BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,711 COMMITMENTS 249 1,044 952 9,386 9,017 10,587 11,014 1,124 698 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,047) -5 241 -63 -1,001 -1,063 -1,069 -885 22 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 8.9 8.1 80.1 77.0 90.4 94.0 9.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 6 5 29 26 35 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,194 COMMITMENTS 12,773 2,830 10,016 13,513 18,843 36,301 31,689 3,892 8,505 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,431) -1,506 -198 -725 -1,166 -1,953 -3,397 -2,876 -34 -555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 7.0 24.9 33.6 46.9 90.3 78.8 9.7 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 20 8 21 33 31 59 54 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,958 COMMITMENTS 1,052 127 2,324 6,910 8,039 10,286 10,490 672 468 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -344) 750 -272 194 -1,030 -189 -86 -268 -258 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 1.2 21.2 63.1 73.4 93.9 95.7 6.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 3 8 32 24 40 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,133 COMMITMENTS 91,590 27,845 85,579 83,608 136,268 260,776 249,692 27,356 38,441 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 15,147) 3,927 -934 4,680 3,724 9,610 12,331 13,355 2,816 1,792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 9.7 29.7 29.0 47.3 90.5 86.7 9.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 130 60 122 82 89 269 225 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,822 COMMITMENTS 128,414 17,203 78,513 131,219 224,210 338,147 319,927 34,675 52,895 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -8,292) 9,012 -2,338 -13,411 -1,295 7,737 -5,694 -8,013 -2,598 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 4.6 21.1 35.2 60.1 90.7 85.8 9.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 138 66 126 149 186 355 326 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,014 COMMITMENTS 909 215 169 991 1,997 2,069 2,381 945 633 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 34) -1 -29 -44 75 101 30 27 4 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 7.1 5.6 32.9 66.3 68.6 79.0 31.4 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 15 5 6 11 16 28 25 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,962 COMMITMENTS 16,466 12,570 9,043 13,804 8,085 39,314 29,698 6,649 16,264 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 833) 746 305 209 -181 -206 773 308 60 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 27.3 19.7 30.0 17.6 85.5 64.6 14.5 35.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 52 35 54 53 53 141 122 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,414 COMMITMENTS 766 14,114 5,399 28,083 14,401 34,248 33,914 1,166 1,500 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,629) -12 -178 -530 -3,209 -2,835 -3,752 -3,544 123 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 39.9 15.2 79.3 40.7 96.7 95.8 3.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 14 11 32 36 46 51 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,327 COMMITMENTS 7,851 8,041 0 17,742 17,755 25,593 25,796 1,734 1,531 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,715) 1,638 1,231 -21 -184 991 1,433 2,201 282 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 29.4 0.0 64.9 65.0 93.7 94.4 6.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 21 17 0 11 8 32 25 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,606 COMMITMENTS 43,805 35,301 6,203 72,336 108,146 122,344 149,650 45,262 17,956 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,165) -775 4,873 -1,617 -2,127 -4,831 -4,519 -1,576 3,354 411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 21.1 3.7 43.2 64.5 73.0 89.3 27.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 32 24 15 37 34 76 66 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,363 COMMITMENTS 18,778 7,442 638 13,810 28,536 33,226 36,616 17,137 13,747 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,338) -3,381 -307 42 3,813 -780 474 -1,045 -2,812 -1,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 14.8 1.3 27.4 56.7 66.0 72.7 34.0 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 10 4 17 13 32 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,653 COMMITMENTS 53,121 51,354 2,822 95,204 100,799 151,147 154,975 7,506 3,678 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 7,158) -226 1,236 548 6,632 4,705 6,954 6,489 205 670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 32.4 1.8 60.0 63.5 95.3 97.7 4.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 64 32 11 31 30 103 66 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 189,242 COMMITMENTS 61,699 39,488 14,131 70,413 108,067 146,243 161,685 43,000 27,557 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 8,634) 6,465 -4,660 1,511 -6,435 11,351 1,541 8,202 7,093 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 20.9 7.5 37.2 57.1 77.3 85.4 22.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 34 25 20 38 47 81 83 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 194,569 COMMITMENTS 60,372 25,245 7,327 97,205 134,180 164,904 166,752 29,664 27,817 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -8,574) -8,750 -2,245 1,620 -4,475 -10,450 -11,604 -11,074 3,030 2,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 13.0 3.8 50.0 69.0 84.8 85.7 15.