BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,491 COMMITMENTS 639 1,509 347 6,942 6,186 7,928 8,042 563 449 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 151) 11 -70 15 76 209 102 154 49 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 17.8 4.1 81.8 72.9 93.4 94.7 6.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 7 7 25 24 33 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,019 COMMITMENTS 9,848 3,739 546 7,023 11,403 17,417 15,688 2,602 4,331 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 548) 462 215 -157 86 466 391 524 157 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 18.7 2.7 35.1 57.0 87.0 78.4 13.0 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 12 15 22 26 45 45 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,373 COMMITMENTS 1,152 1,932 243 5,352 4,650 6,747 6,825 626 548 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 216) 149 211 -42 208 567 315 736 -99 -520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 26.2 3.3 72.6 63.1 91.5 92.6 8.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 8 5 31 21 39 31 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,681 COMMITMENTS 44 4,114 194 4,972 957 5,210 5,265 471 416 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 280) 6 271 48 220 -36 274 283 6 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 72.4 3.4 87.5 16.8 91.7 92.7 8.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 9 6 18 7 26 16 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,219 COMMITMENTS 85,099 39,739 43,104 72,784 111,054 200,987 193,897 20,232 27,322 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,790) 2,266 -10,839 -3,390 2,989 13,582 1,865 -647 -75 2,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 18.0 19.5 32.9 50.2 90.9 87.6 9.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 112 64 106 60 82 226 219 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,213 COMMITMENTS 102,551 36,437 54,022 107,431 161,552 264,004 252,011 29,209 41,202 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,212) 540 -1,454 2,545 -1,514 -619 1,571 472 -359 740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 12.4 18.4 36.6 55.1 90.0 85.9 10.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 109 74 111 91 123 262 266 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,513 COMMITMENTS 836 313 175 1,486 2,315 2,497 2,803 1,016 710 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -378) -444 -126 -4 180 85 -268 -45 -110 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 8.9 5.0 42.3 65.9 71.1 79.8 28.9 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 20 5 3 12 16 34 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,410 COMMITMENTS 15,740 12,597 7,876 12,060 10,949 35,676 31,422 6,734 10,988 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 368) -1,059 482 63 1,312 -381 316 164 52 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 29.7 18.6 28.4 25.8 84.1 74.1 15.9 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 37 49 42 39 44 103 116 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,216 COMMITMENTS 1,044 8,982 739 20,983 12,829 22,766 22,550 450 666 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 785) 54 316 97 653 359 804 772 -19 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 38.7 3.2 90.4 55.3 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 10 7 23 21 39 33 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,865 COMMITMENTS 14,789 7,137 0 11,738 19,119 26,527 26,256 1,338 1,609 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,387) 2,330 2,960 -117 430 -99 2,643 2,744 -256 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.1 25.6 0.0 42.1 68.6 95.2 94.2 4.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 15 0 11 6 24 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,273 COMMITMENTS 28,909 45,852 1,505 69,085 82,605 99,499 129,962 47,774 17,311 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 9,655) -717 -1,129 -408 -4,268 12,973 -5,393 11,436 15,048 -1,781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 31.1 1.0 46.9 56.1 67.6 88.2 32.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 27 21 10 33 30 65 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,411 COMMITMENTS 18,649 6,583 5 12,894 34,901 31,548 41,489 20,863 10,922 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -151) 209 -330 -193 709 1,113 725 590 -876 -741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 12.6 0.0 24.6 66.6 60.2 79.2 39.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 9 1 13 14 28 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,482 COMMITMENTS 56,478 30,007 545 71,028 100,687 128,051 131,239 6,431 3,243 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -15,905) 3,288 -14,810 -5,293 -14,664 4,874 -16,669 -15,229 764 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 22.3 0.4 52.8 74.9 95.2 97.6 4.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 59 35 6 30 28 91 67 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 149,989 COMMITMENTS 43,801 41,508 4,894 72,246 81,090 120,941 127,492 29,048 22,497 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -47,535) -2,789 7,648 -4,530 -39,272 -46,080 -46,591 -42,962 -944 -4,573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 27.7 3.3 48.2 54.1 80.6 85.0 19.