BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,977 COMMITMENTS 622 3,889 167 6,667 3,417 7,456 7,473 521 504 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 343) -10 19 9 294 297 293 325 50 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 48.8 2.1 83.6 42.8 93.5 93.7 6.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 10 6 21 17 29 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,881 COMMITMENTS 8,155 6,697 1,293 11,879 9,258 21,327 17,248 1,554 5,633 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 153) -51 144 95 178 64 222 303 -69 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 29.3 5.7 51.9 40.5 93.2 75.4 6.8 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 15 25 18 19 23 45 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,540 COMMITMENTS 1,159 1,894 326 6,098 5,633 7,583 7,853 957 687 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 392) -13 17 3 426 220 416 240 -24 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 22.2 3.8 71.4 66.0 88.8 92.0 11.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 7 6 24 19 35 29 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,742 COMMITMENTS 5,003 795 174 1,468 4,460 6,645 5,429 97 1,313 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 13) 38 39 -10 5 19 33 48 -20 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.2 11.8 2.6 21.8 66.2 98.6 80.5 1.4 19.5 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 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,147 COMMITMENTS 73,458 76,905 64,312 91,393 80,158 229,163 221,375 27,984 35,772 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -3,881) -7,318 -9,538 3,693 -1,100 1,917 -4,725 -3,928 844 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 29.9 25.0 35.5 31.2 89.1 86.1 10.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 96 94 118 65 77 226 240 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 430,551 COMMITMENTS 182,501 46,321 86,851 130,653 234,506 400,005 367,678 30,546 62,873 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 6,799) 1,598 1,414 4,029 50 -1,841 5,677 3,602 1,122 3,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 10.8 20.2 30.3 54.5 92.9 85.4 7.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467) 145 94 131 120 183 347 347 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,428 COMMITMENTS 893 1,105 16 760 776 1,669 1,897 759 531 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -170) 8 -54 5 42 -107 55 -156 -225 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 45.5 0.7 31.3 32.0 68.7 78.1 31.3 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 8 2 12 10 26 19 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,982 COMMITMENTS 18,688 17,270 11,023 15,638 11,007 45,349 39,300 8,633 14,682 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -1,349) 452 -96 -935 -457 37 -940 -994 -409 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 32.0 20.4 29.0 20.4 84.0 72.8 16.0 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 51 59 49 53 55 136 138 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,346 COMMITMENTS 2,482 8,381 1,216 17,127 10,434 20,825 20,031 521 1,315 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 492) -117 166 -10 669 222 542 378 -50 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 39.3 5.7 80.2 48.9 97.6 93.8 2.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 9 21 12 21 18 38 43 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,966 COMMITMENTS 35,636 13,059 2 28,895 51,715 64,533 64,776 1,433 1,190 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 15,685) 3,081 40 2 12,926 15,515 16,009 15,557 -324 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 19.8 0.0 43.8 78.4 97.8 98.2 2.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 15 9 1 5 7 21 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 159,939 COMMITMENTS 20,276 61,329 5,525 100,572 48,039 126,373 114,893 33,566 45,046 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 13,387) 2,066 2,675 2,717 2,551 -1,410 7,334 3,982 6,053 9,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 38.3 3.5 62.9 30.0 79.0 71.8 21.0 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 22 33 11 33 29 61 67 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 85,572 COMMITMENTS 12,174 35,479 2,404 61,681 20,112 76,259 57,995 9,313 27,577 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 5,951) 181 -618 2,011 2,616 2,824 4,808 4,217 1,143 1,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 41.5 2.8 72.1 23.5 89.1 67.8 10.9 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 12 22 8 16 16 31 43 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 273,064 COMMITMENTS 177,252 102,156 16,078 73,029 150,878 266,359 269,112 6,705 3,952 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 26,423) 310 13,632 14,882 11,883 7,769 27,075 36,283 -652 -9,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 37.4 5.9 26.7 55.3 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 78 44 12 15 30 99 83 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 191,938 COMMITMENTS 29,927 66,623 7,739 127,752 85,615 165,418 159,977 26,520 31,961 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -1,559) -4,693 -2,926 3,398 -239 -477 -1,534 -5 -25 -1,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 34.7 4.0 66.6 44.6 86.2 83.3 13.