BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,311 COMMITMENTS 267 1,197 998 9,665 9,403 10,929 11,599 1,382 712 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 132) -37 8 -43 -45 53 -125 18 257 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 9.7 8.1 78.5 76.4 88.8 94.2 11.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 6 5 24 22 30 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,727 COMMITMENTS 14,531 2,487 8,462 16,842 21,653 39,834 32,602 3,893 11,125 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 905) -7 48 318 553 196 863 562 42 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 5.7 19.4 38.5 49.5 91.1 74.6 8.9 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 13 15 17 33 29 56 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,789 COMMITMENTS 1,054 183 2,140 7,457 8,978 10,651 11,301 1,138 488 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -135) -280 -56 -11 131 -99 -161 -166 26 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.6 18.1 63.3 76.2 90.3 95.9 9.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 2 7 31 23 38 31 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,789 COMMITMENTS 72 653 2,215 2,681 1,393 4,969 4,261 821 1,528 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 37) 16 29 -139 95 45 -28 -64 66 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 11.3 38.3 46.3 24.1 85.8 73.6 14.2 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 6 13 8 20 14 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 355,881 COMMITMENTS 120,876 26,110 102,865 98,697 186,678 322,438 315,653 33,443 40,228 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 14,569) 4,204 626 9,037 436 5,267 13,677 14,931 892 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 7.3 28.9 27.7 52.5 90.6 88.7 9.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 159 49 119 91 93 295 227 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 392,487 COMMITMENTS 124,908 21,550 96,677 133,421 223,402 355,007 341,628 37,481 50,859 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 3,620) 4,611 -1,792 8 -897 5,575 3,722 3,791 -103 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 5.5 24.6 34.0 56.9 90.5 87.0 9.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417) 139 67 128 148 168 352 314 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,426 COMMITMENTS 738 264 211 1,364 2,417 2,313 2,892 1,114 535 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 106) -44 38 15 112 96 83 149 23 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 7.7 6.2 39.8 70.5 67.5 84.4 32.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 15 6 7 15 18 32 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,357 COMMITMENTS 20,518 11,057 10,759 15,121 11,350 46,398 33,166 6,958 20,191 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,480) 1,375 -2,518 -1,887 152 1,149 -361 -3,256 -1,119 1,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 20.7 20.2 28.3 21.3 87.0 62.2 13.0 37.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 61 30 44 50 63 134 119 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,868 COMMITMENTS 904 14,985 5,488 30,410 16,251 36,802 36,725 1,066 1,143 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 2,031) 35 359 334 1,667 1,423 2,036 2,116 -6 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 39.6 14.5 80.3 42.9 97.2 97.0 2.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 15 10 36 39 48 57 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,323 COMMITMENTS 9,714 2,930 32 17,831 24,703 27,577 27,665 1,746 1,658 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,516) -778 -1,937 32 -213 44 -959 -1,861 -557 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 10.0 0.1 60.8 84.2 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 8 1 7 8 23 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 173,706 COMMITMENTS 48,204 42,487 4,894 72,693 107,148 125,791 154,528 47,915 19,177 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 1,191) 1,402 48 -337 480 2,987 1,545 2,698 -354 -1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 24.5 2.8 41.8 61.7 72.4 89.0 27.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 28 26 16 40 31 78 63 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,932 COMMITMENTS 15,703 12,294 1,686 18,952 8,040 36,341 22,020 9,591 23,912 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 4,703) 3,690 2,399 197 860 -178 4,747 2,418 -44 2,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 26.8 3.7 41.3 17.5 79.1 47.9 20.9 52.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 13 5 13 12 25 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,721 COMMITMENTS 58,130 73,295 933 71,217 58,889 130,280 133,117 6,441 3,604 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 6,292) 5,693 -109 386 -250 5,890 5,828 6,167 464 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 53.6 0.7 52.1 43.1 95.3 97.4 4.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 59 36 9 30 29 95 68 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 161,227 COMMITMENTS 46,972 23,579 14,021 64,438 94,952 125,432 132,552 35,796 28,675 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -6,039) -4,719 -6,829 -583 1,261 -805 -4,041 -8,217 -1,998 2,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 14.6 8.7 40.0 58.9 77.8 82.2 22.