BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,199 COMMITMENTS 354 409 1,049 7,687 8,149 9,090 9,607 1,109 592 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 942) -27 9 116 754 873 844 998 98 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 4.0 10.3 75.4 79.9 89.1 94.2 10.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 4 7 30 26 38 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,888 COMMITMENTS 11,750 2,327 10,299 14,420 19,598 36,470 32,224 4,419 8,664 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,888) 523 -391 414 950 1,607 1,888 1,631 1 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 5.7 25.2 35.3 47.9 89.2 78.8 10.8 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 19 5 18 37 38 61 56 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,486 COMMITMENTS 933 86 2,283 6,482 7,306 9,698 9,675 788 811 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 370) 13 14 10 297 353 320 377 49 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.8 21.8 61.8 69.7 92.5 92.3 7.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 2 6 34 22 40 29 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,133 COMMITMENTS 90 1,986 1,983 3,300 1,163 5,373 5,132 760 1,001 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 135) -4 39 92 30 -45 118 86 17 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 32.4 32.3 53.8 19.0 87.6 83.7 12.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 6 6 15 9 23 16 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,420 COMMITMENTS 71,929 27,419 69,876 78,867 108,758 220,673 206,053 18,747 33,367 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -5,400) -843 3,170 -1,626 -811 -5,902 -3,280 -4,358 -2,120 -1,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 11.5 29.2 32.9 45.4 92.2 86.1 7.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 96 76 108 90 95 252 224 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,137 COMMITMENTS 96,815 29,804 72,031 121,087 175,475 289,933 277,309 37,205 49,828 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 6,205) 3,793 917 4,037 -1,368 1,304 6,462 6,258 -257 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 9.1 22.0 37.0 53.6 88.6 84.8 11.4 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 112 74 110 147 169 315 307 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,374 COMMITMENTS 812 210 348 912 2,115 2,072 2,673 1,302 701 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 225) 61 -29 131 -54 -31 137 71 88 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 6.2 10.3 27.0 62.7 61.4 79.2 38.6 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 16 4 4 9 15 25 23 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,886 COMMITMENTS 14,740 10,219 11,913 14,357 11,039 41,009 33,171 6,877 14,715 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,455) 653 -214 1,043 617 678 2,314 1,508 141 947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 21.3 24.9 30.0 23.1 85.6 69.3 14.4 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 43 44 58 65 65 148 141 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,003 COMMITMENTS 845 10,905 5,425 28,461 17,772 34,731 34,101 1,272 1,902 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,868) 58 600 656 2,047 1,538 2,761 2,794 106 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 30.3 15.1 79.1 49.4 96.5 94.7 3.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 7 14 13 38 43 56 59 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,738 COMMITMENTS 8,115 10,737 73 22,177 20,483 30,365 31,293 2,373 1,445 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 8,710) 1,375 -676 8 7,134 9,214 8,517 8,546 193 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 32.8 0.2 67.7 62.6 92.8 95.6 7.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 19 13 2 11 9 32 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 209,638 COMMITMENTS 40,019 55,719 8,715 113,486 128,909 162,220 193,343 47,417 16,295 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 36,267) 5,303 -680 -505 30,983 39,035 35,781 37,850 486 -1,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 26.6 4.2 54.1 61.5 77.4 92.2 22.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 30 25 18 40 35 80 68 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,762 COMMITMENTS 17,177 7,460 1,055 10,422 29,701 28,653 38,216 22,108 12,546 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -6,279) 281 1,678 -1,773 -3,819 -6,413 -5,311 -6,509 -968 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 14.7 2.1 20.5 58.5 56.4 75.3 43.6 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 10 2 14 14 28 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 143,626 COMMITMENTS 62,317 65,233 1,441 71,986 74,081 135,744 140,755 7,882 2,871 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -49,068) -7,958 21,750 -29,912 -10,576 -40,958 -48,446 -49,119 -621 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 45.4 1.0 50.1 51.6 94.5 98.0 5.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 66 30 8 32 24 102 58 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 171,636 COMMITMENTS 37,202 31,002 16,312 83,071 95,688 136,585 143,002 35,051 28,634 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -20,412) -4,054 -2,302 -474 -15,667 -16,537 -20,195 -19,314 -218 -1,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 18.1 9.5 48.4 55.8 79.6 83.3 20.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 29 26 20 34 40 73 77 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,884 COMMITMENTS 65,682 21,990 8,661 96,083 159,108 170,425 189,759 35,458 16,125 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,513) 2,405 6,101 167 -1,403 -4,917 1,169 1,350 345 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 10.7 4.2 46.7 77.3 82.8 92.2 17.