BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,711 COMMITMENTS 86 961 294 8,454 8,016 8,834 9,271 877 440 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 224) -30 23 30 332 282 332 335 -108 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.9 3.0 87.1 82.5 91.0 95.5 9.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 7 24 22 31 32 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,737 COMMITMENTS 11,595 3,368 775 8,213 13,247 20,583 17,390 2,154 5,347 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,054) 441 -180 171 367 584 979 575 75 479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 14.8 3.4 36.1 58.3 90.5 76.5 9.5 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 8 16 14 19 22 36 43 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,025 COMMITMENTS 979 1,442 212 5,188 5,009 6,379 6,663 646 362 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 197) 18 177 -4 184 76 198 249 -1 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 20.5 3.0 73.9 71.3 90.8 94.8 9.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 6 28 23 35 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,886 COMMITMENTS 105,123 34,243 53,514 78,259 137,757 236,896 225,514 20,990 32,372 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 4,612) 3,159 -2,565 1,900 -96 4,928 4,963 4,263 -351 349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 13.3 20.8 30.3 53.4 91.9 87.4 8.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 119 65 102 56 86 238 210 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,763 COMMITMENTS 129,826 40,319 55,680 121,520 198,663 307,026 294,662 28,737 41,101 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 289) -3,922 2,772 5,870 -1,308 -6,176 640 2,466 -351 -2,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 12.0 16.6 36.2 59.2 91.4 87.8 8.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 117 74 113 102 165 286 304 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,293 COMMITMENTS 847 380 75 1,359 2,293 2,281 2,748 1,012 545 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 123) -89 26 9 146 59 66 94 57 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 11.5 2.3 41.3 69.6 69.3 83.4 30.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 9 6 14 14 30 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,000 COMMITMENTS 17,928 16,060 4,208 14,019 8,041 36,155 28,309 5,845 13,691 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -467) 855 1,167 -1,912 483 523 -574 -222 107 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 38.2 10.0 33.4 19.1 86.1 67.4 13.9 32.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 42 38 35 41 50 104 109 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,649 COMMITMENTS 1,650 12,298 637 21,653 11,362 23,940 24,297 709 352 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 873) 231 443 50 657 367 938 860 -65 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 49.9 2.6 87.8 46.1 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 10 6 19 25 29 38 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,019 COMMITMENTS 10,222 10,481 0 18,839 19,052 29,061 29,533 1,958 1,486 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 571) 490 218 0 195 279 685 497 -114 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 33.8 0.0 60.7 61.4 93.7 95.2 6.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 20 14 0 10 8 30 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 166,868 COMMITMENTS 46,899 37,767 1,748 68,966 109,887 117,613 149,402 49,255 17,466 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 7,602) 1,878 910 278 419 7,752 2,575 8,940 5,027 -1,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 22.6 1.0 41.3 65.9 70.5 89.5 29.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 32 24 12 33 32 72 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,002 COMMITMENTS 21,561 10,038 872 14,875 27,410 37,308 38,320 15,694 14,682 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 4,909) 5,816 2,664 333 1,127 -429 7,276 2,568 -2,367 2,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 18.9 1.6 28.1 51.7 70.4 72.3 29.6 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 13 14 4 16 13 31 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 165,600 COMMITMENTS 54,655 51,630 6,998 97,188 103,432 158,841 162,060 6,759 3,540 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 2,278) -3,015 -4,628 4,419 2,035 2,246 3,439 2,037 -1,161 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 31.2 4.2 58.7 62.5 95.9 97.9 4.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 60 35 15 28 26 93 73 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,721 COMMITMENTS 68,266 37,288 2,084 66,953 111,588 137,303 150,960 39,418 25,761 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 5,503) 7,997 -814 267 -721 6,056 7,543 5,509 -2,040 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 21.1 1.2 37.9 63.1 77.7 85.4 22.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 35 26 11 34 42 75 73 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 183,247 COMMITMENTS 66,670 38,048 1,708 89,663 117,750 158,041 157,506 25,206 25,741 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -4,872) -62 8,498 -905 -3,101 -10,500 -4,068 -2,907 -804 -1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 20.8 0.9 48.9 64.3 86.2 86.0 13.