BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,385 COMMITMENTS 0 1,380 78 8,098 7,331 8,176 8,789 1,209 596 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 63) -13 -24 -67 -64 57 -144 -34 207 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.7 0.8 86.3 78.1 87.1 93.6 12.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 8 4 20 18 24 26 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,390 COMMITMENTS 12,666 3,299 679 9,857 14,504 23,202 18,482 2,188 6,908 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 700) 71 212 109 511 143 691 464 9 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 13.0 2.7 38.8 57.1 91.4 72.8 8.6 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 14 12 19 22 35 42 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,172 COMMITMENTS 800 1,207 229 5,203 5,333 6,232 6,769 940 403 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -64) -121 -134 2 29 46 -90 -86 26 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 16.8 3.2 72.5 74.4 86.9 94.4 13.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 4 6 28 21 35 28 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,143 COMMITMENTS 121,311 37,760 52,294 84,457 160,801 258,062 250,855 26,081 33,288 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 9,117) 4,455 1,695 5,177 -1,007 2,889 8,625 9,761 492 -644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 13.3 18.4 29.7 56.6 90.8 88.3 9.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 144 54 103 71 86 263 208 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,652 COMMITMENTS 125,535 41,679 54,299 124,731 199,358 304,565 295,336 33,087 42,316 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 1,759) 5,075 -151 -2,604 -491 4,620 1,980 1,865 -221 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 12.3 16.1 36.9 59.0 90.2 87.5 9.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 124 69 111 101 157 285 295 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,116 COMMITMENTS 662 333 64 1,332 2,242 2,058 2,639 1,058 477 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 25) -64 80 -32 89 40 -7 88 32 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 10.7 2.1 42.7 72.0 66.0 84.7 34.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 13 8 5 14 14 29 25 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,407 COMMITMENTS 20,241 13,391 6,743 14,424 10,429 41,408 30,563 5,999 16,844 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -662) 1,246 -1,951 -1,480 362 856 128 -2,575 -790 1,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 28.2 14.2 30.4 22.0 87.3 64.5 12.7 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 56 31 40 36 57 115 110 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,036 COMMITMENTS 2,058 13,312 757 23,395 12,503 26,210 26,572 826 464 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 2,034) 64 660 163 1,807 1,247 2,034 2,070 0 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 49.2 2.8 86.5 46.2 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 10 7 23 24 32 39 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,323 COMMITMENTS 9,714 2,930 32 17,831 24,703 27,577 27,665 1,746 1,658 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,516) -778 -1,937 32 -213 44 -959 -1,861 -557 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 10.0 0.1 60.8 84.2 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 8 1 7 8 23 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 164,199 COMMITMENTS 48,462 41,944 1,454 68,228 102,279 118,144 145,677 46,055 18,522 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 2,029) 1,676 261 -84 861 3,293 2,453 3,470 -424 -1,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 25.5 0.9 41.6 62.3 72.0 88.7 28.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 28 24 11 37 26 72 54 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,770 COMMITMENTS 16,086 11,817 258 17,012 7,055 33,356 19,130 9,414 23,640 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 4,468) 3,628 2,231 99 801 -107 4,528 2,223 -60 2,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 27.6 0.6 39.8 16.5 78.0 44.7 22.0 55.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 12 3 10 11 22 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,497 COMMITMENTS 58,089 73,202 924 71,095 58,821 130,108 132,947 6,389 3,550 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 6,293) 5,677 -104 394 -237 5,881 5,834 6,171 459 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 53.6 0.7 52.1 43.1 95.3 97.4 4.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 58 36 8 28 28 91 67 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 139,779 COMMITMENTS 47,222 22,263 779 57,584 89,164 105,585 112,206 34,194 27,573 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -6,333) -4,621 -7,761 -79 92 -1,042 -4,608 -8,882 -1,725 2,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 15.9 0.6 41.2 63.8 75.5 80.3 24.