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 46 20 22 41 35 100 64 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 707,095 COMMITMENTS 219,984 77,780 29,174 356,546 557,876 605,704 664,829 101,391 42,266 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -26,039) -5,203 10,836 -6,987 -10,307 -25,531 -22,498 -21,683 -3,541 -4,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 11.0 4.1 50.4 78.9 85.7 94.0 14.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 99 36 42 123 89 234 155 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,127 COMMITMENTS 6,844 3,825 303 7,289 15,910 14,436 20,038 10,691 5,089 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 15.2 1.2 29.0 63.3 57.5 79.7 42.5 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 3 1 10 9 16 13 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 17,981 COMMITMENTS 3,411 3,439 450 5,266 10,350 9,127 14,239 8,854 3,742 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 19.1 2.5 29.3 57.6 50.8 79.2 49.2 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 1 10 13 15 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,630 COMMITMENTS 10,698 19,911 124 23,236 15,656 34,058 35,691 3,572 1,939 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,963) 1,649 -1,856 -123 289 8,210 1,815 6,231 148 -4,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 52.9 0.3 61.7 41.6 90.5 94.8 9.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 20 21 2 17 6 39 28 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,454 COMMITMENTS 28,739 14,501 283 12,113 29,904 41,135 44,688 6,319 2,766 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -13,855) -5,991 -9,637 -3,759 -4,196 156 -13,946 -13,240 91 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.6 30.6 0.6 25.5 63.0 86.7 94.2 13.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 38 19 5 20 12 60 34 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,999 COMMITMENTS 9,460 1,503 0 1,027 9,236 10,487 10,739 1,512 1,260 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -3,021) 378 -276 -476 -3,135 -2,120 -3,233 -2,872 212 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.8 12.5 0.0 8.6 77.0 87.4 89.5 12.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 4 0 3 5 16 9 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 15,694,853 COMMITMENTS 1147026 588,332 7528307 6298328 6747304 14973661 14863943 721,192 830,910 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -3,053,756) -98,704 -98,383 -1731603 -1297954 -1271885 -3128261 -3101871 74,505 48,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 3.7 48.0 40.1 43.0 95.4 94.7 4.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 62 53 89 112 111 224 209 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 12,632 COMMITMENTS 6,553 9,525 2,326 502 70 9,380 11,920 3,252 712 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -185) -436 -703 404 94 -13 61 -312 -246 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 75.4 18.4 4.0 0.6 74.3 94.4 25.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 74 22 24 2 1 87 38 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 498,836 COMMITMENTS 48,213 45,034 112,544 337,918 340,997 498,675 498,575 161 261 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -13,963) -5,321 3,389 -7,354 -1,287 -10,008 -13,962 -13,973 -1 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 9.0 22.6 67.7 68.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 25 24 34 31 39 76 78 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 189,322 COMMITMENTS 14,121 14,789 29,902 145,253 144,582 189,276 189,273 46 49 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 9,736) -3,793 -4,260 1,941 11,597 12,071 9,745 9,752 -9 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 7.8 15.8 76.7 76.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 15 27 26 25 30 56 67 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 797,546 COMMITMENTS 75,192 77,189 129,924 495,638 499,835 700,754 706,947 96,792 90,599 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 69,019) -1,247 -1,220 13,815 45,734 47,247 58,302 59,842 10,717 9,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 9.7 16.3 62.1 62.7 87.9 88.6 12.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 108 97 116 303 295 473 446 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 52,111 COMMITMENTS 7,544 5,174 5,151 10,664 34,962 23,358 45,286 28,753 6,825 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 3,619) -2,898 -1,005 542 510 4,329 -1,846 3,866 5,464 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 9.9 9.9 20.5 67.1 44.8 86.9 55.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 9 14 8 11 24 27 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 15,042 COMMITMENTS 307 531 0 11,331 13,530 11,638 14,061 3,404 981 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,953) -341 0 0 2,164 2,880 1,823 2,880 1,130 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.5 0.0 75.3 89.9 77.4 93.5 22.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 10 16 11 17 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| 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: 28,320 COMMITMENTS 2,685 2,270 2,767 19,621 21,439 25,073 26,476 3,247 1,844 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 7,804) -905 -92 2,584 5,586 5,195 7,265 7,687 539 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 8.0 9.8 69.3 75.7 88.5 93.5 11.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 3 3 15 15 23 19 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,727,174 COMMITMENTS 376,834 398,668 585,274 2424870 2324363 3386977 3308304 340,197 418,870 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 327,001) -8,714 -18,045 83,336 226,118 214,590 300,740 279,881 26,261 47,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 10.7 15.7 65.1 62.4 90.9 88.8 9.