BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,019 COMMITMENTS 543 1,177 530 7,359 6,910 8,432 8,617 587 402 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 295) 27 602 5 338 -362 370 245 -75 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 13.1 5.9 81.6 76.6 93.5 95.5 6.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 8 8 27 23 36 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,911 COMMITMENTS 11,428 4,547 1,166 7,534 12,878 20,128 18,591 2,783 4,320 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 706) 738 -134 96 170 282 1,004 244 -298 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 19.8 5.1 32.9 56.2 87.9 81.1 12.1 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 18 16 19 22 32 52 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,776 COMMITMENTS 1,110 1,893 369 5,824 4,643 7,303 6,905 473 871 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 138) 25 876 -20 95 -772 100 84 38 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 24.3 4.7 74.9 59.7 93.9 88.8 6.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 7 5 32 21 40 30 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,848 COMMITMENTS 21 3,908 315 4,809 1,137 5,145 5,360 703 488 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 122) 0 195 -9 121 0 112 186 10 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 66.8 5.4 82.2 19.4 88.0 91.7 12.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 8 6 18 8 25 16 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,063 COMMITMENTS 81,752 62,472 46,853 70,588 85,356 199,193 194,681 19,870 24,382 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -1,878) -3,378 -5,359 1,574 -94 947 -1,898 -2,838 20 960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 28.5 21.4 32.2 39.0 90.9 88.9 9.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 91 103 104 54 76 211 234 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 291,071 COMMITMENTS 98,726 38,144 51,552 112,778 163,903 263,056 253,599 28,015 37,472 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 2,988) 8,998 -1,957 168 -3,766 4,631 5,400 2,842 -2,412 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 13.1 17.7 38.7 56.3 90.4 87.1 9.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 109 70 114 95 121 271 258 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,775 COMMITMENTS 1,357 819 123 1,842 2,594 3,322 3,536 1,453 1,239 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 429) 71 75 -15 151 13 207 73 222 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 17.2 2.6 38.6 54.3 69.6 74.1 30.4 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 19 10 5 15 18 37 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,293 COMMITMENTS 17,626 9,627 10,782 11,578 12,786 39,986 33,195 6,307 13,098 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 2,634) 1,145 225 958 416 1,618 2,519 2,801 115 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 20.8 23.3 25.0 27.6 86.4 71.7 13.6 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 47 44 48 39 66 117 141 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,286 COMMITMENTS 1,241 9,472 689 20,909 12,417 22,839 22,578 447 708 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,812) 21 1,128 59 1,708 699 1,788 1,886 24 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 40.7 3.0 89.8 53.3 98.1 97.0 1.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 14 9 10 25 24 44 38 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,219 COMMITMENTS 9,811 3,365 0 12,793 19,162 22,604 22,527 1,615 1,692 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 184) 176 262 0 95 -103 271 159 -87 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 13.9 0.0 52.8 79.1 93.3 93.0 6.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 12 13 0 8 8 20 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 141,600 COMMITMENTS 19,497 53,084 842 88,099 66,794 108,438 120,720 33,162 20,880 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 4,715) 2,241 6,281 -14 2,198 -1,420 4,425 4,847 290 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 37.5 0.6 62.2 47.2 76.6 85.3 23.4 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 22 26 7 36 32 62 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,114 COMMITMENTS 20,774 6,267 250 12,719 39,696 33,743 46,213 22,371 9,901 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -478) -2,310 348 166 -12 -303 -2,156 211 1,678 -689 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 11.2 0.4 22.7 70.7 60.1 82.4 39.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 8 5 16 16 29 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,542 COMMITMENTS 42,450 38,112 2,483 84,341 89,318 129,274 129,913 5,268 4,629 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 3,634) -1,790 379 511 4,706 2,881 3,427 3,771 207 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 28.3 1.8 62.7 66.4 96.1 96.6 3.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 39 38 10 30 31 74 75 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 187,043 COMMITMENTS 54,310 47,806 6,141 93,117 110,889 153,568 164,836 33,475 22,207 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 7,972) 6,257 -3,068 -36 -2,689 13,891 3,532 10,787 4,440 -2,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 25.6 3.3 49.8 59.3 82.1 88.1 17.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 30 20 12 33 42 68 69 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,076 COMMITMENTS 41,717 21,133 2,021 73,149 105,667 116,887 128,821 30,189 18,255 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -3,073) -6,441 -9 29 437 -1,782 -5,975 -1,762 2,902 -1,311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 14.4 1.4 49.7 71.8 79.5 87.6 20.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 35 11 11 42 36 79 56 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 704,050 COMMITMENTS 259,244 62,301 10,585 332,209 591,573 602,038 664,459 102,012 39,591 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -2,408) -6,834 -4,026 -293 -633 2,470 -7,760 -1,849 5,352 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 8.8 1.5 47.2 84.0 85.5 94.4 14.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 105 32 34 115 74 229 132 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,606 COMMITMENTS 4,677 4,893 111 7,938 15,101 12,726 20,105 11,880 4,501 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 319) 136 327 0 31 69 167 396 152 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 19.9 0.5 32.3 61.4 51.7 81.7 48.3 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 5 1 11 10 18 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,406 COMMITMENTS 12,346 28,505 190 20,501 3,817 33,037 32,512 2,369 2,894 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 3,560) 901 3,514 53 2,662 -150 3,616 3,417 -56 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 80.5 0.5 57.9 10.8 93.3 91.8 6.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 15 21 3 10 9 27 31 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,561 COMMITMENTS 20,513 16,751 754 12,706 17,789 33,973 35,294 4,588 3,267 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,033) 2,635 -1,306 -42 -1,654 2,572 939 1,224 94 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.2 43.4 2.0 33.0 46.1 88.1 91.5 11.