BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,634 COMMITMENTS 632 3,870 158 6,373 3,120 7,163 7,148 471 486 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -864) 34 -563 -11 -943 -304 -920 -878 56 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 50.7 2.1 83.5 40.9 93.8 93.6 6.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 10 6 21 17 29 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,728 COMMITMENTS 8,206 6,553 1,198 11,701 9,194 21,105 16,945 1,623 5,783 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -4,080) -951 -2,623 -412 -2,655 -678 -4,018 -3,713 -62 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 28.8 5.3 51.5 40.5 92.9 74.6 7.1 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 14 24 17 18 23 43 53 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,148 COMMITMENTS 1,172 1,877 323 5,672 5,413 7,167 7,613 981 535 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -1,137) -270 -346 -93 -803 -748 -1,166 -1,187 29 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 23.0 4.0 69.6 66.4 88.0 93.4 12.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 6 7 22 16 35 25 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,729 COMMITMENTS 4,965 756 184 1,463 4,441 6,612 5,381 117 1,348 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -1,007) -853 -97 -44 -110 -961 -1,007 -1,102 0 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.8 11.2 2.7 21.7 66.0 98.3 80.0 1.7 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 5 4 11 12 18 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,028 COMMITMENTS 80,776 86,443 60,619 92,493 78,241 233,888 225,303 27,140 35,725 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 11,909) 2,428 2,077 4,147 5,750 5,619 12,325 11,843 -416 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 33.1 23.2 35.4 30.0 89.6 86.3 10.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 89 103 117 67 77 226 249 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 423,752 COMMITMENTS 180,903 44,907 82,822 130,603 236,347 394,328 364,076 29,424 59,676 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 20,676) 8,840 2,882 6,913 3,738 7,737 19,491 17,532 1,185 3,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 10.6 19.5 30.8 55.8 93.1 85.9 6.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463) 152 83 120 114 183 336 338 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,598 COMMITMENTS 885 1,159 11 718 883 1,614 2,053 984 545 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -701) -504 -403 -38 -141 -129 -683 -570 -18 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 44.6 0.4 27.6 34.0 62.1 79.0 37.9 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 8 1 10 13 24 21 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,331 COMMITMENTS 18,236 17,366 11,958 16,095 10,970 46,289 40,294 9,042 15,037 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 4,265) 1,656 653 1,845 -135 665 3,366 3,163 899 1,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 31.4 21.6 29.1 19.8 83.7 72.8 16.3 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 51 57 55 53 55 139 145 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,854 COMMITMENTS 2,599 8,215 1,226 16,458 10,212 20,283 19,653 571 1,201 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -3,439) -628 -2,388 10 -2,828 -845 -3,446 -3,223 7 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 39.4 5.9 78.9 49.0 97.3 94.2 2.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 9 19 11 20 16 36 39 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,281 COMMITMENTS 32,555 13,019 0 15,969 36,200 48,524 49,219 1,757 1,062 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 68) 600 627 0 -563 -625 37 2 31 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.7 25.9 0.0 31.8 72.0 96.5 97.9 3.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 18 8 0 4 8 22 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 146,552 COMMITMENTS 18,210 58,654 2,808 98,021 49,449 119,039 110,911 27,513 35,641 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -1,069) -3,343 -2,076 329 -28 -4,139 -3,042 -5,886 1,973 4,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 40.0 1.9 66.9 33.7 81.2 75.7 18.8 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 21 34 13 35 34 64 73 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,621 COMMITMENTS 11,993 36,097 393 59,065 17,288 71,451 53,778 8,170 25,843 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 4,344) 3,216 1,971 92 1,371 -196 4,679 1,867 -335 2,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 45.3 0.5 74.2 21.7 89.7 67.5 10.3 32.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 11 22 3 15 16 29 38 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 246,641 COMMITMENTS 176,942 88,524 1,196 61,146 143,109 239,284 232,829 7,357 13,812 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 10,057) 8,411 11,940 1 1,475 -1,839 9,887 10,102 170 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.7 35.9 0.5 24.8 58.0 97.0 94.4 3.