BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,621 COMMITMENTS 438 1,052 983 10,267 10,061 11,687 12,096 935 526 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 524) 204 -3 7 372 599 582 603 -59 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 8.3 7.8 81.3 79.7 92.6 95.8 7.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 7 7 30 28 38 39 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,546 COMMITMENTS 13,650 3,184 9,898 16,935 21,708 40,483 34,790 4,063 9,756 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,651) 75 -166 -380 2,146 1,767 1,841 1,221 -189 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 7.1 22.2 38.0 48.7 90.9 78.1 9.1 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 12 19 35 31 58 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,618 COMMITMENTS 1,248 285 2,563 7,861 9,329 11,672 12,177 946 441 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 176) 115 53 -77 29 197 67 173 109 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 2.3 20.3 62.3 73.9 92.5 96.5 7.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 2 7 33 25 41 33 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,900 COMMITMENTS 48 839 2,346 2,800 1,397 5,194 4,582 705 1,318 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 172) 41 -48 -29 73 200 85 123 87 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 14.2 39.8 47.5 23.7 88.0 77.7 12.0 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 8 13 7 21 15 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 314,188 COMMITMENTS 108,193 24,084 89,666 89,244 162,727 287,103 276,478 27,084 37,710 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 8,045) 2,415 35 2,339 2,709 6,602 7,463 8,975 583 -930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 7.7 28.5 28.4 51.8 91.4 88.0 8.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 147 52 126 85 94 285 235 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,329 COMMITMENTS 125,023 22,892 96,344 131,339 217,539 352,706 336,776 33,623 49,553 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 502) -5,031 2,700 4,029 520 -5,595 -483 1,134 985 -631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 5.9 24.9 34.0 56.3 91.3 87.2 8.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 126 78 127 143 180 343 326 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,251 COMMITMENTS 711 248 160 1,333 2,232 2,204 2,641 1,047 610 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -274) -163 -57 -67 -57 -168 -287 -292 13 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 7.6 4.9 41.0 68.7 67.8 81.2 32.2 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 8 8 11 17 26 28 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,250 COMMITMENTS 18,429 14,556 8,196 14,608 8,904 41,233 31,656 7,017 16,595 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 919) 449 461 256 119 185 824 901 95 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 30.2 17.0 30.3 18.5 85.5 65.6 14.5 34.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 50 40 43 54 57 126 124 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,741 COMMITMENTS 750 14,473 6,109 29,740 15,687 36,599 36,269 1,142 1,472 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 60) 42 -370 143 -176 297 10 70 50 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 38.3 16.2 78.8 41.6 97.0 96.1 3.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 7 14 9 33 36 47 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,327 COMMITMENTS 9,967 10,895 238 18,023 17,702 28,228 28,835 2,099 1,492 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -707) -255 414 238 -816 -1,350 -833 -698 126 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 35.9 0.8 59.4 58.4 93.1 95.1 6.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 21 12 2 12 8 35 21 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 180,661 COMMITMENTS 51,528 35,716 7,588 71,613 120,688 130,729 163,992 49,933 16,669 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,485) 3,628 -1,614 664 -1,452 3,993 2,840 3,043 -1,355 -1,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 19.8 4.2 39.6 66.8 72.4 90.8 27.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 34 23 12 36 35 76 64 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,942 COMMITMENTS 21,328 9,768 1,990 19,878 26,073 43,195 37,830 11,747 17,112 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 159) -232 -582 522 4,047 -1,783 4,337 -1,843 -4,178 2,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 17.8 3.6 36.2 47.5 78.6 68.9 21.4 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 16 15 8 18 15 36 36 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 160,498 COMMITMENTS 52,062 47,424 9,734 92,612 99,857 154,408 157,015 6,090 3,483 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -5,821) -2,521 -3,937 2,098 -4,714 -3,902 -5,138 -5,741 -683 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 29.5 6.1 57.7 62.2 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 66 34 16 32 26 105 71 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 195,197 COMMITMENTS 66,719 26,048 19,477 71,343 123,730 157,539 169,255 37,659 25,942 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -8,853) -2,592 -8,209 6,673 -1,158 2,668 2,924 1,133 -11,778 -9,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 13.3 10.0 36.5 63.4 80.7 86.7 19.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 36 26 21 39 46 84 84 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,303 COMMITMENTS 61,055 48,611 10,912 112,052 116,663 184,019 176,186 23,284 31,117 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 12,360) -5,636 8,964 4,461 16,488 -5,376 15,313 8,048 -2,953 4,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 23.4 5.3 54.1 56.3 88.8 85.0 11.