BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,710 COMMITMENTS 132 1,907 730 7,941 6,753 8,803 9,391 907 319 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 77) 5 287 -16 112 -123 101 148 -24 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 19.6 7.5 81.8 69.5 90.7 96.7 9.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 10 7 28 23 37 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,819 COMMITMENTS 10,208 5,906 8,868 22,688 21,833 41,764 36,607 4,055 9,212 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 1,693) 578 553 279 788 841 1,644 1,674 49 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 12.9 19.4 49.5 47.7 91.1 79.9 8.9 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 16 18 22 36 28 63 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,982 COMMITMENTS 628 480 1,752 7,664 8,074 10,044 10,306 938 676 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 151) 96 59 -76 39 143 59 125 92 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 4.4 16.0 69.8 73.5 91.5 93.8 8.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 2 6 32 24 40 31 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,021 COMMITMENTS 1,721 510 1,775 3,628 4,007 7,125 6,292 896 1,729 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 324) 279 54 -7 102 273 373 319 -49 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 6.4 22.1 45.2 50.0 88.8 78.4 11.2 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 2 6 13 10 20 16 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,642 COMMITMENTS 102,526 27,749 86,125 91,011 151,327 279,662 265,201 22,980 37,441 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -13,127) -10,053 -2,848 -2,538 -467 -6,156 -13,059 -11,542 -68 -1,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 9.2 28.5 30.1 50.0 92.4 87.6 7.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 110 74 115 99 95 263 237 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 348,783 COMMITMENTS 93,297 36,565 79,776 138,882 184,137 311,954 300,478 36,829 48,305 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 204) -3,717 6,228 -326 1,940 -6,624 -2,102 -722 2,306 926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 10.5 22.9 39.8 52.8 89.4 86.2 10.6 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 119 84 125 133 151 323 305 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 1,872 COMMITMENTS 411 229 190 661 893 1,261 1,312 611 560 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -63) -3 -26 12 -4 -29 6 -43 -69 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 12.2 10.1 35.3 47.7 67.4 70.1 32.6 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 10 5 4 15 15 25 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,196 COMMITMENTS 12,395 13,211 11,788 14,174 9,024 38,358 34,024 9,838 14,172 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 1,336) 15 2,210 -1,004 1,436 423 446 1,629 890 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 27.4 24.5 29.4 18.7 79.6 70.6 20.4 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 42 57 54 72 55 147 144 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,356 COMMITMENTS 2,406 11,348 3,112 22,435 13,079 27,953 27,539 403 817 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 867) 111 371 16 723 399 850 786 17 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 40.0 11.0 79.1 46.1 98.6 97.1 1.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 7 15 7 28 28 39 46 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 53,629 COMMITMENTS 27,871 9,638 53 23,314 43,071 51,238 52,762 2,391 867 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -14,486) -505 1,485 -4,113 -9,522 -11,914 -14,140 -14,542 -346 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.0 18.0 0.1 43.5 80.3 95.5 98.4 4.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 31 8 1 15 7 47 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 155,262 COMMITMENTS 19,736 45,820 15,188 85,364 69,277 120,287 130,285 34,975 24,978 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -48,293) -19,086 1,088 3,001 -32,143 -50,848 -48,228 -46,759 -64 -1,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 29.5 9.8 55.0 44.6 77.5 83.9 22.5 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 22 22 17 41 39 73 68 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,782 COMMITMENTS 7,447 17,659 918 42,221 16,623 50,587 35,200 9,195 24,582 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 11,622) 1,478 5,045 -261 10,468 3,443 11,685 8,226 -62 3,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 29.5 1.5 70.6 27.8 84.6 58.9 15.4 41.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 17 5 19 21 29 38 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 170,100 COMMITMENTS 88,735 107,834 1,111 73,672 58,240 163,518 167,185 6,582 2,915 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -6,811) -7,213 -4,017 51 1,027 -3,294 -6,135 -7,261 -676 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.2 63.4 0.7 43.3 34.2 96.1 98.3 3.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 69 34 15 33 33 107 77 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 178,905 COMMITMENTS 53,192 52,404 12,232 86,052 86,243 151,476 150,879 27,429 28,026 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 19,632) 7,519 13,107 3,612 14,371 23 25,503 16,743 -5,871 2,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 29.3 6.8 48.1 48.2 84.7 84.3 15.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 32 28 25 41 47 84 89 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,255 COMMITMENTS 21,821 78,157 11,334 153,069 86,253 186,224 175,744 21,030 31,511 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 2,929) 1,459 -3,509 2,814 1,101 2,963 5,374 2,268 -2,445 661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 37.7 5.5 73.9 41.6 89.9 84.8 10.1 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 23 44 25 41 43 80 96 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 710,412 COMMITMENTS 187,981 178,271 30,224 403,932 446,326 622,137 654,821 88,275 55,591 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 17,745) 550 18,550 4,699 16,903 -7,164 22,152 16,085 -4,407 1,660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 25.1 4.3 56.9 62.8 87.6 92.2 12.