
Old : 172: 43 42 54 57 57 136 125:
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 : 22.4 14.0 31.5 22.0 20.8 13.2 29.5 19.4
Old : 22.4 14.0 31.5 22.0 20.8 13.2 29.5 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 4,086: 309 2,371 89 2,706 1,348 3,103 3,808: 983 278
Old : 4,086: 309 2,371 89 2,706 1,348 3,103 3,808: 983 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 58.0 2.2 66.2 33.0 75.9 93.2: 24.1 6.8
Old : 100.0: 7.6 58.0 2.2 66.2 33.0 75.9 93.2: 24.1 6.8
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 : 20: 2 5 3 13 5 18 10:
Old : 20: 2 5 3 13 5 18 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 : 38.6 75.3 59.2 92.1 35.8 71.9 56.1 82.9
Old : 38.6 75.3 59.2 92.1 35.8 71.9 56.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 33,135: 786 10,305 4,769 26,414 16,233 31,969 31,307: 1,166 1,828
Old : 33,135: 786 10,305 4,769 26,414 16,233 31,969 31,307: 1,166 1,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -5,255: -370 -1,489 -948 -3,891 -2,478 -5,209 -4,915: -46 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 31.1 14.4 79.7 49.0 96.5 94.5: 3.5 5.5
Old : 100.0: 2.4 31.1 14.4 79.7 49.0 96.5 94.5: 3.5 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 : 69: 7 13 12 39 41 56 56:
Old : 69: 7 13 12 39 41 56 56:
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 : 48.1 35.2 68.5 56.1 47.4 32.5 66.2 50.9
Old : 48.1 35.2 68.5 56.1 47.4 32.5 66.2 50.9
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, December 08, 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 : 24,028: 6,740 11,413 65 15,043 11,269 21,848 22,747: 2,180 1,281
Old : 24,028: 6,740 11,413 65 15,043 11,269 21,848 22,747: 2,180 1,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 4,233: 184 1,675 59 3,435 3,027 3,678 4,761: 555 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 47.5 0.3 62.6 46.9 90.9 94.7: 9.1 5.3
Old : 100.0: 28.1 47.5 0.3 62.6 46.9 90.9 94.7: 9.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 19 15 2 12 9 33 24:
Old : 52: 19 15 2 12 9 33 24:
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 : 48.4 64.0 64.3 80.1 40.9 64.0 56.8 75.1
Old : 48.4 64.0 64.3 80.1 40.9 64.0 56.8 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 173,370: 34,716 56,399 9,220 82,503 89,874 126,439 155,494: 46,932 17,877
Old : 173,370: 34,716 56,399 9,220 82,503 89,874 126,439 155,494: 46,932 17,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 16,184: 6,178 5,126 2,873 3,267 5,961 12,317 13,960: 3,867 2,225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 32.5 5.3 47.6 51.8 72.9 89.7: 27.1 10.3
Old : 100.0: 20.0 32.5 5.3 47.6 51.8 72.9 89.7: 27.1 10.3
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 : 107: 28 26 20 40 32 80 66:
Old : 107: 28 26 20 40 32 80 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 : 21.4 32.7 32.2 48.8 20.9 32.6 29.7 48.6
Old : 21.4 32.7 32.2 48.8 20.9 32.6 29.7 48.6
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, December 08, 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 : 57,041: 16,896 5,782 2,828 14,241 36,114 33,965 44,724: 23,077 12,317
Old : 57,041: 16,896 5,782 2,828 14,241 36,114 33,965 44,724: 23,077 12,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 1,891: -3,177 1,983 579 937 806 -1,661 3,368: 3,552 -1,477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 10.1 5.0 25.0 63.3 59.5 78.4: 40.5 21.6
Old : 100.0: 29.6 10.1 5.0 25.0 63.3 59.5 78.4: 40.5 21.6
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 : 47: 14 10 9 18 14 36 29:
Old : 47: 14 10 9 18 14 36 29:
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 53.5 34.4 62.1 24.3 52.5 33.8 60.9
Old : 24.3 53.5 34.4 62.1 24.3 52.5 33.8 60.9
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, December 08, 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 : 192,693: 70,275 43,483 31,353 82,563 115,038 184,190 189,874: 8,503 2,819