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 19 31 12 32 41 60 75 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,766 COMMITMENTS 22,144 80,925 6,174 137,778 74,489 166,096 161,588 30,670 35,178 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -10,317) -11,277 -3,802 -665 -26 -4,653 -11,968 -9,120 1,651 -1,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 41.1 3.1 70.0 37.9 84.4 82.1 15.6 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 24 32 20 37 38 72 80 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 536,724 COMMITMENTS 151,857 227,602 18,180 276,601 219,607 446,638 465,389 90,086 71,335 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -5,029) -4,065 -6,486 9,580 -8,061 -10,399 -2,546 -7,305 -2,483 2,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 42.4 3.4 51.5 40.9 83.2 86.7 16.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 86 59 40 92 81 191 169 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,271 COMMITMENTS 7,315 4,252 1,562 10,242 19,688 19,119 25,502 14,152 7,769 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 1,891) -314 -429 1,266 111 1,018 1,063 1,855 828 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 12.8 4.7 30.8 59.2 57.5 76.6 42.5 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 4 12 9 20 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,798 COMMITMENTS 9,327 13,785 811 6,386 2,773 16,524 17,369 2,274 1,429 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 2,891) -545 7,051 706 2,967 -5,266 3,128 2,491 -237 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 73.3 4.3 34.0 14.8 87.9 92.4 12.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 11 16 4 6 6 18 25 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,326 COMMITMENTS 20,974 16,377 2,659 15,196 17,238 38,829 36,274 3,497 6,052 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 3,012) 287 -2,889 866 1,328 4,138 2,481 2,115 531 897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 38.7 6.3 35.9 40.7 91.7 85.7 8.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 32 25 11 12 16 47 50 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 30,441 COMMITMENTS 13,148 13,524 3,195 13,093 12,322 29,436 29,041 1,005 1,400 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 3,127) 54 292 204 3,065 2,675 3,323 3,171 -196 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 44.4 10.5 43.0 40.5 96.7 95.4 3.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 7 3 4 5 12 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,769,400 COMMITMENTS 1215243 1708580 3334126 7549874 6622239 12099243 11664945 670,157 1104455 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 103,700) 160,540 -97,974 70,236 -91,174 165,994 139,602 138,256 -35,902 -34,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 13.4 26.1 59.1 51.9 94.8 91.4 5.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 57 87 120 108 118 242 262 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 3,480 COMMITMENTS 2,307 2,663 331 0 256 2,638 3,250 842 230 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 254) 104 174 166 0 22 270 362 -16 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 76.5 9.5 0.0 7.4 75.8 93.4 24.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 23 20 11 0 2 31 26 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 64,460 COMMITMENTS 17,098 12,859 16,888 29,615 33,771 63,601 63,518 859 942 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 4,745) 1,338 1,212 -856 3,976 4,089 4,458 4,445 287 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 19.9 26.2 45.9 52.4 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 12 12 15 9 10 31 27 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 67,367 COMMITMENTS 15,046 10,779 6,648 45,422 49,301 67,116 66,728 251 639 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 3,904) -767 936 650 5,177 2,221 5,060 3,807 -1,156 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 16.0 9.9 67.4 73.2 99.6 99.1 0.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 17 15 16 17 18 43 41 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 620,260 COMMITMENTS 68,217 76,034 40,602 427,056 416,605 535,875 533,241 84,386 87,020 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 49,116) 2,286 -3,774 6,017 32,534 39,354 40,837 41,597 8,279 7,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 12.3 6.5 68.9 67.2 86.4 86.0 13.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561) 106 102 89 267 260 413 412 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 44,329 COMMITMENTS 7,644 2,081 321 19,792 22,155 27,757 24,557 16,572 19,772 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -2,101) -646 591 -470 -1,538 -2,625 -2,654 -2,504 553 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 4.7 0.7 44.6 50.0 62.6 55.4 37.4 44.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 6 3 15 15 22 22 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| 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: 21,940 COMMITMENTS 2,030 0 229 12,738 17,941 14,997 18,170 6,943 3,770 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 8,595) -53 0 229 3,538 5,584 3,714 5,813 4,881 2,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.0 1.0 58.1 81.8 68.4 82.8 31.