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 90 65 37 133 95 238 182 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,473 COMMITMENTS 3,948 3,411 244 11,932 20,552 16,124 24,207 13,349 5,266 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 920) 5 394 0 100 165 105 559 815 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 11.6 0.8 40.5 69.7 54.7 82.1 45.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 2 1 11 10 16 13 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,988 COMMITMENTS 10,876 7,824 0 11,293 16,923 22,169 24,747 6,819 4,241 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -5,265) -3,418 0 -1,771 1,158 -3,560 -4,031 -5,331 -1,234 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 27.0 0.0 39.0 58.4 76.5 85.4 23.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 2 0 10 11 19 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,390 COMMITMENTS 13,443 7,671 0 7,036 13,823 20,479 21,494 2,911 1,896 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -784) -540 682 -6 -19 -1,578 -565 -902 -219 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.5 32.8 0.0 30.1 59.1 87.6 91.9 12.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 27 14 0 16 8 43 22 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,696 COMMITMENTS 19,703 11,603 1,104 11,012 20,233 31,819 32,940 4,877 3,756 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 1,023) 2,149 251 60 -184 282 2,025 593 -1,001 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.7 31.6 3.0 30.0 55.1 86.7 89.8 13.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 27 17 10 22 20 55 41 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,720 COMMITMENTS 8,515 4,210 823 4,352 8,097 13,690 13,130 1,030 1,590 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -710) 7 76 0 -234 -1,028 -227 -952 -483 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.8 28.6 5.6 29.6 55.0 93.0 89.2 7.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 9 1 10 10 20 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 20,211,879 COMMITMENTS 1159228 1523624 8569110 9842739 9332556 19571077 19425290 640,801 786,589 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 682,111) -7,399 115,915 365,097 375,202 262,178 732,900 743,190 -50,790 -61,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 7.5 42.4 48.7 46.2 96.8 96.1 3.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 43 75 92 157 161 264 267 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 7,647 COMMITMENTS 4,432 5,434 907 401 379 5,740 6,721 1,907 927 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 803) 532 358 225 9 73 766 655 38 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.0 71.1 11.9 5.2 5.0 75.1 87.9 24.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 41 30 21 2 3 51 46 MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Bitcoin X $0.10) OPEN INTEREST: 25,615 COMMITMENTS 17,749 20,479 2,606 231 1,533 20,586 24,618 5,029 997 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 133) 1,317 868 -926 27 29 418 -29 -285 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.3 79.9 10.2 0.9 6.0 80.4 96.1 19.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 91 18 7 2 2 97 24 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 775,941 COMMITMENTS 63,080 149,810 124,506 588,194 501,499 775,780 775,815 160 126 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -38,145) 657 -9,916 -18,657 -20,215 -9,540 -38,215 -38,112 69 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 19.3 16.0 75.8 64.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 15 37 42 48 54 96 104 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 178,475 COMMITMENTS 25,551 50,763 36,969 115,846 90,487 178,366 178,219 109 256 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 40,273) 1,168 26,963 4,034 35,080 9,127 40,282 40,124 -9 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 28.4 20.7 64.9 50.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 13 21 22 27 29 52 61 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 624,649 COMMITMENTS 75,128 65,192 103,112 378,416 400,251 556,657 568,555 67,992 56,094 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -174,831) 2,230 -255 -59,305 -82,583 -75,901 -139,657 -135,461 -35,174 -39,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 10.4 16.5 60.6 64.1 89.1 91.0 10.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 111 83 108 279 267 438 410 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| 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: 27,237 COMMITMENTS 4,169 4,665 0 20,491 21,964 24,660 26,629 2,577 608 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -14,135) 339 556 -382 -9,027 -11,108 -9,070 -10,934 -5,065 -3,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 17.1 0.0 75.2 80.6 90.5 97.8 9.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 0 10 6 14 7 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| 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: 25,240 COMMITMENTS 1,440 2,201 0 20,944 22,019 22,384 24,220 2,856 1,020 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -17,883) 920 208 -609 -12,210 -12,490 -11,899 -12,891 -5,984 -4,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 8.7 0.0 83.0 87.2 88.7 96.0 11.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 0 17 12 22 14 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,123,243 COMMITMENTS 375,641 325,958 515,561 1892082 2001254 2783283 2842773 339,960 280,470 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -576,843) -33,279 -119,821 -105,206 -306,635 -313,874 -445,120 -538,901 -131,723 -37,942 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 10.4 16.5 60.6 64.1 89.1 91.0 10.