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 36 25 12 21 14 63 45 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,752 COMMITMENTS 8,330 5,676 0 4,958 6,544 13,288 12,220 464 1,532 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 349) 94 86 0 248 391 342 477 7 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 41.3 0.0 36.1 47.6 96.6 88.9 3.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 14 0 6 3 13 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,607,969 COMMITMENTS 1240218 609,023 2856742 4886204 5393448 8983164 8859213 624,805 748,756 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -98,583) -3,040 -126,762 14,312 -61,044 20,364 -49,772 -92,086 -48,811 -6,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 6.3 29.7 50.9 56.1 93.5 92.2 6.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 52 44 78 111 117 205 206 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 14,454 COMMITMENTS 8,632 12,182 1,737 200 0 10,569 13,919 3,885 535 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,364) 176 645 668 63 0 907 1,313 457 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 84.3 12.0 1.4 0.0 73.1 96.3 26.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 63 27 16 2 0 76 34 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 194,071 COMMITMENTS 21,913 26,351 37,121 134,891 130,454 193,925 193,926 146 145 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 22,216) 745 -1,628 5,456 16,039 18,352 22,240 22,180 -24 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 13.6 19.1 69.5 67.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 16 17 22 16 28 45 56 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 169,301 COMMITMENTS 35,624 42,345 18,926 114,625 107,871 169,175 169,142 126 159 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 12,147) 863 -1,475 4,046 7,167 9,513 12,076 12,084 71 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 25.0 11.2 67.7 63.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 16 22 20 26 36 52 68 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 574,834 COMMITMENTS 83,642 88,160 19,541 402,919 392,919 506,103 500,621 68,731 74,213 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 8,326) 5,323 3,406 2,271 -183 6,638 7,411 12,315 916 -3,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 15.3 3.4 70.1 68.4 88.0 87.1 12.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 90 99 54 265 285 379 414 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 28,976 COMMITMENTS 10,407 1,956 0 1,153 23,756 11,560 25,712 17,416 3,264 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 6.8 0.0 4.0 82.0 39.9 88.7 60.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 3 0 3 7 10 10 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 14,007 COMMITMENTS 450 1,852 0 11,278 10,585 11,728 12,437 2,279 1,570 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -892) 22 1,226 0 1,800 -2,144 1,822 -918 -2,714 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 13.2 0.0 80.5 75.6 83.7 88.8 16.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 0 13 10 15 13 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,729,290 COMMITMENTS 414,783 479,629 49,098 2008832 1845817 2472713 2374544 256,577 354,746 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 35,202) 22,995 21,944 7,680 -886 24,219 29,789 53,843 5,413 -18,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 17.6 1.8 73.6 67.6 90.6 87.0 9.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 89 100 50 263 284 373 413 S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 231,370 COMMITMENTS 3,000 0 4,200 224,170 225,170 231,370 229,370 0 2,000 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 1.8 96.9 97.3 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 2 14 13 16 15 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 181,719 COMMITMENTS 133,264 107,313 1,080 25,595 2,023 159,939 110,416 21,780 71,303 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.3 59.1 0.6 14.1 1.1 88.0 60.8 12.0 39.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 8 4 3 1 14 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 57,694 COMMITMENTS 7,391 4,545 320 40,486 48,388 48,197 53,253 9,497 4,441 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,277) 852 558 9 -144 490 717 1,057 560 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 7.9 0.6 70.2 83.9 83.5 92.3 16.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 9 8 5 37 28 49 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,989 COMMITMENTS 15,576 11,335 605 21,566 27,044 37,748 38,984 8,241 7,005 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -1,024) 1,788 47 -732 -2,657 -465 -1,600 -1,150 577 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 24.6 1.3 46.9 58.8 82.1 84.8 17.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 64 50 21 108 118 181 180 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 229,944 COMMITMENTS 77,881 56,674 3,025 107,832 135,221 188,738 194,920 41,206 35,024 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -5,119) 8,941 235 -3,659 -13,284 -2,324 -8,002 -5,748 2,883 629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 24.6 1.3 46.9 58.8 82.1 84.8 17.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 64 50 21 108 118 181 180 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 75,489 COMMITMENTS 65,254 7,466 311 0 470 65,565 8,247 9,924 67,242 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 12,614) 35,218 -39,935 -15 -1,562 67 33,641 -39,883 -21,027 52,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.4 9.9 0.4 0.0 0.6 86.9 10.9 13.1 89.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 16 7 2 0 1 16 10 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,931 COMMITMENTS 48,489 51,789 688 45,335 51,840 94,512 104,317 30,419 20,614 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 2,721) 1,168 980 52 -982 1,814 238 2,846 2,483 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 41.5 0.6 36.3 41.5 75.7 83.5 24.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 25 11 7 30 25 57 41 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 502,672 COMMITMENTS 86,508 72,801 6,695 387,206 400,297 480,409 479,793 22,263 22,879 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -712) 1,540 2,983 881 -3,441 -4,259 -1,020 -395 308 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 14.5 1.3 77.0 79.6 95.6 95.4 4.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 52 49 25 151 141 214 204 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,203 COMMITMENTS 8,645 2,869 0 20,398 21,268 29,043 24,137 8,160 13,066 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -352) 468 948 -10 332 1,153 790 2,091 -1,142 -2,443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 7.7 0.0 54.8 57.2 78.1 64.9 21.9 35.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 6 0 24 25 36 31 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 178,255 COMMITMENTS 58,953 1,315 6,387 112,660 170,423 178,000 178,125 255 130 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 10,889) 7,948 0 0 2,936 10,889 10,884 10,889 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 0.7 3.6 63.2 95.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 31 3 5 43 27 75 35
Updated August 21, 2020