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 85 39 7 14 29 102 72 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 193,497 COMMITMENTS 34,620 69,549 4,341 127,991 86,092 166,952 159,982 26,545 33,515 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -8,568) -5,123 -9,457 637 -1,885 -839 -6,371 -9,659 -2,197 1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 35.9 2.2 66.1 44.5 86.3 82.7 13.7 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 27 29 14 32 42 68 76 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,083 COMMITMENTS 33,421 84,727 6,839 137,804 79,142 178,064 170,708 29,019 36,375 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 20,925) 6,056 17,708 2,410 9,704 -3,334 18,170 16,784 2,755 4,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 40.9 3.3 66.5 38.2 86.0 82.4 14.0 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 18 39 16 36 38 61 86 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 541,753 COMMITMENTS 155,922 234,088 8,600 284,662 230,006 449,184 472,694 92,569 69,059 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 13,377) 12,075 17,786 -2,462 1,882 -8,933 11,495 6,391 1,882 6,986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 43.2 1.6 52.5 42.5 82.9 87.3 17.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 87 66 33 88 75 183 167 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,380 COMMITMENTS 7,629 4,681 296 10,131 18,670 18,056 23,647 13,324 7,733 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 30) 841 689 70 -1,551 -1,033 -640 -274 670 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 14.9 0.9 32.3 59.5 57.5 75.4 42.5 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 5 11 9 20 16 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 15,907 COMMITMENTS 9,872 6,734 105 3,419 8,039 13,396 14,878 2,511 1,029 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -5,158) -136 -2,177 -38 -4,446 -2,780 -4,620 -4,995 -538 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.1 42.3 0.7 21.5 50.5 84.2 93.5 15.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 10 3 6 7 17 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,314 COMMITMENTS 20,687 19,266 1,793 13,868 13,100 36,348 34,159 2,966 5,155 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 3,907) 2,392 1,885 839 942 1,145 4,173 3,869 -266 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 49.0 4.6 35.3 33.3 92.5 86.9 7.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 26 28 8 14 14 44 47 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,314 COMMITMENTS 13,094 13,232 2,991 10,028 9,647 26,113 25,870 1,201 1,444 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 48.4 11.0 36.7 35.3 95.6 94.7 4.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 8 2 4 6 11 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,665,700 COMMITMENTS 1054703 1806554 3263890 7641048 6456245 11959641 11526689 706,059 1139011 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 252,776) 57,364 -121,589 -20,753 212,875 420,350 249,486 278,008 3,290 -25,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 14.3 25.8 60.3 51.0 94.4 91.0 5.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 63 79 118 106 113 237 254 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 3,226 COMMITMENTS 2,203 2,489 165 0 234 2,368 2,888 858 338 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -98) -165 -197 33 0 4 -132 -160 34 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 77.2 5.1 0.0 7.3 73.4 89.5 26.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 20 18 5 0 2 23 22 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 59,715 COMMITMENTS 15,760 11,647 17,744 25,639 29,682 59,143 59,073 572 642 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 6,164) 1,190 -485 3,889 629 2,258 5,708 5,662 456 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 19.5 29.7 42.9 49.7 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 9 15 9 9 31 25 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 63,463 COMMITMENTS 15,813 9,843 5,998 40,245 47,080 62,056 62,921 1,407 542 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 1,807) -1,295 1,724 350 1,641 1,320 696 3,394 1,111 -1,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 15.5 9.5 63.4 74.2 97.8 99.1 2.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 17 14 16 17 17 42 39 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 571,144 COMMITMENTS 65,931 79,808 34,585 394,522 377,251 495,038 491,644 76,107 79,500 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -31,978) -2,706 2,711 -5,243 -5,913 -14,234 -13,862 -16,766 -18,115 -15,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 14.0 6.1 69.1 66.1 86.7 86.1 13.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574) 118 109 79 242 246 395 399 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 46,430 COMMITMENTS 8,290 1,490 791 21,330 24,780 30,411 27,061 16,019 19,369 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -16,808) -2,487 -446 -13 -15,661 1,429 -18,161 970 1,353 -17,778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 3.2 1.7 45.9 53.4 65.5 58.3 34.5 41.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 4 4 12 14 19 21 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 13,345 COMMITMENTS 2,083 0 0 9,200 12,357 11,283 12,357 2,062 988 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -214) 57 0 0 19 -255 76 -255 -290 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 0.0 0.0 68.9 92.6 84.5 92.6 15.