BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,593 COMMITMENTS 765 549 1,358 8,184 9,060 10,308 10,967 1,285 626 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 405) -7 -668 -19 277 1,027 251 340 153 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 4.7 11.7 70.6 78.1 88.9 94.6 11.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 4 8 24 26 34 36 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,162 COMMITMENTS 13,493 1,555 12,786 14,143 21,755 40,422 36,096 4,740 9,066 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 3,933) 1,275 95 1,535 1,195 1,727 4,005 3,357 -71 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 3.4 28.3 31.3 48.2 89.5 79.9 10.5 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 26 8 25 35 38 69 63 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,904 COMMITMENTS 1,350 196 2,409 6,532 7,615 10,291 10,220 614 684 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 598) -97 -719 318 448 1,013 669 612 -71 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 1.8 22.1 59.9 69.8 94.4 93.7 5.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 4 6 37 27 45 37 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,580 COMMITMENTS 0 3,567 2,661 5,242 1,342 7,903 7,570 676 1,010 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 59) 0 -29 69 -15 -6 54 34 5 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 41.6 31.0 61.1 15.6 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 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,736 COMMITMENTS 80,432 23,982 83,701 82,083 126,686 246,215 234,369 24,520 36,367 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -20,520) 72 -2,144 -14,749 -4,939 -4,022 -19,616 -20,915 -904 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 8.9 30.9 30.3 46.8 90.9 86.6 9.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 119 58 113 81 87 257 213 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 316,579 COMMITMENTS 90,635 35,842 71,983 117,554 161,956 280,171 269,781 36,408 46,797 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,228) -6,589 11,100 -282 6,387 -8,538 -484 2,279 1,712 -1,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 11.3 22.7 37.1 51.2 88.5 85.2 11.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 120 67 125 140 142 318 296 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,556 COMMITMENTS 524 273 185 1,576 2,440 2,285 2,898 1,272 658 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -149) -85 -20 -97 -29 39 -211 -78 62 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 7.7 5.2 44.3 68.6 64.2 81.5 35.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 6 4 17 16 28 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,454 COMMITMENTS 12,656 19,540 10,969 17,111 10,564 40,736 41,073 10,718 10,381 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 3,710) -1,953 3,913 1,894 2,543 -1,611 2,484 4,195 1,226 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 38.0 21.3 33.3 20.5 79.2 79.8 20.8 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 37 63 56 68 47 139 143 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,877 COMMITMENTS 2,019 9,087 5,903 27,980 19,754 35,901 34,744 976 2,133 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,304) 160 321 413 1,676 1,463 2,249 2,196 56 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 24.6 16.0 75.9 53.6 97.4 94.2 2.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 11 16 14 35 36 58 54 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,949 COMMITMENTS 7,640 11,819 2 13,274 8,231 20,916 20,051 1,033 1,898 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 74) 312 -79 -15 37 16 334 -78 -260 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 53.8 0.0 60.5 37.5 95.3 91.4 4.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 14 1 13 8 27 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,461 COMMITMENTS 24,427 44,512 7,006 70,296 63,356 101,730 114,874 32,732 19,587 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,373) 105 5,721 951 1,546 -2,532 2,602 4,140 -230 -1,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 33.1 5.2 52.3 47.1 75.7 85.4 24.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 24 31 19 35 32 72 69 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,152 COMMITMENTS 22,215 7,283 1,437 13,035 34,197 36,687 42,917 19,465 13,235 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 5,765) 5,145 2,559 131 500 3,480 5,775 6,171 -11 -406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 13.0 2.6 23.2 60.9 65.3 76.4 34.7 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 15 8 6 14 13 30 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,084 COMMITMENTS 56,742 36,107 1,433 61,652 85,082 119,828 122,622 6,256 3,463 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 6,209) 4,989 7,523 -487 1,853 -794 6,355 6,242 -146 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 28.6 1.1 48.9 67.5 95.0 97.3 5.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 51 31 11 28 27 82 66 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 178,977 COMMITMENTS 39,309 41,859 21,861 92,401 86,892 153,571 150,611 25,406 28,366 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -172) 4,485 -4,072 2,200 -2,906 2,977 3,779 1,105 -3,951 -1,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 23.4 12.2 51.6 48.5 85.8 84.2 14.