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 32 24 13 39 34 77 65 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 696,916 COMMITMENTS 228,501 90,136 6,637 366,500 560,917 601,638 657,690 95,278 39,226 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 21,155) 5,606 7,247 -587 13,744 14,405 18,763 21,065 2,392 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 12.9 1.0 52.6 80.5 86.3 94.4 13.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 108 36 30 123 86 239 144 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,684 COMMITMENTS 8,786 1,984 520 7,791 19,475 17,097 21,979 11,587 6,705 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 914) 589 770 0 40 45 629 815 285 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 6.9 1.8 27.2 67.9 59.6 76.6 40.4 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 2 2 10 10 20 13 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 18,742 COMMITMENTS 4,205 5,155 96 5,072 8,805 9,373 14,056 9,369 4,686 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,123) 1,006 1,210 0 -62 -545 944 665 179 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 27.5 0.5 27.1 47.0 50.0 75.0 50.0 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 1 9 10 15 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,249 COMMITMENTS 11,503 27,440 444 21,023 6,842 32,970 34,726 3,279 1,523 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 963) 1,997 -272 442 -1,282 1,445 1,157 1,615 -194 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 75.7 1.2 58.0 18.9 91.0 95.8 9.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 27 17 4 15 10 44 30 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,209 COMMITMENTS 30,422 15,773 896 10,393 28,760 41,711 45,429 6,498 2,780 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 106) 179 -759 19 -297 619 -99 -121 205 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 32.7 1.9 21.6 59.7 86.5 94.2 13.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 44 19 8 19 16 65 41 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,505 COMMITMENTS 9,603 3,823 1 2,638 8,190 12,242 12,014 1,263 1,491 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -497) 1,069 -132 1 -1,349 -429 -279 -560 -218 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.1 28.3 0.0 19.5 60.6 90.6 89.0 9.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 10 1 8 6 21 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,575,108 COMMITMENTS 2372370 1619872 3084042 5575667 6041143 11032079 10745057 543,029 830,051 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 195,421) 284,781 95,669 -55,663 9,658 157,380 238,776 197,386 -43,355 -1,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 14.0 26.6 48.2 52.2 95.3 92.8 4.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 55 50 82 114 122 216 215 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 10,572 COMMITMENTS 6,559 8,644 751 370 269 7,680 9,664 2,892 908 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -854) -113 -921 -130 5 49 -238 -1,002 -616 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 81.8 7.1 3.5 2.5 72.6 91.4 27.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 54 24 15 2 3 62 38 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 478,355 COMMITMENTS 39,441 46,819 109,353 329,255 320,524 478,049 476,696 306 1,659 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 14,462) 3,227 -986 -5,011 16,144 19,076 14,360 13,079 102 1,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 9.8 22.9 68.8 67.0 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 26 27 37 33 37 78 84 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 255,102 COMMITMENTS 81,581 16,967 43,141 130,221 194,788 254,943 254,896 159 206 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 21,881) 17,085 -4,440 -1,834 6,560 28,044 21,811 21,770 70 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 6.7 16.9 51.0 76.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 23 30 23 36 60 76 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 556,649 COMMITMENTS 70,638 73,035 20,159 406,513 410,282 497,310 503,476 59,339 53,173 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 4,278) 2,281 -8,478 2,268 1,997 11,960 6,546 5,750 -2,268 -1,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 13.1 3.6 73.0 73.7 89.3 90.4 10.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542) 89 77 51 271 244 380 352 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| 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: 13,164 COMMITMENTS 0 1,180 0 12,072 10,822 12,072 12,002 1,092 1,162 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 334) 0 160 -135 736 194 601 219 -267 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.0 91.7 82.2 91.7 91.2 8.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 8 13 8 16 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| 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: 26,503 COMMITMENTS 1,987 5,651 0 21,941 19,212 23,928 24,863 2,575 1,640 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,005) 372 -609 0 657 1,274 1,029 665 -24 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 21.3 0.0 82.8 72.5 90.3 93.8 9.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 0 18 12 22 15 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,652,739 COMMITMENTS 355,414 386,701 62,785 1968877 1953264 2387076 2402750 265,663 249,989 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 16,444) 8,396 -40,178 5,117 23,602 46,235 37,115 11,174 -20,671 5,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 14.6 2.4 74.2 73.6 90.0 90.6 10.