BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,900 COMMITMENTS 591 1,617 436 7,119 6,470 8,146 8,523 754 377 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 409) -48 108 89 177 284 218 481 191 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 18.2 4.9 80.0 72.7 91.5 95.8 8.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 6 7 24 24 32 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,918 COMMITMENTS 10,171 3,502 568 7,219 12,409 17,958 16,479 2,960 4,439 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 899) 323 -237 22 196 1,006 541 791 358 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 16.7 2.7 34.5 59.3 85.8 78.8 14.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 11 14 22 26 45 44 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,855 COMMITMENTS 1,157 2,096 242 5,881 4,808 7,280 7,146 575 709 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 482) 5 164 -1 529 158 533 321 -51 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 26.7 3.1 74.9 61.2 92.7 91.0 7.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 8 4 30 21 38 30 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,797 COMMITMENTS 44 4,177 225 5,016 957 5,285 5,359 512 438 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 116) 0 63 31 44 0 75 94 41 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 72.1 3.9 86.5 16.5 91.2 92.4 8.8 7.6 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 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 226,900 COMMITMENTS 88,836 40,851 43,947 73,850 114,775 206,633 199,573 20,267 27,327 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 5,681) 3,737 1,112 843 1,066 3,721 5,646 5,676 35 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 18.0 19.4 32.5 50.6 91.1 88.0 8.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 122 66 103 58 82 228 219 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,392 COMMITMENTS 99,890 37,361 57,584 107,185 159,794 264,659 254,739 29,733 39,653 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,179) -2,661 924 3,562 -246 -1,758 655 2,728 524 -1,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 12.7 19.6 36.4 54.3 89.9 86.5 10.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 107 63 109 93 121 261 254 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,505 COMMITMENTS 681 382 217 1,541 2,295 2,439 2,894 1,066 611 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -8) -155 69 42 55 -20 -58 91 50 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 10.9 6.2 44.0 65.5 69.6 82.6 30.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 17 6 4 14 14 33 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,141 COMMITMENTS 16,029 13,889 7,404 13,610 11,931 37,043 33,224 7,098 10,917 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,731) 289 1,292 -472 1,550 982 1,367 1,802 364 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 31.5 16.8 30.8 27.0 83.9 75.3 16.1 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 38 52 36 43 42 106 110 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,863 COMMITMENTS 1,170 9,218 757 21,461 13,211 23,388 23,186 475 677 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 647) 126 236 18 478 382 622 636 25 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 38.6 3.2 89.9 55.4 98.0 97.2 2.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 11 11 8 23 23 41 35 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,316 COMMITMENTS 4,749 8,131 0 12,398 8,057 17,147 16,188 1,169 2,128 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -9,549) -10,040 994 0 660 -11,062 -9,380 -10,068 -169 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 44.4 0.0 67.7 44.0 93.6 88.4 6.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 14 0 11 7 21 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,564 COMMITMENTS 23,588 42,470 1,109 61,980 57,005 86,677 100,584 30,887 16,980 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -29,709) -5,321 -3,382 -396 -7,105 -25,600 -12,822 -29,378 -16,887 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 36.1 0.9 52.7 48.5 73.7 85.6 26.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 23 22 10 34 31 61 59 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,875 COMMITMENTS 21,684 5,768 148 11,112 33,004 32,944 38,920 18,931 12,955 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -536) 3,035 -815 143 -1,782 -1,897 1,396 -2,569 -1,932 2,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 11.1 0.3 21.4 63.6 63.5 75.0 36.5 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 16 8 2 14 13 32 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,718 COMMITMENTS 59,484 32,834 1,232 69,978 99,458 130,694 133,524 6,024 3,194 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,236) 3,006 2,827 687 -1,050 -1,229 2,643 2,285 -407 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 24.0 0.9 51.2 72.7 95.6 97.7 4.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 60 29 11 31 27 93 65 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 152,613 COMMITMENTS 43,487 40,523 5,058 77,199 81,786 125,744 127,367 26,869 25,246 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,624) -314 -985 164 4,953 696 4,803 -125 -2,179 2,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 26.6 3.3 50.6 53.6 82.4 83.5 17.6 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 20 25 14 31 40 58 72 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,251 COMMITMENTS 59,033 29,452 1,684 76,239 119,883 136,956 151,019 32,295 18,232 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 20,339) 8,673 1,981 774 6,581 15,597 16,028 18,352 4,311 1,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 17.4 1.0 45.0 70.8 80.9 89.2 19.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 38 18 11 39 36 81 61 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 666,412 COMMITMENTS 247,049 56,227 6,043 324,148 563,561 577,240 625,831 89,172 40,581 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 8,238) 16,354 4,108 -183 -2,576 1,678 13,595 5,603 -5,357 2,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 8.4 0.9 48.6 84.6 86.6 93.9 13.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 106 39 25 119 81 229 141 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,504 COMMITMENTS 3,608 4,761 0 6,770 14,819 10,378 19,580 14,126 4,924 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -119) -342 160 -127 15 -316 -454 -283 335 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 19.4 0.0 27.6 60.5 42.4 79.9 57.6 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 0 9 9 14 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,981 COMMITMENTS 5,531 29,325 8 27,120 2,568 32,659 31,901 2,322 3,080 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -2,734) -1,496 -2,715 -6 -1,506 -439 -3,008 -3,160 274 426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 83.8 0.0 77.5 7.3 93.4 91.2 6.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 13 22 1 13 8 27 30 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,216 COMMITMENTS 16,700 11,840 776 12,271 19,900 29,747 32,516 5,469 2,700 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -618) -1,302 -2,920 311 70 2,351 -921 -258 303 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 33.6 2.2 34.8 56.5 84.5 92.3 15.