BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,616 COMMITMENTS 295 3,253 308 6,429 3,560 7,032 7,121 584 495 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 57) 3 68 14 26 18 43 100 14 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 42.7 4.0 84.4 46.7 92.3 93.5 7.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 12 7 22 20 31 33 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,878 COMMITMENTS 11,277 9,288 1,542 14,270 11,299 27,089 22,129 1,789 6,749 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -63) -533 -374 114 318 393 -101 133 38 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 32.2 5.3 49.4 39.1 93.8 76.6 6.2 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 11 30 20 24 24 46 63 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,383 COMMITMENTS 1,506 1,802 354 4,787 4,845 6,647 7,001 736 382 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 110) 22 98 16 77 35 115 149 -5 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 24.4 4.8 64.8 65.6 90.0 94.8 10.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 7 6 23 19 35 29 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,873 COMMITMENTS 3,824 760 135 733 3,022 4,692 3,917 181 956 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 269) 255 -22 14 0 237 269 229 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.5 15.6 2.8 15.0 62.0 96.3 80.4 3.7 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 6 5 10 13 18 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,959 COMMITMENTS 58,910 47,324 47,397 89,044 92,762 195,351 187,483 22,608 30,476 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 16,053) -1,144 4,883 7,999 8,059 3,460 14,914 16,342 1,139 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 21.7 21.7 40.9 42.6 89.6 86.0 10.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 92 100 112 53 78 221 229 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 376,145 COMMITMENTS 140,421 36,127 71,478 134,532 219,154 346,431 326,759 29,714 49,386 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 22,728) 9,788 308 6,737 5,193 12,158 21,718 19,203 1,010 3,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 9.6 19.0 35.8 58.3 92.1 86.9 7.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432) 136 74 128 115 177 320 337 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,942 COMMITMENTS 950 1,885 329 1,525 686 2,804 2,900 1,138 1,042 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -27) 6 -14 42 -23 -26 25 2 -52 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 47.8 8.3 38.7 17.4 71.1 73.6 28.9 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 15 6 14 10 28 30 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,054 COMMITMENTS 17,422 15,447 9,743 13,800 9,949 40,965 35,139 7,089 12,915 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -551) 1,369 -39 -1,077 -173 664 119 -452 -670 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 32.1 20.3 28.7 20.7 85.2 73.1 14.8 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 51 45 54 41 54 127 128 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,903 COMMITMENTS 517 2,706 125 2,335 904 2,977 3,735 926 168 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 21) 7 18 11 11 -3 29 26 -8 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 69.3 3.2 59.8 23.2 76.3 95.7 23.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 4 12 5 17 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,471 COMMITMENTS 3,013 13,560 949 21,777 10,470 25,739 24,979 732 1,492 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 464) 113 -36 128 122 194 363 286 101 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 51.2 3.6 82.3 39.6 97.2 94.4 2.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 11 25 12 28 22 47 51 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,017 COMMITMENTS 17,180 4,231 32 16,792 29,159 34,004 33,422 1,013 1,595 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 995) -668 1,952 32 1,704 -961 1,068 1,023 -73 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 12.1 0.1 48.0 83.3 97.1 95.4 2.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 10 2 7 4 21 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 170,168 COMMITMENTS 34,330 84,979 2,425 104,762 45,172 141,517 132,576 28,651 37,592 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 10,973) 6,443 12,400 -1,118 5,138 -1,355 10,463 9,927 510 1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 49.9 1.4 61.6 26.5 83.2 77.9 16.8 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 23 48 16 28 24 59 80 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,730 COMMITMENTS 5,931 31,461 858 53,702 14,972 60,491 47,291 7,239 20,439 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -2,981) -899 1,302 -256 -1,017 -2,387 -2,172 -1,341 -809 -1,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 46.5 1.3 79.3 22.1 89.3 69.8 10.7 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 16 3 10 15 19 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,235 COMMITMENTS 82,260 72,488 3,307 60,432 71,503 145,999 147,298 5,236 3,937 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 14,157) 17,702 11,359 -289 -3,971 4,372 13,442 15,442 715 -1,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 47.9 2.2 40.0 47.3 96.5 97.4 3.