BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,130 COMMITMENTS 515 465 1,167 7,236 8,027 8,918 9,660 1,212 471 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,464) -137 -76 -370 -1,946 -1,940 -2,454 -2,387 -11 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 4.6 11.5 71.4 79.2 88.0 95.4 12.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 6 8 23 28 33 38 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,586 COMMITMENTS 14,441 1,473 12,689 13,571 22,225 40,700 36,386 3,886 8,199 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -5,349) -678 -19 -2,128 -1,759 -2,291 -4,565 -4,438 -784 -911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 3.3 28.5 30.4 49.8 91.3 81.6 8.7 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 27 7 22 37 43 71 65 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,178 COMMITMENTS 965 172 2,724 6,842 7,577 10,531 10,473 647 705 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,840) -166 -84 -503 -1,136 -1,177 -1,805 -1,765 -35 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 1.5 24.4 61.2 67.8 94.2 93.7 5.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 2 7 34 24 41 32 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,028 COMMITMENTS 35 2,486 2,449 4,010 1,254 6,494 6,188 534 840 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,788) 35 -1,122 -432 -1,260 -72 -1,656 -1,626 -131 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 35.4 34.8 57.1 17.8 92.4 88.1 7.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 8 7 17 11 25 19 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 254,301 COMMITMENTS 69,520 21,192 77,383 83,296 119,391 230,198 217,965 24,102 36,335 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -10,661) -1,061 2,197 -7,535 -2,315 -5,551 -10,911 -10,888 250 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 8.3 30.4 32.8 46.9 90.5 85.7 9.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 109 57 110 88 90 252 215 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 319,519 COMMITMENTS 81,688 31,710 75,450 125,093 165,006 282,232 272,166 37,287 47,352 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,813) -643 -12,081 2,370 -7,358 3,638 -5,632 -6,073 819 1,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 9.9 23.6 39.2 51.6 88.3 85.2 11.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 108 76 122 148 157 319 308 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,853 COMMITMENTS 605 235 106 1,164 2,014 1,874 2,354 979 499 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 91) 105 -8 48 -8 28 145 68 -54 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 8.2 3.7 40.8 70.6 65.7 82.5 34.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 4 2 10 13 21 19 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,180 COMMITMENTS 13,891 14,145 9,316 11,505 7,128 34,712 30,589 6,468 10,591 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -5,700) 682 -3,802 -1,067 -3,172 -1,519 -3,556 -6,388 -2,144 688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 34.3 22.6 27.9 17.3 84.3 74.3 15.7 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157) 42 46 44 51 46 118 115 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,542 COMMITMENTS 1,336 9,512 4,939 27,110 17,972 33,384 32,423 1,158 2,120 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,804) -268 -1,266 -1,086 -3,561 -2,325 -4,915 -4,677 112 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 27.5 14.3 78.5 52.0 96.6 93.9 3.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 12 14 32 38 52 55 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 22,447 COMMITMENTS 7,244 12,441 5 13,962 8,141 21,211 20,587 1,236 1,860 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,332) -860 -1,351 -2 -377 111 -1,239 -1,242 -93 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 55.4 0.0 62.2 36.3 94.5 91.7 5.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 13 1 11 8 26 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 144,465 COMMITMENTS 25,053 47,550 5,645 75,276 74,924 105,973 128,119 38,492 16,346 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 9,947) 3,904 4,835 588 193 7,345 4,685 12,767 5,262 -2,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 32.9 3.9 52.1 51.9 73.4 88.7 26.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 21 32 20 37 32 71 71 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,388 COMMITMENTS 21,481 5,270 1,741 13,373 34,567 36,594 41,579 18,794 13,809 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,151) 249 -610 359 -152 944 455 693 696 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 9.5 3.1 24.1 62.4 66.1 75.1 33.9 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 9 5 14 12 29 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 129,578 COMMITMENTS 57,507 38,709 2,088 62,483 85,951 122,079 126,748 7,499 2,830 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 10,273) 3,224 9,079 -1,002 7,457 2,153 9,678 10,229 595 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 29.9 1.6 48.2 66.3 94.2 97.8 5.