BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,758 COMMITMENTS 254 803 1,015 10,387 10,080 11,656 11,899 1,102 859 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 770) -33 -159 -13 929 875 883 703 -113 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 6.3 8.0 81.4 79.0 91.4 93.3 8.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 5 5 30 27 36 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,625 COMMITMENTS 14,278 3,029 10,741 14,680 20,795 39,699 34,565 3,926 9,061 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 221) -434 72 122 629 370 318 565 -97 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 6.9 24.6 33.6 47.7 91.0 79.2 9.0 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 18 13 22 36 34 65 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,301 COMMITMENTS 302 399 2,130 7,939 8,228 10,371 10,757 930 544 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 850) 42 76 89 490 770 620 935 230 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 3.5 18.9 70.3 72.8 91.8 95.2 8.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 5 5 33 24 39 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,986 COMMITMENTS 87,662 28,780 80,899 79,884 126,658 248,446 236,337 24,540 36,649 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 10,500) 5,626 -1,359 4,678 -161 5,940 10,143 9,259 357 1,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 10.5 29.6 29.3 46.4 91.0 86.6 9.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 121 59 120 83 87 265 222 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 381,114 COMMITMENTS 119,403 19,541 91,924 132,514 216,474 343,841 327,940 37,274 53,175 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -2,449) 3,397 -343 -4,872 -1,241 3,875 -2,715 -1,339 266 -1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 5.1 24.1 34.8 56.8 90.2 86.0 9.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 129 71 128 154 185 350 329 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,979 COMMITMENTS 909 244 214 915 1,896 2,038 2,353 941 626 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1) 42 16 44 -23 -147 63 -87 -62 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 8.2 7.2 30.7 63.6 68.4 79.0 31.6 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 6 7 10 17 28 28 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,129 COMMITMENTS 15,720 12,265 8,835 13,985 8,290 38,540 29,391 6,589 15,739 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -2,437) -440 1,686 -1,988 107 -981 -2,321 -1,282 -117 -1,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 27.2 19.6 31.0 18.4 85.4 65.1 14.6 34.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 48 40 50 54 55 136 120 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,043 COMMITMENTS 778 14,292 5,929 31,292 17,237 37,999 37,458 1,043 1,585 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,982) -207 164 469 1,778 1,445 2,039 2,077 -58 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 36.6 15.2 80.1 44.1 97.3 95.9 2.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 13 11 36 42 51 58 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,612 COMMITMENTS 6,213 6,810 21 17,926 16,764 24,160 23,595 1,452 2,017 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 497) -279 -149 4 1,192 379 917 234 -419 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 26.6 0.1 70.0 65.5 94.3 92.1 5.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 16 1 10 8 26 24 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,770 COMMITMENTS 44,579 30,428 7,820 74,463 112,977 126,862 151,225 41,908 17,545 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -10,497) -7,178 -9,320 558 -765 -1,800 -7,386 -10,562 -3,112 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 18.0 4.6 44.1 66.9 75.2 89.6 24.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 33 19 16 39 34 78 63 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,701 COMMITMENTS 22,159 7,749 596 9,997 29,316 32,752 37,662 19,949 15,039 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,629) 4,521 244 -83 1,019 -299 5,456 -138 -2,827 2,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 14.7 1.1 19.0 55.6 62.1 71.5 37.9 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 10 3 15 15 32 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,495 COMMITMENTS 53,347 50,118 2,274 88,572 96,094 144,193 148,487 7,302 3,008 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 101) -4,919 -8,713 749 4,590 7,958 421 -5 -320 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 33.1 1.5 58.5 63.4 95.2 98.0 4.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 67 34 13 30 27 106 66 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 180,608 COMMITMENTS 55,233 44,148 12,620 76,849 96,716 144,702 153,483 35,906 27,125 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 6,141) 5,556 5,343 -885 3,971 2,037 8,642 6,494 -2,502 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 24.4 7.0 42.5 53.6 80.1 85.0 19.