BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 14,535 COMMITMENTS 1,439 743 2,283 9,949 11,034 13,670 14,061 864 474 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 161) 56 31 6 75 75 137 112 24 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 5.1 15.7 68.4 75.9 94.1 96.7 5.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 5 10 28 27 39 38 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 61,976 COMMITMENTS 16,564 2,249 22,783 17,109 28,463 56,456 53,494 5,520 8,482 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 942) 61 338 408 574 165 1,044 912 -102 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 3.6 36.8 27.6 45.9 91.1 86.3 8.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 30 14 32 40 46 82 80 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 16,700 COMMITMENTS 1,487 228 4,386 10,099 11,310 15,973 15,924 727 776 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,694) 114 49 640 889 1,119 1,642 1,807 52 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.4 26.3 60.5 67.7 95.6 95.4 4.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 3 6 35 23 44 31 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,315 COMMITMENTS 30 5,138 4,213 7,126 1,954 11,369 11,306 946 1,009 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 382) 11 136 149 173 36 333 322 49 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 41.7 34.2 57.9 15.9 92.3 91.8 7.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 7 7 21 15 28 23 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,366 COMMITMENTS 81,765 57,480 96,843 81,598 98,772 260,206 253,095 25,160 32,271 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 9,249) 3,646 1,974 4,375 1,396 1,289 9,418 7,638 -168 1,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 20.1 33.9 28.6 34.6 91.2 88.7 8.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 107 96 127 78 79 261 246 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,775 COMMITMENTS 81,360 27,680 93,867 127,040 170,430 302,267 291,977 35,508 45,799 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 4,793) 5,437 640 904 -2,992 2,565 3,350 4,109 1,443 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 8.2 27.8 37.6 50.5 89.5 86.4 10.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 103 81 126 129 142 301 295 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,634 COMMITMENTS 1,060 433 528 1,704 2,893 3,292 3,854 1,342 780 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 287) -52 85 -10 258 208 196 283 91 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 9.3 11.4 36.8 62.4 71.0 83.2 29.0 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 20 8 7 16 19 39 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,485 COMMITMENTS 14,581 6,868 15,580 12,805 13,197 42,965 35,644 7,520 14,841 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,221) 1,113 362 -232 1,296 1,449 2,177 1,579 45 643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 13.6 30.9 25.4 26.1 85.1 70.6 14.9 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 48 44 52 53 58 136 130 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,431 COMMITMENTS 245 2,775 29 3,388 1,478 3,662 4,281 769 149 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 62.6 0.6 76.5 33.4 82.6 96.6 17.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 2 15 6 19 9 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,157 COMMITMENTS 2,136 11,189 6,111 29,081 18,814 37,328 36,114 829 2,043 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 692) 119 37 -69 611 724 660 691 32 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 29.3 16.0 76.2 49.3 97.8 94.6 2.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 10 13 37 39 58 55 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,648 COMMITMENTS 11,425 3,209 0 12,318 19,958 23,743 23,167 905 1,481 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 852) -1,966 764 0 2,977 124 1,011 888 -159 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 13.0 0.0 50.0 81.0 96.3 94.0 3.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 13 0 8 11 19 24 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,503 COMMITMENTS 31,749 44,567 8,762 84,127 79,318 124,638 132,647 31,865 23,856 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1,546) -2,462 -6,531 1,485 -1,439 3,693 -2,416 -1,353 870 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 28.5 5.6 53.8 50.7 79.6 84.8 20.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 23 28 17 35 36 68 71 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,210 COMMITMENTS 17,762 8,657 918 14,699 33,630 33,378 43,205 20,832 11,005 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,293) -250 -1,725 315 -950 2,631 -885 1,221 2,178 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 16.0 1.7 27.1 62.0 61.6 79.7 38.4 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 8 3 16 19 29 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,567 COMMITMENTS 51,884 41,023 2,075 75,094 86,810 129,053 129,908 5,514 4,659 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 5,877) 2,391 1,376 66 3,525 4,655 5,982 6,098 -105 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 30.5 1.5 55.8 64.5 95.9 96.5 4.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 45 43 11 24 31 75 80 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 212,659 COMMITMENTS 38,814 63,470 25,548 121,980 94,008 186,343 183,026 26,316 29,633 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 5,239) -8,750 2,704 4,527 7,671 -1,578 3,447 5,653 1,792 -413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 29.8 12.0 57.4 44.2 87.6 86.1 12.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 24 29 18 35 48 69 85 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 199,230 COMMITMENTS 61,368 32,304 18,231 84,407 127,918 164,006 178,453 35,224 20,777 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 37,382) 12,537 771 4,455 11,975 30,002 28,966 35,228 8,416 2,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 16.2 9.2 42.4 64.2 82.3 89.6 17.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 39 22 22 44 42 91 78 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 768,384 COMMITMENTS 241,628 79,408 63,241 357,551 580,839 662,419 723,488 105,965 44,896 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 57,489) 36,277 3,742 6,754 11,283 48,404 54,314 58,900 3,174 -1,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 10.3 8.2 46.5 75.6 86.2 94.2 13.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 98 48 58 124 83 241 171 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,236 COMMITMENTS 4,218 3,625 111 7,077 14,962 11,406 18,698 11,830 4,538 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -156) 822 -166 0 -113 -254 709 -420 -865 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 15.6 0.5 30.5 64.4 49.1 80.5 50.