BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,903 COMMITMENTS 235 517 847 7,588 7,902 8,670 9,267 1,233 636 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 575) 5 72 -21 433 474 418 525 158 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 5.2 8.6 76.6 79.8 87.5 93.6 12.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 5 6 28 24 34 32 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,224 COMMITMENTS 13,011 1,632 8,954 12,333 18,825 34,298 29,411 3,926 8,814 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,495) 1,655 11 141 976 2,113 2,773 2,265 -277 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 4.3 23.4 32.3 49.2 89.7 76.9 10.3 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 17 10 18 32 32 57 52 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,360 COMMITMENTS 343 31 1,650 5,636 5,939 7,629 7,620 732 740 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 355) 33 -77 23 277 453 333 399 22 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.4 19.7 67.4 71.0 91.2 91.1 8.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 5 32 22 37 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 245,388 COMMITMENTS 78,789 29,387 68,035 76,293 113,080 223,117 210,502 22,270 34,886 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 3,674) 2,046 2,589 1,066 483 -119 3,595 3,536 80 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 12.0 27.7 31.1 46.1 90.9 85.8 9.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 101 76 118 79 88 253 225 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 359,752 COMMITMENTS 98,271 30,066 91,021 133,590 186,494 322,881 307,580 36,870 52,172 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 16,012) 918 4,926 6,603 7,925 1,845 15,446 13,374 566 2,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 8.4 25.3 37.1 51.8 89.8 85.5 10.2 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 109 80 130 155 178 335 332 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,987 COMMITMENTS 1,002 234 196 759 1,995 1,957 2,425 1,030 562 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -133) 115 -43 -34 -58 -128 23 -205 -156 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 7.8 6.6 25.4 66.8 65.5 81.2 34.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 6 4 9 13 23 21 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,928 COMMITMENTS 14,281 12,235 10,856 16,068 10,373 41,206 33,464 7,722 15,464 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -87) 389 1,263 -1,231 5 -279 -837 -247 750 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 25.0 22.2 32.8 21.2 84.2 68.4 15.8 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 47 48 57 63 60 139 142 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,413 COMMITMENTS 921 11,399 4,896 26,445 15,421 32,262 31,717 1,151 1,696 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,248) 553 772 477 1,288 1,013 2,318 2,261 -70 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 34.1 14.7 79.1 46.2 96.6 94.9 3.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 13 11 36 40 52 54 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,217 COMMITMENTS 6,739 5,103 0 14,458 16,495 21,197 21,598 2,020 1,619 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,957) -770 -1,574 -11 -1,114 -428 -1,895 -2,014 -62 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 22.0 0.0 62.3 71.0 91.3 93.0 8.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 17 14 0 11 8 28 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 165,967 COMMITMENTS 41,433 31,465 7,578 75,260 108,191 124,271 147,233 41,696 18,734 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,044) 162 3,793 -290 -2,068 -7,132 -2,196 -3,629 -848 585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 19.0 4.6 45.3 65.2 74.9 88.7 25.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 28 22 16 40 34 76 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,573 COMMITMENTS 20,421 8,463 446 9,322 30,250 30,189 39,159 21,384 12,414 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 213) 3,035 1,180 -811 -501 -549 1,724 -179 -1,511 391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 16.4 0.9 18.1 58.7 58.5 75.9 41.5 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 16 10 2 14 14 32 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,959 COMMITMENTS 57,518 62,605 3,195 83,278 83,577 143,991 149,377 7,968 2,582 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 9,838) 4,882 2,682 1,071 3,689 6,138 9,641 9,891 197 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 41.2 2.1 54.8 55.0 94.8 98.3 5.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 72 25 11 33 29 109 62 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 171,453 COMMITMENTS 49,214 35,459 12,955 71,347 97,497 133,516 145,911 37,937 25,542 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 3,762) 10,460 3,200 -2,062 -6,470 4,952 1,929 6,090 1,833 -2,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 20.7 7.6 41.6 56.9 77.9 85.1 22.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 30 28 23 36 40 82 76 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 200,608 COMMITMENTS 63,716 13,089 6,120 98,601 160,666 168,437 179,875 32,171 20,733 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -18,733) -6,214 -4,601 -2,848 -3,841 -17,102 -12,903 -24,551 -5,830 5,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 6.5 3.1 49.2 80.1 84.0 89.7 16.