BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,440 COMMITMENTS 804 1,405 1,207 7,385 7,344 9,396 9,957 1,043 483 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,315) -212 -199 -322 -1,987 -1,865 -2,521 -2,386 206 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 13.5 11.6 70.7 70.4 90.0 95.4 10.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 5 8 24 24 33 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,157 COMMITMENTS 11,132 1,422 10,045 11,429 18,048 32,606 29,515 4,550 7,642 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -6,172) -2,211 -1,372 -2,287 -1,615 -2,082 -6,112 -5,740 -60 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 3.8 27.0 30.8 48.6 87.8 79.4 12.2 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 21 7 23 34 35 62 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,312 COMMITMENTS 1,424 868 2,131 6,150 6,675 9,705 9,674 607 638 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,218) -28 -333 -557 -1,449 -1,179 -2,034 -2,069 -183 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 8.4 20.7 59.6 64.7 94.1 93.8 5.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 4 8 34 25 44 35 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,394 COMMITMENTS 0 3,527 2,519 5,216 1,355 7,735 7,401 659 994 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,995) -52 -1,089 -649 -1,047 -264 -1,748 -2,002 -247 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 42.0 30.0 62.1 16.1 92.1 88.2 7.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 8 7 21 12 28 20 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,056 COMMITMENTS 80,718 27,171 96,944 87,582 131,721 265,243 255,836 24,812 34,220 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,564) -3,863 823 -1,379 3,191 100 -2,052 -457 488 -1,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 9.4 33.4 30.2 45.4 91.4 88.2 8.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 130 68 130 89 94 281 246 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,193 COMMITMENTS 98,239 21,559 83,925 113,286 173,641 295,450 279,125 35,743 52,068 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -23,020) -4,875 747 -15,523 -3,195 -7,929 -23,593 -22,705 573 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 6.5 25.3 34.2 52.4 89.2 84.3 10.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 120 63 127 122 136 306 285 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,793 COMMITMENTS 682 324 307 1,686 2,461 2,675 3,092 1,118 701 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -43) -62 -5 -37 -16 1 -115 -41 72 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 8.5 8.1 44.5 64.9 70.5 81.5 29.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 16 6 7 16 15 35 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,164 COMMITMENTS 15,133 14,212 10,558 14,518 12,513 40,209 37,283 8,955 11,882 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 1,865) -351 2,780 -96 981 -665 534 2,019 1,331 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 28.9 21.5 29.5 25.5 81.8 75.8 18.2 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 45 55 54 57 46 130 134 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,447 COMMITMENTS 1,697 8,126 4,908 24,976 17,596 31,580 30,631 866 1,816 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,573) -109 -2,375 -321 -3,146 -787 -3,575 -3,483 3 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 25.0 15.1 77.0 54.2 97.3 94.4 2.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 12 14 15 32 34 55 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,322 COMMITMENTS 6,684 11,232 3 13,325 8,197 20,012 19,433 1,310 1,889 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 176) 587 210 0 -447 19 140 230 36 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 52.7 0.0 62.5 38.4 93.9 91.1 6.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 17 1 12 8 24 25 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,275 COMMITMENTS 20,719 39,698 5,746 68,330 56,951 94,796 102,395 29,480 21,881 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -60) 47 -533 -380 3,279 -473 2,945 -1,386 -3,006 1,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 31.9 4.6 55.0 45.8 76.3 82.4 23.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 25 22 15 36 34 66 66 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,753 COMMITMENTS 17,444 3,826 1,020 11,179 30,283 29,642 35,129 18,110 12,624 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,165) -1,969 -2,558 -301 -170 74 -2,440 -2,785 275 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 8.0 2.1 23.4 63.4 62.1 73.6 37.9 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 6 4 13 11 26 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,873 COMMITMENTS 51,729 29,617 1,156 63,502 87,309 116,387 118,082 5,486 3,791 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -2,288) 8,395 -1,707 -1 -10,778 -853 -2,385 -2,561 97 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 24.3 0.9 52.1 71.6 95.5 96.9 4.