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 29 25 19 37 44 72 82 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,937 COMMITMENTS 46,167 31,890 10,300 94,696 122,727 151,163 164,917 31,774 18,020 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,615) -1,324 4,784 664 1,938 -1,376 1,278 4,071 337 -2,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 17.4 5.6 51.8 67.1 82.6 90.1 17.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 36 24 19 44 38 86 75 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 698,840 COMMITMENTS 230,578 63,320 33,302 336,320 558,476 600,200 655,098 98,640 43,742 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 5,206) 1,081 673 4,658 -2,499 1,302 3,239 6,633 1,967 -1,427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 9.1 4.8 48.1 79.9 85.9 93.7 14.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 103 48 50 127 88 246 170 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,708 COMMITMENTS 4,378 4,337 129 6,948 15,507 11,455 19,973 13,253 4,735 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 9) 7 -210 0 300 268 307 58 -298 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 17.6 0.5 28.1 62.8 46.4 80.8 53.6 19.2 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 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,269 COMMITMENTS 7,643 35,213 299 30,959 2,879 38,901 38,391 2,368 2,878 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 751) -31 948 -138 1,021 201 852 1,011 -101 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 85.3 0.7 75.0 7.0 94.3 93.0 5.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 15 25 1 11 6 26 32 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,328 COMMITMENTS 19,897 13,275 459 12,339 20,682 32,695 34,416 4,633 2,911 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -891) -330 -462 -102 -624 -151 -1,056 -715 165 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.3 35.6 1.2 33.1 55.4 87.6 92.2 12.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 30 20 7 20 13 55 35 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,594 COMMITMENTS 9,064 4,048 1 3,742 8,213 12,807 12,262 787 1,332 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,112) 985 1,196 0 67 -116 1,052 1,080 60 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.7 29.8 0.0 27.5 60.4 94.2 90.2 5.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 7 1 5 6 12 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,019,281 COMMITMENTS 1093891 373,278 9282864 7021199 7678829 17397954 17334971 621,327 684,311 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 50,077) 108,987 20,900 -10,066 -72,191 89,207 26,729 100,041 23,347 -49,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 2.1 51.5 39.0 42.6 96.6 96.2 3.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 69 60 104 124 125 249 239 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 12,019 COMMITMENTS 7,449 10,115 1,421 28 70 8,898 11,606 3,121 413 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,671) 1,494 1,753 29 28 0 1,552 1,782 119 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.0 84.2 11.8 0.2 0.6 74.0 96.6 26.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 61 31 22 1 1 77 40 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 273,610 COMMITMENTS 39,654 34,320 54,561 179,228 184,580 273,443 273,461 167 149 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 29,694) 16,615 3,563 5,608 7,434 20,465 29,657 29,637 37 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 12.5 19.9 65.5 67.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 19 19 29 18 33 54 67 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 159,815 COMMITMENTS 50,989 8,537 27,097 81,589 123,968 159,675 159,602 140 213 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 16,814) 8,902 -3,076 1,320 6,598 18,575 16,820 16,819 -6 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 5.3 17.0 51.1 77.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 20 20 22 19 31 47 65 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 638,575 COMMITMENTS 80,282 67,886 95,537 392,418 404,977 568,238 568,400 70,338 70,175 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -26,076) 2,892 -1,032 -9,854 -13,754 -7,708 -20,715 -18,593 -5,361 -7,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 10.6 15.0 61.5 63.4 89.0 89.0 11.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 121 84 104 288 290 451 436 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 27,067 COMMITMENTS 2,080 2,677 4,285 14,652 10,097 21,017 17,059 6,050 10,008 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -4,170) -567 2,569 -1,086 -1,495 -984 -3,148 500 -1,022 -4,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 9.9 15.8 54.1 37.3 77.6 63.0 22.4 37.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 7 10 11 12 22 23 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| 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: 22,716 COMMITMENTS 1,182 5,512 158 19,733 15,673 21,073 21,343 1,643 1,373 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,570) 0 -666 0 -34 2,605 -34 1,939 -1,536 -3,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 24.3 0.7 86.9 69.0 92.8 94.0 7.