BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 10,893 COMMITMENTS 61 3,315 1,776 8,383 5,235 10,220 10,325 673 567 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 23) -2 145 -14 38 -65 22 65 1 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 30.4 16.3 77.0 48.1 93.8 94.8 6.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 12 12 28 25 40 41 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 58,528 COMMITMENTS 12,763 5,668 15,226 26,459 22,871 54,448 43,764 4,080 14,764 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -219) -193 -527 -57 124 544 -126 -40 -93 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 9.7 26.0 45.2 39.1 93.0 74.8 7.0 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 16 25 28 42 39 71 80 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED 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: 11,729 COMMITMENTS 1,618 1,641 2,266 6,917 7,312 10,801 11,220 928 510 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -8) 1 95 -17 12 -37 -5 40 -4 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 14.0 19.3 59.0 62.3 92.1 95.7 7.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 10 10 26 23 39 36 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED 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: 6,576 COMMITMENTS 4,406 318 917 909 3,412 6,233 4,647 343 1,928 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 319) 297 -10 6 11 259 314 255 5 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.0 4.8 13.9 13.8 51.9 94.8 70.7 5.2 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 2 8 7 11 16 20 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 274,089 COMMITMENTS 60,027 32,035 87,427 99,762 117,398 247,216 236,860 26,873 37,229 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 15,163) -931 5,564 7,555 7,209 2,708 13,833 15,826 1,330 -663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 11.7 31.9 36.4 42.8 90.2 86.4 9.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 128 81 134 81 91 271 256 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 420,959 COMMITMENTS 141,131 18,006 105,314 142,253 239,373 388,698 362,693 32,261 58,267 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 26,693) 9,746 -1,254 9,845 5,998 13,821 25,590 22,412 1,104 4,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 4.3 25.0 33.8 56.9 92.3 86.2 7.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 163 66 158 151 193 385 369 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 4,506 COMMITMENTS 686 1,524 1,075 1,545 827 3,306 3,426 1,199 1,080 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -502) 28 31 -405 -65 -98 -442 -472 -60 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 33.8 23.9 34.3 18.4 73.4 76.0 26.6 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 14 10 14 10 31 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 56,382 COMMITMENTS 16,838 13,346 15,377 15,873 12,023 48,088 40,746 8,295 15,637 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -514) 1,406 -442 -847 -319 868 240 -422 -754 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 23.7 27.3 28.2 21.3 85.3 72.3 14.7 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 62 40 62 56 60 151 139 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED 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: 5,047 COMMITMENTS 353 3,026 492 2,970 1,089 3,815 4,606 1,232 441 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 42) 1 29 17 21 -2 39 43 3 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 59.9 9.7 58.8 21.6 75.6 91.3 24.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 6 5 13 8 18 17 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 38,177 COMMITMENTS 2,417 14,225 6,000 28,698 15,701 37,115 35,926 1,062 2,251 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 48) 177 -41 -25 -173 -60 -21 -125 68 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 37.3 15.7 75.2 41.1 97.2 94.1 2.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 9 30 21 35 34 59 70 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 190,149 COMMITMENTS 31,808 85,418 12,831 114,498 53,198 159,138 151,447 31,011 38,702 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 10,394) 6,369 11,938 -1,600 5,181 -930 9,950 9,408 444 987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 44.9 6.7 60.2 28.0 83.7 79.6 16.3 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 22 52 21 32 30 66 91 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 68,193 COMMITMENTS 5,910 31,461 1,042 53,767 14,984 60,719 47,487 7,475 20,706 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -2,940) -833 1,302 -270 -1,010 -2,389 -2,114 -1,358 -827 -1,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 46.1 1.5 78.8 22.0 89.0 69.6 11.0 30.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 16 4 10 16 19 36 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 151,986 COMMITMENTS 82,104 72,471 3,844 60,763 71,700 146,711 148,015 5,275 3,971 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 14,126) 17,729 11,431 -389 -3,936 4,360 13,404 15,403 723 -1,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.0 47.7 2.5 40.0 47.2 96.5 97.4 3.