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 53 40 9 10 30 66 76 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 212,470 COMMITMENTS 35,782 92,696 3,906 155,005 79,081 194,693 175,683 17,777 36,787 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 447) 706 1,141 620 -93 -228 1,233 1,533 -786 -1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 43.6 1.8 73.0 37.2 91.6 82.7 8.4 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 28 37 15 30 46 65 91 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 216,224 COMMITMENTS 32,712 121,335 2,861 158,287 57,213 193,860 181,409 22,364 34,815 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -8,234) -569 -11,035 -1,273 -4,497 4,715 -6,339 -7,593 -1,895 -641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 56.1 1.3 73.2 26.5 89.7 83.9 10.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 29 32 19 32 35 70 77 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 505,986 COMMITMENTS 148,288 194,936 13,427 262,426 244,448 424,141 452,811 81,845 53,175 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -2,267) 9,229 -2,578 1,636 -5,105 860 5,760 -82 -8,027 -2,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 38.5 2.7 51.9 48.3 83.8 89.5 16.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 92 62 40 85 72 191 161 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,260 COMMITMENTS 5,780 4,741 186 8,593 18,859 14,559 23,786 13,701 4,474 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 245) 554 65 0 6 38 560 103 -315 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 16.8 0.7 30.4 66.7 51.5 84.2 48.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 4 3 11 10 20 15 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,352 COMMITMENTS 3,861 5,573 234 18,186 16,886 22,281 22,693 6,071 5,659 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -655) -901 -2 -1 -198 -622 -1,100 -625 445 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 19.7 0.8 64.1 59.6 78.6 80.0 21.4 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 4 1 11 8 17 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,484 COMMITMENTS 11,577 14,720 82 7,774 5,206 19,433 20,008 2,051 1,476 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 8,258) 4,310 6,968 -91 3,949 1,173 8,168 8,050 90 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 68.5 0.4 36.2 24.2 90.5 93.1 9.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 13 1 4 9 13 22 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,640 COMMITMENTS 18,272 16,310 916 7,784 6,520 26,972 23,746 2,668 5,894 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,116) 555 533 270 823 6 1,648 809 -532 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.6 55.0 3.1 26.3 22.0 91.0 80.1 9.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 25 8 10 10 38 37 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,960 COMMITMENTS 11,953 13,131 0 2,536 419 14,489 13,550 471 1,410 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.9 87.8 0.0 17.0 2.8 96.9 90.6 3.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 9 0 4 1 11 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,690,809 COMMITMENTS 885,984 2840405 2613327 8528643 6030443 12027954 11484175 662,855 1206634 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 23,184) 58,148 -70,521 -14,249 -24,252 103,870 19,647 19,100 3,537 4,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 22.4 20.6 67.2 47.5 94.8 90.5 5.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 43 101 119 105 119 231 272 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 3,708 COMMITMENTS 2,686 2,980 227 0 223 2,913 3,430 795 278 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -149) -265 -256 41 0 69 -224 -146 75 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.4 80.4 6.1 0.0 6.0 78.6 92.5 21.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 20 20 6 0 1 24 23 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 32,138 COMMITMENTS 5,143 6,837 9,688 17,093 15,257 31,924 31,782 214 356 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -2,954) 163 83 -3,105 0 34 -2,942 -2,988 -12 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 21.3 30.1 53.2 47.5 99.3 98.9 0.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 11 14 6 8 24 23 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 41,282 COMMITMENTS 7,138 7,991 3,670 29,445 26,882 40,253 38,543 1,029 2,739 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 3,180) 3,608 452 -86 -1,202 2,820 2,320 3,186 860 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 19.4 8.9 71.3 65.1 97.5 93.4 2.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 9 13 14 16 28 34 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 575,768 COMMITMENTS 82,493 48,426 28,372 386,910 437,898 497,775 514,696 77,993 61,072 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -12,908) -10,599 -7,255 7,035 -8,867 -19,004 -12,431 -19,224 -478 6,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 8.4 4.9 67.2 76.1 86.5 89.4 13.