BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,685 COMMITMENTS 74 2,777 48 6,666 4,546 6,788 7,371 897 314 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 508) 0 294 -1 397 309 396 602 112 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 36.1 0.6 86.7 59.2 88.3 95.9 11.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 9 4 27 21 32 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,671 COMMITMENTS 7,728 4,736 600 12,529 13,566 20,857 18,902 2,814 4,769 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,384) 698 -336 -216 608 1,896 1,090 1,344 294 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 20.0 2.5 52.9 57.3 88.1 79.9 11.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 13 16 11 16 29 35 50 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,208 COMMITMENTS 330 2,500 427 6,713 4,742 7,470 7,669 738 539 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 586) 92 475 33 415 54 540 562 46 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 30.5 5.2 81.8 57.8 91.0 93.4 9.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 7 7 30 19 39 27 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,364 COMMITMENTS 2,987 748 162 2,736 4,226 5,885 5,136 479 1,228 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 972) 512 46 0 405 655 917 701 55 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 11.8 2.5 43.0 66.4 92.5 80.7 7.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 4 9 7 16 11 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,263 COMMITMENTS 99,071 33,889 45,334 75,285 124,341 219,690 203,564 17,573 33,699 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -14,253) -8,810 -2,448 -4,327 -321 -5,408 -13,458 -12,183 -795 -2,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 14.3 19.1 31.7 52.4 92.6 85.8 7.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 103 67 93 62 88 224 203 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,771 COMMITMENTS 94,585 46,094 34,175 119,928 159,753 248,688 240,022 28,083 36,749 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -5,478) 3,071 -2,631 -729 -5,352 -1,349 -3,010 -4,709 -2,468 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 16.7 12.3 43.3 57.7 89.9 86.7 10.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 105 89 99 83 136 246 283 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,039 COMMITMENTS 557 191 72 581 1,188 1,210 1,451 829 588 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 47) 78 -2 1 -20 41 59 40 -12 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 9.4 3.5 28.5 58.3 59.3 71.2 40.7 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 4 1 12 12 23 17 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,103 COMMITMENTS 13,983 13,509 5,630 11,433 7,888 31,046 27,027 7,057 11,076 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -15) 765 46 -217 -539 528 9 357 -24 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 35.5 14.8 30.0 20.7 81.5 70.9 18.5 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 50 45 50 51 39 129 114 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,407 COMMITMENTS 1,915 8,214 587 15,676 9,109 18,178 17,910 229 497 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 147) -263 -210 142 272 269 151 201 -4 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 44.6 3.2 85.2 49.5 98.8 97.3 1.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 12 7 21 19 32 33 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,589 COMMITMENTS 31,551 9,380 126 18,778 43,119 50,455 52,625 3,134 964 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -1,182) 1,358 -1,505 126 -2,610 13 -1,126 -1,366 -56 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.9 17.5 0.2 35.0 80.5 94.2 98.2 5.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 44 8 1 16 8 61 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,912 COMMITMENTS 40,380 51,304 1,910 72,675 80,512 114,965 133,726 38,947 20,186 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 26,085) 17,998 1,062 492 5,872 25,437 24,362 26,991 1,723 -906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 33.3 1.2 47.2 52.3 74.7 86.9 25.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 27 24 13 40 38 76 66 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,600 COMMITMENTS 2,365 19,949 24 44,662 11,309 47,051 31,282 8,549 24,318 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -1,741) -1,195 3,417 5 -665 -4,055 -1,855 -633 114 -1,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 35.9 0.0 80.3 20.3 84.6 56.3 15.4 43.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 20 3 17 16 23 37 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 164,268 COMMITMENTS 70,192 108,763 1,278 86,864 50,405 158,334 160,446 5,934 3,822 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -7,486) -3,937 -5,000 -487 -3,419 -2,119 -7,843 -7,606 357 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 66.2 0.8 52.9 30.7 96.4 97.7 3.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 53 46 13 27 28 86 81 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 158,961 COMMITMENTS 49,112 47,497 2,470 79,459 81,840 131,041 131,807 27,920 27,154 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -13,868) 2,318 -11,276 -275 -19,053 3,519 -17,010 -8,032 3,142 -5,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 29.9 1.6 50.0 51.5 82.4 82.9 17.6 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 21 34 9 37 46 65 82 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 266,750 COMMITMENTS 35,713 138,447 2,212 207,735 85,095 245,660 225,754 21,090 40,996 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 23,133) -97 26,003 700 22,175 -5,373 22,778 21,330 355 1,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 51.9 0.8 77.9 31.9 92.1 84.6 7.