BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,732 COMMITMENTS 373 491 446 5,895 6,386 6,714 7,323 1,018 409 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,629) -52 -103 -108 -1,498 -1,324 -1,658 -1,535 29 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 6.4 5.8 76.2 82.6 86.8 94.7 13.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 6 7 17 24 24 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,535 COMMITMENTS 11,096 3,023 959 7,203 13,017 19,258 16,999 2,277 4,536 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,204) -884 -406 -301 -1,490 -2,037 -2,675 -2,744 -529 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 14.0 4.5 33.4 60.4 89.4 78.9 10.6 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 23 9 16 25 37 57 53 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,440 COMMITMENTS 648 1,330 189 5,116 4,299 5,953 5,818 487 622 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,129) -282 -259 22 -873 -858 -1,133 -1,095 4 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 20.7 2.9 79.4 66.8 92.4 90.3 7.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 4 6 28 22 35 29 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,623 COMMITMENTS 35 2,363 102 3,204 731 3,341 3,196 282 427 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,168) 35 -990 -39 -1,069 -38 -1,073 -1,067 -95 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 65.2 2.8 88.4 20.2 92.2 88.2 7.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 7 6 12 6 19 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 205,935 COMMITMENTS 69,743 35,506 39,827 75,618 101,622 185,188 176,955 20,747 28,980 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -9,936) -1,011 2,170 -7,340 -1,922 -5,206 -10,273 -10,376 337 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 17.2 19.3 36.7 49.3 89.9 85.9 10.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 90 62 90 59 83 202 197 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,937 COMMITMENTS 80,636 46,238 44,543 115,568 144,306 240,747 235,087 32,190 37,850 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,844) -725 -10,659 3,838 -6,233 2,834 -3,120 -3,987 1,276 2,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 16.9 16.3 42.3 52.9 88.2 86.1 11.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 96 80 107 111 134 268 277 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,723 COMMITMENTS 602 284 35 1,141 1,943 1,778 2,262 945 461 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 75) 110 20 24 -19 13 115 57 -40 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 10.4 1.3 41.9 71.4 65.3 83.1 34.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 5 2 9 11 20 17 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,880 COMMITMENTS 13,937 15,453 5,511 11,097 6,072 30,545 27,036 5,335 8,844 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -5,174) 604 -3,572 -1,017 -2,875 -1,570 -3,288 -6,159 -1,886 985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 43.1 15.4 30.9 16.9 85.1 75.4 14.9 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 39 45 38 41 37 102 102 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,928 COMMITMENTS 1,290 7,580 781 19,279 12,986 21,350 21,347 578 581 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,745) -94 -907 -394 -2,278 -1,356 -2,766 -2,657 21 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 34.6 3.6 87.9 59.2 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 11 10 7 22 27 38 39 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 22,377 COMMITMENTS 7,191 12,381 0 13,962 8,141 21,153 20,522 1,224 1,855 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,355) -913 -1,378 0 -377 111 -1,290 -1,267 -65 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 55.3 0.0 62.4 36.4 94.5 91.7 5.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 13 0 11 8 24 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,456 COMMITMENTS 25,962 47,311 2,023 71,253 71,346 99,238 120,680 37,218 15,776 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 11,564) 4,413 5,076 823 1,023 8,235 6,259 14,134 5,305 -2,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 34.7 1.5 52.2 52.3 72.7 88.4 27.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 22 28 16 33 29 64 64 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,528 COMMITMENTS 21,403 5,539 187 12,372 33,172 33,962 38,898 18,566 13,630 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,436) 628 -341 47 -7 1,189 668 895 768 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 10.5 0.4 23.6 63.2 64.7 74.1 35.3 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 9 3 14 12 28 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,610 COMMITMENTS 57,399 39,077 1,373 62,376 85,363 121,148 125,813 7,462 2,797 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 10,417) 3,411 9,186 -1,085 7,476 2,227 9,802 10,328 615 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 30.4 1.1 48.5 66.4 94.2 97.8 5.