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 34 23 17 44 34 87 65 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 717,791 COMMITMENTS 221,909 84,549 29,776 366,878 557,314 618,563 671,639 99,228 46,152 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -11,915) 4,722 -2,606 -5,923 -9,316 -3,070 -10,517 -11,598 -1,398 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 11.8 4.1 51.1 77.6 86.2 93.6 13.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 105 43 46 133 93 252 168 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,876 COMMITMENTS 7,337 888 485 8,118 19,578 15,940 20,951 10,936 5,925 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,481) 846 -182 -65 224 1,995 1,005 1,748 476 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 3.3 1.8 30.2 72.8 59.3 78.0 40.7 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 2 1 11 11 19 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,453 COMMITMENTS 10,352 27,718 70 20,910 4,664 31,332 32,452 3,121 2,001 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 437) -2,617 300 60 2,559 133 2 493 435 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 80.5 0.2 60.7 13.5 90.9 94.2 9.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 26 18 1 15 7 41 26 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,670 COMMITMENTS 29,133 17,582 1,082 11,662 27,334 41,877 45,998 6,792 2,672 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,032) -1,368 -1,263 -205 -1,104 621 -2,677 -847 645 -1,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.9 36.1 2.2 24.0 56.2 86.0 94.5 14.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 39 24 9 26 13 68 43 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,877 COMMITMENTS 7,787 3,942 0 4,459 8,241 12,246 12,183 1,631 1,694 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 788) -213 201 0 1,156 509 943 710 -155 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.1 28.4 0.0 32.1 59.4 88.2 87.8 11.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 9 0 7 5 17 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 20,374,980 COMMITMENTS 1333842 849,311 10136767 8254929 8528752 19725539 19514831 649,441 860,149 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 720,204) 159,744 10,448 354,130 188,329 285,184 702,203 649,763 18,002 70,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 4.2 49.8 40.5 41.9 96.8 95.8 3.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 62 68 100 130 134 251 250 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 11,853 COMMITMENTS 6,175 9,075 1,721 382 203 8,277 10,998 3,576 855 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,720) 963 1,133 431 -46 31 1,347 1,594 372 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.1 76.6 14.5 3.2 1.7 69.8 92.8 30.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 63 21 19 3 2 75 36 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 470,806 COMMITMENTS 37,484 50,270 124,205 308,900 295,953 470,588 470,427 218 379 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,034) -5,946 10,090 -1,798 5,652 -10,398 -2,092 -2,106 58 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 10.7 26.4 65.6 62.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 24 29 36 32 37 77 82 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 223,893 COMMITMENTS 53,731 24,580 47,309 122,777 151,861 223,817 223,750 76 143 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 19,879) -3,843 -938 11,923 11,802 8,885 19,882 19,870 -3 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 11.0 21.1 54.8 67.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 21 22 27 25 33 59 69 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 687,554 COMMITMENTS 77,727 86,214 102,288 436,813 432,245 616,827 620,747 70,726 66,807 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 807) 152 4,357 2,097 1,342 -6,813 3,591 -359 -2,784 1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 12.5 14.9 63.5 62.9 89.7 90.3 10.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590) 115 93 114 291 274 462 426 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 38,637 COMMITMENTS 3,670 1,018 5,464 22,434 19,925 31,567 26,407 7,069 12,230 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,134) 52 -1,843 -131 2,594 1,551 2,515 -423 -1,381 1,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 2.6 14.1 58.1 51.6 81.7 68.3 18.3 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 9 11 10 7 22 20 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| 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: 12,738 COMMITMENTS 0 1,020 135 11,439 10,691 11,574 11,846 1,164 892 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -946) 0 142 3 -527 1,536 -524 1,681 -422 -2,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 1.1 89.8 83.9 90.9 93.0 9.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 8 12 9 15 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| 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: 22,432 COMMITMENTS 1,615 5,369 0 18,151 15,851 19,766 21,220 2,666 1,212 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 2,996) -429 157 0 3,488 2,754 3,059 2,911 -63 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 23.9 0.0 80.9 70.7 88.1 94.6 11.