Old : 192,693: 70,275 43,483 31,353 82,563 115,038 184,190 189,874: 8,503 2,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 42,131: -2,615 66 27,072 18,207 15,010 42,665 42,149: -533 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 22.6 16.3 42.8 59.7 95.6 98.5: 4.4 1.5
Old : 100.0: 36.5 22.6 16.3 42.8 59.7 95.6 98.5: 4.4 1.5
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 : 154: 69 31 18 32 27 110 69:
Old : 154: 69 31 18 32 27 110 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 : 41.6 45.4 54.8 65.8 32.3 38.0 41.2 51.4
Old : 41.6 45.4 54.8 65.8 32.3 38.0 41.2 51.4
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, December 08, 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 : 192,048: 41,256 33,304 16,786 98,737 112,225 156,780 162,316: 35,269 29,733
Old : 192,048: 41,256 33,304 16,786 98,737 112,225 156,780 162,316: 35,269 29,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 8,573: 2,866 -9,189 -4,960 9,973 21,758 7,878 7,608: 695 964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 17.3 8.7 51.4 58.4 81.6 84.5: 18.4 15.5
Old : 100.0: 21.5 17.3 8.7 51.4 58.4 81.6 84.5: 18.4 15.5
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 : 116: 29 31 24 36 48 77 91:
Old : 116: 29 31 24 36 48 77 91:
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 : 24.0 22.5 38.1 33.9 20.5 16.0 29.6 24.4
Old : 24.0 22.5 38.1 33.9 20.5 16.0 29.6 24.4
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, December 08, 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 : 204,370: 63,276 15,889 8,494 97,486 164,026 169,257 188,409: 35,114 15,962
Old : 204,370: 63,276 15,889 8,494 97,486 164,026 169,257 188,409: 35,114 15,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 4,361: 2,584 -72 1,190 560 5,283 4,334 6,401: 27 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 7.8 4.2 47.7 80.3 82.8 92.2: 17.2 7.8
Old : 100.0: 31.0 7.8 4.2 47.7 80.3 82.8 92.2: 17.2 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 44 15 17 44 34 97 57:
Old : 116: 44 15 17 44 34 97 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 : 26.8 62.6 37.9 71.4 26.8 62.4 37.9 70.5
Old : 26.8 62.6 37.9 71.4 26.8 62.4 37.9 70.5
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, December 08, 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 : 733,134: 225,188 66,944 36,161 366,853 583,407 628,202 686,512: 104,933 46,622
Old : 733,134: 225,188 66,944 36,161 366,853 583,407 628,202 686,512: 104,933 46,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 13,417: 12,736 -278 143 -3,244 14,900 9,635 14,765: 3,781 -1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 9.1 4.9 50.0 79.6 85.7 93.6: 14.3 6.4
Old : 100.0: 30.7 9.1 4.9 50.0 79.6 85.7 93.6: 14.3 6.4
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 : 307: 101 45 48 129 92 245 170:
Old : 307: 101 45 48 129 92 245 170:
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 : 12.1 61.6 20.1 69.4 11.5 59.7 19.0 67.0
Old : 12.1 61.6 20.1 69.4 11.5 59.7 19.0 67.0
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, December 08, 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 : 35,667: 9,049 21,767 247 22,947 7,446 32,243 29,460: 3,424 6,207
Old : 35,667: 9,049 21,767 247 22,947 7,446 32,243 29,460: 3,424 6,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -17,648: -3,680 -8,735 239 -14,108 -13,075 -17,549 -21,571: -99 3,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 61.0 0.7 64.3 20.9 90.4 82.6: 9.6 17.4
Old : 100.0: 25.4 61.0 0.7 64.3 20.9 90.4 82.6: 9.6 17.4
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 : 56: 17 19 3 17 5 37 25:
Old : 56: 17 19 3 17 5 37 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 : 55.3 61.6 68.6 72.2 50.3 61.5 63.6 68.3