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 30 17 9 33 35 65 59 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,091 COMMITMENTS 24,724 84,205 1,414 121,115 40,234 147,253 125,853 18,838 40,238 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 5,510) -2,800 3,156 -140 9,017 1,048 6,077 4,064 -567 1,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 50.7 0.9 72.9 24.2 88.7 75.8 11.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 22 32 9 41 35 65 74 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 645,121 COMMITMENTS 194,763 121,024 7,445 351,292 472,620 553,500 601,089 91,621 44,032 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 3,693) -737 18,846 311 772 -15,933 346 3,224 3,347 469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 18.8 1.2 54.5 73.3 85.8 93.2 14.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 90 39 29 121 92 218 153 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,092 COMMITMENTS 5,548 2,212 514 7,717 17,091 13,779 19,817 12,313 6,275 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 268) -24 67 44 -545 722 -525 833 793 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 8.5 2.0 29.6 65.5 52.8 76.0 47.2 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 2 9 11 16 16 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,157 COMMITMENTS 4,391 5,445 105 7,259 12,002 11,755 17,552 9,402 3,605 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 25.7 0.5 34.3 56.7 55.6 83.0 44.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 1 11 10 17 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 65,860 COMMITMENTS 10,888 36,197 921 51,342 26,123 63,151 63,241 2,709 2,619 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 18,611) -1,403 -1,343 -356 20,138 19,938 18,379 18,239 232 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 55.0 1.4 78.0 39.7 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 31 23 4 15 15 47 42 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,805 COMMITMENTS 18,945 14,899 1,538 10,971 16,988 31,454 33,425 5,351 3,380 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,448) -1,409 -731 -445 920 -354 -934 -1,530 -514 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 40.5 4.2 29.8 46.2 85.5 90.8 14.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 28 23 10 15 15 46 45 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,684 COMMITMENTS 5,981 3,865 0 5,499 7,237 11,480 11,102 1,204 1,582 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 102) 171 105 0 -79 0 92 105 10 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 30.5 0.0 43.4 57.1 90.5 87.5 9.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 9 0 9 4 19 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,217,238 COMMITMENTS 2513727 1755621 2675277 5411299 5883321 10600303 10314219 616,935 903,019 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 346,690) -44,257 17,734 94,282 272,945 226,971 322,970 338,987 23,720 7,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 15.7 23.8 48.2 52.4 94.5 91.9 5.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 51 45 79 114 119 207 208 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 9,322 COMMITMENTS 5,676 7,891 552 498 203 6,726 8,646 2,596 676 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -575) 135 -55 -427 -51 25 -343 -457 -232 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 84.6 5.9 5.3 2.2 72.2 92.7 27.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 44 29 10 2 2 52 36 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 443,839 COMMITMENTS 43,789 59,016 91,615 307,519 292,973 442,923 443,604 916 235 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 16,308) 14,658 6,397 -5,721 7,363 15,708 16,300 16,384 8 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 13.3 20.6 69.3 66.0 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 22 28 34 34 35 79 78 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 249,559 COMMITMENTS 86,904 38,168 44,504 118,102 166,758 249,510 249,430 49 129 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 20,157) 4,234 13,914 3,556 12,402 2,742 20,192 20,212 -35 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 15.3 17.8 47.3 66.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 24 27 32 26 36 63 82 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 529,023 COMMITMENTS 61,730 67,115 15,959 393,077 392,014 470,766 475,088 58,257 53,935 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 20,986) 732 456 7,010 8,987 2,865 16,729 10,331 4,257 10,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 12.7 3.0 74.3 74.1 89.0 89.8 11.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524) 88 72 50 267 238 379 336 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| 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: 25,137 COMMITMENTS 4,436 6,604 25 17,290 17,444 21,751 24,073 3,386 1,064 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -130) -99 748 25 215 -880 141 -107 -271 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 26.3 0.1 68.8 69.4 86.5 95.8 13.