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 111 83 108 279 267 438 410 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| 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: 22,641 COMMITMENTS 1,725 800 0 17,709 21,176 19,434 21,976 3,207 665 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -12,539) -272 129 0 -11,896 -11,970 -12,168 -11,841 -371 -698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 3.5 0.0 78.2 93.5 85.8 97.1 14.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 0 20 10 23 12 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 23,907 COMMITMENTS 8,432 6,420 0 10,439 17,259 18,871 23,679 5,036 228 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -10,732) -544 4,699 -4,633 -5,401 -10,708 -10,578 -10,642 -154 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 26.9 0.0 43.7 72.2 78.9 99.0 21.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 8 8 11 9 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| 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: 21,694 COMMITMENTS 1,357 262 0 17,592 20,715 18,949 20,977 2,745 717 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -19,712) 222 -80 0 -19,494 -19,335 -19,272 -19,415 -440 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 1.2 0.0 81.1 95.5 87.3 96.7 12.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 10 10 12 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 43,515 COMMITMENTS 9,878 533 54 24,845 38,759 34,777 39,346 8,738 4,169 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -2,678) 311 14 -33 109 -344 387 -363 -3,065 -2,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 1.2 0.1 57.1 89.1 79.9 90.4 20.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 14 2 3 35 28 49 33 ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 Index Points) OPEN INTEREST: 3,972 COMMITMENTS 2,261 3,235 279 154 61 2,694 3,575 1,278 397 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -223) -225 -375 126 -22 -34 -121 -283 -102 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.9 81.4 7.0 3.9 1.5 67.8 90.0 32.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 24 17 6 2 2 30 22 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,698 COMMITMENTS 13,754 12,078 7,484 23,226 24,759 44,464 44,320 8,234 8,378 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -11,730) -2,562 -2,272 -2,995 -5,647 -4,400 -11,204 -9,667 -526 -2,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 22.9 14.2 44.1 47.0 84.4 84.1 15.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 86 91 65 90 100 206 226 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 263,490 COMMITMENTS 68,769 60,388 37,420 116,130 123,793 222,319 221,600 41,172 41,890 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -58,648) -12,811 -11,359 -14,974 -28,234 -21,999 -56,019 -48,333 -2,629 -10,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 22.9 14.2 44.1 47.0 84.4 84.1 15.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 86 91 65 90 100 206 226 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 40,325 COMMITMENTS 8,965 20,798 1,199 572 362 10,736 22,360 29,588 17,965 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -81,647) -57,305 -62,711 -3,843 -787 -2,963 -61,935 -69,517 -19,712 -12,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 51.6 3.0 1.4 0.9 26.6 55.4 73.4 44.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 11 6 1 1 13 15 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 197,122 COMMITMENTS 25,875 113,038 9,459 146,432 42,316 181,766 164,814 15,357 32,308 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 21,692) 11,508 15,925 463 11,686 3,203 23,657 19,591 -1,965 2,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 57.3 4.8 74.3 21.5 92.2 83.6 7.8 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 17 38 19 31 28 57 76 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 442,235 COMMITMENTS 46,182 113,037 11,098 355,523 296,071 412,803 420,206 29,432 22,030 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -52,608) -6,086 -2,165 -3,194 -39,561 -43,656 -48,841 -49,015 -3,766 -3,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 25.6 2.5 80.4 66.9 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 48 60 26 151 132 214 203 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 24,875 COMMITMENTS 3,745 324 8 19,864 23,473 23,617 23,805 1,258 1,070 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -25,487) -817 -291 -14 -3,091 -11,500 -3,922 -11,805 -21,565 -13,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 1.3 0.0 79.9 94.4 94.9 95.7 5.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 1 12 9 17 10 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 22,577 COMMITMENTS 2,634 9,327 4 15,870 10,243 18,508 19,574 4,069 3,003 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -774) -595 -3,303 0 -149 4,761 -744 1,458 -30 -2,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 41.3 0.0 70.3 45.4 82.0 86.7 18.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 8 1 13 5 19 14 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,368 COMMITMENTS 17,187 5,760 1,328 25,976 16,714 44,491 23,802 6,877 27,566 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: 6,183) -2,516 -820 1,256 7,122 4,332 5,862 4,768 321 1,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 11.2 2.6 50.6 32.5 86.6 46.3 13.4 53.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 16 10 4 22 23 40 35 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21 | --------------------------------------------------------------| 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: 237,692 COMMITMENTS 69,648 1,725 11,137 155,599 224,770 236,384 237,632 1,308 60 CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST: -2,387) -3,783 5 -19 376 -2,383 -3,426 -2,397 1,039 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 0.7 4.7 65.5 94.6 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 30 7 6 39 32 71 44
Updated September 24, 2021