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 32 29 21 41 46 84 85 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 203,143 COMMITMENTS 69,121 27,489 5,707 101,680 144,630 176,508 177,827 26,635 25,316 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,077) 6,120 10,263 514 2,460 -17,247 9,094 -6,470 -8,017 7,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 13.5 2.8 50.1 71.2 86.9 87.5 13.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 39 22 18 48 38 96 69 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 729,707 COMMITMENTS 217,188 87,154 35,699 376,194 560,384 629,081 683,237 100,626 46,470 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,538) -22,950 10,837 5,190 21,112 -16,325 3,352 -298 186 3,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 11.9 4.9 51.6 76.8 86.2 93.6 13.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 107 48 52 130 92 252 177 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,395 COMMITMENTS 6,491 1,070 550 7,894 17,583 14,935 19,203 10,460 6,192 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 962) 689 -571 40 140 666 869 135 93 827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 4.2 2.2 31.1 69.2 58.8 75.6 41.2 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 2 2 10 9 18 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,016 COMMITMENTS 12,969 27,418 10 18,351 4,531 31,330 31,959 2,686 2,057 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -5,021) -947 5,172 -368 -2,563 -9,649 -3,878 -4,845 -1,143 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 80.6 0.0 53.9 13.3 92.1 94.0 7.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 27 21 1 15 6 42 28 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,702 COMMITMENTS 30,501 18,845 1,288 12,766 26,713 44,555 46,845 6,147 3,856 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,876) 2,324 5,434 1,027 1,033 -3,150 4,384 3,311 -508 565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.2 37.2 2.5 25.2 52.7 87.9 92.4 12.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 36 23 11 25 15 66 44 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,089 COMMITMENTS 8,000 3,741 0 3,303 7,732 11,303 11,473 1,786 1,616 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,860) -21 770 0 1,462 1,023 1,441 1,793 419 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 28.6 0.0 25.2 59.1 86.4 87.7 13.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 8 0 5 5 15 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 19,654,775 COMMITMENTS 1174098 838,863 9782637 8066601 8243568 19023336 18865068 631,440 789,707 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,064,199) -13,037 98,882 624,660 423,646 310,738 1035268 1034280 28,931 29,919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 4.3 49.8 41.0 41.9 96.8 96.0 3.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 66 60 96 131 134 249 243 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 10,134 COMMITMENTS 5,212 7,942 1,290 428 172 6,930 9,404 3,204 730 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,608) -994 -1,090 -481 -29 76 -1,503 -1,494 -105 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.4 78.4 12.7 4.2 1.7 68.4 92.8 31.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 54 26 19 3 2 66 40 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 472,840 COMMITMENTS 43,429 40,180 126,003 303,248 306,351 472,680 472,533 160 307 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -4,807) -16,742 -2 5,340 6,580 -10,165 -4,822 -4,827 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 8.5 26.6 64.1 64.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 23 31 35 31 33 77 78 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 204,014 COMMITMENTS 57,574 25,518 35,386 110,975 142,976 203,935 203,880 79 134 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -31,499) -885 -1,124 3,157 -33,781 -33,558 -31,509 -31,525 10 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 12.5 17.3 54.4 70.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 20 23 27 26 30 61 65 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 686,747 COMMITMENTS 77,575 81,857 100,190 435,471 439,058 613,236 621,105 73,511 65,641 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 27,916) -1,563 480 15,059 7,837 8,932 21,333 24,471 6,583 3,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 11.9 14.6 63.4 63.9 89.3 90.4 10.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577) 101 92 105 296 276 450 420 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 37,503 COMMITMENTS 3,618 2,861 5,595 19,840 18,374 29,053 26,829 8,451 10,674 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 6,841) 11 2,065 1,724 2,610 962 4,345 4,751 2,496 2,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 7.6 14.9 52.9 49.0 77.5 71.5 22.5 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 8 11 8 7 20 20 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 13,684 COMMITMENTS 0 878 132 11,966 9,155 12,098 10,165 1,586 3,519 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,498) 0 -132 132 2,600 -173 2,732 -173 -234 2,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 1.0 87.4 66.9 88.4 74.3 11.6 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 1 9 10 10 13 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 19,436 COMMITMENTS 2,044 5,212 0 14,663 13,097 16,707 18,309 2,729 1,127 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 152) -437 -156 0 122 399 -315 243 467 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 26.8 0.0 75.4 67.4 86.0 94.2 14.