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 5 1 11 10 18 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,932 COMMITMENTS 8,532 19,266 438 14,768 3,409 23,738 23,113 2,194 2,819 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -2,530) -2,007 -2,094 55 -699 -360 -2,651 -2,399 121 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 74.3 1.7 56.9 13.1 91.5 89.1 8.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 18 7 13 8 33 28 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,154 COMMITMENTS 17,383 18,233 531 13,898 14,094 31,812 32,858 4,342 3,296 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 45) -2,214 1,107 3 2,383 -599 172 511 -127 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 50.4 1.5 38.4 39.0 88.0 90.9 12.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 33 25 8 16 14 52 44 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,241 COMMITMENTS 8,150 4,079 0 3,558 7,004 11,708 11,083 533 1,158 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1,248) -1,141 -39 0 48 -1,185 -1,093 -1,224 -155 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.6 33.3 0.0 29.1 57.2 95.6 90.5 4.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 10 0 6 6 14 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 21,318,251 COMMITMENTS 1147489 896,160 11672862 7755839 7979805 20576189 20548826 742,061 769,424 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -804) 86,554 -35,367 66,521 -139,426 -28,812 13,649 2,342 -14,453 -3,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 4.2 54.8 36.4 37.4 96.5 96.4 3.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 68 59 104 119 122 245 235 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 14,459 COMMITMENTS 8,792 12,045 1,790 111 0 10,693 13,835 3,766 624 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 4,855) 1,981 3,522 1,318 111 0 3,410 4,841 1,445 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.8 83.3 12.4 0.8 0.0 74.0 95.7 26.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 58 26 13 1 0 69 29 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 169,435 COMMITMENTS 19,183 48,068 29,820 120,225 91,422 169,228 169,310 207 125 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 2,423) 3,593 2,179 -2,354 1,203 2,641 2,441 2,466 -18 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 28.4 17.6 71.0 54.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 11 19 17 13 26 36 50 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 221,727 COMMITMENTS 40,284 64,447 19,547 161,794 137,561 221,625 221,555 102 172 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 8,090) -769 734 3,046 5,814 4,288 8,091 8,068 -1 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 29.1 8.8 73.0 62.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 15 22 21 21 38 46 71 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 704,028 COMMITMENTS 78,938 84,930 108,268 440,447 424,057 627,653 617,255 76,375 86,773 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 7,913) 2,008 -1,892 -1,180 3,285 6,409 4,113 3,337 3,800 4,576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 12.1 15.4 62.6 60.2 89.2 87.7 10.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611) 118 102 110 293 307 463 467 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 40,426 COMMITMENTS 4,553 1,581 7,883 8,432 23,855 20,869 33,318 19,557 7,108 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 7,301) 2,103 -246 -313 821 7,637 2,611 7,079 4,690 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 3.9 19.5 20.9 59.0 51.6 82.4 48.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 11 7 13 19 25 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,318,010 COMMITMENTS 392,919 437,746 480,925 2160076 2001014 3033921 2919685 284,089 398,326 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 3,056) 9,887 2,131 -14,697 12,318 -6,144 7,508 -18,710 -4,451 21,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 13.2 14.5 65.1 60.3 91.4 88.0 8.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605) 117 100 105 288 302 454 458 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 135,006 COMMITMENTS 86,784 68,306 531 23,866 7,970 111,181 76,807 23,825 58,199 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 50.6 0.4 17.7 5.9 82.4 56.9 17.6 43.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 6 2 4 3 13 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 59,069 COMMITMENTS 5,925 4,041 573 44,005 49,999 50,503 54,613 8,566 4,456 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -549) -435 366 -56 -462 -743 -953 -433 404 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 6.8 1.0 74.5 84.6 85.5 92.5 14.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 7 8 6 37 33 48 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,190 COMMITMENTS 14,658 9,306 4,920 22,654 28,774 42,232 43,000 7,957 7,190 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -354) 1,509 -275 -626 -1,784 602 -902 -300 547 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 18.5 9.8 45.1 57.3 84.1 85.7 15.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 69 53 36 104 114 188 188 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,949 COMMITMENTS 73,290 46,529 24,600 113,272 143,869 211,162 214,998 39,787 35,951 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -1,772) 7,543 -1,375 -3,130 -8,921 3,008 -4,508 -1,498 2,736 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 18.5 9.8 45.1 57.3 84.1 85.7 15.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 69 53 36 104 114 188 188 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,953 COMMITMENTS 41,818 47,565 11,431 54,556 54,641 107,804 113,637 27,149 21,316 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 8,363) 111 5,465 2,286 5,113 4,367 7,509 12,118 853 -3,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 35.2 8.5 40.4 40.5 79.9 84.2 20.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 25 17 11 32 29 64 50 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 502,183 COMMITMENTS 70,916 55,144 13,768 397,469 410,096 482,154 479,008 20,029 23,175 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -12,037) 9,239 -9,752 -919 -19,936 -2,725 -11,616 -13,396 -421 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 11.0 2.7 79.1 81.7 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 53 50 27 144 144 210 208 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,509 COMMITMENTS 7,342 1,736 99 20,910 20,935 28,351 22,770 8,158 13,739 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 333) 223 -898 16 -1,551 2,234 -1,312 1,352 1,645 -1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 4.8 0.3 57.3 57.3 77.7 62.4 22.3 37.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 5 4 24 24 36 33 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| 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: 158,946 COMMITMENTS 48,516 470 5,862 104,321 152,564 158,699 158,896 247 50 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -672) -68 91 5 -595 -772 -658 -676 -14 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 0.3 3.7 65.6 96.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 2 5 42 28 74 35
Updated July 31, 2020