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541) 87 79 49 269 244 377 351 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| 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: 50,418 COMMITMENTS 20,102 898 0 26,591 48,868 46,693 49,766 3,725 652 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 3,838) 1,112 270 0 2,627 3,820 3,739 4,090 99 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 1.8 0.0 52.7 96.9 92.6 98.7 7.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 2 0 19 13 25 15 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| 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: 19,363 COMMITMENTS 935 1,111 0 15,663 17,938 16,598 19,049 2,765 314 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 628) 0 0 0 647 557 647 557 -19 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 5.7 0.0 80.9 92.6 85.7 98.4 14.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 11 8 13 9 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| 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: 17,918 COMMITMENTS 262 760 0 15,672 16,176 15,934 16,936 1,984 982 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 4.2 0.0 87.5 90.3 88.9 94.5 11.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 10 7 11 9 S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| 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: 125,938 COMMITMENTS 0 3,000 0 125,438 122,438 125,438 125,438 500 500 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 99.6 97.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 14 11 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 50,452 COMMITMENTS 6,832 2,015 210 34,274 45,054 41,316 47,279 9,136 3,173 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -600) -206 -681 -46 -171 293 -423 -434 -177 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 4.0 0.4 67.9 89.3 81.9 93.7 18.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 12 5 2 37 28 49 35 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,014 COMMITMENTS 13,507 14,585 1,008 25,856 25,276 40,371 40,869 7,643 7,145 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 943) -1,537 3,762 -17 2,388 -2,435 834 1,310 109 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 30.4 2.1 53.9 52.6 84.1 85.1 15.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 51 66 27 105 114 173 191 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,070 COMMITMENTS 67,535 72,923 5,040 129,279 126,380 201,854 204,343 38,216 35,727 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 4,717) -7,683 18,810 -86 11,940 -12,175 4,171 6,549 546 -1,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 30.4 2.1 53.9 52.6 84.1 85.1 15.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 51 66 27 105 114 173 191 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 56,560 COMMITMENTS 14,782 41,752 1,861 4,619 336 21,262 43,949 35,298 12,611 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -4,381) -20,151 35,595 -880 2,190 0 -18,841 34,715 14,460 -39,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 73.8 3.3 8.2 0.6 37.6 77.7 62.4 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 13 10 7 2 1 17 16 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,261 COMMITMENTS 55,664 57,300 2,629 49,301 67,172 107,594 127,101 37,667 18,160 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 4,307) 989 -196 744 870 4,571 2,603 5,119 1,704 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 39.4 1.8 33.9 46.2 74.1 87.5 25.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 31 19 9 26 25 64 46 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 572,716 COMMITMENTS 91,030 100,852 3,327 448,354 447,550 542,711 551,729 30,005 20,987 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 3,177) 3,795 3,823 -2,551 1,530 2,615 2,774 3,887 403 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 17.6 0.6 78.3 78.1 94.8 96.3 5.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 69 55 19 165 131 241 198 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,673 COMMITMENTS 548 492 32 15,169 16,504 15,749 17,028 1,924 645 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,229) 152 -68 -40 333 1,284 445 1,176 784 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 2.8 0.2 85.8 93.4 89.1 96.4 10.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 12 10 14 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,292 COMMITMENTS 17,801 3,149 168 28,449 17,414 46,418 20,731 6,874 32,561 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -1,005) 1,013 -690 133 -1,423 -665 -277 -1,222 -728 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 5.9 0.3 53.4 32.7 87.1 38.9 12.9 61.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 15 7 4 18 26 33 37 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| 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: 173,743 COMMITMENTS 54,081 400 7,932 111,476 165,352 173,489 173,684 254 59 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 409) 785 0 -750 871 1,640 906 890 -497 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 0.2 4.6 64.2 95.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 28 3 6 36 29 66 38
Updated February 26, 2021