BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,584 COMMITMENTS 988 1,544 1,332 8,632 8,215 10,952 11,092 632 493 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,567) -149 163 -555 -1,673 -2,117 -2,377 -2,509 -190 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 13.3 11.5 74.5 70.9 94.5 95.7 5.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 4 9 28 26 38 37 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,471 COMMITMENTS 11,267 2,536 11,866 12,266 17,432 35,400 31,835 4,072 7,636 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -12,741) -3,654 -1,066 -5,452 -3,038 -5,509 -12,144 -12,027 -597 -714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 6.4 30.1 31.1 44.2 89.7 80.7 10.3 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 23 8 25 34 36 64 62 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,022 COMMITMENTS 1,171 989 2,870 7,095 6,957 11,136 10,816 886 1,206 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,480) -462 -245 -568 -1,539 -1,768 -2,569 -2,581 88 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 8.2 23.9 59.0 57.9 92.6 90.0 7.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 6 8 32 22 42 33 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,001 COMMITMENTS 39 4,235 3,093 6,007 1,714 9,140 9,042 861 959 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,746) -44 -725 -619 -832 -269 -1,495 -1,613 -251 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 42.3 30.9 60.1 17.1 91.4 90.4 8.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 10 7 26 13 35 23 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,011 COMMITMENTS 83,505 37,353 84,198 75,587 112,864 243,291 234,414 23,720 32,597 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 3,154) 820 -6,523 3,096 -565 6,303 3,351 2,876 -197 278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 14.0 31.5 28.3 42.3 91.1 87.8 8.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 117 80 125 80 80 266 237 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,571 COMMITMENTS 102,739 25,017 84,492 116,310 177,719 303,540 287,228 34,031 50,344 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,837) 400 330 -2,714 -3,316 -3,932 -5,631 -6,316 794 1,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 7.4 25.0 34.5 52.6 89.9 85.1 10.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 118 71 131 118 131 303 283 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,105 COMMITMENTS 1,277 391 281 1,372 2,337 2,930 3,008 1,175 1,097 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -287) 54 9 -51 -219 -128 -216 -171 -70 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 9.5 6.8 33.4 56.9 71.4 73.3 28.6 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 21 7 7 15 17 40 30 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,630 COMMITMENTS 16,795 10,394 11,896 11,293 12,176 39,985 34,465 7,645 13,165 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,352) -1,250 1,003 -1,037 -330 -511 -2,617 -545 1,265 -807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 21.8 25.0 23.7 25.6 83.9 72.4 16.1 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 44 48 53 51 47 121 129 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,453 COMMITMENTS 2,039 9,973 4,427 26,118 17,201 32,584 31,601 868 1,851 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -4,984) -228 -1,636 -1,336 -3,484 -1,833 -5,049 -4,805 65 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 29.8 13.2 78.1 51.4 97.4 94.5 2.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 15 11 33 31 49 49 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,478 COMMITMENTS 12,459 4,177 117 11,308 19,218 23,884 23,512 1,594 1,966 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 925) -158 246 -45 925 222 722 423 203 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 16.4 0.5 44.4 75.4 93.7 92.3 6.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 16 2 10 9 23 26 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,555 COMMITMENTS 29,819 46,785 7,024 78,788 75,793 115,631 129,602 33,923 19,953 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -8,936) 3,307 -6,656 -1,771 -6,504 -71 -4,967 -8,497 -3,969 -439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 31.3 4.7 52.7 50.7 77.3 86.7 22.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 32 24 15 37 36 74 70 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,911 COMMITMENTS 18,639 6,781 767 12,566 34,519 31,972 42,067 21,939 11,844 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,292) -842 -365 -428 74 -2,707 -1,196 -3,500 -1,096 1,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 12.6 1.4 23.3 64.0 59.3 78.0 40.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 10 5 17 19 32 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,838 COMMITMENTS 53,542 44,817 5,912 85,703 96,160 145,157 146,889 5,681 3,949 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 16,971) 7,964 5,477 1,128 7,787 10,775 16,880 17,380 91 -409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 29.7 3.9 56.8 63.8 96.2 97.4 3.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 48 40 13 32 33 87 79 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 220,083 COMMITMENTS 44,367 35,106 23,948 120,317 132,950 188,633 192,004 31,450 28,079 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 3,253) -3,587 -8,016 -1,260 14,258 8,784 9,411 -493 -6,157 3,746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 16.0 10.9 54.7 60.4 85.7 87.2 14.