BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,475 COMMITMENTS 377 3,837 188 6,274 3,039 6,839 7,064 636 411 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 427) 73 337 -5 473 159 541 491 -114 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 51.3 2.5 83.9 40.7 91.5 94.5 8.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 9 6 21 19 29 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,426 COMMITMENTS 9,221 8,544 1,352 13,693 9,911 24,266 19,807 2,160 6,619 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 1,067) 24 398 113 555 195 692 706 375 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 32.3 5.1 51.8 37.5 91.8 75.0 8.2 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 28 15 18 21 37 56 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,937 COMMITMENTS 1,460 2,154 315 5,106 4,962 6,881 7,431 1,056 506 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 687) 4 212 -6 457 517 455 723 232 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 27.1 4.0 64.3 62.5 86.7 93.6 13.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 9 6 20 16 31 27 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,318 COMMITMENTS 4,965 808 155 1,116 4,014 6,236 4,977 82 1,341 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 978) 560 -3 49 336 733 945 779 33 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.6 12.8 2.5 17.7 63.5 98.7 78.8 1.3 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 5 4 9 12 15 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,809 COMMITMENTS 59,877 51,344 48,661 70,398 72,370 178,936 172,375 24,873 31,434 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -8,624) -476 1,181 6,515 -15,104 -17,385 -9,065 -9,689 441 1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 25.2 23.9 34.5 35.5 87.8 84.6 12.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 95 90 111 49 75 212 226 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 388,310 COMMITMENTS 146,928 39,015 74,662 136,233 223,465 357,823 337,142 30,487 51,168 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 4,882) 6,514 1,457 1,538 -3,580 685 4,472 3,680 410 1,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 10.0 19.2 35.1 57.5 92.1 86.8 7.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443) 142 72 126 126 180 340 332 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,675 COMMITMENTS 957 2,045 246 1,457 649 2,660 2,940 1,015 735 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -170) 31 14 5 -57 -19 -21 0 -149 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 55.6 6.7 39.6 17.7 72.4 80.0 27.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 16 9 13 9 31 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,719 COMMITMENTS 15,379 15,172 11,207 15,672 10,644 42,258 37,023 8,461 13,696 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 619) -706 -642 449 597 411 340 218 279 401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 29.9 22.1 30.9 21.0 83.3 73.0 16.7 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 49 47 55 49 56 138 133 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,770 COMMITMENTS 2,928 12,147 768 19,619 9,321 23,315 22,236 455 1,534 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 987) 353 206 69 621 716 1,043 991 -56 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 51.1 3.2 82.5 39.2 98.1 93.5 1.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 10 25 10 23 20 39 49 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,834 COMMITMENTS 14,319 12,904 0 16,395 17,438 30,714 30,342 1,120 1,492 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 317) 502 1,554 0 -339 -1,565 163 -11 154 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 40.5 0.0 51.5 54.8 96.5 95.3 3.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 13 9 0 9 4 22 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 155,691 COMMITMENTS 17,006 76,530 3,393 105,916 40,853 126,315 120,776 29,376 34,915 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -11,314) -2,281 -8,759 399 -10,432 1,719 -12,314 -6,641 1,000 -4,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 49.2 2.2 68.0 26.2 81.1 77.6 18.9 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 21 34 12 29 29 57 68 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,523 COMMITMENTS 5,870 21,164 673 48,256 22,321 54,799 44,158 7,724 18,365 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -4,577) 146 -7,746 116 -4,226 5,040 -3,964 -2,590 -613 -1,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 33.8 1.1 77.2 35.7 87.6 70.6 12.4 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 21 4 9 17 20 38 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 190,187 COMMITMENTS 124,498 67,233 705 58,311 119,223 183,514 187,161 6,673 3,026 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 29,694) 32,100 5,817 -1,727 -1,386 25,682 28,987 29,772 707 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.5 35.4 0.4 30.7 62.7 96.5 98.4 3.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 76 38 10 11 29 92 72 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 219,326 COMMITMENTS 31,061 91,537 3,383 164,447 88,127 198,891 183,047 20,435 36,279 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 8,526) 3,391 3,775 -765 5,935 5,755 8,561 8,765 -35 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 41.7 1.5 75.0 40.2 90.7 83.5 9.