BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,614 COMMITMENTS 248 3,589 925 7,812 5,811 8,985 10,324 1,629 289 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 868) 18 227 137 159 405 313 769 555 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 33.8 8.7 73.6 54.7 84.7 97.3 15.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 7 6 29 21 38 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,129 COMMITMENTS 9,420 2,475 8,433 25,632 23,048 43,484 33,956 4,645 14,174 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,293) 573 -494 -255 413 -1,565 732 -2,314 561 3,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 5.1 17.5 53.3 47.9 90.3 70.6 9.7 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 21 11 24 36 33 63 62 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,838 COMMITMENTS 380 2,533 2,750 9,762 7,692 12,892 12,975 946 863 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 576) 34 63 164 400 305 598 532 -22 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 18.3 19.9 70.5 55.6 93.2 93.8 6.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 7 8 35 24 45 33 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,519 COMMITMENTS 6,763 223 1,895 5,934 10,250 14,593 12,368 927 3,151 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 937) 352 -45 106 498 666 955 726 -18 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 1.4 12.2 38.2 66.0 94.0 79.7 6.0 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 1 6 16 15 25 21 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,616 COMMITMENTS 92,694 32,803 91,111 91,858 132,844 275,663 256,758 21,953 40,858 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 11,458) 4,327 -1,403 7,065 177 3,213 11,569 8,875 -111 2,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 11.0 30.6 30.9 44.6 92.6 86.3 7.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 107 84 119 93 92 267 237 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 362,762 COMMITMENTS 115,171 26,611 86,038 126,264 197,885 327,473 310,535 35,289 52,228 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 11,885) 11,983 -6,588 -656 -623 14,714 10,704 7,470 1,181 4,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 7.3 23.7 34.8 54.5 90.3 85.6 9.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423) 141 83 137 129 177 338 342 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 1,927 COMMITMENTS 452 248 116 614 933 1,182 1,297 745 630 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 168) 46 -31 34 -20 84 60 86 109 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 12.9 6.0 31.9 48.4 61.3 67.3 38.7 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 5 3 12 11 24 18 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,818 COMMITMENTS 14,477 13,985 9,818 13,468 9,138 37,763 32,940 9,055 13,877 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -2,361) 1,011 -4,313 -1,505 -862 1,566 -1,356 -4,253 -1,005 1,892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 29.9 21.0 28.8 19.5 80.7 70.4 19.3 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 63 47 56 58 46 152 123 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,854 COMMITMENTS 1,676 9,590 2,591 22,185 13,835 26,452 26,015 402 839 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,842) -113 506 197 1,670 985 1,754 1,688 88 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 35.7 9.6 82.6 51.5 98.5 96.9 1.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 16 8 26 25 35 42 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,535 COMMITMENTS 25,617 7,553 0 23,317 42,640 48,934 50,193 2,601 1,342 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -1,089) -4,740 -179 0 3,468 -1,145 -1,272 -1,324 183 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.7 14.7 0.0 45.2 82.7 95.0 97.4 5.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 24 12 0 12 7 36 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,127 COMMITMENTS 44,963 48,330 10,818 76,820 89,493 132,600 148,640 39,528 23,487 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 4,983) -880 12,274 2,957 5,878 -10,448 7,954 4,784 -2,971 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 28.1 6.3 44.6 52.0 77.0 86.4 23.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 23 23 14 41 36 72 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,548 COMMITMENTS 6,219 20,310 1,746 38,683 14,527 46,648 36,583 11,900 21,965 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 3,332) 642 3,537 -66 3,089 -19 3,665 3,452 -333 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 34.7 3.0 66.1 24.8 79.7 62.5 20.3 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 16 6 17 18 26 37 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 184,572 COMMITMENTS 80,691 129,941 1,531 98,051 47,676 180,273 179,148 4,298 5,424 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 14,280) 10,707 12,398 608 3,959 -391 15,274 12,616 -994 1,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.7 70.4 0.8 53.1 25.8 97.7 97.1 2.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 51 63 13 27 28 86 96 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 240,055 COMMITMENTS 49,997 86,320 19,141 146,935 99,858 216,072 205,319 23,982 34,736 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 8,289) -1,288 3,043 1,718 8,762 2,553 9,192 7,314 -903 975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 36.0 8.0 61.2 41.6 90.0 85.5 10.0 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 26 38 19 42 59 76 108 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 275,305 COMMITMENTS 18,841 124,533 12,944 219,772 95,432 251,557 232,909 23,748 42,397 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -1,026) -4,503 171 -90 2,970 2,224 -1,622 2,305 596 -3,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 45.2 4.7 79.8 34.7 91.4 84.6 8.6 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 21 43 19 43 44 74 96 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 790,236 COMMITMENTS 206,644 229,316 44,021 444,780 455,253 695,445 728,590 94,791 61,646 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 9,217) 6,246 20,289 1,217 1,563 -9,829 9,025 11,677 193 -2,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 29.0 5.6 56.3 57.6 88.0 92.2 12.