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 57 31 7 31 27 93 60 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,346 COMMITMENTS 27,872 45,567 1,794 85,903 67,487 115,569 114,848 25,777 26,498 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 909) 171 6,639 -538 -198 -5,260 -565 841 1,474 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 32.2 1.3 60.8 47.7 81.8 81.3 18.2 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 21 28 13 34 38 63 71 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 183,518 COMMITMENTS 55,644 13,750 1,183 96,135 151,491 152,962 166,424 30,556 17,094 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,233) 4,632 -9,164 440 -1,760 5,921 3,312 -2,803 -4,545 1,570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 7.5 0.6 52.4 82.5 83.3 90.7 16.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 43 12 10 40 37 84 58 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 638,993 COMMITMENTS 202,374 67,087 4,598 339,154 526,728 546,126 598,413 92,867 40,580 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 11,239) -5,863 -801 234 9,483 10,355 3,854 9,788 7,385 1,451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 10.5 0.7 53.1 82.4 85.5 93.6 14.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 99 34 33 124 84 231 143 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,547 COMMITMENTS 4,746 4,096 129 6,985 15,408 11,860 19,633 12,687 4,914 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 57) -34 -29 0 100 -45 66 -74 -9 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 16.7 0.5 28.5 62.8 48.3 80.0 51.7 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 1 9 9 15 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,812 COMMITMENTS 10,112 36,050 7 30,761 4,238 40,880 40,295 1,932 2,517 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,396) 425 -1,799 -456 -916 1,295 -947 -960 -449 -436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 84.2 0.0 71.9 9.9 95.5 94.1 4.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 22 2 11 9 30 31 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,065 COMMITMENTS 25,695 17,978 522 14,109 24,378 40,326 42,878 5,739 3,187 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 5,665) 3,792 3,126 -20 985 2,462 4,757 5,568 908 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 39.0 1.1 30.6 52.9 87.5 93.1 12.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 36 20 6 22 14 61 37 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,303 COMMITMENTS 9,464 2,516 0 3,623 10,432 13,087 12,948 1,216 1,355 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 171) -346 -1,204 -1 395 1,417 48 212 123 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.2 17.6 0.0 25.3 72.9 91.5 90.5 8.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 6 0 6 8 16 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,631,169 COMMITMENTS 1439260 436,164 2810973 4795188 5650848 9045421 8897985 585,748 733,184 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 34,579) 170,956 -94,736 -87,420 -29,725 206,159 53,811 24,003 -19,232 10,576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 4.5 29.2 49.8 58.7 93.9 92.4 6.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 58 36 78 118 111 213 195 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 11,311 COMMITMENTS 8,057 10,353 293 122 70 8,472 10,716 2,839 595 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 33) 505 -275 138 -44 0 599 -137 -566 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 91.5 2.6 1.1 0.6 74.9 94.7 25.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 69 30 14 1 1 79 37 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 346,494 COMMITMENTS 61,514 39,026 60,000 224,840 247,235 346,354 346,261 140 233 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 15,362) 8,381 -46 -1,419 8,404 16,824 15,366 15,359 -4 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 11.3 17.3 64.9 71.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 23 31 23 34 63 72 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 157,409 COMMITMENTS 29,766 11,109 24,267 103,124 121,952 157,157 157,328 252 81 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 31,215) 2,966 3,594 2,620 25,527 25,061 31,113 31,275 102 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 7.1 15.4 65.5 77.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 22 19 25 22 28 53 64 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 517,065 COMMITMENTS 75,963 60,448 14,275 364,024 382,100 454,262 456,823 62,804 60,242 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 20,741) 249 1,328 5,442 7,161 10,016 12,852 16,786 7,890 3,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 11.7 2.8 70.4 73.9 87.9 88.3 12.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530) 93 67 45 265 255 375 350 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 24,917 COMMITMENTS 8,339 376 900 5,126 18,919 14,365 20,195 10,552 4,722 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 1.5 3.6 20.6 75.9 57.7 81.0 42.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 1 4 6 12 9 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| 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: 26,217 COMMITMENTS 1,126 3,209 0 18,634 21,006 19,760 24,215 6,457 2,002 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 457) -766 -392 -160 -3,565 679 -4,491 127 4,948 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 12.2 0.0 71.1 80.1 75.4 92.4 24.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 0 14 14 16 18 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,460,742 COMMITMENTS 366,600 328,841 38,396 1794488 1815905 2199484 2183142 261,258 277,600 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 50,002) -6,670 34,348 222 53,007 -4,525 46,559 30,045 3,443 19,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 13.4 1.6 72.9 73.8 89.4 88.7 10.