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584) 108 94 112 302 294 469 441 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| 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: 38,646 COMMITMENTS 1,283 1,049 36 33,723 34,854 35,042 35,939 3,604 2,707 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 11,961) 9 -95 36 11,707 10,390 11,752 10,331 209 1,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 2.7 0.1 87.3 90.2 90.7 93.0 9.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 17 12 20 14 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| 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: 33,753 COMMITMENTS 830 475 419 29,015 31,651 30,264 32,545 3,489 1,208 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 10,471) 0 0 419 9,456 9,774 9,875 10,193 596 278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.4 1.2 86.0 93.8 89.7 96.4 10.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 15 9 17 10 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| 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: 16,630 COMMITMENTS 1,590 0 0 12,108 15,706 13,698 15,706 2,932 924 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 427) 130 0 0 0 323 130 323 297 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 0.0 0.0 72.8 94.4 82.4 94.4 17.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 10 12 13 12 S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 198,778 COMMITMENTS 0 3,600 3,000 195,278 191,628 198,278 198,228 500 550 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 1.5 98.2 96.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 15 17 16 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 173,105 COMMITMENTS 93,055 32,420 28,138 22,946 7,593 144,138 68,151 28,967 104,954 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 10,567) -5,203 1,075 14,863 -411 2,767 9,248 18,705 1,319 -8,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.8 18.7 16.3 13.3 4.4 83.3 39.4 16.7 60.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 8 11 5 2 18 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 57,211 COMMITMENTS 7,331 2,393 295 38,998 50,415 46,624 53,103 10,587 4,108 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,749) -991 -94 -291 3,288 2,409 2,006 2,024 743 725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 4.2 0.5 68.2 88.1 81.5 92.8 18.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 10 6 5 39 31 52 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,894 COMMITMENTS 15,044 12,080 5,127 29,658 34,432 49,829 51,639 11,065 9,255 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 6,709) 1,000 377 211 3,754 4,707 4,965 5,294 1,744 1,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 19.8 8.4 48.7 56.5 81.8 84.8 18.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 67 59 47 121 116 213 200 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 304,468 COMMITMENTS 75,221 60,400 25,635 148,289 172,159 249,145 258,194 55,323 46,274 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 33,545) 5,000 1,883 1,057 18,770 23,533 24,827 26,472 8,718 7,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 19.8 8.4 48.7 56.5 81.8 84.8 18.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 67 59 47 121 116 213 200 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,457 COMMITMENTS 45,433 55,177 7,216 50,463 60,021 103,112 122,413 35,346 16,044 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -31,707) -3,749 -5,684 -9,196 -18,945 -15,486 -31,891 -30,366 184 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 39.9 5.2 36.4 43.3 74.5 88.4 25.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 24 21 14 28 26 60 53 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 647,624 COMMITMENTS 95,659 80,156 18,482 500,991 524,370 615,132 623,008 32,492 24,616 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 74,870) -19,163 -7,824 2,760 88,609 77,200 72,206 72,136 2,664 2,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 12.4 2.9 77.4 81.0 95.0 96.2 5.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 63 52 27 187 141 263 208 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 19,037 COMMITMENTS 204 686 32 16,820 17,352 17,056 18,070 1,981 967 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -1,706) 204 -276 -2,003 -760 166 -2,559 -2,113 853 407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.6 0.2 88.4 91.1 89.6 94.9 10.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 13 11 14 13 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 15,138 COMMITMENTS 2,194 3,458 22 8,742 6,795 10,958 10,275 4,180 4,863 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -5,271) -297 1,671 -2,086 -6 -6,510 -2,389 -6,925 -2,882 1,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 22.8 0.1 57.7 44.9 72.4 67.9 27.6 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 2 9 6 17 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,211 COMMITMENTS 13,467 2,064 22 20,152 15,132 33,641 17,218 7,570 23,993 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -19,046) -2,063 -4,461 -1,536 -14,313 -17,240 -17,912 -23,237 -1,134 4,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 5.0 0.1 48.9 36.7 81.6 41.8 18.4 58.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 13 6 1 21 24 34 31 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| 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: 217,528 COMMITMENTS 60,247 390 7,819 149,201 209,260 217,267 217,469 261 59 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,916) -802 0 1,110 2,621 1,780 2,929 2,890 -13 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 0.2 3.6 68.6 96.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 34 3 7 40 30 76 40
Updated December 18, 2020