Old : 55.3 61.6 68.6 72.2 50.3 61.5 63.6 68.3
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, December 08, 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 : 61,309: 34,730 24,138 4,042 16,309 29,748 55,081 57,928: 6,228 3,381
Old : 61,309: 34,730 24,138 4,042 16,309 29,748 55,081 57,928: 6,228 3,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 5,760: 1,826 387 3,181 986 2,233 5,994 5,801: -233 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 39.4 6.6 26.6 48.5 89.8 94.5: 10.2 5.5
Old : 100.0: 56.6 39.4 6.6 26.6 48.5 89.8 94.5: 10.2 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 : 96: 38 22 14 23 19 69 47:
Old : 96: 38 22 14 23 19 69 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 35.5 40.1 57.0 27.4 35.5 39.5 56.8
Old : 27.4 35.5 40.1 57.0 27.4 35.5 39.5 56.8
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, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 15,020: 9,082 1,779 476 4,162 11,356 13,720 13,611: 1,300 1,409
Old : 15,020: 9,082 1,779 476 4,162 11,356 13,720 13,611: 1,300 1,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -344: -1,704 -895 476 786 86 -442 -333: 98 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 11.8 3.2 27.7 75.6 91.3 90.6: 8.7 9.4
Old : 100.0: 60.5 11.8 3.2 27.7 75.6 91.3 90.6: 8.7 9.4
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 : 30: 14 3 2 7 8 22 13:
Old : 30: 14 3 2 7 8 22 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 : 63.5 72.2 76.5 85.3 63.5 72.2 75.8 84.0
Old : 63.5 72.2 76.5 85.3 63.5 72.2 75.8 84.0
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, December 08, 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 :18,748,609: 1,245,730 686,715 9,259,910 7,596,282 8,019,189 18,101,922 17,965,814: 646,687 782,795
Old :18,748,609: 1,245,730 686,715 9,259,910 7,596,282 8,019,189 18,101,922 17,965,814: 646,687 782,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 256,572: -49,322 -89,813 161,436 101,032 167,813 213,146 239,436: 43,426 17,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 3.7 49.4 40.5 42.8 96.6 95.8: 3.4 4.2
Old : 100.0: 6.6 3.7 49.4 40.5 42.8 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 : 268: 67 54 94 131 130 249 234:
Old : 268: 67 54 94 131 130 249 234:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 23.2 36.6 35.5 7.6 8.4 10.9 12.7
Old : 23.1 23.2 36.6 35.5 7.6 8.4 10.9 12.7
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, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (5 Bitcoins) :
: : :
All : 12,817: 6,989 10,228 1,922 408 83 9,319 12,232: 3,498 585
Old : 12,817: 6,989 10,228 1,922 408 83 9,319 12,232: 3,498 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -39: -531 -306 215 190 -6 -127 -97: 87 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 79.8 15.0 3.2 0.6 72.7 95.4: 27.3 4.6
Old : 100.0: 54.5 79.8 15.0 3.2 0.6 72.7 95.4: 27.3 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 : 105: 75 26 25 2 1 87 43:
Old : 105: 75 26 25 2 1 87 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 60.5 27.5 74.8 14.4 58.0 23.2 70.6
Old : 17.5 60.5 27.5 74.8 14.4 58.0 23.2 70.6
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, December 08, 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 : 512,798: 53,534 41,644 119,898 339,205 351,005 512,636 512,547: 162 251
Old : 512,798: 53,534 41,644 119,898 339,205 351,005 512,636 512,547: 162 251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 8,253: -5,390 1,145 -696 14,333 7,862 8,247 8,311: 6 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 8.1 23.4 66.1 68.4 100.0 100.0: 0.0 0.0
Old : 100.0: 10.4 8.1 23.4 66.1 68.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 22 23 34 32 39 74 78:
Old : 92: 22 23 34 32 39 74 78:
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 : 55.5 44.0 67.8 61.5 44.9 33.7 50.8 42.0