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 58 30 11 32 27 95 63 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 173,108 COMMITMENTS 29,107 45,965 18,209 98,351 80,096 145,667 144,270 27,441 28,838 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -356) 1,376 6,368 -2,363 -751 -4,451 -1,738 -446 1,382 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 26.6 10.5 56.8 46.3 84.1 83.3 15.9 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 24 30 18 37 44 72 81 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 199,492 COMMITMENTS 54,061 16,148 9,080 104,049 156,546 167,190 181,774 32,303 17,718 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -5,762) 3,514 -2,667 -3,681 -862 -829 -1,029 -7,178 -4,733 1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 8.1 4.6 52.2 78.5 83.8 91.1 16.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 44 14 16 44 39 91 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 683,948 COMMITMENTS 202,887 67,979 26,829 356,859 545,795 586,575 640,602 97,373 43,346 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,986) -6,651 -2,104 -2,540 4,975 7,147 -4,216 2,503 7,203 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 9.9 3.9 52.2 79.8 85.8 93.7 14.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 97 42 49 134 95 247 170 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,547 COMMITMENTS 4,746 4,096 129 6,985 15,408 11,860 19,633 12,687 4,914 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 57) -34 -29 0 100 -45 66 -74 -9 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 16.7 0.5 28.5 62.8 48.3 80.0 51.7 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 1 9 9 15 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,815 COMMITMENTS 10,112 36,050 7 30,761 4,238 40,880 40,295 1,935 2,520 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,394) 425 -1,799 -456 -916 1,295 -947 -960 -447 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 84.2 0.0 71.8 9.9 95.5 94.1 4.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 22 2 11 9 30 31 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,135 COMMITMENTS 25,695 17,920 582 14,109 24,378 40,386 42,880 5,749 3,255 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 5,689) 3,792 3,103 3 985 2,462 4,780 5,568 909 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.7 38.8 1.3 30.6 52.8 87.5 92.9 12.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 36 20 7 22 14 62 37 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,303 COMMITMENTS 9,464 2,516 0 3,623 10,432 13,087 12,948 1,216 1,355 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 171) -346 -1,204 -1 395 1,417 48 212 123 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.2 17.6 0.0 25.3 72.9 91.5 90.5 8.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 6 0 6 8 16 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,607,648 COMMITMENTS 1268141 449,112 9330557 7372157 8040636 17970855 17820305 636,793 787,343 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 242,649) 202,041 -84,452 80,626 -20,553 232,301 262,113 228,474 -19,464 14,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 2.4 50.1 39.6 43.2 96.6 95.8 3.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 71 53 100 130 130 252 239 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 12,579 COMMITMENTS 8,201 10,496 1,374 122 70 9,696 11,940 2,883 640 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 266) 550 -229 318 -44 0 824 89 -558 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.2 83.4 10.9 1.0 0.6 77.1 94.9 22.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 71 30 24 1 1 88 40 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 347,357 COMMITMENTS 61,645 38,653 60,565 225,007 247,906 347,216 347,124 140 233 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 16,145) 8,516 -431 -904 8,537 17,477 16,149 16,142 -4 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 11.1 17.4 64.8 71.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 21 22 31 24 35 64 73 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 157,409 COMMITMENTS 29,766 11,109 24,267 103,124 121,952 157,157 157,328 252 81 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 31,215) 2,966 3,594 2,620 25,527 25,061 31,113 31,275 102 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 7.1 15.4 65.5 77.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 22 19 25 22 28 53 64 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 675,961 COMMITMENTS 74,945 58,038 117,321 408,135 428,140 600,401 603,500 75,560 72,461 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 27,695) -5,257 -3,359 16,616 8,009 10,201 19,368 23,457 8,327 4,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 8.6 17.4 60.4 63.3 88.8 89.3 11.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558) 108 74 93 288 288 433 418 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 36,839 COMMITMENTS 8,270 306 4,970 9,866 23,765 23,106 29,041 13,733 7,798 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 10,805) 6,107 -1,026 1,147 -3,454 10,899 3,800 11,020 7,005 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 0.8 13.5 26.8 64.5 62.7 78.8 37.3 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 3 11 8 10 19 22 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| 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: 26,217 COMMITMENTS 1,126 3,209 0 18,634 21,006 19,760 24,215 6,457 2,002 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 457) -766 -392 -160 -3,565 679 -4,491 127 4,948 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 12.2 0.0 71.1 80.1 75.4 92.4 24.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 0 14 14 16 18 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,195,606 COMMITMENTS 365,965 321,252 529,165 1991345 2021874 2886474 2872291 309,132 323,315 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 84,451) -28,297 16,852 48,823 57,313 -3,489 77,839 62,186 6,612 22,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 10.1 16.6 62.3 63.3 90.3 89.9 9.