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 4 1 12 12 14 17 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,057,543 COMMITMENTS 404,506 339,541 442,764 1888832 1974402 2736102 2756707 321,440 300,835 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -109,530) 18,143 -17,159 -44,687 -61,292 -33,620 -87,836 -95,465 -21,695 -14,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 11.1 14.5 61.8 64.6 89.5 90.2 10.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585) 119 85 101 284 287 446 430 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 12,064 COMMITMENTS 1,448 0 0 8,394 11,038 9,842 11,038 2,222 1,026 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 0.0 0.0 69.6 91.5 81.6 91.5 18.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 9 11 12 11 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 137,006 COMMITMENTS 26,018 73,358 18,033 25,038 20,591 69,088 111,982 67,917 25,024 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 7,488) 3,510 8,835 1,437 3,051 552 7,999 10,825 -511 -3,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 53.5 13.2 18.3 15.0 50.4 81.7 49.6 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 9 7 5 3 15 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 57,198 COMMITMENTS 9,851 1,659 416 37,032 50,968 47,299 53,043 9,899 4,155 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 835) 1,338 -694 -120 -405 2,299 813 1,485 22 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 2.9 0.7 64.7 89.1 82.7 92.7 17.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 13 4 4 33 32 47 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,213 COMMITMENTS 13,319 11,886 4,560 21,408 25,703 39,287 42,150 9,927 7,064 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -2,229) -1,433 1,036 -840 539 -1,858 -1,734 -1,661 -496 -568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 24.2 9.3 43.5 52.2 79.8 85.6 20.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 67 54 38 106 112 189 188 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 246,067 COMMITMENTS 66,596 59,431 22,800 107,038 128,517 196,434 210,748 49,634 35,320 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -11,146) -7,167 5,181 -4,198 2,697 -9,288 -8,669 -8,306 -2,478 -2,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 24.2 9.3 43.5 52.2 79.8 85.6 20.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 67 54 38 106 112 189 188 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 143,096 COMMITMENTS 114,303 9,772 5,974 360 8,040 120,636 23,786 22,460 119,311 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.9 6.8 4.2 0.3 5.6 84.3 16.6 15.7 83.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 9 7 1 2 13 17 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,958 COMMITMENTS 59,669 54,878 7,539 50,301 64,806 117,509 127,223 28,449 18,735 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -2,888) -3,675 -5,205 973 -940 1,028 -3,641 -3,204 753 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 37.6 5.2 34.5 44.4 80.5 87.2 19.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 23 22 13 32 27 62 55 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 551,361 COMMITMENTS 119,537 78,807 8,923 396,407 443,903 524,867 531,633 26,494 19,728 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,420) 8,148 -3,377 -1,921 -2,683 12,540 3,543 7,242 876 -2,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 14.3 1.6 71.9 80.5 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 63 47 25 165 134 240 194 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,182 COMMITMENTS 350 889 74 11,974 12,031 12,398 12,994 784 188 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 273) -312 -2 0 431 412 119 410 154 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 6.7 0.6 90.8 91.3 94.1 98.6 5.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 9 10 10 13 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 17,322 COMMITMENTS 6,502 1,764 3 6,626 12,523 13,131 14,290 4,191 3,032 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -30) 717 64 0 -931 -121 -214 -57 184 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 10.2 0.0 38.3 72.3 75.8 82.5 24.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 2 1 5 7 15 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,662 COMMITMENTS 6,026 9,900 265 30,818 18,565 37,109 28,730 7,553 15,932 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 939) 1,035 -3,543 -167 419 -952 1,287 -4,662 -348 5,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 22.2 0.6 69.0 41.6 83.1 64.3 16.9 35.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 12 13 1 20 25 32 39 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| 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: 201,742 COMMITMENTS 62,483 165 7,170 131,863 193,909 201,516 201,244 226 498 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 4,484) -108 0 496 4,093 4,083 4,481 4,579 3 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 0.1 3.6 65.4 96.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 31 2 6 38 27 69 35
Updated October 23, 2020