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577) 129 89 69 250 250 407 381 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 36,791 COMMITMENTS 3,765 2,800 200 16,202 17,758 20,167 20,758 16,624 16,033 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 9,813) 281 2,684 200 4,383 2,859 4,864 5,743 4,949 4,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 7.6 0.5 44.0 48.3 54.8 56.4 45.2 43.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 2 1 11 12 16 15 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,694,884 COMMITMENTS 419,804 254,293 114,697 1853538 2100701 2388039 2469691 306,845 225,193 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -113,606) -38,420 -33,713 18,196 -66,249 -109,317 -86,473 -124,834 -27,133 11,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 9.4 4.3 68.8 78.0 88.6 91.6 11.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574) 130 89 66 244 249 400 378 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| 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: 17,216 COMMITMENTS 2,496 376 0 13,386 16,318 15,882 16,694 1,334 522 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1,251) 0 28 0 -735 -1,223 -735 -1,195 -516 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 2.2 0.0 77.8 94.8 92.3 97.0 7.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 0 10 7 14 8 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| 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: 18,940 COMMITMENTS 569 0 0 15,954 17,563 16,523 17,563 2,417 1,377 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,984) -534 0 0 2,529 1,780 1,995 1,780 -11 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 84.2 92.7 87.2 92.7 12.8 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 13 13 14 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 69,805 COMMITMENTS 11,344 2,702 307 48,523 61,874 60,174 64,883 9,631 4,922 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -99) -1,517 284 85 607 -1,259 -825 -890 726 791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 3.9 0.4 69.5 88.6 86.2 92.9 13.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 8 4 2 45 35 54 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 40,798 COMMITMENTS 7,327 9,085 345 27,688 25,089 35,360 34,519 5,438 6,278 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -855) -3,126 789 -2 3,748 -2,019 620 -1,232 -1,475 377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 22.3 0.8 67.9 61.5 86.7 84.6 13.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 47 52 17 83 92 140 152 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 203,989 COMMITMENTS 36,635 45,427 1,724 138,441 125,446 176,800 172,597 27,189 31,392 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -4,276) -15,629 3,945 -12 18,739 -10,093 3,098 -6,160 -7,374 1,884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 22.3 0.8 67.9 61.5 86.7 84.6 13.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 47 52 17 83 92 140 152 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,428 COMMITMENTS 27,919 54,210 2,883 69,453 26,535 100,255 83,628 22,173 38,800 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 4,735) 5,266 296 -530 711 776 5,447 542 -712 4,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 44.3 2.4 56.7 21.7 81.9 68.3 18.1 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 20 30 13 20 21 45 59 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 470,966 COMMITMENTS 79,796 99,394 11,599 360,371 341,180 451,766 452,173 19,200 18,793 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -13,983) -9,441 6,967 1,340 -4,705 -16,682 -12,806 -8,375 -1,177 -5,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 21.1 2.5 76.5 72.4 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 53 40 22 118 117 179 171 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 20,462 COMMITMENTS 5,516 13,273 71 9,920 3,590 15,507 16,934 4,955 3,528 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -378) -739 -1,159 6 848 239 115 -914 -493 536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 64.9 0.3 48.5 17.5 75.8 82.8 24.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 7 2 11 8 23 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,890 COMMITMENTS 20,751 4,482 189 33,197 18,496 54,137 23,167 7,753 38,723 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,210) 322 -2,094 -115 1,849 -4,077 2,056 -6,286 -846 7,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 7.2 0.3 53.6 29.9 87.5 37.4 12.5 62.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 20 9 4 30 25 52 36 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 12/31/18 | --------------------------------------------------------------| 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: 64,598 COMMITMENTS 6,434 3,942 225 57,914 60,328 64,573 64,495 25 103 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 923) 160 0 0 763 903 923 903 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 6.1 0.3 89.7 93.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 1 16 17 21 19
Updated February 5, 2019