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 22 25 14 33 38 63 69 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,912 COMMITMENTS 50,360 27,471 910 69,658 104,286 120,928 132,667 27,984 16,245 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -2,634) 5,510 4,363 -3,705 -3,503 -1,060 -1,698 -402 -936 -2,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 18.4 0.6 46.8 70.0 81.2 89.1 18.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 37 16 8 41 37 82 57 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 658,174 COMMITMENTS 230,695 52,119 6,226 326,724 561,883 563,645 620,228 94,529 37,946 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -32,608) -17,988 250 -6,264 -6,215 -20,105 -30,467 -26,119 -2,141 -6,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 7.9 0.9 49.6 85.4 85.6 94.2 14.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 99 36 26 117 76 225 129 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,623 COMMITMENTS 3,950 4,601 127 6,755 15,135 10,832 19,863 13,791 4,760 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -48) 843 521 16 -1,336 -57 -477 480 429 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 18.7 0.5 27.4 61.5 44.0 80.7 56.0 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 4 2 9 9 16 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,715 COMMITMENTS 7,027 32,040 14 28,626 3,007 35,667 35,061 2,048 2,654 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -646) 910 -213 -81 -1,506 -218 -677 -512 31 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 85.0 0.0 75.9 8.0 94.6 93.0 5.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 17 23 2 15 9 34 32 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,834 COMMITMENTS 18,002 14,760 465 12,201 17,549 30,668 32,774 5,166 3,060 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -8,213) -2,107 -449 -2,080 -4,285 -5,439 -8,472 -7,968 259 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 41.2 1.3 34.0 49.0 85.6 91.5 14.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 35 23 9 20 10 57 40 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,242 COMMITMENTS 7,044 3,585 0 4,276 7,513 11,320 11,098 922 1,144 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,810) 705 1,100 -1,177 -1,539 -1,580 -2,011 -1,657 201 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.5 29.3 0.0 34.9 61.4 92.5 90.7 7.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 8 0 5 6 13 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,882,113 COMMITMENTS 1334860 533,201 2578911 4383083 5024860 8296854 8136972 585,259 745,141 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -1,252,794) 122,164 -37,337 -471,516 -874,866 -704,290 -1224218 -1213143 -28,576 -39,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 6.0 29.0 49.3 56.6 93.4 91.6 6.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 56 36 74 115 108 207 189 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 9,383 COMMITMENTS 5,122 8,002 779 67 0 5,968 8,781 3,415 602 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 1,185) 479 1,049 48 -33 0 494 1,097 691 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 85.3 8.3 0.7 0.0 63.6 93.6 36.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 49 24 11 1 0 57 30 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 213,365 COMMITMENTS 22,788 31,705 38,396 152,004 143,169 213,188 213,270 177 95 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 5,502) -86 5,084 4,568 1,138 -3,597 5,620 6,055 -118 -553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 14.9 18.0 71.2 67.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 18 23 16 31 45 62 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 155,868 COMMITMENTS 32,606 24,713 23,351 99,823 107,621 155,780 155,685 88 183 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 9,930) 1,222 1,353 2,620 6,099 6,005 9,941 9,978 -11 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 15.9 15.0 64.0 69.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 16 22 26 24 33 52 70 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 620,388 COMMITMENTS 79,455 73,380 23,860 436,485 442,161 539,800 539,400 80,588 80,987 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 42,717) -3,430 -1,370 2,557 32,128 42,012 31,254 43,199 11,462 -482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 11.8 3.8 70.4 71.3 87.0 86.9 13.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559) 86 86 64 284 281 407 396 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 38,758 COMMITMENTS 6,798 5,021 115 8,520 29,082 15,433 34,218 23,325 4,540 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 2,367) -2,937 -239 115 249 3,554 -2,573 3,430 4,940 -1,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 13.0 0.3 22.0 75.0 39.8 88.3 60.