Old : 55.5 44.0 67.8 61.5 44.9 33.7 50.8 42.0
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, December 08, 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 : 179,586: 17,914 19,049 27,961 133,656 132,511 179,531 179,521: 55 65
Old : 179,586: 17,914 19,049 27,961 133,656 132,511 179,531 179,521: 55 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 19,992: 859 1,784 3,652 15,490 14,549 20,001 19,985: -9 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.6 15.6 74.4 73.8 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 10.6 15.6 74.4 73.8 100.0 100.0: 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 : 78: 17 24 24 25 31 53 68:
Old : 78: 17 24 24 25 31 53 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 : 53.8 46.4 68.2 63.6 49.7 42.7 60.4 55.3
Old : 53.8 46.4 68.2 63.6 49.7 42.7 60.4 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 728,527: 76,439 78,409 116,108 449,904 452,588 642,451 647,105: 86,076 81,422
Old : 728,527: 76,439 78,409 116,108 449,904 452,588 642,451 647,105: 86,076 81,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 29,720: 2,136 5,270 9,892 16,457 13,677 28,485 28,839: 1,235 880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 10.8 15.9 61.8 62.1 88.2 88.8: 11.8 11.2
Old : 100.0: 10.5 10.8 15.9 61.8 62.1 88.2 88.8: 11.8 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 : 591: 110 99 111 292 289 457 444:
Old : 591: 110 99 111 292 289 457 444:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 17.7 21.2 26.9 8.5 14.6 14.2 20.8
Old : 12.5 17.7 21.2 26.9 8.5 14.6 14.2 20.8
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, December 08, 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 : 48,492: 10,441 6,178 4,609 10,153 30,633 25,204 41,420: 23,288 7,072
Old : 48,492: 10,441 6,178 4,609 10,153 30,633 25,204 41,420: 23,288 7,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 3,231: 1,732 1,382 -272 120 2,700 1,581 3,810: 1,650 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 12.7 9.5 20.9 63.2 52.0 85.4: 48.0 14.6
Old : 100.0: 21.5 12.7 9.5 20.9 63.2 52.0 85.4: 48.0 14.6
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 : 34: 8 10 13 9 14 23 31:
Old : 34: 8 10 13 9 14 23 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 : 32.7 40.2 45.4 59.4 22.2 34.8 29.6 51.7
Old : 32.7 40.2 45.4 59.4 22.2 34.8 29.6 51.7
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, December 08, 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 : 12,089: 648 531 0 9,167 10,650 9,815 11,181: 2,274 908
Old : 12,089: 648 531 0 9,167 10,650 9,815 11,181: 2,274 908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 208: 281 0 0 233 -8 514 -8: -306 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 4.4 0.0 75.8 88.1 81.2 92.5: 18.8 7.5
Old : 100.0: 5.4 4.4 0.0 75.8 88.1 81.2 92.5: 18.8 7.5
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 : 22: 2 1 0 8 12 10 13:
Old : 22: 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 : 62.5 67.2 76.4 81.8 62.2 67.2 75.4 81.8
Old : 62.5 67.2 76.4 81.8 62.2 67.2 75.4 81.8
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, December 08, 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 : 20,516: 3,590 2,362 183 14,035 16,244 17,808 18,789: 2,708 1,727
Old : 20,516: 3,590 2,362 183 14,035 16,244 17,808 18,789: 2,708 1,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 1,661: 193 394 183 936 1,167 1,312 1,744: 349 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 11.5 0.9 68.4 79.2 86.8 91.6: 13.2 8.4
Old : 100.0: 17.5 11.5 0.9 68.4 79.2 86.8 91.6: 13.2 8.4
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 : 34: 5 3 1 14 15 19 19:
Old : 34: 5 3 1 14 15 19 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 : 50.6 61.8 67.2 78.2 50.6 61.8 67.2 77.0