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529) 92 67 45 265 252 374 347 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 11,570 COMMITMENTS 697 454 0 7,204 9,936 7,901 10,390 3,669 1,180 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -177) -365 0 0 -721 -154 -1,086 -154 909 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 3.9 0.0 62.3 85.9 68.3 89.8 31.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 8 13 10 14 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 15,413 COMMITMENTS 731 475 0 12,086 13,976 12,817 14,451 2,596 962 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 595) -392 0 0 1,012 502 620 502 -25 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 3.1 0.0 78.4 90.7 83.2 93.8 16.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 10 8 12 9 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| 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: 13,521 COMMITMENTS 1,297 0 0 9,885 12,587 11,182 12,587 2,339 934 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -227) 13 -168 -58 -67 180 -112 -46 -115 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 0.0 73.1 93.1 82.7 93.1 17.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 8 12 10 12 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 156,486 COMMITMENTS 93,808 16,083 7,324 28,215 13,856 129,347 37,263 27,139 119,223 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 33,173) 58,944 -57,817 4,735 2,448 -5,631 66,127 -58,713 -32,954 91,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.9 10.3 4.7 18.0 8.9 82.7 23.8 17.3 76.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 7 6 5 3 16 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 53,213 COMMITMENTS 7,879 2,206 546 34,728 47,233 43,153 49,985 10,060 3,228 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,359) -1,437 1,635 168 216 -2,733 -1,053 -930 -306 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 4.1 1.0 65.3 88.8 81.1 93.9 18.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 11 6 3 35 31 47 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,620 COMMITMENTS 13,685 16,741 821 24,289 23,727 38,795 41,290 8,825 6,330 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 3,029) 520 3,638 -117 2,598 -36 3,000 3,485 29 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 35.2 1.7 51.0 49.8 81.5 86.7 18.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 59 57 25 102 111 172 183 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 238,100 COMMITMENTS 68,425 83,707 4,107 121,444 118,634 193,976 206,448 44,124 31,652 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 15,145) 2,598 18,192 -587 12,989 -182 15,000 17,423 145 -2,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 35.2 1.7 51.0 49.8 81.5 86.7 18.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 59 57 25 102 111 172 183 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,615 COMMITMENTS 49,371 58,091 1,349 53,794 51,538 104,514 110,978 26,101 19,637 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,737) -7,158 248 -266 1,251 -6,206 -6,173 -6,224 2,436 2,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 44.5 1.0 41.2 39.5 80.0 85.0 20.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 23 18 7 31 20 59 40 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 528,350 COMMITMENTS 102,152 63,621 3,573 394,810 446,655 500,535 513,849 27,815 14,501 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,220) -12,631 -12,868 -1,173 8,779 13,602 -5,025 -439 3,805 -781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 12.0 0.7 74.7 84.5 94.7 97.3 5.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 64 44 19 172 138 244 194 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 16,690 COMMITMENTS 174 686 32 15,735 15,605 15,941 16,323 749 367 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 4.1 0.2 94.3 93.5 95.5 97.8 4.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 10 11 11 13 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 15,428 COMMITMENTS 2,367 1,745 201 7,856 10,529 10,424 12,475 5,004 2,953 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -817) -2,188 1,036 -85 578 -2,028 -1,695 -1,077 878 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 11.3 1.3 50.9 68.2 67.6 80.9 32.4 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 2 7 6 14 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,321 COMMITMENTS 8,923 6,444 286 31,318 25,700 40,527 32,430 7,794 15,891 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 3,450) 3,439 -4,008 61 -1,113 4,104 2,387 157 1,063 3,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 13.3 0.6 64.8 53.2 83.9 67.1 16.1 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 17 10 2 24 29 43 40 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| 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: 210,145 COMMITMENTS 60,483 217 7,808 141,592 201,292 209,883 209,317 262 828 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,221) 634 0 -73 1,610 2,296 2,171 2,223 50 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 0.1 3.7 67.4 95.8 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 31 3 6 37 28 69 36
Updated November 16, 2020