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 23 40 16 33 45 63 94 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 229,295 COMMITMENTS 38,686 85,107 4,886 149,550 110,131 193,122 200,124 36,173 29,171 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -1,229) -4,041 -18,934 1,306 -1,571 17,836 -4,306 208 3,077 -1,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 37.1 2.1 65.2 48.0 84.2 87.3 15.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 31 31 20 35 35 80 72 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 525,052 COMMITMENTS 152,534 185,195 12,020 274,438 273,918 438,992 471,133 86,060 53,919 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 10,507) 6,263 -1,609 -371 5,388 12,393 11,280 10,413 -773 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 35.3 2.3 52.3 52.2 83.6 89.7 16.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 87 67 36 94 76 195 165 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,718 COMMITMENTS 6,566 8,783 184 10,966 17,312 17,716 26,279 13,002 4,439 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 258) -86 446 0 350 -638 264 -192 -6 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 28.6 0.6 35.7 56.4 57.7 85.5 42.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 6 2 12 9 20 15 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,916 COMMITMENTS 2,936 6,681 235 17,632 14,668 20,803 21,584 6,113 5,332 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -647) -373 179 1 -493 -83 -865 97 218 -744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 24.8 0.9 65.5 54.5 77.3 80.2 22.7 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 1 11 8 17 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,453 COMMITMENTS 9,164 10,619 94 5,933 5,866 15,191 16,579 2,262 874 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -729) 242 -1,199 12 -1,148 656 -894 -531 165 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 60.8 0.5 34.0 33.6 87.0 95.0 13.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 14 11 2 4 7 20 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,350 COMMITMENTS 14,129 17,069 1,032 11,914 7,199 27,075 25,300 3,275 5,050 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 546) -766 636 49 758 496 41 1,181 505 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 56.2 3.4 39.3 23.7 89.2 83.4 10.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 23 30 9 12 11 42 43 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,015 COMMITMENTS 11,580 13,242 1,500 4,011 2,045 17,091 16,787 924 1,228 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 3,870) 1,045 710 1,500 1,152 1,626 3,697 3,836 173 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.3 73.5 8.3 22.3 11.4 94.9 93.2 5.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 7 1 5 3 16 11 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,319,323 COMMITMENTS 890,122 2370322 2837440 7924636 5975598 11652198 11183360 667,125 1135963 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -480,165) -73,613 -193,913 25,847 -485,776 -298,280 -533,542 -466,346 53,377 -13,819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 19.2 23.0 64.3 48.5 94.6 90.8 5.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 41 99 112 108 117 228 265 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,473 COMMITMENTS 3,554 3,696 213 0 173 3,767 4,082 706 391 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 709) 578 479 145 0 0 723 624 -14 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.5 82.6 4.8 0.0 3.9 84.2 91.3 15.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 18 22 5 0 1 22 24 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 30,075 COMMITMENTS 4,652 7,424 9,326 15,519 12,667 29,497 29,417 578 658 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 905) 940 789 764 -900 -737 804 816 101 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 24.7 31.0 51.6 42.1 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 12 14 7 9 25 24 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 23,917 COMMITMENTS 2,876 5,674 1,354 19,253 15,368 23,483 22,396 434 1,521 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 5,984) 258 198 -65 6,318 5,427 6,511 5,560 -527 424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 23.7 5.7 80.5 64.3 98.2 93.6 1.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 11 11 11 15 24 32 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 585,987 COMMITMENTS 77,083 58,845 29,721 396,276 418,256 503,080 506,823 82,907 79,164 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 12,245) -864 11,006 -39 11,036 -4,694 10,132 6,272 2,113 5,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 10.0 5.1 67.6 71.4 85.9 86.5 14.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569) 117 106 68 245 241 395 383 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 54,945 COMMITMENTS 9,087 3,690 400 31,198 25,500 40,685 29,590 14,260 25,355 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 6,895) 1,717 61 400 6,164 2,559 8,281 3,020 -1,386 3,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 6.7 0.7 56.8 46.4 74.0 53.9 26.0 46.