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 1 20 7 24 11 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,564,664 COMMITMENTS 306,648 356,979 41,646 1934032 1946028 2282326 2344653 282,338 220,011 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 24,480) 1,660 23,685 -3,099 13,580 286 12,141 20,872 12,339 3,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 13.9 1.6 75.4 75.9 89.0 91.4 11.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 523) 87 72 49 266 237 376 335 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| 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: 53,299 COMMITMENTS 17,537 683 0 32,051 51,517 49,588 52,200 3,711 1,099 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 363) 201 -333 0 470 1,488 671 1,155 -308 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 1.3 0.0 60.1 96.7 93.0 97.9 7.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 2 0 25 10 32 12 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| 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: 24,779 COMMITMENTS 935 0 0 20,790 23,948 21,725 23,948 3,054 831 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 416) 10 0 0 2,228 484 2,238 484 -1,822 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 83.9 96.6 87.7 96.6 12.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 10 11 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 45,433 COMMITMENTS 6,874 1,514 168 28,903 40,394 35,945 42,076 9,488 3,357 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,178) 3 -1,125 -17 -1,663 -259 -1,677 -1,401 499 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 3.3 0.4 63.6 88.9 79.1 92.6 20.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 4 3 33 32 44 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,446 COMMITMENTS 9,619 13,192 731 27,661 22,598 38,011 36,521 6,435 7,925 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 91) -327 714 307 59 -1,141 39 -119 52 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 29.7 1.6 62.2 50.8 85.5 82.2 14.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 51 68 17 102 116 161 193 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 222,230 COMMITMENTS 48,096 65,961 3,653 138,306 112,990 190,055 182,604 32,175 39,626 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 453) -1,635 3,572 1,536 294 -5,705 195 -597 258 1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 29.7 1.6 62.2 50.8 85.5 82.2 14.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 51 68 17 102 116 161 193 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 73,585 COMMITMENTS 21,269 56,094 3,803 8,613 554 33,685 60,451 39,900 13,134 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 76.2 5.2 11.7 0.8 45.8 82.2 54.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 9 2 3 2 11 11 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,335 COMMITMENTS 66,607 54,344 761 42,450 61,087 109,818 116,192 27,517 21,143 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 4,059) 7,575 1,254 -188 1,547 963 8,934 2,029 -4,875 2,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 39.6 0.6 30.9 44.5 80.0 84.6 20.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 22 19 11 26 22 55 45 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 471,978 COMMITMENTS 58,125 68,125 2,896 381,499 383,143 442,520 454,164 29,458 17,814 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -18,546) -23,723 -4,483 951 4,565 -13,529 -18,207 -17,061 -339 -1,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 14.4 0.6 80.8 81.2 93.8 96.2 6.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 65 40 18 157 132 227 185 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 33,230 COMMITMENTS 1,957 548 0 29,258 32,409 31,215 32,957 2,015 273 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 9,501) 31 0 0 9,664 9,533 9,695 9,533 -194 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.6 0.0 88.0 97.5 93.9 99.2 6.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 0 16 11 19 12 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 14,624 COMMITMENTS 1,972 6,176 9 7,918 3,696 9,899 9,881 4,725 4,743 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 277) 139 423 7 1 -10 147 420 130 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 42.2 0.1 54.1 25.3 67.7 67.6 32.3 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 2 7 5 13 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,660 COMMITMENTS 9,689 2,403 381 14,507 12,063 24,577 14,847 7,083 16,813 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 454) -194 780 -14 612 34 404 800 50 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 7.6 1.2 45.8 38.1 77.6 46.9 22.4 53.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 3 3 20 20 32 25 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| 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: 173,884 COMMITMENTS 49,057 462 7,913 115,682 165,460 172,652 173,835 1,232 49 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 3,407) -2,253 62 547 4,083 2,819 2,377 3,428 1,030 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 0.3 4.6 66.5 95.2 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 26 4 5 36 29 63 38
Updated April 02, 2021