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 101 75 45 142 102 262 203 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 32,819 COMMITMENTS 3,813 6,331 157 14,498 20,730 18,468 27,218 14,351 5,601 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 462) -495 -598 -4 487 63 -12 -539 474 1,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 19.3 0.5 44.2 63.2 56.3 82.9 43.7 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 15 11 20 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,322 COMMITMENTS 6,185 10,503 4 11,859 9,216 18,048 19,723 7,274 5,599 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 3,292) 2,819 2,743 -575 2,463 40 4,707 2,208 -1,415 1,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 41.5 0.0 46.8 36.4 71.3 77.9 28.7 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 3 1 11 9 19 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,448 COMMITMENTS 9,246 24,074 483 22,233 6,873 31,962 31,430 2,486 3,018 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,588) 684 -185 236 1,726 2,109 2,646 2,160 -59 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 69.9 1.4 64.5 20.0 92.8 91.2 7.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 22 22 6 13 11 38 37 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,633 COMMITMENTS 27,835 14,004 1,150 11,039 25,803 40,024 40,957 4,609 3,676 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,557) 1,447 1,571 -190 616 -115 1,873 1,266 -316 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.4 31.4 2.6 24.7 57.8 89.7 91.8 10.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 31 23 13 20 21 57 51 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,173 COMMITMENTS 6,618 3,388 2 5,514 7,839 12,134 11,229 1,039 1,944 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 750) 782 829 2 295 -426 1,079 405 -329 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 25.7 0.0 41.9 59.5 92.1 85.2 7.9 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 11 1 9 8 17 20 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 23,896,491 COMMITMENTS 978,786 1667685 10401566 11942706 10863480 23323058 22932730 573,433 963,761 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 561,664) 21,584 136,778 339,813 218,528 90,148 579,925 566,740 -18,261 -5,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 7.0 43.5 50.0 45.5 97.6 96.0 2.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 46 71 95 152 151 252 266 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 14,623 COMMITMENTS 9,087 9,265 2,412 967 237 12,467 11,914 2,156 2,709 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 744) 440 -879 -71 284 -84 653 -1,034 91 1,778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.1 63.4 16.5 6.6 1.6 85.3 81.5 14.7 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 48 37 36 3 5 69 66 MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Bitcoin X $0.10) OPEN INTEREST: 39,611 COMMITMENTS 25,609 31,063 7,033 125 324 32,767 38,420 6,844 1,191 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 10,859) 4,866 5,532 5,715 -2 -303 10,579 10,944 280 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.7 78.4 17.8 0.3 0.8 82.7 97.0 17.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 107 27 10 1 2 116 32 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 1,287,701 COMMITMENTS 47,558 219,560 183,250 1055254 884,028 1286062 1286838 1,640 863 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 67,767) -306 13,370 14,942 51,819 39,151 66,455 67,463 1,312 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 17.1 14.2 81.9 68.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 26 43 46 57 66 113 128 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 215,690 COMMITMENTS 44,317 21,668 44,590 126,703 149,179 215,610 215,437 80 253 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 27,544) 8,046 4,009 -4,343 23,886 27,809 27,589 27,475 -45 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 10.0 20.7 58.7 69.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 19 20 21 25 32 54 63 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 653,981 COMMITMENTS 74,807 49,351 135,292 379,960 410,527 590,058 595,169 63,923 58,812 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -5,639) -1,043 -4,375 -2,754 -2,286 -1,269 -6,082 -8,397 444 2,759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 7.5 20.7 58.1 62.8 90.2 91.0 9.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567) 125 86 132 280 268 466 427 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| 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: 30,701 COMMITMENTS 2,346 1,942 0 24,991 27,533 27,337 29,475 3,364 1,226 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -2,923) -410 0 0 -2,439 -3,310 -2,849 -3,310 -74 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 6.3 0.0 81.4 89.7 89.0 96.0 11.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 0 20 11 24 12 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,269,905 COMMITMENTS 374,034 246,754 676,459 1899798 2052634 2950290 2975847 319,614 294,058 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -28,194) -5,213 -21,875 -13,768 -11,432 -6,344 -30,412 -41,987 2,218 13,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 7.5 20.7 58.1 62.8 90.2 91.0 9.