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 38 21 15 46 36 92 64 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 721,744 COMMITMENTS 228,619 76,178 29,644 360,198 575,390 618,460 681,211 103,283 40,532 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -7,372) 2,731 -6,042 -4,601 -8,434 2,348 -10,304 -8,295 2,932 923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 10.6 4.1 49.9 79.7 85.7 94.4 14.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 101 37 44 124 91 238 159 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,649 COMMITMENTS 7,899 3,863 453 7,745 16,939 16,097 21,255 10,552 5,394 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -464) -546 -576 0 -96 -263 -642 -839 178 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 14.5 1.7 29.1 63.6 60.4 79.8 39.6 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 3 2 11 10 18 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 17,092 COMMITMENTS 3,996 3,413 0 5,216 9,738 9,212 13,151 7,880 3,941 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 178) -7 -419 0 79 73 72 -346 106 524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 20.0 0.0 30.5 57.0 53.9 76.9 46.1 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 0 11 12 16 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,944 COMMITMENTS 12,984 18,716 217 9,060 4,835 22,261 23,768 3,683 2,176 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 3,168) 2,662 5,200 74 706 -2,332 3,442 2,942 -274 226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 72.1 0.8 34.9 18.6 85.8 91.6 14.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 23 4 15 8 39 33 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,767 COMMITMENTS 26,131 11,419 566 11,801 30,019 38,498 42,004 6,270 2,763 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,487) -421 -3,081 17 -1,250 766 -1,654 -2,298 -834 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.4 25.5 1.3 26.4 67.1 86.0 93.8 14.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 38 19 7 20 14 61 37 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,203 COMMITMENTS 8,742 2,289 0 956 7,266 9,698 9,555 1,505 1,648 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,066) -1,531 -364 0 427 -1,103 -1,104 -1,467 38 401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.0 20.4 0.0 8.5 64.9 86.6 85.3 13.4 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 8 0 5 3 15 11 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,703,547 COMMITMENTS 1258510 733,170 8608254 7213945 7571708 17080708 16913132 622,839 790,415 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 1,425,823) 143,881 157,835 722,346 579,421 488,224 1445648 1368406 -19,825 57,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 4.1 48.6 40.7 42.8 96.5 95.5 3.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 57 64 90 120 118 230 222 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 13,024 COMMITMENTS 7,187 10,548 1,629 380 90 9,195 12,266 3,828 758 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 769) 285 626 272 -126 0 431 898 338 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.2 81.0 12.5 2.9 0.7 70.6 94.2 29.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 64 26 21 2 1 76 39 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 481,365 COMMITMENTS 68,631 32,425 120,560 291,940 328,119 481,132 481,105 233 260 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 9,078) 6,570 -8,505 3,821 -1,255 13,855 9,137 9,171 -59 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 6.7 25.0 60.6 68.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 30 17 31 34 33 76 71 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 176,147 COMMITMENTS 35,265 11,692 25,596 115,233 138,738 176,094 176,026 53 121 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 15,262) 18,570 2,839 -1,086 -2,135 13,630 15,349 15,383 -87 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 6.6 14.5 65.4 78.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 27 15 25 23 24 58 56 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 653,063 COMMITMENTS 73,562 76,741 85,027 421,056 424,924 579,645 586,691 73,418 66,372 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 24,188) 3,938 -3,635 11,300 7,507 9,719 22,745 17,383 1,444 6,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 11.8 13.0 64.5 65.1 88.8 89.8 11.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568) 117 77 97 282 272 439 407 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 31,680 COMMITMENTS 1,932 2,296 5,081 10,478 16,420 17,491 23,798 14,189 7,883 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 7.2 16.0 33.1 51.8 55.2 75.1 44.8 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 7 11 7 9 19 22 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| 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: 11,579 COMMITMENTS 484 741 0 9,221 9,921 9,705 10,662 1,874 917 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 6.4 0.0 79.6 85.7 83.8 92.1 16.