BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,312 COMMITMENTS 262 430 387 5,811 5,957 6,460 6,774 852 538 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,664) -203 -105 -116 -1,403 -1,391 -1,722 -1,612 58 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 5.9 5.3 79.5 81.5 88.3 92.6 11.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 4 6 22 22 28 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,652 COMMITMENTS 8,878 2,270 1,043 7,104 11,669 17,025 14,982 2,627 4,670 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,371) -2,790 -376 -183 -1,551 -3,480 -4,524 -4,039 153 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 11.6 5.3 36.1 59.4 86.6 76.2 13.4 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 8 12 20 30 42 43 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,068 COMMITMENTS 391 1,095 233 4,840 4,070 5,464 5,398 604 670 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,395) -83 -613 -23 -1,264 -835 -1,370 -1,471 -25 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 18.0 3.8 79.8 67.1 90.0 89.0 10.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 5 29 18 35 24 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,206 COMMITMENTS 72,093 37,559 33,046 72,071 96,868 177,210 167,473 17,996 27,733 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -5,714) 956 4,715 -4,084 -1,096 -5,672 -4,224 -5,041 -1,490 -673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 19.2 16.9 36.9 49.6 90.8 85.8 9.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 82 72 86 62 89 202 205 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 280,347 COMMITMENTS 92,081 42,902 40,813 114,025 156,160 246,919 239,875 33,428 40,472 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 3,807) -12 -2,284 3,599 -692 1,714 2,895 3,029 912 778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 15.3 14.6 40.7 55.7 88.1 85.6 11.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 102 75 92 112 136 262 269 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,936 COMMITMENTS 726 347 85 958 2,007 1,769 2,439 1,167 497 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -97) -113 26 21 -243 -188 -335 -141 238 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 11.8 2.9 32.6 68.4 60.3 83.1 39.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 5 2 8 10 19 17 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,829 COMMITMENTS 14,002 11,796 7,461 12,777 9,175 34,240 28,432 5,589 11,397 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,174) 132 -806 458 -115 808 475 460 699 714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 29.6 18.7 32.1 23.0 86.0 71.4 14.0 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 39 42 48 38 46 110 111 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,902 COMMITMENTS 455 8,541 862 19,914 12,015 21,231 21,418 671 484 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,134) -493 -1,830 213 -2,809 -1,327 -3,089 -2,944 -45 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 39.0 3.9 90.9 54.9 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 8 7 27 30 40 41 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,019 COMMITMENTS 6,740 11,408 63 15,043 11,269 21,846 22,740 2,173 1,279 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 4,236) 184 1,670 63 3,435 3,027 3,682 4,760 554 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 47.5 0.3 62.6 46.9 91.0 94.7 9.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 19 15 1 12 9 32 24 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 163,589 COMMITMENTS 34,713 55,451 5,497 77,949 85,688 118,159 146,636 45,430 16,953 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 15,786) 6,011 5,506 2,319 3,159 5,960 11,489 13,785 4,297 2,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 33.9 3.4 47.6 52.4 72.2 89.6 27.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 28 25 19 35 31 74 64 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,922 COMMITMENTS 16,693 6,270 1,839 13,535 34,745 32,067 42,854 22,855 12,068 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 3,239) -3,167 1,061 1,782 897 1,812 -488 4,655 3,727 -1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 11.4 3.3 24.6 63.3 58.4 78.0 41.6 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 11 8 17 13 34 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 191,833 COMMITMENTS 70,443 43,921 30,475 82,437 114,634 183,355 189,030 8,478 2,803 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 42,124) -2,437 82 26,955 18,126 15,097 42,644 42,134 -520 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 22.9 15.9 43.0 59.8 95.6 98.5 4.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 67 32 15 31 27 107 67 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 164,184 COMMITMENTS 39,344 33,634 3,456 88,382 100,127 131,182 137,217 33,002 26,967 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 17,218) 2,257 -11,352 486 14,048 27,105 16,791 16,239 427 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 20.5 2.1 53.8 61.0 79.9 83.6 20.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 24 30 17 34 44 68 81 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 193,326 COMMITMENTS 63,585 15,419 3,224 92,587 159,561 159,396 178,204 33,930 15,122 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 7,453) 1,136 473 2,685 2,549 6,118 6,370 9,276 1,083 -1,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 8.0 1.7 47.9 82.5 82.4 92.2 17.