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 44 30 10 28 27 74 65 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 191,667 COMMITMENTS 34,675 52,075 25,022 104,925 87,040 164,622 164,137 27,046 27,530 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -942) 1,093 -435 -1,689 120 -1,718 -476 -3,842 -466 2,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 27.2 13.1 54.7 45.4 85.9 85.6 14.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 23 29 18 42 47 72 87 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,370 COMMITMENTS 44,495 24,747 11,406 94,534 127,062 150,435 163,215 31,935 19,154 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 5,262) -1,543 1,657 -236 6,483 4,231 4,704 5,652 558 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 13.6 6.3 51.8 69.7 82.5 89.5 17.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 36 20 19 49 40 92 72 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 711,773 COMMITMENTS 232,040 57,335 36,640 345,132 573,259 613,812 667,234 97,961 44,539 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -6,179) -10,784 2,078 -2,016 1,584 -6,389 -11,216 -6,327 5,037 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 8.1 5.1 48.5 80.5 86.2 93.7 13.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 103 53 54 133 88 253 178 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,817 COMMITMENTS 4,341 4,508 163 6,647 15,249 11,151 19,920 13,666 4,897 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 18.2 0.7 26.8 61.4 44.9 80.3 55.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 1 9 9 14 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,001 COMMITMENTS 7,557 33,855 413 29,885 2,684 37,855 36,952 2,146 3,049 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -3,870) -2,138 946 -671 -822 -4,079 -3,631 -3,804 -239 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 84.6 1.0 74.7 6.7 94.6 92.4 5.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 15 27 2 14 8 29 37 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,625 COMMITMENTS 16,755 11,665 940 12,465 19,349 30,160 31,954 4,465 2,671 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,311) -345 -2,106 40 -723 939 -1,028 -1,127 -283 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.4 33.7 2.7 36.0 55.9 87.1 92.3 12.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 36 19 10 19 14 60 38 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,808 COMMITMENTS 7,455 2,234 1 3,555 8,155 11,011 10,390 797 1,418 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,115) -1,292 -1,183 1 -71 -6 -1,362 -1,188 247 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.1 18.9 0.0 30.1 69.1 93.3 88.0 6.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 7 1 6 6 12 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,797,750 COMMITMENTS 1100831 388,877 9093086 6977766 7541091 17171683 17023054 626,067 774,696 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 378,888) 21,491 -21,401 240,761 143,268 142,231 405,520 361,591 -26,631 17,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.2 51.1 39.2 42.4 96.5 95.6 3.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 70 56 100 121 117 241 228 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 8,233 COMMITMENTS 4,441 6,580 1,062 0 70 5,504 7,712 2,730 521 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 206) 351 446 -186 0 0 164 260 41 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.9 79.9 12.9 0.0 0.9 66.8 93.7 33.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 45 29 19 0 1 57 38 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 236,981 COMMITMENTS 20,134 33,425 48,911 167,802 154,551 236,847 236,887 134 94 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 10,685) 112 1,080 8,431 2,294 1,184 10,836 10,696 -152 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 14.1 20.6 70.8 65.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 16 20 25 19 30 51 62 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 138,684 COMMITMENTS 41,852 9,377 22,310 74,345 106,744 138,507 138,431 177 253 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -53,722) -4,825 -10,737 -5,253 -43,654 -37,653 -53,732 -53,643 10 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 6.8 16.1 53.6 77.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 19 21 25 19 31 49 66 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 647,230 COMMITMENTS 81,179 65,712 92,262 400,309 411,276 573,750 569,249 73,480 77,981 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 5,293) 5,653 3,670 -1,327 -6,979 -8,559 -2,653 -6,216 7,945 11,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 10.2 14.3 61.8 63.5 88.6 88.0 11.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584) 121 77 101 286 298 445 439 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 27,572 COMMITMENTS 2,157 1,153 5,449 13,369 8,541 20,975 15,143 6,597 12,429 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 5,667) 402 -426 168 4,207 -450 4,776 -708 891 6,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 4.2 19.8 48.5 31.0 76.1 54.9 23.9 45.