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 31 30 24 47 36 89 79 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 746,742 COMMITMENTS 222,980 100,434 35,238 393,729 567,214 651,947 702,885 94,795 43,856 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 3,398) -8,012 7,964 5,390 11,112 -11,756 8,490 1,598 -5,092 1,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 13.4 4.7 52.7 76.0 87.3 94.1 12.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 110 45 49 132 94 252 178 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,121 COMMITMENTS 7,483 799 525 7,991 19,166 15,999 20,490 11,122 6,631 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -1,563) -1,303 -1,185 5 200 -309 -1,098 -1,489 -465 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 2.9 1.9 29.5 70.7 59.0 75.6 41.0 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 1 3 10 10 19 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 18,484 COMMITMENTS 3,603 4,596 96 5,094 8,396 8,793 13,088 9,691 5,396 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -258) -602 -559 0 22 -409 -580 -968 322 710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 24.9 0.5 27.6 45.4 47.6 70.8 52.4 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 1 9 10 15 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,875 COMMITMENTS 13,321 34,372 93 24,194 3,628 37,609 38,093 3,266 2,781 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,626) 1,818 6,932 -351 3,171 -3,214 4,639 3,367 -13 1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 84.1 0.2 59.2 8.9 92.0 93.2 8.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 24 23 3 13 10 38 35 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,611 COMMITMENTS 31,825 15,408 2,114 9,069 28,048 43,008 45,571 5,603 3,041 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 374) 1,403 -359 1,211 -1,324 -712 1,290 141 -917 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.5 31.7 4.3 18.7 57.7 88.5 93.7 11.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 41 20 10 17 16 62 42 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,981 COMMITMENTS 9,634 3,273 55 5,113 10,613 14,802 13,941 1,179 2,040 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,476) 31 -550 54 2,475 2,423 2,560 1,927 -84 549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 20.5 0.3 32.0 66.4 92.6 87.2 7.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 7 1 10 7 24 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 22,676,758 COMMITMENTS 1343538 810,141 11942191 8790038 9019931 22075767 21772263 600,991 904,495 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 622,885) -337,157 -148,646 724,918 237,079 25,516 624,840 601,788 -1,955 21,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 3.6 52.7 38.8 39.8 97.3 96.0 2.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 65 67 104 127 131 250 249 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 8,590 COMMITMENTS 4,384 6,267 1,245 415 195 6,043 7,707 2,547 883 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -2,804) -1,995 -2,240 -389 35 -77 -2,350 -2,706 -454 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.0 73.0 14.5 4.8 2.3 70.4 89.7 29.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 50 24 17 3 1 61 36 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 497,657 COMMITMENTS 49,256 40,508 101,259 346,746 355,654 497,261 497,421 396 236 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 16,725) 9,255 -6,319 -9,981 17,361 34,448 16,635 18,148 90 -1,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 8.1 20.3 69.7 71.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 27 28 40 33 37 81 87 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 209,765 COMMITMENTS 68,111 11,167 39,694 101,861 158,734 209,666 209,595 99 170 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -45,337) -13,470 -5,800 -3,447 -28,360 -36,054 -45,277 -45,301 -60 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 5.3 18.9 48.6 75.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 25 20 29 26 34 63 71 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 717,990 COMMITMENTS 80,943 71,032 103,658 446,645 465,975 631,246 640,666 86,743 77,324 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 32,368) 6,185 -3,863 3,080 8,265 22,378 17,530 21,595 14,838 10,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 9.9 14.4 62.2 64.9 87.9 89.2 12.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583) 104 89 100 301 277 455 416 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 47,887 COMMITMENTS 6,324 3,125 4,692 14,346 31,540 25,362 39,357 22,525 8,530 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 6,263) -857 3 614 -5,016 5,121 -5,260 5,738 11,522 524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 6.5 9.8 30.0 65.9 53.0 82.2 47.0 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 5 9 10 9 20 20 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| 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: 12,967 COMMITMENTS 238 1,055 0 11,327 10,465 11,565 11,520 1,402 1,447 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -197) 238 -125 0 -745 -357 -507 -482 310 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 8.1 0.0 87.4 80.7 89.2 88.8 10.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 7 12 8 14 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| 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: 28,728 COMMITMENTS 1,926 6,484 0 24,407 20,860 26,333 27,344 2,395 1,384 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,225) -61 833 0 2,466 1,648 2,405 2,481 -180 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 22.6 0.0 85.0 72.6 91.7 95.2 8.