BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,216 COMMITMENTS 124 839 270 8,906 8,519 9,300 9,628 916 588 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 694) 6 -168 -31 756 825 731 626 -37 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 8.2 2.6 87.2 83.4 91.0 94.2 9.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 6 5 25 23 30 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,351 COMMITMENTS 12,090 3,170 966 8,273 13,889 21,329 18,025 2,022 5,326 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 650) -419 189 120 934 592 635 901 15 -251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 13.6 4.1 35.4 59.5 91.3 77.2 8.7 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 14 13 15 21 24 44 43 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,178 COMMITMENTS 210 1,267 277 5,904 5,190 6,391 6,734 787 444 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 366) 26 49 2 125 376 153 427 213 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 17.7 3.9 82.3 72.3 89.0 93.8 11.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 5 5 28 21 34 28 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,431 COMMITMENTS 87,497 40,620 46,508 73,023 109,550 207,028 196,678 20,403 30,753 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 7,727) 5,844 -215 2,048 -488 4,969 7,404 6,802 323 925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.5 17.9 20.4 32.1 48.2 91.0 86.5 9.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 98 66 104 51 81 214 211 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,813 COMMITMENTS 119,530 40,335 51,080 122,943 191,058 293,553 282,473 33,260 44,340 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,340) 3,852 -913 -5,186 -2,707 3,299 -4,041 -2,800 701 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 12.3 15.6 37.6 58.5 89.8 86.4 10.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 119 73 111 111 157 289 295 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,786 COMMITMENTS 916 305 66 891 1,838 1,873 2,209 913 577 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 13) 48 27 29 3 -131 80 -75 -67 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 10.9 2.4 32.0 66.0 67.2 79.3 32.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 7 4 10 13 26 23 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,968 COMMITMENTS 15,631 14,299 5,273 13,520 7,322 34,424 26,894 5,544 13,074 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -356) -342 1,376 -468 513 -400 -297 508 -59 -864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 35.8 13.2 33.8 18.3 86.1 67.3 13.9 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 43 42 43 42 46 116 109 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,127 COMMITMENTS 1,439 12,705 571 23,455 12,477 25,465 25,753 662 374 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,698) 20 1,093 128 1,560 496 1,708 1,717 -10 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 48.6 2.2 89.8 47.8 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 8 6 23 29 34 41 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,591 COMMITMENTS 6,213 6,831 0 17,926 16,764 24,139 23,595 1,452 1,996 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 494) -279 -145 0 1,192 379 913 234 -419 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 26.7 0.0 70.0 65.5 94.3 92.2 5.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 16 0 10 8 25 24 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,155 COMMITMENTS 46,645 30,549 1,933 69,432 108,690 118,010 141,172 40,145 16,983 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -10,741) -7,035 -9,361 441 -1,039 -2,128 -7,633 -11,048 -3,108 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 19.3 1.2 43.9 68.7 74.6 89.3 25.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 34 17 14 34 32 71 60 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,832 COMMITMENTS 22,159 7,518 94 8,973 28,406 31,226 36,018 19,606 14,814 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,495) 4,521 -28 48 660 -413 5,229 -393 -2,734 2,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 14.8 0.2 17.7 55.9 61.4 70.9 38.6 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 10 2 14 14 30 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,781 COMMITMENTS 53,406 50,538 1,593 88,498 95,659 143,497 147,790 7,284 2,991 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 128) -4,895 -8,713 761 4,524 7,971 390 19 -262 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 33.5 1.1 58.7 63.4 95.2 98.0 4.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 66 34 10 28 27 101 65 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 161,100 COMMITMENTS 53,658 44,042 606 72,034 90,557 126,298 135,205 34,802 25,895 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 6,542) 6,298 4,647 -416 3,207 2,520 9,089 6,751 -2,547 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 27.3 0.4 44.7 56.2 78.4 83.9 21.6 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 32 24 12 39 41 75 73 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,948 COMMITMENTS 69,602 24,973 1,100 95,041 140,921 165,743 166,994 25,205 23,954 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -2,874) 6,139 6,502 639 -1,054 -16,734 5,724 -9,593 -8,598 6,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 13.1 0.6 49.8 73.8 86.8 87.5 13.