BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,395 COMMITMENTS 208 581 378 6,868 6,926 7,454 7,885 941 510 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 465) 25 87 -15 410 363 420 435 45 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 6.9 4.5 81.8 82.5 88.8 93.9 11.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 6 6 26 24 32 33 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,112 COMMITMENTS 10,414 2,538 1,383 7,758 13,376 19,555 17,297 2,557 4,815 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,406) 912 356 330 253 637 1,495 1,323 -89 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 11.5 6.3 35.1 60.5 88.4 78.2 11.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 9 15 23 29 46 45 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,661 COMMITMENTS 400 1,022 265 5,270 4,674 5,935 5,961 726 700 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 270) -26 -72 41 186 270 201 239 69 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 15.3 4.0 79.1 70.2 89.1 89.5 10.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 6 30 19 36 26 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,133 COMMITMENTS 41 1,907 138 2,564 657 2,743 2,702 390 431 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 60.9 4.4 81.8 21.0 87.6 86.2 12.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 4 10 6 16 12 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,165 COMMITMENTS 69,871 38,704 29,894 67,701 85,872 167,466 154,470 14,699 27,695 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -8,270) -2,601 -1,967 -867 -3,636 -5,773 -7,104 -8,607 -1,166 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 21.2 16.4 37.2 47.1 91.9 84.8 8.1 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 75 70 80 51 85 183 192 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 286,828 COMMITMENTS 99,935 40,302 43,051 111,564 162,571 254,550 245,924 32,278 40,904 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,381) 3,972 -3,097 -834 -827 5,064 2,311 1,133 -930 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 14.1 15.0 38.9 56.7 88.7 85.7 11.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 111 66 101 110 154 270 288 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,098 COMMITMENTS 707 386 143 854 1,928 1,704 2,457 1,394 641 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 15) -72 26 -14 -36 4 -122 16 137 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 12.5 4.6 27.6 62.2 55.0 79.3 45.0 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 7 3 8 13 22 21 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,219 COMMITMENTS 15,379 12,116 9,647 14,059 10,022 39,085 31,785 6,134 13,434 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,949) 746 332 1,306 581 231 2,633 1,869 316 1,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 26.8 21.3 31.1 22.2 86.4 70.3 13.6 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 45 43 51 45 55 121 132 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,717 COMMITMENTS 654 9,834 883 21,423 12,404 22,960 23,121 757 596 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 712) 99 1,400 -317 903 -484 685 599 27 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 41.5 3.7 90.3 52.3 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 9 10 6 26 28 39 40 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,357 COMMITMENTS 8,666 6,831 0 14,672 17,007 23,338 23,838 2,019 1,519 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -7,366) 551 -3,911 -63 -7,505 -3,476 -7,017 -7,450 -349 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 26.9 0.0 57.9 67.1 92.0 94.0 8.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 17 13 0 10 8 27 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,597 COMMITMENTS 43,198 33,113 2,473 69,708 107,047 115,379 142,633 41,218 13,964 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -39,633) 3,342 -22,459 -771 -37,644 -15,395 -35,073 -38,625 -4,560 -1,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 21.1 1.6 44.5 68.4 73.7 91.1 26.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 32 20 13 34 28 74 53 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,305 COMMITMENTS 23,286 12,042 4 9,209 29,881 32,499 41,927 20,806 11,378 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 4,392) 6,109 4,156 -115 -566 1,263 5,428 5,304 -1,036 -912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 22.6 0.0 17.3 56.1 61.0 78.7 39.0 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 14 12 1 12 14 27 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,814 COMMITMENTS 56,598 64,847 925 78,214 74,132 135,737 139,904 7,077 2,910 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -99) -5,737 -715 138 6,254 422 655 -155 -754 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 45.4 0.6 54.8 51.9 95.0 98.0 5.