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 42 12 12 40 32 87 51 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 683,351 COMMITMENTS 222,521 66,092 12,263 349,005 562,077 583,789 640,432 99,562 42,919 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 29,094) 15,219 -1,316 5,692 3,157 25,321 24,068 29,697 5,026 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 9.7 1.8 51.1 82.3 85.4 93.7 14.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 100 39 36 124 87 233 153 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,661 COMMITMENTS 9,049 21,767 247 22,947 7,446 32,243 29,460 3,418 6,201 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -17,651) -3,680 -8,735 239 -14,108 -13,075 -17,549 -21,571 -102 3,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 61.0 0.7 64.3 20.9 90.4 82.6 9.6 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 19 3 17 5 37 25 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,261 COMMITMENTS 34,730 24,180 4,000 16,309 29,748 55,039 57,928 6,222 3,333 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 5,916) 1,924 432 3,236 986 2,233 6,146 5,901 -230 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.7 39.5 6.5 26.6 48.6 89.8 94.6 10.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 38 22 13 23 19 68 47 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,020 COMMITMENTS 9,082 1,779 476 4,162 11,356 13,720 13,611 1,300 1,409 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -344) -1,704 -895 476 786 86 -442 -333 98 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.5 11.8 3.2 27.7 75.6 91.3 90.6 8.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 14 3 2 7 8 22 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,010,023 COMMITMENTS 1504246 620,957 2836532 5073344 5812408 9414122 9269897 595,901 740,126 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 98,259) 106,763 39,579 -145,790 95,212 189,201 56,185 82,990 42,074 15,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 6.2 28.3 50.7 58.1 94.0 92.6 6.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 56 37 75 117 116 211 197 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 11,750 COMMITMENTS 6,880 10,102 1,059 408 83 8,347 11,244 3,403 506 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -62) -507 -287 186 190 -6 -131 -107 69 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 86.0 9.0 3.5 0.7 71.0 95.7 29.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 73 26 14 2 1 80 37 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 510,252 COMMITMENTS 52,873 41,557 118,149 339,068 350,295 510,090 510,001 162 251 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 6,599) -5,469 1,059 -2,280 14,342 7,878 6,593 6,657 6 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 8.1 23.2 66.5 68.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 20 23 32 30 38 70 75 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 179,586 COMMITMENTS 17,914 19,049 27,961 133,656 132,511 179,531 179,521 55 65 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 19,992) 859 1,784 3,652 15,490 14,549 20,001 19,985 -9 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 10.6 15.6 74.4 73.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 17 24 24 25 31 53 68 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 578,100 COMMITMENTS 74,932 79,021 22,293 406,955 407,359 504,180 508,673 73,920 69,427 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 22,090) 2,374 5,627 3,576 14,594 12,062 20,544 21,266 1,546 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 13.7 3.9 70.4 70.5 87.2 88.0 12.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549) 86 85 56 270 263 385 376 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 35,077 COMMITMENTS 10,618 6,164 120 4,563 24,995 15,301 31,279 19,776 3,798 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,572) 1,780 1,364 -780 -140 2,496 860 3,080 1,712 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 17.6 0.3 13.0 71.3 43.6 89.2 56.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 5 2 6 10 13 16 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 12,089 COMMITMENTS 648 531 0 9,167 10,650 9,815 11,181 2,274 908 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 208) 281 0 0 233 -8 514 -8 -306 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 4.4 0.0 75.8 88.1 81.2 92.5 18.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 8 12 10 13 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| 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: 20,516 COMMITMENTS 3,590 2,362 183 14,035 16,244 17,808 18,789 2,708 1,727 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 1,661) 193 394 183 936 1,167 1,312 1,744 349 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 11.5 0.9 68.4 79.2 86.8 91.6 13.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 3 1 14 15 19 19 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,715,113 COMMITMENTS 375,872 418,586 56,563 2011958 1911821 2444393 2386970 270,720 328,143 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 97,592) 15,516 33,864 9,234 73,672 47,830 98,422 90,928 -830 6,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 15.4 2.1 74.1 70.4 90.0 87.9 10.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549) 87 84 54 269 262 383 374 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| 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: 26,685 COMMITMENTS 1,274 1,144 0 22,016 24,464 23,290 25,608 3,395 1,077 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,524) 117 -279 0 1,995 2,918 2,112 2,639 412 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 4.3 0.0 82.5 91.7 87.3 96.0 12.