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 20 50 12 40 37 66 93 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 679,418 COMMITMENTS 193,320 205,427 8,653 389,682 407,255 591,655 621,335 87,763 58,083 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -15,911) -9,192 -15,483 793 -6,542 2,078 -14,941 -12,612 -970 -3,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 30.2 1.3 57.4 59.9 87.1 91.5 12.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 93 60 25 129 95 230 172 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,327 COMMITMENTS 4,524 4,406 195 12,511 20,489 17,230 25,090 14,097 6,237 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 335) 458 -18 -49 692 -13 1,101 -80 -766 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 14.1 0.6 39.9 65.4 55.0 80.1 45.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 2 1 12 11 18 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,697 COMMITMENTS 4,639 10,248 766 10,608 10,215 16,013 21,229 8,684 3,468 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -3,591) -4,387 2,282 765 -1,075 -6,099 -4,697 -3,052 1,106 -539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 41.5 3.1 43.0 41.4 64.8 86.0 35.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 1 11 9 17 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 29,983 COMMITMENTS 16,399 17,057 143 9,906 10,021 26,448 27,221 3,535 2,762 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 2,645) 1,950 2,235 8 306 314 2,264 2,557 381 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.7 56.9 0.5 33.0 33.4 88.2 90.8 11.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 29 21 3 13 10 43 34 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,730 COMMITMENTS 21,004 14,564 901 11,194 18,792 33,099 34,257 4,631 3,473 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 390) 537 2,845 260 -1,392 -1,945 -595 1,160 985 -770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.7 38.6 2.4 29.7 49.8 87.7 90.8 12.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 38 25 11 25 21 69 51 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,805 COMMITMENTS 7,667 3,954 601 4,111 7,556 12,379 12,111 1,426 1,694 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -1,189) 57 -1,500 599 -2,008 -9 -1,352 -910 163 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 28.6 4.4 29.8 54.7 89.7 87.7 10.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 9 2 9 9 20 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,424,747 COMMITMENTS 1565312 2346512 2419380 7876268 6795562 11860960 11561454 563,787 863,293 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -412,552) -126,585 -208,985 -223,168 -60,096 -7,011 -409,849 -439,164 -2,703 26,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 18.9 19.5 63.4 54.7 95.5 93.1 4.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 37 58 77 126 133 209 229 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 13,605 COMMITMENTS 7,069 9,915 2,182 486 240 9,737 12,337 3,868 1,268 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 2,687) 225 1,645 548 -203 106 570 2,299 2,117 388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 72.9 16.0 3.6 1.8 71.6 90.7 28.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 51 41 26 3 3 72 55 MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Bitcoin X $0.10) OPEN INTEREST: 61,604 COMMITMENTS 50,268 51,900 5,264 133 2,891 55,665 60,055 5,939 1,549 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 10,667) 9,973 10,277 -237 -16 243 9,720 10,283 947 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 81.6 84.2 8.5 0.2 4.7 90.4 97.5 9.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 93 26 4 1 2 95 31 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 976,156 COMMITMENTS 133,013 144,144 162,795 679,051 667,887 974,859 974,826 1,297 1,330 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 56,070) 40,184 21,266 -21,733 37,032 55,824 55,483 55,357 587 713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 14.8 16.7 69.6 68.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 27 37 42 47 56 101 110 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 189,860 COMMITMENTS 31,686 54,366 39,925 118,151 95,397 189,762 189,688 98 172 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 19,830) 199 -2,206 5,421 14,222 16,622 19,842 19,837 -12 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 28.6 21.0 62.2 50.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 16 25 25 26 31 58 66 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 477,317 COMMITMENTS 70,031 56,507 11,920 343,730 360,785 425,682 429,213 51,636 48,105 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -3,315) -5,949 284 568 2,922 -6,656 -2,459 -5,804 -856 2,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 11.8 2.5 72.0 75.6 89.2 89.9 10.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526) 91 75 45 266 234 375 336 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| 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: 30,185 COMMITMENTS 1,700 2,328 0 24,798 26,774 26,498 29,102 3,687 1,083 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 857) 393 68 0 251 1,112 644 1,180 213 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 7.7 0.0 82.2 88.7 87.8 96.4 12.