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 37 20 12 45 37 87 64 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 675,520 COMMITMENTS 216,887 79,884 8,963 354,432 543,240 580,282 632,087 95,238 43,433 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,912) -21,212 7,129 4,075 15,204 -16,616 -1,933 -5,412 21 3,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 11.8 1.3 52.5 80.4 85.9 93.6 14.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 107 38 33 124 85 239 148 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,395 COMMITMENTS 6,491 1,070 550 7,894 17,583 14,935 19,203 10,460 6,192 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 962) 689 -571 40 140 666 869 135 93 827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 4.2 2.2 31.1 69.2 58.8 75.6 41.2 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 2 2 10 9 18 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,016 COMMITMENTS 12,969 27,418 10 18,351 4,531 31,330 31,959 2,686 2,057 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -5,021) -947 5,172 -368 -2,563 -9,649 -3,878 -4,845 -1,143 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 80.6 0.0 53.9 13.3 92.1 94.0 7.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 27 21 1 15 6 42 28 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,685 COMMITMENTS 30,501 18,854 1,278 12,766 26,713 44,545 46,845 6,140 3,840 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,881) 2,324 5,435 1,027 1,033 -3,150 4,384 3,312 -503 569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.2 37.2 2.5 25.2 52.7 87.9 92.4 12.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 36 23 10 25 15 65 44 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,089 COMMITMENTS 8,000 3,741 0 3,303 7,732 11,303 11,473 1,786 1,616 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,860) -21 770 0 1,462 1,023 1,441 1,793 419 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.1 28.6 0.0 25.2 59.1 86.4 87.7 13.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 8 0 5 5 15 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,843,374 COMMITMENTS 1737173 1316469 2965894 5559107 5812512 10262174 10094875 581,200 748,499 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 377,008) 70,177 207,950 111,578 169,514 31,392 351,269 350,920 25,739 26,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 12.1 27.4 51.3 53.6 94.6 93.1 5.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 57 42 78 113 122 211 208 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 9,469 COMMITMENTS 5,342 8,016 630 427 172 6,399 8,818 3,070 651 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,318) -972 -1,079 -210 -30 76 -1,212 -1,213 -106 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.4 84.7 6.7 4.5 1.8 67.6 93.1 32.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 53 26 14 2 2 62 37 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 470,065 COMMITMENTS 42,672 39,967 124,102 303,131 305,689 469,905 469,758 160 307 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -4,909) -16,937 -204 5,433 6,580 -10,158 -4,924 -4,929 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 8.5 26.4 64.5 65.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 21 31 33 30 32 74 75 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 204,014 COMMITMENTS 57,574 25,518 35,386 110,975 142,976 203,935 203,880 79 134 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -31,499) -885 -1,124 3,157 -33,781 -33,558 -31,509 -31,525 10 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 12.5 17.3 54.4 70.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 20 23 27 26 30 61 65 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 550,121 COMMITMENTS 71,435 77,717 15,105 401,994 404,427 488,534 497,249 61,588 52,872 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 10,219) -3,049 305 2,419 3,749 4,238 3,119 6,961 7,100 3,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 14.1 2.7 73.1 73.5 88.8 90.4 11.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545) 91 77 49 270 252 383 356 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 13,684 COMMITMENTS 0 878 132 11,966 9,155 12,098 10,165 1,586 3,519 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,498) 0 -132 132 2,600 -173 2,732 -173 -234 2,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 1.0 87.4 66.9 88.4 74.3 11.6 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 1 9 10 10 13 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 19,436 COMMITMENTS 2,044 5,212 0 14,663 13,097 16,707 18,309 2,729 1,127 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 152) -437 -156 0 122 399 -315 243 467 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 26.8 0.0 75.4 67.4 86.0 94.2 14.