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 30 19 15 37 38 73 66 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 192,857 COMMITMENTS 25,503 91,767 11,426 135,112 47,354 172,041 150,548 20,816 42,310 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 17,305) -1,480 7,831 3,598 15,003 3,918 17,120 15,347 184 1,958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 47.6 5.9 70.1 24.6 89.2 78.1 10.8 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 26 34 18 43 39 75 85 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 706,030 COMMITMENTS 195,440 136,067 32,808 381,606 488,987 609,854 657,862 96,175 48,167 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 15,405) 34 25,045 3,432 8,171 -13,924 11,637 14,553 3,768 852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 19.3 4.6 54.0 69.3 86.4 93.2 13.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 87 48 46 130 99 234 176 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,092 COMMITMENTS 5,548 2,212 514 7,717 17,091 13,779 19,817 12,313 6,275 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 268) -24 67 44 -545 722 -525 833 793 -565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 8.5 2.0 29.6 65.5 52.8 76.0 47.2 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 2 9 11 16 16 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,157 COMMITMENTS 4,391 5,445 105 7,259 12,002 11,755 17,552 9,402 3,605 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 25.7 0.5 34.3 56.7 55.6 83.0 44.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 2 1 11 10 17 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 65,906 COMMITMENTS 10,929 36,235 926 51,342 26,123 63,197 63,284 2,709 2,622 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 18,429) -1,588 -1,530 -353 20,138 19,938 18,198 18,056 232 374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 55.0 1.4 77.9 39.6 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 33 24 6 15 15 51 43 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,811 COMMITMENTS 18,945 14,899 1,538 10,971 16,988 31,454 33,425 5,357 3,386 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,448) -1,409 -731 -445 920 -354 -934 -1,530 -514 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 40.5 4.2 29.8 46.1 85.4 90.8 14.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 28 23 10 15 15 46 45 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,684 COMMITMENTS 5,981 3,865 0 5,499 7,237 11,480 11,102 1,204 1,582 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 102) 171 105 0 -79 0 92 105 10 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.2 30.5 0.0 43.4 57.1 90.5 87.5 9.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 9 0 9 4 19 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 22,362,002 COMMITMENTS 1801298 770,192 11522229 8374555 9096548 21698083 21388968 663,919 973,034 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 989,273) -50,175 -41,594 528,564 484,972 489,286 963,361 976,256 25,912 13,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 3.4 51.5 37.4 40.7 97.0 95.6 3.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 59 69 100 132 132 248 248 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 9,504 COMMITMENTS 5,669 7,898 685 505 207 6,859 8,791 2,645 713 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -987) 227 40 -908 -49 23 -731 -845 -257 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.6 83.1 7.2 5.3 2.2 72.2 92.5 27.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 46 30 18 3 2 59 41 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 445,567 COMMITMENTS 43,785 58,448 93,087 307,779 293,797 444,651 445,332 916 235 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 14,771) 13,912 5,663 -6,528 7,379 15,712 14,763 14,847 8 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 13.1 20.9 69.1 65.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 23 28 36 36 37 82 82 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 249,559 COMMITMENTS 86,904 38,168 44,504 118,102 166,758 249,510 249,430 49 129 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 20,157) 4,234 13,914 3,556 12,402 2,742 20,192 20,212 -35 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 15.3 17.8 47.3 66.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 24 27 32 26 36 63 82 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 633,808 COMMITMENTS 61,319 66,273 83,130 420,675 419,587 565,125 568,990 68,683 64,817 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 27,911) 849 605 4,140 14,110 7,973 19,098 12,717 8,813 15,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 10.5 13.1 66.4 66.2 89.2 89.8 10.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561) 102 86 106 289 262 446 399 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 28,136 COMMITMENTS 8,080 3,141 3,085 11,091 7,596 22,257 13,822 5,878 14,314 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 11.2 11.0 39.4 27.0 79.1 49.1 20.9 50.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 7 11 7 6 20 19 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| 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: 25,137 COMMITMENTS 4,436 6,604 25 17,290 17,444 21,751 24,073 3,386 1,064 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -130) -99 748 25 215 -880 141 -107 -271 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 26.3 0.1 68.8 69.4 86.5 95.8 13.