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 3 1 13 15 19 19 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,655,210 COMMITMENTS 378,877 314,675 107,708 1825390 1963781 2311975 2386164 343,235 269,046 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 26,752) -13,789 53,842 -1,313 24,358 -36,267 9,256 16,262 17,496 10,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 11.9 4.1 68.7 74.0 87.1 89.9 12.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567) 117 106 66 241 238 390 379 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| 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: 17,244 COMMITMENTS 1,474 313 14 13,910 15,786 15,398 16,113 1,846 1,131 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 541) -349 0 0 590 674 241 674 300 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 1.8 0.1 80.7 91.5 89.3 93.4 10.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 6 13 9 14 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| 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: 17,219 COMMITMENTS 2,787 376 0 13,203 16,164 15,990 16,540 1,229 679 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 2,180) 341 0 0 2,198 2,228 2,539 2,228 -359 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.2 0.0 76.7 93.9 92.9 96.1 7.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 1 0 13 7 18 8 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| 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: 18,104 COMMITMENTS 676 214 0 15,200 16,898 15,876 17,112 2,228 992 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 165) -144 214 0 288 -243 144 -29 21 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.2 0.0 84.0 93.3 87.7 94.5 12.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 14 12 16 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 68,893 COMMITMENTS 9,023 3,400 311 51,107 60,279 60,441 63,990 8,452 4,903 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -886) -909 233 -18 350 -868 -577 -653 -309 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 4.9 0.5 74.2 87.5 87.7 92.9 12.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 6 7 4 44 35 53 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 41,781 COMMITMENTS 7,068 10,010 471 29,611 22,746 37,150 33,227 4,631 8,553 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 718) -323 1,410 105 1,043 -1,180 825 335 -107 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 24.0 1.1 70.9 54.4 88.9 79.5 11.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 41 62 19 75 99 128 169 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 208,903 COMMITMENTS 35,340 50,051 2,356 148,053 113,730 185,749 166,137 23,154 42,766 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 3,592) -1,614 7,051 525 5,216 -5,902 4,127 1,674 -535 1,918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 24.0 1.1 70.9 54.4 88.9 79.5 11.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 41 62 19 75 99 128 169 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,344 COMMITMENTS 21,029 58,998 2,190 81,689 28,771 104,908 89,959 20,436 35,385 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -2,132) -1,316 -1,122 8 -186 2,198 -1,494 1,084 -638 -3,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 47.1 1.7 65.2 23.0 83.7 71.8 16.3 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 21 33 13 19 24 47 63 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 468,375 COMMITMENTS 78,323 113,156 9,445 362,565 326,563 450,333 449,164 18,042 19,211 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -2,735) 3,759 4,759 -1,262 -4,562 -8,868 -2,065 -5,371 -670 2,636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 24.2 2.0 77.4 69.7 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 50 56 27 117 115 181 184 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 25,595 COMMITMENTS 6,311 19,455 229 14,080 2,930 20,620 22,614 4,975 2,981 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 1,376) 1,017 2,009 16 228 -386 1,261 1,639 115 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 76.0 0.9 55.0 11.4 80.6 88.4 19.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 10 7 2 12 6 24 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,684 COMMITMENTS 26,824 4,896 736 30,319 22,296 57,879 27,928 8,805 38,756 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: 1,704) 1,385 537 532 -1,068 2,925 849 3,994 855 -2,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 7.3 1.1 45.5 33.4 86.8 41.9 13.2 58.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 18 10 6 25 19 45 33 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 01/15/19 | --------------------------------------------------------------| 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: 63,000 COMMITMENTS 6,429 3,872 325 56,185 58,743 62,939 62,940 61 60 CHANGES FROM 01/08/19 (CHANGE IN OPEN INTEREST: -2,301) -90 100 0 -2,247 -2,380 -2,337 -2,280 36 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 6.1 0.5 89.2 93.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 1 2 16 18 22 20
Updated February 12, 2019