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 4 10 10 7 21 19 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| 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: 22,225 COMMITMENTS 215 5,208 0 19,216 11,741 19,431 16,949 2,794 5,276 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 728) 0 1,083 0 553 -336 553 747 175 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 23.4 0.0 86.5 52.8 87.4 76.3 12.6 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 0 13 11 14 14 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,098,290 COMMITMENTS 410,527 338,210 418,648 1934699 2013672 2763874 2770529 334,416 327,760 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -1,873) 40,589 34,814 -21,808 -55,927 -40,544 -37,146 -27,538 35,273 25,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 10.9 13.5 62.4 65.0 89.2 89.4 10.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580) 119 78 98 283 296 440 434 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 57,386 COMMITMENTS 9,557 2,509 247 37,982 50,575 47,786 53,331 9,600 4,055 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 370) -256 1,172 200 100 -1,310 44 62 326 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 4.4 0.4 66.2 88.1 83.3 92.9 16.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 12 7 3 33 29 46 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,339 COMMITMENTS 14,620 29,354 4,158 31,462 19,528 50,240 53,041 10,099 7,299 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -172) -265 -1,145 -760 899 1,763 -127 -142 -45 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 48.6 6.9 52.1 32.4 83.3 87.9 16.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 60 57 32 115 115 192 188 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 301,697 COMMITMENTS 73,100 146,771 20,792 157,308 97,641 251,200 265,203 50,497 36,494 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -860) -1,325 -5,723 -3,802 4,493 8,815 -634 -710 -226 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 48.6 6.9 52.1 32.4 83.3 87.9 16.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 60 57 32 115 115 192 188 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 64,306 COMMITMENTS 33,794 33,923 3,896 7,185 7,633 44,875 45,452 19,431 18,853 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.6 52.8 6.1 11.2 11.9 69.8 70.7 30.2 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 10 6 1 1 11 15 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 148,905 COMMITMENTS 59,544 50,774 9,459 53,416 67,748 122,420 127,980 26,486 20,925 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 3,938) 7,787 5,686 -513 -3,258 -1,176 4,016 3,997 -78 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 34.1 6.4 35.9 45.5 82.2 85.9 17.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 26 17 14 35 29 68 53 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 520,477 COMMITMENTS 97,219 71,878 10,566 389,004 415,804 496,789 498,248 23,688 22,229 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 18,926) 7,251 -9,349 3,906 4,920 21,593 16,076 16,150 2,850 2,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 13.8 2.0 74.7 79.9 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 61 48 27 164 140 237 204 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 12,964 COMMITMENTS 802 686 74 11,486 11,898 12,362 12,658 602 306 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: -123) 211 0 0 -358 -33 -147 -33 24 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 5.3 0.6 88.6 91.8 95.4 97.6 4.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 9 10 11 12 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 14,876 COMMITMENTS 3,686 1,826 3 7,628 9,520 11,317 11,349 3,559 3,527 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 162) 377 -781 -4 111 1,504 484 719 -322 -557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 12.3 0.0 51.3 64.0 76.1 76.3 23.9 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 3 1 5 9 14 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,070 COMMITMENTS 6,350 11,084 409 26,196 18,197 32,955 29,690 8,115 11,380 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 1,076) -1,020 4,010 407 2,085 -1,774 1,472 2,643 -396 -1,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 27.0 1.0 63.8 44.3 80.2 72.3 19.8 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 12 12 3 23 25 37 38 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20 | --------------------------------------------------------------| 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: 194,362 COMMITMENTS 61,302 2,945 6,515 126,239 184,230 194,056 193,690 306 672 CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST: 2,094) 177 -219 241 1,588 2,088 2,006 2,110 88 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 1.5 3.4 65.0 94.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 31 4 6 38 27 71 36
Updated October 09, 2020