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 27 21 19 37 49 73 81 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,434 COMMITMENTS 43,917 23,468 15,328 79,962 111,183 139,206 149,978 30,228 19,456 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 2,582) -2,407 6,016 1,203 2,650 -4,659 1,446 2,560 1,136 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 13.9 9.0 47.2 65.6 82.2 88.5 17.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 32 25 19 46 38 88 72 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 742,850 COMMITMENTS 248,890 54,293 39,870 351,159 600,016 639,920 694,180 102,930 48,670 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -34,485) -3,073 789 -13,176 -16,594 -23,709 -32,843 -36,096 -1,642 1,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 7.3 5.4 47.3 80.8 86.1 93.4 13.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 105 42 50 124 82 245 159 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,671 COMMITMENTS 3,107 4,080 111 8,091 15,192 11,309 19,383 13,362 5,288 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 175) -1,048 -768 -30 158 28 -920 -770 1,095 945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 16.5 0.4 32.8 61.6 45.8 78.6 54.2 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 4 1 11 9 16 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,363 COMMITMENTS 6,117 32,253 95 30,132 3,225 36,344 35,573 2,019 2,790 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -21,937) -10,077 -3,215 52 -10,888 -18,322 -20,913 -21,485 -1,024 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 84.1 0.2 78.5 8.4 94.7 92.7 5.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 14 21 2 14 8 29 30 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,059 COMMITMENTS 20,109 15,211 2,546 16,486 22,988 39,141 40,745 4,918 3,313 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 3,799) -1,325 736 1,927 3,630 1,101 4,232 3,764 -433 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 34.5 5.8 37.4 52.2 88.8 92.5 11.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 38 22 15 22 16 68 46 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,052 COMMITMENTS 6,339 2,485 1,177 5,815 9,093 13,331 12,755 721 1,297 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,491) -866 -1,734 944 1,276 2,456 1,354 1,666 137 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 17.7 8.4 41.4 64.7 94.9 90.8 5.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 7 2 7 9 14 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 21,414,270 COMMITMENTS 1040009 755,155 11328629 8379843 8515429 20748481 20599212 665,790 815,058 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -167,891) -14,971 -123,853 -181,332 80,418 116,779 -115,886 -188,406 -52,005 20,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 3.5 52.9 39.1 39.8 96.9 96.2 3.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 77 51 97 131 128 254 237 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 8,942 COMMITMENTS 4,724 7,055 1,337 100 0 6,161 8,392 2,781 550 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -2,358) -2,215 -2,467 30 -83 0 -2,268 -2,437 -90 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.8 78.9 14.9 1.1 0.0 68.9 93.8 31.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 52 28 18 2 0 66 36 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 207,950 COMMITMENTS 22,891 26,649 33,860 150,904 146,793 207,654 207,302 296 648 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 7,356) -2,189 -1,689 1,701 7,750 6,791 7,261 6,803 95 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 12.8 16.3 72.6 70.6 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 18 23 16 31 44 61 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 145,938 COMMITMENTS 31,384 23,360 20,731 93,724 101,616 145,839 145,707 99 231 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 19,599) 23 694 5,276 14,339 13,603 19,638 19,573 -39 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 16.0 14.2 64.2 69.6 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 17 20 24 25 32 51 67 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 761,827 COMMITMENTS 85,334 79,082 134,544 457,848 452,049 677,726 665,674 84,101 96,153 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -6,565) -5,015 -12,435 2,484 -6,611 -855 -9,142 -10,805 2,576 4,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 10.4 17.7 60.1 59.3 89.0 87.4 11.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601) 114 91 108 300 314 461 467 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 57,667 COMMITMENTS 8,984 5,616 9,809 16,293 33,243 35,086 48,668 22,581 8,999 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 4,580) -7 436 -369 2,729 2,936 2,353 3,004 2,227 1,576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 9.7 17.0 28.3 57.6 60.8 84.4 39.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 5 11 10 11 23 24 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| 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: 12,043 COMMITMENTS 4,196 1,799 0 6,227 9,455 10,423 11,254 1,620 789 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 14.9 0.0 51.7 78.5 86.5 93.4 13.