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 0 17 12 20 15 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,244,583 COMMITMENTS 390,602 446,300 463,800 2071896 2061599 2926298 2971699 318,285 272,884 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,635) -4,322 26,179 15,962 -6,258 -41,822 5,382 319 -7,017 -1,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 13.8 14.3 63.9 63.5 90.2 91.6 9.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587) 116 91 111 290 273 459 422 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| 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: 46,082 COMMITMENTS 18,764 565 0 23,863 44,697 42,627 45,262 3,455 820 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,388) 282 350 0 3,497 1,337 3,779 1,687 -2,391 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 1.2 0.0 51.8 97.0 92.5 98.2 7.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 2 0 18 14 24 16 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| 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: 18,641 COMMITMENTS 935 1,111 0 15,040 17,119 15,975 18,230 2,666 411 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -471) 0 0 0 -563 -529 -563 -529 92 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 6.0 0.0 80.7 91.8 85.7 97.8 14.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 12 7 14 8 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 51,574 COMMITMENTS 7,401 2,505 318 34,369 45,883 42,088 48,706 9,486 2,868 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -693) 13 1,060 -168 -283 -1,959 -438 -1,067 -255 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 4.9 0.6 66.6 89.0 81.6 94.4 18.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 13 6 4 39 32 53 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,885 COMMITMENTS 15,154 10,212 8,706 23,895 28,805 47,755 47,723 8,130 8,162 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 222) -1,219 -179 722 1,061 15 564 558 -342 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 18.3 15.6 42.8 51.5 85.5 85.4 14.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 51 59 39 103 110 176 186 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 279,423 COMMITMENTS 75,770 51,061 43,528 119,476 144,023 238,774 238,613 40,649 40,810 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,111) -6,094 -895 3,609 5,305 77 2,820 2,791 -1,710 -1,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 18.3 15.6 42.8 51.5 85.5 85.4 14.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 51 59 39 103 110 176 186 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 68,707 COMMITMENTS 47,375 5,867 2,506 655 393 50,536 8,766 18,171 59,942 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -4,189) -5,415 -717 86 97 -94 -5,232 -725 1,042 -3,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.0 8.5 3.6 1.0 0.6 73.6 12.8 26.4 87.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 10 7 2 1 14 16 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,518 COMMITMENTS 56,294 57,087 6,548 51,899 67,433 114,741 131,067 36,776 20,451 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -7,024) 338 -2,517 -1,178 -6,052 -5,085 -6,893 -8,780 -131 1,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 37.7 4.3 34.3 44.5 75.7 86.5 24.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 29 19 12 26 26 60 52 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 584,219 COMMITMENTS 88,300 95,689 15,154 449,986 449,215 553,441 560,058 30,779 24,161 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 16,775) -7,599 2,230 3,034 19,565 6,343 15,000 11,607 1,775 5,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 16.4 2.6 77.0 76.9 94.7 95.9 5.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 73 47 24 174 132 256 194 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 16,488 COMMITMENTS 396 623 72 14,860 15,313 15,328 16,008 1,160 480 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 320) 211 -43 0 311 590 522 547 -202 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 3.8 0.4 90.1 92.9 93.0 97.1 7.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 1 12 9 14 12 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 16,536 COMMITMENTS 1,846 4,032 1 8,713 10,286 10,560 14,319 5,976 2,217 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 24.4 0.0 52.7 62.2 63.9 86.6 36.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 1 10 5 13 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,984 COMMITMENTS 16,591 3,295 0 28,446 17,246 45,037 20,541 6,947 31,443 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 335) -1,296 -1,724 -2 1,512 3,453 214 1,727 121 -1,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 6.3 0.0 54.7 33.2 86.6 39.5 13.4 60.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 15 6 0 19 26 34 32 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| 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: 172,909 COMMITMENTS 53,210 400 8,686 110,763 163,784 172,659 172,870 250 39 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 3,764) 1,486 0 1,330 943 2,434 3,759 3,764 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 0.2 5.0 64.1 94.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 28 3 8 36 29 66 40
Updated February 12, 2021