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 65 32 5 32 26 99 61 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 144,606 COMMITMENTS 37,550 31,518 3,278 74,009 85,967 114,837 120,763 29,769 23,843 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,364) 2,422 458 1,592 1,252 1,859 5,266 3,909 -2,902 -1,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 21.8 2.3 51.2 59.4 79.4 83.5 20.6 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 27 23 16 30 39 62 74 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,845 COMMITMENTS 66,970 20,877 2,480 93,605 156,671 163,055 180,028 33,790 16,817 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,528) 1,594 -536 -479 2,844 2,797 3,959 1,782 -431 1,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 10.6 1.3 47.6 79.6 82.8 91.5 17.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 36 19 9 40 33 82 55 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 659,499 COMMITMENTS 222,443 78,541 5,128 339,342 538,743 566,913 622,412 92,586 37,087 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,453) 3,733 1,664 1,354 997 1,136 6,084 4,154 -3,631 -1,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 11.9 0.8 51.5 81.7 86.0 94.4 14.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 101 34 27 120 83 226 139 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,128 COMMITMENTS 7,213 4,238 491 7,360 16,821 15,064 21,550 11,064 4,578 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,005) 369 413 188 71 911 628 1,512 377 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 16.2 1.9 28.2 64.4 57.7 82.5 42.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 4 1 10 11 17 16 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 16,757 COMMITMENTS 3,486 3,929 0 4,726 9,826 8,212 13,755 8,545 3,002 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -1,224) 75 490 -450 -540 -524 -915 -484 -309 -740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 23.4 0.0 28.2 58.6 49.0 82.1 51.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 2 0 10 12 14 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,756 COMMITMENTS 10,698 20,201 37 23,317 15,723 34,052 35,961 3,704 1,795 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 132) 0 290 -87 81 67 -6 270 138 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 53.5 0.1 61.8 41.6 90.2 95.2 9.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 21 17 1 18 6 40 23 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,309 COMMITMENTS 28,710 15,056 755 12,722 29,532 42,187 45,343 6,122 2,966 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 907) -29 510 517 609 -372 1,097 655 -190 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.4 31.2 1.6 26.3 61.1 87.3 93.9 12.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 35 18 6 21 12 58 34 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,421 COMMITMENTS 9,565 2,088 0 535 8,336 10,100 10,424 1,321 997 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -578) 105 585 0 -492 -900 -387 -315 -191 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.7 18.3 0.0 4.7 73.0 88.4 91.3 11.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 7 0 3 5 15 12 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 8,995,938 COMMITMENTS 1511320 636,185 2405683 4465927 5247103 8382930 8288971 613,008 706,967 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -79,427) 85,706 7,136 -169,451 68,604 179,939 -15,141 17,624 -64,286 -97,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 7.1 26.7 49.6 58.3 93.2 92.1 6.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 52 38 70 103 103 194 178 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 12,603 COMMITMENTS 7,308 10,998 852 565 90 8,725 11,940 3,878 663 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 1,233) 908 1,638 -482 63 20 489 1,176 744 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 87.3 6.8 4.5 0.7 69.2 94.7 30.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 76 22 13 2 1 83 32 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 449,901 COMMITMENTS 53,817 34,721 103,571 292,312 311,349 449,700 449,641 201 260 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -46,164) 5,949 -10,518 -6,652 -45,501 -28,993 -46,204 -46,163 40 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 7.7 23.0 65.0 69.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 24 19 29 32 32 71 67 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 192,508 COMMITMENTS 13,935 13,212 29,575 148,952 149,674 192,462 192,461 46 47 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,186) -186 -1,577 -327 3,699 5,092 3,186 3,188 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 6.9 15.4 77.4 77.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 18 22 25 25 31 55 66 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 495,182 COMMITMENTS 66,638 71,549 7,343 370,121 371,537 444,101 450,429 51,080 44,753 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -142,650) -7,559 -7,026 -21,919 -80,153 -80,542 -109,631 -109,487 -33,019 -33,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 14.4 1.5 74.7 75.0 89.7 91.0 10.