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 4 2 8 6 12 12 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| 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: 26,407 COMMITMENTS 1,131 4,211 0 20,277 17,393 21,408 21,604 4,999 4,803 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 9,208) 459 2,036 0 5,864 5,906 6,323 7,942 2,885 1,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 15.9 0.0 76.8 65.9 81.1 81.8 18.9 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 0 13 13 15 16 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,908,148 COMMITMENTS 398,629 377,138 83,379 2139827 2065394 2621835 2525911 286,313 382,237 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 201,749) -18,412 -21,599 28,155 159,394 192,289 169,137 198,845 32,612 2,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 13.0 2.9 73.6 71.0 90.2 86.9 9.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558) 87 84 61 283 281 404 394 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 13,851 COMMITMENTS 3,530 300 0 8,413 12,814 11,943 13,114 1,908 737 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 4,338) 587 -212 0 3,881 4,571 4,468 4,359 -130 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 2.2 0.0 60.7 92.5 86.2 94.7 13.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 14 10 16 11 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 16,239 COMMITMENTS 805 925 0 13,541 11,291 14,346 12,216 1,893 4,023 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.7 0.0 83.4 69.5 88.3 75.2 11.7 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 0 11 12 13 15 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 274,767 COMMITMENTS 200,642 68,827 18,379 29,972 6,530 248,993 93,736 25,774 181,031 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.0 25.0 6.7 10.9 2.4 90.6 34.1 9.4 65.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 11 5 7 4 4 19 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 65,020 COMMITMENTS 8,895 1,633 207 46,361 58,405 55,463 60,245 9,557 4,775 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 8,663) -159 -84 180 8,254 8,102 8,275 8,198 388 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 2.5 0.3 71.3 89.8 85.3 92.7 14.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 13 5 4 40 32 55 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,673 COMMITMENTS 15,438 31,612 1,815 40,292 29,115 57,545 62,543 12,128 7,130 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 19,512) 1,182 13,662 1,037 16,762 4,779 18,981 19,478 531 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 45.4 2.6 57.8 41.8 82.6 89.8 17.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 61 55 33 116 107 193 180 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 348,364 COMMITMENTS 77,191 158,062 9,077 201,458 145,576 287,726 312,715 60,638 35,649 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 97,561) 5,909 68,310 5,184 83,811 23,894 94,904 97,388 2,657 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 45.4 2.6 57.8 41.8 82.6 89.8 17.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 61 55 33 116 107 193 180 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,814 COMMITMENTS 59,687 43,468 1,312 43,307 68,561 104,306 113,341 27,508 18,473 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -12,277) 2,590 -15,673 -4,194 -7,969 8,019 -9,573 -11,848 -2,704 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 33.0 1.0 32.9 52.0 79.1 86.0 20.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 25 14 10 30 24 60 43 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 570,721 COMMITMENTS 100,601 83,984 12,741 434,723 450,436 548,065 547,161 22,656 23,560 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 67,436) 3,989 2,974 5,230 56,990 55,736 66,209 63,940 1,227 3,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 14.7 2.2 76.2 78.9 96.0 95.9 4.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 61 46 27 170 149 240 214 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,470 COMMITMENTS 344 400 350 16,083 16,212 16,777 16,962 693 508 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 8,998) 0 -234 316 8,839 8,894 9,155 8,976 -157 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.3 2.0 92.1 92.8 96.0 97.1 4.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 15 14 17 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,796 COMMITMENTS 7,957 4,311 90 20,871 18,745 28,918 23,146 6,878 12,650 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: -11,437) -1,992 1,050 -2,246 -1,597 -7,430 -5,835 -8,626 -5,602 -2,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 12.0 0.3 58.3 52.4 80.8 64.7 19.2 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 9 3 22 27 35 37 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 09/15/20 | --------------------------------------------------------------| 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: 188,899 COMMITMENTS 63,666 2,928 5,923 119,070 179,845 188,659 188,696 240 203 CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST: 4,503) -428 -1,190 19 4,894 5,599 4,485 4,428 18 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 1.6 3.1 63.0 95.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 31 4 6 41 27 74 36
Updated September 18, 2020