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 0 15 12 19 14 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,246,218 COMMITMENTS 394,924 420,121 447,839 2078154 2103421 2920916 2971380 325,302 274,838 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 105,374) 1,113 1,060 57,688 26,134 39,852 84,935 98,601 20,438 6,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 12.9 13.8 64.0 64.8 90.0 91.5 10.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574) 101 90 100 294 275 445 415 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 44,694 COMMITMENTS 18,482 215 0 20,366 43,360 38,848 43,575 5,846 1,119 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 3,350) 726 215 0 355 3,389 1,081 3,604 2,269 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 0.5 0.0 45.6 97.0 86.9 97.5 13.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 0 17 15 22 16 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 19,112 COMMITMENTS 935 1,111 0 15,603 17,648 16,538 18,759 2,574 353 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 5.8 0.0 81.6 92.3 86.5 98.2 13.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 11 8 13 9 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 52,267 COMMITMENTS 7,388 1,445 486 34,652 47,842 42,526 49,773 9,741 2,494 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,018) -110 -876 117 -1,165 23 -1,158 -736 140 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 2.8 0.9 66.3 91.5 81.4 95.2 18.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 11 5 6 40 31 53 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,662 COMMITMENTS 16,373 10,391 7,984 22,834 28,789 47,191 47,164 8,472 8,498 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,230) -1,102 1,593 1,767 688 -577 1,354 2,784 876 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 18.7 14.3 41.0 51.7 84.8 84.7 15.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 50 58 36 97 108 167 182 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 278,312 COMMITMENTS 81,863 51,957 39,919 114,171 143,946 235,953 235,822 42,358 42,490 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 11,150) -5,509 7,967 8,837 3,442 -2,884 6,770 13,920 4,380 -2,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 18.7 14.3 41.0 51.7 84.8 84.7 15.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 50 58 36 97 108 167 182 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 72,897 COMMITMENTS 52,790 6,584 2,420 558 487 55,768 9,491 17,129 63,406 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -12,864) -1,364 -48,176 1,067 -6 -3,217 -304 -50,326 -12,560 37,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.4 9.0 3.3 0.8 0.7 76.5 13.0 23.5 87.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 9 6 2 1 12 15 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,542 COMMITMENTS 55,957 59,604 7,726 57,952 72,518 121,634 139,847 36,908 18,695 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 2,017) -1,278 2,307 261 2,517 -420 1,500 2,147 517 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 37.6 4.9 36.6 45.7 76.7 88.2 23.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 20 11 29 28 62 53 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 567,444 COMMITMENTS 95,899 93,459 12,120 430,421 442,872 538,440 548,451 29,004 18,993 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -766) 4,347 -2,275 -601 -1,876 5,073 1,870 2,197 -2,636 -2,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 16.5 2.1 75.9 78.0 94.9 96.7 5.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 73 49 25 178 134 260 199 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 16,168 COMMITMENTS 185 666 72 14,549 14,723 14,806 15,461 1,362 707 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 407) 0 239 0 233 15 233 254 174 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 4.1 0.4 90.0 91.1 91.6 95.6 8.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 10 8 11 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,649 COMMITMENTS 17,887 5,019 2 26,934 13,793 44,823 18,814 6,826 32,835 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 4,045) 1,987 2,169 2 2,684 -1,035 4,673 1,136 -628 2,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 9.7 0.0 52.1 26.7 86.8 36.4 13.2 63.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 4 1 19 24 36 29 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 169,145 COMMITMENTS 51,724 400 7,356 109,820 161,350 168,900 169,106 245 39 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,987) 2,112 0 -317 -3,767 -1,670 -1,972 -1,987 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 0.2 4.3 64.9 95.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 3 8 37 28 68 39
Updated February 05, 2021