Old : 50.6 61.8 67.2 78.2 50.6 61.8 67.2 77.0
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, December 08, 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 : 3,400,173: 385,548 416,712 501,938 2,198,752 2,109,773 3,086,238 3,028,424: 313,936 371,750
Old : 3,400,173: 385,548 416,712 501,938 2,198,752 2,109,773 3,086,238 3,028,424: 313,936 371,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 132,445: 14,317 31,737 38,521 81,682 54,887 134,521 125,145: -2,076 7,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 12.3 14.8 64.7 62.0 90.8 89.1: 9.2 10.9
Old : 100.0: 11.3 12.3 14.8 64.7 62.0 90.8 89.1: 9.2 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 : 587: 112 94 106 290 288 452 438:
Old : 587: 112 94 106 290 288 452 438:
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 : 12.8 17.5 21.7 27.2 9.1 14.5 15.1 20.9
Old : 12.8 17.5 21.7 27.2 9.1 14.5 15.1 20.9
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, December 08, 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 : 26,685: 1,274 1,144 0 22,016 24,464 23,290 25,608: 3,395 1,077
Old : 26,685: 1,274 1,144 0 22,016 24,464 23,290 25,608: 3,395 1,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 2,524: 117 -279 0 1,995 2,918 2,112 2,639: 412 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.3 0.0 82.5 91.7 87.3 96.0: 12.7 4.0
Old : 100.0: 4.8 4.3 0.0 82.5 91.7 87.3 96.0: 12.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 11 12 13 14:
Old : 27: 2 2 0 11 12 13 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 : 61.9 62.7 77.4 85.5 61.9 62.7 77.4 85.5
Old : 61.9 62.7 77.4 85.5 61.9 62.7 77.4 85.5
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, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Industrial Ind :
: : :
All : 23,282: 830 475 0 19,559 21,877 20,389 22,352: 2,893 930
Old : 23,282: 830 475 0 19,559 21,877 20,389 22,352: 2,893 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 156: -231 0 0 208 33 -23 33: 179 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.0 0.0 84.0 94.0 87.6 96.0: 12.4 4.0
Old : 100.0: 3.6 2.0 0.0 84.0 94.0 87.6 96.0: 12.4 4.0
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 : 22: 1 1 0 12 10 13 11:
Old : 22: 1 1 0 12 10 13 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 : 60.9 86.9 79.7 93.8 60.7 86.9 77.9 93.3
Old : 60.9 86.9 79.7 93.8 60.7 86.9 77.9 93.3
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, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Utilities Inde :
: : :
All : 16,203: 1,460 0 0 12,108 15,383 13,568 15,383: 2,635 820
Old : 16,203: 1,460 0 0 12,108 15,383 13,568 15,383: 2,635 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 126: -31 0 0 -39 2,738 -70 2,738: 196 -2,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.0 0.0 74.7 94.9 83.7 94.9: 16.3 5.1
Old : 100.0: 9.0 0.0 0.0 74.7 94.9 83.7 94.9: 16.3 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 : 22: 3 0 0 7 12 10 12:
Old : 22: 3 0 0 7 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 : 64.9 60.5 79.2 84.9 64.9 60.5 79.2 84.9
Old : 64.9 60.5 79.2 84.9 64.9 60.5 79.2 84.9
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, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X S&P 500 INDEX) :
: : :
All : 162,538: 98,258 31,346 13,275 23,357 4,826 134,890 49,447: 27,648 113,091
Old : 162,538: 98,258 31,346 13,275 23,357 4,826 134,890 49,447: 27,648 113,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -12,021: -7,862 6,007 -141 -2,451 -1,549 -10,454 4,316: -1,567 -16,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 19.3 8.2 14.4 3.0 83.0 30.4: 17.0 69.6
Old : 100.0: 60.5 19.3 8.2 14.4 3.0 83.0 30.4: 17.0 69.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 9 6 9 5 2 17 14:
Old : 20: 9 6 9 5 2 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 20.1 75.0 27.8 63.1 18.8 69.8 21.3