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 53 41 12 11 30 69 78 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 253,383 COMMITMENTS 33,821 88,645 28,617 171,068 97,356 233,505 214,617 19,878 38,766 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 95) 1,497 752 350 -734 1 1,113 1,103 -1,018 -1,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 35.0 11.3 67.5 38.4 92.2 84.7 7.8 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 33 38 25 34 50 79 101 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 253,066 COMMITMENTS 33,304 121,760 25,615 169,942 68,529 228,861 215,905 24,206 37,161 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -6,503) -1,564 -12,512 938 -3,597 5,156 -4,223 -6,418 -2,281 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 48.1 10.1 67.2 27.1 90.4 85.3 9.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 29 36 28 36 40 83 86 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 557,374 COMMITMENTS 153,895 197,434 39,039 278,547 263,580 471,481 500,053 85,893 57,321 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -3,493) 9,561 -1,710 851 -6,162 166 4,250 -693 -7,743 -2,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 35.4 7.0 50.0 47.3 84.6 89.7 15.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 94 76 61 88 81 207 194 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 29,922 COMMITMENTS 18,495 16,310 916 7,784 6,801 27,196 24,027 2,727 5,896 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 1,111) 544 533 270 823 2 1,637 805 -526 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.8 54.5 3.1 26.0 22.7 90.9 80.3 9.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 25 8 11 10 39 37 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 22,024,434 COMMITMENTS 795,177 2424626 9480052 11046180 8860737 21321410 20765415 703,024 1259019 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 363,369) 42,933 -41,148 232,840 89,980 174,593 365,753 366,284 -2,384 -2,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 11.0 43.0 50.2 40.2 96.8 94.3 3.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 48 118 144 114 125 269 292 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 797,299 COMMITMENTS 75,452 49,768 172,673 452,792 497,537 700,917 719,978 96,382 77,321 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -100,631) -21,417 -15,659 -37,372 -31,326 -46,852 -90,114 -99,883 -10,517 -749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 6.2 21.7 56.8 62.4 87.9 90.3 12.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614) 151 99 136 276 269 486 446 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 61,008 COMMITMENTS 4,080 3,325 7,358 24,030 25,508 35,468 36,191 25,540 24,817 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -8,003) 13 2,691 -8,528 195 -1,857 -8,320 -7,694 317 -309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 5.5 12.1 39.4 41.8 58.1 59.3 41.9 40.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 6 12 16 19 32 32 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,681,455 COMMITMENTS 382,669 258,022 800,768 2143810 2360145 3327247 3418935 354,208 262,520 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -463,142) -91,944 -76,542 -159,425 -157,604 -224,975 -408,974 -460,941 -54,168 -2,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 7.0 21.8 58.2 64.1 90.4 92.9 9.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606) 149 97 130 270 267 476 438 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 43,118 COMMITMENTS 7,491 9,058 1,329 28,426 26,023 37,246 36,411 5,871 6,707 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -1,598) -2,966 730 -397 3,462 -2,297 99 -1,964 -1,697 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 21.0 3.1 65.9 60.4 86.4 84.4 13.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 49 52 24 85 100 149 162 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 215,588 COMMITMENTS 37,455 45,290 6,647 142,130 130,117 186,232 182,053 29,357 33,535 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -7,991) -14,832 3,650 -1,983 17,309 -11,485 495 -9,818 -8,486 1,827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 21.0 3.1 65.9 60.4 86.4 84.4 13.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 49 52 24 85 100 149 162 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 141,976 COMMITMENTS 25,064 55,425 13,516 78,186 32,920 116,765 101,861 25,211 40,116 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: 5,162) 4,855 326 -104 1,374 787 6,125 1,009 -963 4,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 39.0 9.5 55.1 23.2 82.2 71.7 17.8 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 19 32 18 25 23 51 66 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED 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: 473,663 COMMITMENTS 80,100 99,737 13,427 360,765 341,543 454,292 454,707 19,372 18,956 CHANGES FROM 12/24/18 (CHANGE IN OPEN INTEREST: -15,926) -8,464 7,953 -1,020 -4,945 -17,079 -14,429 -10,147 -1,497 -5,779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 21.1 2.8 76.2 72.1 95.9 96.0 4.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 53 40 25 120 119 182 175 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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