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 1 20 7 24 11 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,028,360 COMMITMENTS 312,256 361,723 354,162 2047920 2059957 2714338 2775841 314,022 252,519 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,125) 9,903 33,382 -40,791 15,092 1,885 -15,796 -5,524 14,672 4,399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 11.9 11.7 67.6 68.0 89.6 91.7 10.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 101 84 102 287 261 440 395 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| 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: 53,299 COMMITMENTS 17,537 683 0 32,051 51,517 49,588 52,200 3,711 1,099 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 363) 201 -333 0 470 1,488 671 1,155 -308 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 1.3 0.0 60.1 96.7 93.0 97.9 7.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 2 0 25 10 32 12 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| 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: 24,779 COMMITMENTS 935 0 0 20,790 23,948 21,725 23,948 3,054 831 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 416) 10 0 0 2,228 484 2,238 484 -1,822 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.0 83.9 96.6 87.7 96.6 12.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 10 11 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 45,433 COMMITMENTS 6,874 1,514 168 28,903 40,394 35,945 42,076 9,488 3,357 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -1,178) 3 -1,125 -17 -1,663 -259 -1,677 -1,401 499 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 3.3 0.4 63.6 88.9 79.1 92.6 20.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 4 3 33 32 44 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,486 COMMITMENTS 9,580 13,057 5,249 28,491 23,427 43,320 41,732 7,166 8,754 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -443) -321 797 -1 36 -1,123 -286 -327 -157 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 25.9 10.4 56.4 46.4 85.8 82.7 14.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 55 75 41 110 122 188 215 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 252,431 COMMITMENTS 47,902 65,283 26,243 142,455 117,134 216,599 208,659 35,832 43,772 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -2,213) -1,603 3,984 -6 180 -5,615 -1,428 -1,636 -784 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 25.9 10.4 56.4 46.4 85.8 82.7 14.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 55 75 41 110 122 188 215 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 74,641 COMMITMENTS 21,274 56,230 4,371 8,613 554 34,258 61,155 40,384 13,487 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 23,309) 8,035 25,280 52 5,178 235 13,265 25,567 10,044 -2,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 75.3 5.9 11.5 0.7 45.9 81.9 54.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 9 4 3 2 12 12 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,264 COMMITMENTS 65,957 54,789 5,222 47,215 64,886 118,393 124,896 28,871 22,368 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 3,763) 7,846 1,513 -551 1,338 519 8,634 1,481 -4,871 2,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 37.2 3.5 32.1 44.1 80.4 84.8 19.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 23 20 15 31 27 63 53 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 481,254 COMMITMENTS 58,691 68,668 9,373 382,806 384,500 450,870 462,542 30,383 18,712 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: -19,707) -23,436 -4,314 -370 4,683 -13,596 -19,123 -18,279 -585 -1,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 14.3 1.9 79.5 79.9 93.7 96.1 6.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 69 39 24 162 134 240 188 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 33,230 COMMITMENTS 1,957 548 0 29,258 32,409 31,215 32,957 2,015 273 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 9,501) 31 0 0 9,664 9,533 9,695 9,533 -194 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.6 0.0 88.0 97.5 93.9 99.2 6.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 0 16 11 19 12 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 14,624 COMMITMENTS 1,972 6,176 9 7,918 3,696 9,899 9,881 4,725 4,743 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 277) 139 423 7 1 -10 147 420 130 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 42.2 0.1 54.1 25.3 67.7 67.6 32.3 32.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 2 7 5 13 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,660 COMMITMENTS 9,689 2,403 381 14,507 12,063 24,577 14,847 7,083 16,813 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 454) -194 780 -14 612 34 404 800 50 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 7.6 1.2 45.8 38.1 77.6 46.9 22.4 53.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 3 3 20 20 32 25 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/21 | --------------------------------------------------------------| 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: 173,884 COMMITMENTS 49,057 462 7,913 115,682 165,460 172,652 173,835 1,232 49 CHANGES FROM 03/23/21 (CHANGE IN OPEN INTEREST: 3,407) -2,253 62 547 4,083 2,819 2,377 3,428 1,030 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 0.3 4.6 66.5 95.2 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 26 4 5 36 29 63 38
Updated April 02, 2021