Old : 67.1 20.1 75.0 27.8 63.1 18.8 69.8 21.3
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, December 08, 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 : 54,462: 8,322 2,487 586 35,710 48,006 44,618 51,079: 9,844 3,383
Old : 54,462: 8,322 2,487 586 35,710 48,006 44,618 51,079: 9,844 3,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 867: 1,835 743 14 -335 -243 1,514 514: -647 353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 4.6 1.1 65.6 88.1 81.9 93.8: 18.1 6.2
Old : 100.0: 15.3 4.6 1.1 65.6 88.1 81.9 93.8: 18.1 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 : 76: 13 6 5 36 32 52 40:
Old : 76: 13 6 5 36 32 52 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 : 21.9 38.8 37.1 57.1 21.5 38.3 35.7 55.8
Old : 21.9 38.8 37.1 57.1 21.5 38.3 35.7 55.8
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, December 08, 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 : 54,185: 14,044 11,703 4,916 25,904 29,725 44,864 46,344: 9,321 7,840
Old : 54,185: 14,044 11,703 4,916 25,904 29,725 44,864 46,344: 9,321 7,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -249: 587 -5,770 179 -1,120 5,217 -355 -374: 106 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 21.6 9.1 47.8 54.9 82.8 85.5: 17.2 14.5
Old : 100.0: 25.9 21.6 9.1 47.8 54.9 82.8 85.5: 17.2 14.5
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 : 293: 66 60 46 107 114 198 196:
Old : 293: 66 60 46 107 114 198 196:
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 21.6 30.4 34.6 20.4 20.0 28.6 29.6
Old : 20.7 21.6 30.4 34.6 20.4 20.0 28.6 29.6
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, December 08, 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 : 270,924: 70,221 58,517 24,578 129,519 148,627 224,318 231,722: 46,605 39,202
Old : 270,924: 70,221 58,517 24,578 129,519 148,627 224,318 231,722: 46,605 39,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: -1,243: 2,934 -28,851 895 -5,601 26,086 -1,773 -1,871: 530 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 21.6 9.1 47.8 54.9 82.8 85.5: 17.2 14.5
Old : 100.0: 25.9 21.6 9.1 47.8 54.9 82.8 85.5: 17.2 14.5
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 : 293: 66 60 46 107 114 198 196:
Old : 293: 66 60 46 107 114 198 196:
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 21.6 30.4 34.6 20.4 20.0 28.6 29.6
Old : 20.7 21.6 30.4 34.6 20.4 20.0 28.6 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX x $2) :
: : :
All : 179,797: 157,427 25,154 6,875 0 2,777 164,302 34,806: 15,495 144,991
Old : 179,797: 157,427 25,154 6,875 0 2,777 164,302 34,806: 15,495 144,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 11,070: 10,316 7,125 247 -217 1,525 10,347 8,897: 723 2,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 14.0 3.8 0.0 1.5 91.4 19.4: 8.6 80.6
Old : 100.0: 87.6 14.0 3.8 0.0 1.5 91.4 19.4: 8.6 80.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 10 6 0 2 10 16:
Old : 20: 8 10 6 0 2 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.2 15.9 91.2 18.0 86.0 14.1 87.6 15.0
Old : 87.2 15.9 91.2 18.0 86.0 14.1 87.6 15.0
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, December 08, 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 : 170,164: 49,182 60,860 16,412 69,409 75,506 135,003 152,779: 35,161 17,385
Old : 170,164: 49,182 60,860 16,412 69,409 75,506 135,003 152,779: 35,161 17,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 25,150: 4,698 4,508 7,643 11,084 12,485 23,425 24,635: 1,725 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 35.8 9.6 40.8 44.4 79.3 89.8: 20.7 10.2
Old : 100.0: 28.9 35.8 9.6 40.8 44.4 79.3 89.8: 20.7 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 : 91: 25 23 13 36 29 70 56:
Old : 91: 25 23 13 36 29 70 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 51.9 41.2 62.3 26.9 47.9 33.9 55.0