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 5 0 23 13 27 18 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,350,513 COMMITMENTS 418,635 385,074 449,292 2161493 2172174 3029421 3006541 321,093 343,973 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 130,526) 40,693 -13,853 6,850 66,405 86,286 113,949 79,283 16,577 51,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 11.5 13.4 64.5 64.8 90.4 89.7 9.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580) 103 89 97 299 276 452 412 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| 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: 51,811 COMMITMENTS 21,605 1,172 0 26,597 49,938 48,202 51,110 3,609 701 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,393) 1,503 274 0 6 1,070 1,509 1,344 -116 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 2.3 0.0 51.3 96.4 93.0 98.6 7.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 3 0 18 13 25 16 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| 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: 21,395 COMMITMENTS 689 1,111 0 18,129 19,910 18,818 21,021 2,577 374 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 2,032) -246 0 0 2,466 1,972 2,220 1,972 -188 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 5.2 0.0 84.7 93.1 88.0 98.3 12.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 8 14 9 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 17,964 COMMITMENTS 504 760 0 15,680 16,189 16,184 16,949 1,780 1,015 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 46) 242 0 0 8 13 250 13 -204 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 4.2 0.0 87.3 90.1 90.1 94.3 9.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 10 8 12 10 S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 125,938 COMMITMENTS 0 3,000 0 125,438 122,438 125,438 125,438 500 500 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 99.6 97.2 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 14 11 15 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 109,549 COMMITMENTS 39,887 63,973 3,553 28,821 2,073 72,262 69,599 37,287 39,950 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 58.4 3.2 26.3 1.9 66.0 63.5 34.0 36.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 9 4 6 1 13 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 49,634 COMMITMENTS 6,337 1,810 210 33,483 44,688 40,030 46,708 9,604 2,926 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -818) -495 -205 0 -791 -366 -1,286 -571 468 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 3.6 0.4 67.5 90.0 80.7 94.1 19.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 11 6 2 35 28 46 36 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,500 COMMITMENTS 11,726 15,778 7,092 30,056 24,545 48,875 47,415 7,625 9,085 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 1,265) -2,147 1,281 833 3,234 -2,031 1,920 83 -655 1,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 27.9 12.6 53.2 43.4 86.5 83.9 13.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 50 82 46 110 128 188 228 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 282,501 COMMITMENTS 58,631 78,892 35,460 150,282 122,724 244,374 237,076 38,127 45,425 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 6,324) -10,734 6,403 4,165 16,168 -10,154 9,599 414 -3,275 5,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 27.9 12.6 53.2 43.4 86.5 83.9 13.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 50 82 46 110 128 188 228 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 94,005 COMMITMENTS 13,377 73,076 3,636 3,655 580 20,668 77,291 73,338 16,714 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 36,800) -1,202 31,324 1,383 -964 244 -783 32,951 37,583 3,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 77.7 3.9 3.9 0.6 22.0 82.2 78.0 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 11 9 10 3 2 18 17 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,356 COMMITMENTS 62,268 55,196 10,054 55,485 79,768 127,807 145,018 36,550 19,338 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: 4,392) 5,829 -1,847 1,358 303 4,869 7,491 4,380 -3,099 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 33.6 6.1 33.8 48.5 77.8 88.2 22.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 32 18 16 29 28 68 55 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 579,078 COMMITMENTS 83,009 97,795 14,408 452,183 447,069 549,600 559,272 29,478 19,806 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -6,389) -8,474 -3,604 1,535 2,233 -2,128 -4,705 -4,196 -1,683 -2,192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 16.9 2.5 78.1 77.2 94.9 96.6 5.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 74 49 27 175 140 262 203 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 17,431 COMMITMENTS 897 0 32 15,113 16,974 16,042 17,006 1,389 425 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -242) 349 -492 0 -56 470 293 -22 -535 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.0 0.2 86.7 97.4 92.0 97.6 8.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 12 10 15 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,302 COMMITMENTS 17,849 4,648 283 26,586 15,764 44,718 20,695 7,584 31,607 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -990) 48 1,499 115 -1,863 -1,650 -1,700 -36 710 -954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 8.9 0.5 50.8 30.1 85.5 39.6 14.5 60.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 15 7 2 18 23 34 31 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21 | --------------------------------------------------------------| 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: 168,435 COMMITMENTS 52,975 400 7,587 107,359 160,379 167,921 168,366 514 69 CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST: -5,308) -1,106 0 -345 -4,117 -4,973 -5,568 -5,318 260 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 0.2 4.5 63.7 95.2 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 29 3 5 36 29 66 37
Updated March 05, 2021