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567) 125 86 132 280 268 466 427 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| 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: 33,754 COMMITMENTS 2,769 701 0 27,484 31,211 30,253 31,912 3,501 1,842 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,334) -684 0 0 2,572 -33 1,888 -33 -554 1,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 2.1 0.0 81.4 92.5 89.6 94.5 10.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 0 28 9 32 11 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| 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: 23,599 COMMITMENTS 553 623 0 20,637 21,775 21,190 22,398 2,409 1,201 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 389) 91 361 0 89 86 180 447 209 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.6 0.0 87.4 92.3 89.8 94.9 10.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 7 13 8 15 MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X S&P 500 INDEX) OPEN INTEREST: 178,237 COMMITMENTS 67,590 100,352 16,851 23,074 19,715 107,516 136,919 70,722 41,318 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 15,230) 9,206 12,872 1,189 1,174 3,913 11,569 17,973 3,661 -2,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 56.3 9.5 12.9 11.1 60.3 76.8 39.7 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 7 5 7 5 19 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 42,057 COMMITMENTS 8,210 2,662 318 24,334 34,793 32,862 37,773 9,195 4,284 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -235) -586 -286 133 -255 -166 -708 -319 473 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 6.3 0.8 57.9 82.7 78.1 89.8 21.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 8 6 5 35 29 45 38 ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE Code-146021 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (50 Index Points) OPEN INTEREST: 5,244 COMMITMENTS 2,774 4,066 420 426 227 3,620 4,713 1,624 531 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -95) -229 -132 15 74 -45 -140 -162 45 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.9 77.5 8.0 8.1 4.3 69.0 89.9 31.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 32 18 13 2 4 44 28 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,074 COMMITMENTS 16,465 11,005 10,453 27,122 31,332 54,041 52,791 9,033 10,283 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -2,478) 589 -2,246 -1,108 -2,623 170 -3,142 -3,184 664 706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 17.4 16.6 43.0 49.7 85.7 83.7 14.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 83 90 64 92 92 209 212 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,370 COMMITMENTS 82,327 55,024 52,267 135,609 156,662 270,203 263,953 45,167 51,416 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -12,390) 2,945 -11,231 -5,539 -13,117 851 -15,710 -15,919 3,320 3,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 17.4 16.6 43.0 49.7 85.7 83.7 14.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 83 90 64 92 92 209 212 MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE Code-209747 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX x $2) OPEN INTEREST: 130,471 COMMITMENTS 79,710 99,538 2,322 975 2,542 83,006 104,401 47,465 26,070 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 14,205) 11,488 15,003 819 -2,857 2,542 9,450 18,364 4,755 -4,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 76.3 1.8 0.7 1.9 63.6 80.0 36.4 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 14 8 3 4 23 23 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 202,570 COMMITMENTS 37,660 106,747 12,635 131,677 53,340 181,971 172,722 20,599 29,849 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 24,622) 8,239 11,975 3,773 13,049 8,145 25,061 23,894 -439 728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 52.7 6.2 65.0 26.3 89.8 85.3 10.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 17 38 15 30 30 56 74 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 488,402 COMMITMENTS 73,130 95,541 13,732 359,645 359,027 446,508 468,301 41,894 20,101 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 765) -157 2,286 -2,829 2,212 902 -774 359 1,538 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 19.6 2.8 73.6 73.5 91.4 95.9 8.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 71 56 23 169 131 249 202 EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 26,769 COMMITMENTS 4,210 1,745 76 20,681 24,586 24,967 26,407 1,802 362 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -1,503) -374 -870 -40 -1,489 -190 -1,903 -1,100 400 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 6.5 0.3 77.3 91.8 93.3 98.6 6.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 1 15 8 21 9 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 17,523 COMMITMENTS 2,696 1,940 24 9,867 11,952 12,587 13,916 4,936 3,607 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -1,459) -1,890 -1,193 -1 177 -15 -1,714 -1,209 255 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 11.1 0.1 56.3 68.2 71.8 79.4 28.2 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 1 9 4 16 9 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,780 COMMITMENTS 6,545 12,395 1,539 40,629 14,597 48,713 28,531 6,067 26,249 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 56) -2,530 -875 52 2,929 904 451 81 -395 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 22.6 2.8 74.2 26.6 88.9 52.1 11.1 47.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 14 13 4 31 22 48 36 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| 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: 237,849 COMMITMENTS 64,206 2,049 10,167 163,155 225,574 237,528 237,790 321 59 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -2,583) 272 -100 113 -1,832 -1,463 -1,447 -1,450 -1,136 -1,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 0.9 4.3 68.6 94.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 28 7 6 38 29 68 41
Updated November 29, 2021