WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 355,668 COMMITMENTS 111,965 103,154 111,629 105,801 101,625 329,395 316,408 26,273 39,260 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,743) -7,094 -2,902 8,092 734 -2,446 1,732 2,744 1,011 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 29.0 31.4 29.7 28.6 92.6 89.0 7.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 102 105 116 79 93 246 259 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 14,734 COMMITMENTS 7,500 2,100 563 5,991 11,775 14,054 14,438 680 296 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 94) 450 0 -87 -270 180 93 93 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 14.3 3.8 40.7 79.9 95.4 98.0 4.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 4 2 11 11 15 17 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 299,357 COMMITMENTS 81,341 93,018 80,171 110,778 107,687 272,290 280,876 27,067 18,481 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 6,983) 955 -614 3,457 2,366 4,047 6,778 6,890 205 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 31.1 26.8 37.0 36.0 91.0 93.8 9.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 98 56 67 94 82 223 179 CORN - CHICAGO BOARD OF TRADE Code-002602 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,615,504 COMMITMENTS 359,801 401,722 283,212 699,992 751,954 1343005 1436888 272,499 178,616 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -10,285) -13,417 -10,236 10,127 -6,442 -15,133 -9,732 -15,242 -553 4,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 24.9 17.5 43.3 46.5 83.1 88.9 16.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 833) 174 148 159 374 344 649 566 OATS - CHICAGO BOARD OF TRADE Code-004603 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,509 COMMITMENTS 2,271 352 0 1,528 4,436 3,799 4,788 1,710 721 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 66) -12 67 0 147 47 135 114 -69 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 6.4 0.0 27.7 80.5 69.0 86.9 31.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 4 0 7 9 17 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 690,291 COMMITMENTS 148,271 147,036 151,775 334,595 329,342 634,641 628,153 55,650 62,138 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 20,553) 4,183 -6,848 9,227 4,621 17,401 18,031 19,780 2,522 773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 21.3 22.0 48.5 47.7 91.9 91.0 8.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524) 138 122 148 176 186 401 390 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 504,289 COMMITMENTS 116,639 68,506 141,392 210,100 267,009 468,131 476,907 36,158 27,382 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,758) -2,126 -3,710 8,105 -3,556 -4,696 2,423 -301 -665 2,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 13.6 28.0 41.7 52.9 92.8 94.6 7.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 111 72 133 87 72 280 236 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 980,337 COMMITMENTS 125,700 184,014 19,378 667,025 635,884 812,103 839,276 168,234 141,061 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -7,791) -6,420 5,654 37 -1,139 -21,178 -7,522 -15,487 -269 7,696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 18.8 2.0 68.0 64.9 82.8 85.6 17.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 34 34 18 77 81 120 124 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,138,278 COMMITMENTS 126,400 398,941 13,195 824,295 650,217 963,890 1062353 174,388 75,925 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -28,689) 8,041 -13,127 -4,006 -23,845 -1,974 -19,810 -19,107 -8,879 -9,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 35.0 1.2 72.4 57.1 84.7 93.3 15.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 23 16 15 78 71 106 97 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 440,713 COMMITMENTS 81,407 100,414 100,218 209,045 211,929 390,670 412,561 50,043 28,152 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -5,240) 4,941 948 -2,433 -9,596 -1,728 -7,088 -3,213 1,848 -2,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 22.8 22.7 47.4 48.1 88.6 93.6 11.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 83 64 89 120 87 255 206 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,214 COMMITMENTS 3,142 1,844 374 4,919 6,846 8,435 9,064 1,779 1,150 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,236) 1,121 160 59 6 709 1,186 928 50 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 18.1 3.7 48.2 67.0 82.6 88.7 17.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 19 13 6 10 16 34 31 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,658,580 COMMITMENTS 1080098 1207005 49,910 2337327 2298868 3467335 3555783 191,245 102,797 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 110,719) 34,631 2,003 -22,035 95,842 123,459 108,438 103,427 2,281 7,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 33.0 1.4 63.9 62.8 94.8 97.2 5.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 83 51 43 174 133 280 204 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,589,873 COMMITMENTS 624,462 820,768 181,699 2351472 2223604 3157633 3226071 432,240 363,802 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 51,926) 848 -32,809 -5,261 38,876 108,403 34,463 70,333 17,463 -18,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 22.9 5.1 65.5 61.9 88.0 89.9 12.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 87 57 43 180 166 287 246 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 823,317 COMMITMENTS 143,247 159,963 12,219 547,550 488,800 703,016 660,982 120,301 162,335 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,995) -3,652 -806 -1,191 11,179 10,809 6,336 8,812 -1,341 -3,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 19.4 1.5 66.5 59.4 85.4 80.3 14.6 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 15 16 11 53 65 75 85 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,111,505 COMMITMENTS 727,916 800,884 64,297 3007850 2928757 3800063 3793938 311,442 317,567 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -4,345) 36,497 -55,912 -4,551 -58,846 52,073 -26,900 -8,390 22,555 4,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 19.5 1.6 73.2 71.2 92.4 92.3 7.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 57 53 33 145 152 214 226 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,087,212 COMMITMENTS 463,821 263,743 394,986 1186318 1362908 2045125 2021637 42,087 65,575 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -56,315) -50,704 -55,424 19,734 -26,592 -44,175 -57,562 -79,865 1,247 23,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 12.6 18.9 56.8 65.3 98.0 96.9 2.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 41 39 52 64 75 132 141 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 50,109 COMMITMENTS 26,985 3,816 732 15,399 37,434 43,115 41,981 6,995 8,129 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -9,644) 1,755 490 -90 -9,948 -9,274 -8,283 -8,873 -1,362 -771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 7.6 1.5 30.7 74.7 86.0 83.8 14.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 30 16 4 22 32 53 51 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 100,218 COMMITMENTS 53,969 7,631 1,463 30,797 74,867 86,229 83,961 13,989 16,257 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -19,288) 3,509 980 -179 -19,895 -18,547 -16,565 -17,746 -2,723 -1,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 7.6 1.5 30.7 74.7 86.0 83.8 14.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 30 16 4 22 32 53 51 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 41,173 COMMITMENTS 4,529 788 0 35,084 39,552 39,613 40,340 1,560 833 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -22,193) 1,422 -685 0 -23,224 -20,855 -21,802 -21,540 -391 -653 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 1.9 0.0 85.2 96.1 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 0 12 11 16 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 12,037 COMMITMENTS 6,244 9,259 688 4,924 2,048 11,856 11,995 181 42 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -8,666) -6,622 -7,925 -493 -1,494 0 -8,609 -8,418 -57 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.9 76.9 5.7 40.9 17.0 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 17 13 4 5 2 25 16 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,954 COMMITMENTS 37,934 5,677 15,888 5,060 34,981 58,882 56,546 72 2,408 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,679) 2,550 994 189 -85 943 2,654 2,126 25 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.3 9.6 26.9 8.6 59.3 99.9 95.9 0.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 7 2 3 16 10 24 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,988 COMMITMENTS 8,721 3,821 1,695 2,403 5,142 12,819 10,658 169 2,330 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,128) 1,012 901 1,061 -100 52 1,973 2,014 155 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.1 29.4 13.1 18.5 39.6 98.7 82.1 1.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 7 1 2 8 6 16 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 45,269 COMMITMENTS 17,060 16,054 28,189 0 0 45,249 44,243 20 1,026 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -7,012) -7,030 -7,997 0 0 0 -7,030 -7,997 18 985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 35.5 62.3 0.0 0.0 100.0 97.7 0.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 15 5 0 0 10 18
Updated September 27, 2019