Old : 29.8 51.9 41.2 62.3 26.9 47.9 33.9 55.0
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, December 08, 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 : 572,754: 114,822 87,980 15,722 412,382 447,169 542,926 550,872: 29,827 21,882
Old : 572,754: 114,822 87,980 15,722 412,382 447,169 542,926 550,872: 29,827 21,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 6,477: -7,080 4,049 1,463 13,133 -1,669 7,516 3,843: -1,039 2,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 15.4 2.7 72.0 78.1 94.8 96.2: 5.2 3.8
Old : 100.0: 20.0 15.4 2.7 72.0 78.1 94.8 96.2: 5.2 3.8
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 : 367: 63 54 23 176 137 251 203:
Old : 367: 63 54 23 176 137 251 203:
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 : 11.6 23.9 21.6 36.9 11.5 23.8 20.3 35.1
Old : 11.6 23.9 21.6 36.9 11.5 23.8 20.3 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 20,743: 0 962 2,035 17,580 17,186 19,615 20,183: 1,128 560
Old : 20,743: 0 962 2,035 17,580 17,186 19,615 20,183: 1,128 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 3,117: 0 -94 1,842 1,187 1,276 3,029 3,024: 88 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 9.8 84.8 82.9 94.6 97.3: 5.4 2.7
Old : 100.0: 0.0 4.6 9.8 84.8 82.9 94.6 97.3: 5.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 10 9 12 12:
Old : 21: 0 2 2 10 9 12 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 : 63.6 57.9 87.4 85.7 63.6 56.2 77.0 75.4
Old : 63.6 57.9 87.4 85.7 63.6 56.2 77.0 75.4
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, December 08, 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 : 20,409: 2,491 1,787 2,108 8,748 13,305 13,347 17,200: 7,062 3,209
Old : 20,409: 2,491 1,787 2,108 8,748 13,305 13,347 17,200: 7,062 3,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 2,244: -877 -346 1,767 -251 989 639 2,410: 1,605 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.8 10.3 42.9 65.2 65.4 84.3: 34.6 15.7
Old : 100.0: 12.2 8.8 10.3 42.9 65.2 65.4 84.3: 34.6 15.7
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 : 27: 8 4 6 10 7 22 13:
Old : 27: 8 4 6 10 7 22 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 : 35.3 69.1 48.4 80.3 35.0 64.3 44.6 72.4
Old : 35.3 69.1 48.4 80.3 35.0 64.3 44.6 72.4
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, December 08, 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 : 60,257: 15,530 6,525 1,558 34,465 32,372 51,553 40,455: 8,704 19,802
Old : 60,257: 15,530 6,525 1,558 34,465 32,372 51,553 40,455: 8,704 19,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 3,628: -755 -975 1,198 1,959 -1,733 2,402 -1,510: 1,226 5,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.8 2.6 57.2 53.7 85.6 67.1: 14.4 32.9
Old : 100.0: 25.8 10.8 2.6 57.2 53.7 85.6 67.1: 14.4 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 : 75: 18 9 9 31 32 50 49:
Old : 75: 18 9 9 31 32 50 49:
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 : 35.9 20.0 52.3 31.8 33.3 19.2 49.2 30.9
Old : 35.9 20.0 52.3 31.8 33.3 19.2 49.2 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 214,612: 61,049 390 6,709 146,580 207,480 214,338 214,579: 274 33
Old : 214,612: 61,049 390 6,709 146,580 207,480 214,338 214,579: 274 33
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2020 :
: 2,754: 147 -52 -55 2,623 4,827 2,715 4,720: 39 -1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 0.2 3.1 68.3 96.7 99.9 100.0: 0.1 0.0
Old : 100.0: 28.4 0.2 3.1 68.3 96.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 33 3 5 39 30 72 38:
Old : 85: 33 3 5 39 30 72 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 : 36.2 59.8 56.5 81.8 32.6 52.9 52.0 71.3
Old : 36.2 59.8 56.5 81.8 32.6 52.9 52.0 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2020