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 10 9 12 11 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| 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: 17,542 COMMITMENTS 2,021 5,537 109 13,128 10,176 15,258 15,822 2,284 1,720 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,280) 74 -167 0 3,511 2,039 3,585 1,872 -1,305 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 31.6 0.6 74.8 58.0 87.0 90.2 13.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 3 1 17 8 22 12 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,106,913 COMMITMENTS 366,747 380,820 391,132 2052893 2042516 2810772 2814468 296,141 292,445 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 94,405) 13,754 -7,049 48,670 34,892 25,029 97,316 66,650 -2,911 27,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 12.3 12.6 66.1 65.7 90.5 90.6 9.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563) 116 75 93 280 271 434 401 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| 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: 28,522 COMMITMENTS 2,611 636 0 22,669 26,955 25,280 27,591 3,242 931 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 3,020) 1,342 317 0 1,589 2,504 2,931 2,821 89 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 2.2 0.0 79.5 94.5 88.6 96.7 11.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 0 16 10 19 11 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| 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: 22,932 COMMITMENTS 1,076 1,111 0 18,962 21,247 20,038 22,358 2,894 574 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 4.8 0.0 82.7 92.7 87.4 97.5 12.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 10 8 12 9 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 54,552 COMMITMENTS 6,299 2,426 380 37,977 48,654 44,656 51,460 9,896 3,092 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,379) -407 1,338 6 3,157 1,522 2,756 2,866 -377 -487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 4.4 0.7 69.6 89.2 81.9 94.3 18.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 9 6 4 43 31 53 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,232 COMMITMENTS 15,667 10,893 4,242 23,941 28,148 43,851 43,283 7,381 7,949 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 3,075) 1,223 2,257 562 1,250 -334 3,035 2,485 40 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 21.3 8.3 46.7 54.9 85.6 84.5 14.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 53 56 33 100 111 171 182 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 256,159 COMMITMENTS 78,336 54,465 21,212 119,706 140,740 219,254 216,417 36,905 39,743 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 15,375) 6,117 11,287 2,809 6,249 -1,672 15,176 12,424 199 2,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 21.3 8.3 46.7 54.9 85.6 84.5 14.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 53 56 33 100 111 171 182 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 74,637 COMMITMENTS 34,555 57,790 1,243 3,026 398 38,824 59,431 35,813 15,206 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 77.4 1.7 4.1 0.5 52.0 79.6 48.0 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 10 8 3 1 12 16 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,750 COMMITMENTS 59,639 55,295 6,959 54,987 72,422 121,584 134,675 33,166 20,075 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -7,653) 500 -8,396 -3,591 -873 3,059 -3,964 -8,928 -3,689 1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 35.7 4.5 35.5 46.8 78.6 87.0 21.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 24 20 11 32 31 63 55 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 561,890 COMMITMENTS 104,200 88,763 10,332 414,308 442,124 528,840 541,218 33,051 20,672 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 28,984) -8,731 8,924 3,444 33,015 12,003 27,728 24,372 1,256 4,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 15.8 1.8 73.7 78.7 94.1 96.3 5.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 67 48 18 180 127 255 185 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 15,346 COMMITMENTS 257 0 32 13,894 14,681 14,183 14,713 1,163 633 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.2 90.5 95.7 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 10 9 11 10 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 16,252 COMMITMENTS 2,214 5,337 6 8,627 6,291 10,847 11,634 5,405 4,618 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 938) 0 -55 -3 80 -25 77 -83 861 1,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 32.8 0.0 53.1 38.7 66.7 71.6 33.3 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 5 2 7 5 13 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,759 COMMITMENTS 18,130 1,383 87 22,590 15,150 40,807 16,620 6,952 31,139 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 2,010) 2,777 303 17 -454 2,034 2,340 2,354 -330 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 2.9 0.2 47.3 31.7 85.4 34.8 14.6 65.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 16 4 3 21 23 38 29 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 169,385 COMMITMENTS 54,915 380 7,968 105,266 159,942 168,149 168,290 1,236 1,095 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: 15,216) 3,790 0 307 10,221 14,113 14,318 14,420 898 796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 0.2 4.7 62.1 94.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 33 3 8 37 27 71 38
Updated January 15, 2021