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525) 87 67 42 263 242 365 336 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 14,938 COMMITMENTS 1,894 5,016 183 10,147 8,440 12,224 13,639 2,714 1,299 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -13,382) -791 2,746 -2,584 -9,474 -12,999 -12,849 -12,837 -533 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 33.6 1.2 67.9 56.5 81.8 91.3 18.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 12 9 17 12 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,475,909 COMMITMENTS 333,189 357,745 36,715 1850603 1857684 2220507 2252144 255,402 223,765 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -523,860) -34,371 -44,502 -71,868 -376,501 -257,324 -482,740 -373,694 -41,120 -150,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 14.4 1.5 74.7 75.0 89.7 91.0 10.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 525) 87 67 42 263 242 365 336 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| 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: 24,973 COMMITMENTS 1,283 308 0 20,460 23,989 21,743 24,297 3,230 676 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -13,673) 0 -741 -36 -13,263 -10,865 -13,299 -11,642 -374 -2,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.2 0.0 81.9 96.1 87.1 97.3 12.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 13 8 15 9 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| 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: 22,938 COMMITMENTS 830 1,111 0 19,074 21,374 19,904 22,485 3,034 453 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -10,815) 0 636 -419 -9,941 -10,277 -10,360 -10,060 -455 -755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 4.8 0.0 83.2 93.2 86.8 98.0 13.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 9 12 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 54,398 COMMITMENTS 6,679 1,835 390 37,139 48,414 44,208 50,639 10,190 3,759 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -2,813) -652 -558 95 -1,859 -2,001 -2,416 -2,464 -397 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 3.4 0.7 68.3 89.0 81.3 93.1 18.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 10 6 4 37 33 48 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 42,541 COMMITMENTS 14,062 7,823 417 21,565 27,775 36,044 36,015 6,497 6,526 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -12,824) -953 -4,785 -441 -7,262 -5,657 -8,657 -10,884 -4,168 -1,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 18.4 1.0 50.7 65.3 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 62 42 21 91 105 162 160 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 212,706 COMMITMENTS 70,311 39,114 2,084 107,824 138,876 180,219 180,074 32,487 32,632 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -64,122) -4,764 -23,926 -2,207 -36,312 -28,286 -43,283 -54,419 -20,839 -9,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 18.4 1.0 50.7 65.3 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 62 42 21 91 105 162 160 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,013 COMMITMENTS 53,323 57,742 1,592 48,497 58,169 103,412 117,503 32,601 18,510 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 8,997) 7,537 2,631 -143 2,984 3,051 10,378 5,539 -1,381 3,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 42.5 1.2 35.7 42.8 76.0 86.4 24.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 14 11 24 22 60 40 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 524,685 COMMITMENTS 93,298 76,449 2,849 401,851 425,683 497,998 504,981 26,687 19,704 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -107,718) -2,256 -3,249 -3,441 -97,438 -97,605 -103,135 -104,295 -4,583 -3,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 14.6 0.5 76.6 81.1 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 70 54 17 171 133 245 200 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 15,450 COMMITMENTS 2,694 3,807 17 8,808 6,766 11,519 10,590 3,931 4,860 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 312) 500 349 -5 66 -29 561 315 -249 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 24.6 0.1 57.0 43.8 74.6 68.5 25.4 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 3 2 9 6 18 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,236 COMMITMENTS 14,229 2,120 17 21,895 13,672 36,141 15,809 7,095 27,427 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 2,025) 762 56 -5 1,743 -1,460 2,500 -1,409 -475 3,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 4.9 0.0 50.6 31.6 83.6 36.6 16.4 63.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 12 6 1 19 22 31 29 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| 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: 149,008 COMMITMENTS 50,504 380 7,666 90,523 140,918 148,693 148,964 315 44 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -68,520) -9,743 -10 -153 -58,678 -68,342 -68,574 -68,505 54 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 0.3 5.1 60.8 94.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 32 3 7 39 27 73 37
Updated December 28, 2020