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 34 22 7 19 14 56 40 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,536 COMMITMENTS 7,026 2,191 0 3,833 8,172 10,859 10,363 677 1,173 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -706) -18 -1,394 0 -443 659 -461 -735 -245 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 19.0 0.0 33.2 70.8 94.1 89.8 5.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 7 0 5 6 11 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,952,033 COMMITMENTS 1492290 480,632 2510588 4354930 5271668 8357808 8262888 594,225 689,145 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 69,920) 157,430 -52,569 -68,323 -28,153 246,808 60,954 125,916 8,966 -55,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 5.4 28.0 48.6 58.9 93.4 92.3 6.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 59 36 77 115 112 208 197 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 8,426 COMMITMENTS 4,078 6,554 1,275 67 0 5,420 7,829 3,006 597 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -957) -1,044 -1,448 496 0 0 -548 -952 -409 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 77.8 15.1 0.8 0.0 64.3 92.9 35.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 46 26 14 1 0 56 33 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 209,392 COMMITMENTS 21,136 26,975 40,567 147,458 141,770 209,161 209,312 231 80 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -3,973) -1,652 -4,730 2,171 -4,546 -1,399 -4,027 -3,958 54 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 12.9 19.4 70.4 67.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 18 16 23 17 29 46 59 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 175,880 COMMITMENTS 43,188 24,316 23,782 108,834 127,530 175,804 175,628 76 252 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 20,012) 10,582 -397 431 9,011 19,909 20,024 19,943 -12 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 13.8 13.5 61.9 72.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 14 23 25 26 34 53 70 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 502,173 COMMITMENTS 69,926 59,734 8,405 369,163 376,393 447,495 444,532 54,678 57,642 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -118,214) -9,528 -13,646 -15,454 -67,322 -65,768 -92,305 -94,869 -25,910 -23,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 11.9 1.7 73.5 75.0 89.1 88.5 10.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550) 84 82 37 263 274 362 378 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| 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: 20,474 COMMITMENTS 472 4,265 0 17,504 11,501 17,976 15,766 2,498 4,708 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -5,933) -659 54 0 -2,773 -5,892 -3,432 -5,838 -2,501 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 20.8 0.0 85.5 56.2 87.8 77.0 12.2 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 0 12 10 14 13 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,472,951 COMMITMENTS 355,632 295,923 31,047 1840787 1869118 2227466 2196088 245,485 276,863 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -435,197) -42,997 -81,215 -52,332 -299,040 -196,276 -394,369 -329,823 -40,828 -105,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 12.0 1.3 74.4 75.6 90.1 88.8 9.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549) 84 82 35 263 273 361 376 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| 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: 12,154 COMMITMENTS 1,065 270 0 9,552 10,937 10,617 11,207 1,537 947 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -4,085) 260 -655 0 -3,989 -354 -3,729 -1,009 -356 -3,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 2.2 0.0 78.6 90.0 87.4 92.2 12.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 10 9 13 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 58,730 COMMITMENTS 9,736 1,069 315 39,008 52,997 49,059 54,381 9,671 4,349 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -6,290) 841 -564 108 -7,353 -5,408 -6,404 -5,864 114 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 1.8 0.5 66.4 90.2 83.5 92.6 16.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 4 3 35 30 50 36 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,403 COMMITMENTS 16,676 43,538 692 39,234 15,356 56,602 59,586 9,801 6,818 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -3,269) 1,238 11,926 -1,124 -1,057 -13,759 -943 -2,957 -2,326 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 65.6 1.0 59.1 23.1 85.2 89.7 14.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 67 55 23 102 102 178 172 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 332,017 COMMITMENTS 83,379 217,690 3,459 196,172 76,780 283,010 297,929 49,007 34,088 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -16,347) 6,188 59,628 -5,618 -5,286 -68,796 -4,716 -14,786 -11,631 -1,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 65.6 1.0 59.1 23.1 85.2 89.7 14.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 67 55 23 102 102 178 172 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,214 COMMITMENTS 60,713 44,374 1,139 45,151 66,731 107,003 112,244 26,211 20,970 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,400) 1,026 906 -173 1,844 -1,830 2,697 -1,097 -1,297 2,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 33.3 0.9 33.9 50.1 80.3 84.3 19.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 26 12 8 30 26 58 44 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 506,801 COMMITMENTS 95,342 83,216 4,703 386,012 400,936 486,057 488,855 20,744 17,946 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -63,920) -5,259 -768 -8,038 -48,711 -49,500 -62,008 -58,306 -1,912 -5,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 16.4 0.9 76.2 79.1 95.9 96.5 4.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 62 41 20 160 129 228 184 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,048 COMMITMENTS 358 686 66 12,070 11,996 12,494 12,748 554 300 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: -4,422) 14 286 -284 -4,013 -4,216 -4,283 -4,214 -139 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.3 0.5 92.5 91.9 95.8 97.7 4.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 9 9 10 11 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 14,740 COMMITMENTS 3,173 3,641 0 7,898 6,774 11,071 10,415 3,669 4,325 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 24.7 0.0 53.6 46.0 75.1 70.7 24.9 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 0 6 5 12 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,900 COMMITMENTS 8,226 5,593 4 19,644 15,570 27,874 21,167 8,026 14,733 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 104) 269 1,282 -86 -1,227 -3,175 -1,044 -1,979 1,148 2,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 15.6 0.0 54.7 43.4 77.6 59.0 22.4 41.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 15 8 2 19 26 34 36 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| 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: 191,198 COMMITMENTS 62,594 2,945 5,978 122,399 181,587 190,971 190,510 227 688 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,299) -1,072 17 55 3,329 1,742 2,312 1,814 -13 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 1.5 3.1 64.0 95.0 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 31 4 6 41 27 74 36
Updated September 25, 2020