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 0 11 12 13 14 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| 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: 23,282 COMMITMENTS 830 475 0 19,559 21,877 20,389 22,352 2,893 930 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 156) -231 0 0 208 33 -23 33 179 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 2.0 0.0 84.0 94.0 87.6 96.0 12.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 10 13 11 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| 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: 16,203 COMMITMENTS 1,460 0 0 12,108 15,383 13,568 15,383 2,635 820 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 126) -31 0 0 -39 2,738 -70 2,738 196 -2,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 0.0 74.7 94.9 83.7 94.9 16.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 7 12 10 12 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 152,578 COMMITMENTS 97,208 31,261 6,124 22,734 3,694 126,066 41,079 26,512 111,499 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -11,874) -8,027 6,079 -91 -2,045 -1,262 -10,163 4,726 -1,711 -16,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.7 20.5 4.0 14.9 2.4 82.6 26.9 17.4 73.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 9 6 7 4 2 15 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 54,462 COMMITMENTS 8,322 2,487 586 35,710 48,006 44,618 51,079 9,844 3,383 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 867) 1,835 743 14 -335 -243 1,514 514 -647 353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 4.6 1.1 65.6 88.1 81.9 93.8 18.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 6 5 36 32 52 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,901 COMMITMENTS 14,001 12,187 856 25,171 28,791 40,028 41,834 8,874 7,067 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -292) 652 -5,686 111 -1,166 5,168 -403 -407 112 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 24.9 1.7 51.5 58.9 81.9 85.5 18.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 63 53 32 99 106 177 177 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 244,507 COMMITMENTS 70,005 60,937 4,278 125,855 143,956 200,138 209,171 44,369 35,336 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,458) 3,259 -28,432 554 -5,829 25,842 -2,016 -2,036 558 578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 24.9 1.7 51.5 58.9 81.9 85.5 18.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 63 53 32 99 106 177 177 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 179,423 COMMITMENTS 157,303 25,154 6,774 0 2,777 164,077 34,705 15,346 144,718 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 11,008) 10,271 7,125 246 -217 1,525 10,300 8,896 708 2,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.7 14.0 3.8 0.0 1.5 91.4 19.3 8.6 80.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 10 6 0 2 10 16 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,280 COMMITMENTS 50,650 60,757 11,333 64,389 71,469 126,372 143,559 33,908 16,721 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 29,553) 5,197 4,504 9,567 12,646 14,744 27,410 28,815 2,143 738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 37.9 7.1 40.2 44.6 78.8 89.6 21.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 20 11 33 26 67 49 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 558,588 COMMITMENTS 114,837 87,601 4,088 410,868 446,437 529,793 538,126 28,795 20,462 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 4,824) -7,123 4,242 93 12,961 -1,828 5,931 2,507 -1,107 2,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 15.7 0.7 73.6 79.9 94.8 96.3 5.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 62 53 18 172 136 244 198 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 20,743 COMMITMENTS 0 962 2,035 17,580 17,186 19,615 20,183 1,128 560 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 3,117) 0 -94 1,842 1,187 1,276 3,029 3,024 88 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 9.8 84.8 82.9 94.6 97.3 5.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 2 10 9 12 12 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 20,409 COMMITMENTS 2,491 1,787 2,108 8,748 13,305 13,347 17,200 7,062 3,209 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,244) -877 -346 1,767 -251 989 639 2,410 1,605 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 8.8 10.3 42.9 65.2 65.4 84.3 34.6 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 4 6 10 7 22 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,257 COMMITMENTS 15,530 6,525 1,558 34,465 32,372 51,553 40,455 8,704 19,802 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 3,628) -755 -975 1,198 1,959 -1,733 2,402 -1,510 1,226 5,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 10.8 2.6 57.2 53.7 85.6 67.1 14.4 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 18 9 9 31 32 50 49 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| 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: 214,612 COMMITMENTS 61,049 390 6,709 146,580 207,480 214,338 214,579 274 33 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: 2,754) 147 -52 -55 2,623 4,827 2,715 4,720 39 -1,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 0.2 3.1 68.3 96.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 33 3 5 39 30 72 38
Updated December 11, 2020