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555) 107 74 91 286 285 430 413 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 11,570 COMMITMENTS 697 454 0 7,204 9,936 7,901 10,390 3,669 1,180 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -177) -365 0 0 -721 -154 -1,086 -154 909 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 3.9 0.0 62.3 85.9 68.3 89.8 31.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 8 13 10 14 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| 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: 15,413 COMMITMENTS 731 475 0 12,086 13,976 12,817 14,451 2,596 962 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 595) -392 0 0 1,012 502 620 502 -25 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 3.1 0.0 78.4 90.7 83.2 93.8 16.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 10 8 12 9 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| 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: 13,521 COMMITMENTS 1,297 0 0 9,885 12,587 11,182 12,587 2,339 934 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -227) 13 -168 -58 -67 180 -112 -46 -115 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 0.0 0.0 73.1 93.1 82.7 93.1 17.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 8 12 10 12 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 171,011 COMMITMENTS 93,559 16,506 18,374 30,697 15,772 142,630 50,652 28,381 120,359 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 34,070) 59,459 -57,482 4,909 2,599 -5,101 66,967 -57,674 -32,897 91,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.7 9.7 10.7 18.0 9.2 83.4 29.6 16.6 70.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 7 9 6 3 18 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 53,213 COMMITMENTS 7,879 2,206 546 34,728 47,233 43,153 49,985 10,060 3,228 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,359) -1,437 1,635 168 216 -2,733 -1,053 -930 -306 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 4.1 1.0 65.3 88.8 81.1 93.9 18.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 11 6 3 35 31 47 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,614 COMMITMENTS 13,713 16,510 5,422 24,997 24,645 44,133 46,578 9,482 7,036 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 3,704) 488 3,558 552 2,479 61 3,518 4,171 186 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 30.8 10.1 46.6 46.0 82.3 86.9 17.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 62 61 39 113 116 194 198 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 268,072 COMMITMENTS 68,564 82,552 27,112 124,986 123,227 220,663 232,891 47,409 35,181 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 18,520) 2,439 17,790 2,758 12,394 304 17,591 20,853 929 -2,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 30.8 10.1 46.6 46.0 82.3 86.9 17.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 62 61 39 113 116 194 198 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,856 COMMITMENTS 46,524 58,304 8,295 60,405 55,751 115,224 122,351 27,632 20,505 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,674) -10,158 348 1,471 2,592 -7,813 -6,095 -5,994 2,421 2,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 40.8 5.8 42.3 39.0 80.7 85.6 19.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 21 24 11 36 24 65 51 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 538,731 COMMITMENTS 102,516 64,242 11,656 395,976 447,303 510,148 523,201 28,584 15,530 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,097) -12,660 -12,477 1,571 9,339 13,544 -1,751 2,637 3,848 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 11.9 2.2 73.5 83.0 94.7 97.1 5.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 65 46 23 177 140 252 200 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 16,690 COMMITMENTS 174 686 32 15,735 15,605 15,941 16,323 749 367 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 4.1 0.2 94.3 93.5 95.5 97.8 4.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 10 11 11 13 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 15,428 COMMITMENTS 2,367 1,745 201 7,856 10,529 10,424 12,475 5,004 2,953 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -817) -2,188 1,036 -85 578 -2,028 -1,695 -1,077 878 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 11.3 1.3 50.9 68.2 67.6 80.9 32.4 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 5 2 7 6 14 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,321 COMMITMENTS 8,923 6,444 286 31,318 25,700 40,527 32,430 7,794 15,891 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 3,450) 3,439 -4,008 61 -1,113 4,104 2,387 157 1,063 3,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 13.3 0.6 64.8 53.2 83.9 67.1 16.1 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 17 10 2 24 29 43 40 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| 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: 210,145 COMMITMENTS 60,483 217 7,808 141,592 201,292 209,883 209,317 262 828 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 2,221) 634 0 -73 1,610 2,296 2,171 2,223 50 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 0.1 3.7 67.4 95.8 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 31 3 6 37 28 69 36
Updated November 16, 2020