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 0 8 14 12 14 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,623,571 COMMITMENTS 328,775 432,162 128,400 1865958 1762353 2323133 2322915 300,438 300,656 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -75,848) -13,514 3,368 -13,732 48,739 -78,315 21,493 -88,679 -97,341 12,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 16.5 4.9 71.1 67.2 88.5 88.5 11.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572) 118 109 76 236 241 387 393 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| 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: 17,666 COMMITMENTS 405 0 0 15,861 17,369 16,266 17,369 1,400 297 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 1,331) 201 -250 -7 1,119 1,765 1,313 1,508 18 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 89.8 98.3 92.1 98.3 7.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 6 16 8 16 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 16,586 COMMITMENTS 1,272 316 0 14,151 15,530 15,423 15,846 1,163 740 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 879) 468 0 0 80 511 548 511 331 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 1.9 0.0 85.3 93.6 93.0 95.5 7.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 7 11 10 12 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| 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: 17,779 COMMITMENTS 975 1,192 0 14,536 15,604 15,511 16,796 2,268 983 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: -649) 512 -588 0 -1,197 76 -685 -512 36 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 6.7 0.0 81.8 87.8 87.2 94.5 12.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 3 0 13 9 17 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 67,649 COMMITMENTS 13,294 5,232 428 43,884 58,579 57,606 64,239 10,043 3,410 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 47) 89 -755 63 -708 1,291 -556 599 603 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 7.7 0.6 64.9 86.6 85.2 95.0 14.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 10 8 7 41 36 55 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,534 COMMITMENTS 9,348 13,591 1,218 30,741 23,097 41,308 37,906 5,226 8,628 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 1,877) -237 116 796 1,254 577 1,814 1,489 63 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 29.2 2.6 66.1 49.6 88.8 81.5 11.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 51 51 20 80 88 141 149 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 232,670 COMMITMENTS 46,741 67,954 6,091 153,706 115,487 206,538 189,532 26,132 43,138 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 9,383) -1,183 580 3,982 6,270 2,884 9,069 7,446 314 1,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 29.2 2.6 66.1 49.6 88.8 81.5 11.2 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 51 51 20 80 88 141 149 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,773 COMMITMENTS 22,597 63,338 2,841 93,097 37,291 118,535 103,470 23,238 38,303 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 11,271) 3,795 8,793 862 5,752 350 10,409 10,005 862 1,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 44.7 2.0 65.7 26.3 83.6 73.0 16.4 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 22 34 12 27 27 54 68 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 513,085 COMMITMENTS 107,799 102,890 8,937 377,023 382,059 493,759 493,886 19,326 19,199 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 3,681) 4,536 -2,727 1,544 -2,322 5,246 3,758 4,063 -77 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 20.1 1.7 73.5 74.5 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 57 56 23 129 109 196 178 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 39,260 COMMITMENTS 9,249 21,619 8,545 12,586 4,438 30,380 34,602 8,880 4,658 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 10,026) 67 -316 7,948 -814 688 7,201 8,320 2,825 1,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 55.1 21.8 32.1 11.3 77.4 88.1 22.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 16 8 10 12 7 32 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 87,241 COMMITMENTS 30,598 10,673 7,131 39,841 33,244 77,570 51,048 9,671 36,193 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 15,892) 1,860 -37 5,879 8,125 9,974 15,864 15,816 28 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 12.2 8.2 45.7 38.1 88.9 58.5 11.1 41.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 21 16 13 29 27 56 50 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 03/05/19 | --------------------------------------------------------------| 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: 82,296 COMMITMENTS 8,697 2,252 325 73,249 79,658 82,271 82,235 25 61 CHANGES FROM 02/26/19 (CHANGE IN OPEN INTEREST: 3,345) 468 200 0 2,877 3,145 3,345 3,345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 2.7 0.4 89.0 96.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 14 19 19 21
Updated March 08, 2019