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 6 13 7 15 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| 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: 17,199 COMMITMENTS 672 2,175 0 14,413 11,487 15,085 13,662 2,114 3,537 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 751) 448 617 0 138 -448 586 169 165 582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 12.6 0.0 83.8 66.8 87.7 79.4 12.3 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 0 14 9 16 12 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,520,800 COMMITMENTS 450,720 436,297 554,705 2207777 2094030 3213202 3085032 307,599 435,768 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -55,726) -12,772 -52,088 1,997 -46,699 -18,954 -57,473 -69,044 1,748 13,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 12.4 15.8 62.7 59.5 91.3 87.6 8.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596) 114 90 104 297 310 455 460 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 9,513 COMMITMENTS 2,943 512 0 4,532 8,243 7,475 8,755 2,038 758 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 566) 310 512 0 204 79 514 591 52 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 5.4 0.0 47.6 86.6 78.6 92.0 21.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 0 10 10 12 12 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| 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: 11,037 COMMITMENTS 1,418 817 0 7,935 8,563 9,353 9,380 1,684 1,657 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 7.4 0.0 71.9 77.6 84.7 85.0 15.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 10 11 11 13 S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 232,370 COMMITMENTS 3,000 0 4,200 225,170 226,170 232,370 230,370 0 2,000 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,000) 0 0 0 1,000 1,000 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 1.8 96.9 97.3 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 2 14 13 16 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 56,357 COMMITMENTS 9,054 1,717 27 38,107 50,303 47,188 52,047 9,169 4,310 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -1,128) 469 -2,682 -306 -867 1,980 -704 -1,008 -424 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 3.0 0.0 67.6 89.3 83.7 92.4 16.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 12 5 3 36 32 49 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,584 COMMITMENTS 14,788 17,660 7,335 24,972 26,594 47,095 51,589 12,489 7,995 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 2,459) -1,075 4,100 26 502 -1,109 -546 3,017 3,005 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 29.6 12.3 41.9 44.6 79.0 86.6 21.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 67 58 41 113 122 198 203 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,921 COMMITMENTS 73,941 88,299 36,676 124,860 132,972 235,476 257,947 62,444 39,973 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 12,296) -5,374 20,499 131 2,512 -5,545 -2,731 15,085 15,027 -2,789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 29.6 12.3 41.9 44.6 79.0 86.6 21.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 67 58 41 113 122 198 203 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 101,882 COMMITMENTS 71,148 21,007 2,082 4,862 349 78,092 23,438 23,790 78,444 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 6,759) -11,176 -16,876 1,728 4,862 44 -4,586 -15,104 11,346 21,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.8 20.6 2.0 4.8 0.3 76.6 23.0 23.4 77.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 14 4 6 2 1 17 10 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,493 COMMITMENTS 56,682 59,889 11,685 55,506 64,075 123,873 135,649 31,619 19,844 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -3,713) -2,341 623 260 -887 -3,486 -2,968 -2,603 -745 -1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 38.5 7.5 35.7 41.2 79.7 87.2 20.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 25 26 18 38 31 75 63 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 509,276 COMMITMENTS 96,755 81,032 12,168 378,163 395,263 487,087 488,464 22,190 20,812 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 1,974) 866 -6,156 2,831 605 5,148 4,303 1,823 -2,329 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 15.9 2.4 74.3 77.6 95.6 95.9 4.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 59 47 26 156 146 224 210 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 8,472 COMMITMENTS 344 634 34 7,244 7,318 7,622 7,986 850 486 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 7.5 0.4 85.5 86.4 90.0 94.3 10.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 8 9 9 12 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 16,671 COMMITMENTS 2,424 4,094 1,635 7,809 7,013 11,868 12,742 4,803 3,929 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 24.6 9.8 46.8 42.1 71.2 76.4 28.8 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 4 5 6 4 15 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,233 COMMITMENTS 9,949 3,261 2,336 22,468 26,175 34,753 31,772 12,480 15,461 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: 5,336) -1,408 -4,751 2,006 383 4,118 981 1,373 4,355 3,963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 6.9 4.9 47.6 55.4 73.6 67.3 26.4 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 14 10 8 24 31 41 46 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/20 | --------------------------------------------------------------| 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: 184,396 COMMITMENTS 64,094 4,118 5,904 114,176 174,246 184,174 184,268 222 128 CHANGES FROM 09/01/20 (CHANGE IN OPEN INTEREST: -367) -802 1,553 17 418 -1,936 -367 -366 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 2.2 3.2 61.9 94.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 30 5 5 41 27 73 36
Updated September 11, 2020