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 0 15 12 19 14 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,640,747 COMMITMENTS 364,571 399,433 50,085 1943003 1963142 2357659 2412660 283,088 228,087 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 23,442) -7,299 -812 3,823 8,177 18,813 4,701 21,824 18,741 1,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 15.1 1.9 73.6 74.3 89.3 91.4 10.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545) 91 77 46 269 251 381 353 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 44,694 COMMITMENTS 18,482 215 0 20,366 43,360 38,848 43,575 5,846 1,119 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,350) 726 215 0 355 3,389 1,081 3,604 2,269 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 0.5 0.0 45.6 97.0 86.9 97.5 13.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 0 17 15 22 16 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 19,112 COMMITMENTS 935 1,111 0 15,603 17,648 16,538 18,759 2,574 353 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.8 0.0 81.6 92.3 86.5 98.2 13.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 11 8 13 9 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 52,267 COMMITMENTS 7,388 1,445 486 34,652 47,842 42,526 49,773 9,741 2,494 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,018) -110 -876 117 -1,165 23 -1,158 -736 140 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 2.8 0.9 66.3 91.5 81.4 95.2 18.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 11 5 6 40 31 53 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,946 COMMITMENTS 17,434 11,621 442 21,172 27,492 39,048 39,554 7,898 7,392 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 535) -149 1,970 -148 -68 -738 -366 1,083 900 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 24.8 0.9 45.1 58.6 83.2 84.3 16.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 49 51 19 92 104 151 164 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 234,732 COMMITMENTS 87,172 58,103 2,209 105,860 137,458 195,241 197,770 39,491 36,962 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,673) -745 9,848 -741 -342 -3,692 -1,828 5,415 4,501 -2,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 24.8 0.9 45.1 58.6 83.2 84.3 16.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 49 51 19 92 104 151 164 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 72,334 COMMITMENTS 52,542 6,584 2,285 558 487 55,385 9,356 16,949 62,978 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -12,827) -1,401 -48,176 1,102 -6 -3,217 -305 -50,291 -12,522 37,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.6 9.1 3.2 0.8 0.7 76.6 12.9 23.4 87.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 9 6 2 1 12 15 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,644 COMMITMENTS 55,768 57,235 1,710 49,919 65,838 107,397 124,783 35,247 17,861 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -429) -604 1,634 -432 224 -1,495 -812 -293 383 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 40.1 1.2 35.0 46.2 75.3 87.5 24.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 27 17 8 24 25 55 46 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 556,076 COMMITMENTS 95,539 93,658 3,570 428,817 440,931 527,926 538,159 28,150 17,917 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -701) 4,300 -2,055 -680 -1,938 5,055 1,682 2,320 -2,383 -3,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 16.8 0.6 77.1 79.3 94.9 96.8 5.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 71 49 21 173 133 252 195 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 16,168 COMMITMENTS 185 666 72 14,549 14,723 14,806 15,461 1,362 707 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 407) 0 239 0 233 15 233 254 174 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 4.1 0.4 90.0 91.1 91.6 95.6 8.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 10 8 11 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,649 COMMITMENTS 17,887 5,019 2 26,934 13,793 44,823 18,814 6,826 32,835 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,045) 1,987 2,169 2 2,684 -1,035 4,673 1,136 -628 2,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 9.7 0.0 52.1 26.7 86.8 36.4 13.2 63.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 4 1 19 24 36 29 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| 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: 169,145 COMMITMENTS 51,724 400 7,356 109,820 161,350 168,900 169,106 245 39 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,987) 2,112 0 -317 -3,767 -1,670 -1,972 -1,987 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 0.2 4.3 64.9 95.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 3 8 37 28 68 39
Updated February 05, 2021