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 3 0 17 10 22 13 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,386,587 COMMITMENTS 350,155 282,536 59,602 1718651 1803926 2128408 2146064 258,179 240,523 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -16,576) -29,746 1,418 2,840 14,612 -33,280 -12,294 -29,022 -4,282 12,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 11.8 2.5 72.0 75.6 89.2 89.9 10.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526) 91 75 45 266 234 375 336 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| 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: 33,303 COMMITMENTS 3,073 678 0 26,555 31,941 29,628 32,619 3,675 684 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,420) 638 -253 0 693 1,790 1,331 1,537 89 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 2.0 0.0 79.7 95.9 89.0 97.9 11.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 2 0 23 12 28 14 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| 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: 23,236 COMMITMENTS 428 262 0 21,081 22,032 21,509 22,294 1,727 942 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 203) -219 0 0 453 -26 234 -26 -31 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.1 0.0 90.7 94.8 92.6 95.9 7.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 7 13 8 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 40,082 COMMITMENTS 8,327 1,678 130 22,948 34,714 31,405 36,522 8,677 3,560 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 950) 741 633 64 753 702 1,558 1,399 -608 -449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 4.2 0.3 57.3 86.6 78.4 91.1 21.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 4 4 33 30 45 37 ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (50 Index Points) OPEN INTEREST: 5,024 COMMITMENTS 2,791 3,888 445 208 93 3,444 4,426 1,580 598 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 347) 63 120 185 -8 -25 240 280 107 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 77.4 8.9 4.1 1.9 68.6 88.1 31.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 32 17 7 1 2 36 24 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,473 COMMITMENTS 12,116 12,727 1,025 27,002 24,917 40,143 38,669 7,330 8,804 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,350) -19 429 231 1,542 32 1,754 692 -404 658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 26.8 2.2 56.9 52.5 84.6 81.5 15.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 72 76 29 79 88 161 184 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 237,365 COMMITMENTS 60,578 63,635 5,127 135,012 124,584 200,717 193,346 36,648 44,019 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 6,750) -93 2,146 1,155 7,710 158 8,772 3,459 -2,022 3,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 26.8 2.2 56.9 52.5 84.6 81.5 15.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 72 76 29 79 88 161 184 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 69,594 COMMITMENTS 38,802 36,525 3,321 703 291 42,826 40,137 26,768 29,457 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 2,627) 11,633 -11,073 1,143 298 -1,286 13,074 -11,216 -10,447 13,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 52.5 4.8 1.0 0.4 61.5 57.7 38.5 42.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 10 5 2 1 16 13 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,531 COMMITMENTS 11,632 87,690 3,649 121,502 40,191 136,783 131,530 21,748 27,001 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -19,401) 439 -11,111 -569 -24,674 -3,985 -24,804 -15,665 5,403 -3,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 55.3 2.3 76.6 25.4 86.3 83.0 13.7 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 12 32 11 25 26 43 63 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 457,361 COMMITMENTS 56,745 116,066 3,936 364,548 318,718 425,229 438,720 32,132 18,641 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 5,394) -7,251 3,364 -904 11,391 3,097 3,236 5,557 2,158 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 25.4 0.9 79.7 69.7 93.0 95.9 7.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 56 50 20 149 137 213 199 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 26,353 COMMITMENTS 6,204 221 0 18,388 25,536 24,592 25,757 1,761 596 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -5,123) 205 -215 0 -5,808 -5,201 -5,603 -5,416 480 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 0.8 0.0 69.8 96.9 93.3 97.7 6.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 1 0 13 8 20 9 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 16,977 COMMITMENTS 2,371 1,159 27 9,546 13,336 11,944 14,522 5,033 2,455 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -571) 204 186 0 -1,250 4 -1,046 190 475 -761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 6.8 0.2 56.2 78.6 70.4 85.5 29.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 1 10 4 16 9 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,615 COMMITMENTS 5,746 4,602 1,318 41,427 12,501 48,491 18,421 6,124 36,194 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -1,556) -3,112 352 357 2,496 269 -259 978 -1,297 -2,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 8.4 2.4 75.9 22.9 88.8 33.7 11.2 66.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 16 8 4 32 21 49 32 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| 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: 239,978 COMMITMENTS 63,835 2,038 10,936 164,802 226,947 239,573 239,921 405 57 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -3,630) -5,906 240 -159 2,395 -3,706 -3,670 -3,625 40 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 0.8 4.6 68.7 94.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 28 7 6 38 30 68 42
Updated October 22, 2021