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 1 12 13 17 14 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,879,657 COMMITMENTS 339,702 406,600 164,568 2036319 1972250 2540589 2543418 339,068 336,239 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 256,086) 10,927 -25,562 36,168 170,361 209,897 217,456 220,503 38,630 35,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 14.1 5.7 70.7 68.5 88.2 88.3 11.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560) 106 102 87 262 258 407 409 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| 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: 25,576 COMMITMENTS 201 0 2,653 20,840 22,008 23,694 24,661 1,882 915 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 7,910) -204 0 2,653 4,979 4,639 7,428 7,292 482 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 10.4 81.5 86.0 92.6 96.4 7.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 9 17 11 18 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| 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: 19,404 COMMITMENTS 475 359 428 16,159 17,853 17,062 18,640 2,342 764 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.9 2.2 83.3 92.0 87.9 96.1 12.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 14 20 16 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| 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: 17,996 COMMITMENTS 709 316 0 14,996 16,131 15,705 16,447 2,291 1,549 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 1,410) -563 0 0 845 601 282 601 1,128 809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.8 0.0 83.3 89.6 87.3 91.4 12.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 11 11 13 12 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 14,239 COMMITMENTS 0 1,325 710 12,674 11,352 13,384 13,387 855 852 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 5.0 89.0 79.7 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 2 11 13 13 16 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| 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: 21,101 COMMITMENTS 1,049 0 744 16,261 19,057 18,054 19,801 3,047 1,300 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 3,322) 74 -1,192 744 1,725 3,453 2,543 3,005 779 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 3.5 77.1 90.3 85.6 93.8 14.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 2 13 13 18 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 76,848 COMMITMENTS 12,773 3,868 442 52,286 68,552 65,501 72,862 11,347 3,986 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 9,199) -521 -1,364 14 8,402 9,973 7,895 8,623 1,304 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 5.0 0.6 68.0 89.2 85.2 94.8 14.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 6 5 43 38 56 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 51,567 COMMITMENTS 11,096 13,826 1,807 32,467 26,359 45,369 41,992 6,198 9,576 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 5,033) 1,747 235 589 1,725 3,261 4,062 4,085 972 948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 26.8 3.5 63.0 51.1 88.0 81.4 12.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 50 48 22 89 94 150 154 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 257,837 COMMITMENTS 55,478 69,130 9,036 162,333 131,793 226,847 209,959 30,990 47,878 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 25,167) 8,737 1,176 2,945 8,627 16,306 20,309 20,427 4,858 4,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 26.8 3.5 63.0 51.1 88.0 81.4 12.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 50 48 22 89 94 150 154 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 163,073 COMMITMENTS 25,440 69,139 5,087 106,757 47,379 137,284 121,605 25,789 41,468 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 21,300) 2,843 5,801 2,246 13,660 10,088 18,749 18,135 2,551 3,165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 42.4 3.1 65.5 29.1 84.2 74.6 15.8 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 21 34 15 27 31 53 76 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 574,890 COMMITMENTS 105,933 100,482 11,495 431,611 441,975 549,039 553,952 25,851 20,938 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 61,805) -1,866 -2,408 2,558 54,588 59,916 55,280 60,066 6,525 1,739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 17.5 2.0 75.1 76.9 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 60 52 27 132 114 206 179 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 24,124 COMMITMENTS 10,044 17,721 40 9,526 3,119 19,610 20,880 4,514 3,244 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -15,136) 795 -3,898 -8,505 -3,060 -1,319 -10,770 -13,722 -4,366 -1,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 73.5 0.2 39.5 12.9 81.3 86.6 18.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 8 2 11 5 25 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,499 COMMITMENTS 25,469 12,406 22 16,817 20,322 42,308 32,750 9,191 18,749 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: -35,742) -5,129 1,733 -7,109 -23,024 -12,922 -35,262 -18,298 -480 -17,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.5 24.1 0.0 32.7 39.5 82.2 63.6 17.8 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 11 2 22 16 41 28 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 03/12/19 | --------------------------------------------------------------| 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: 88,635 COMMITMENTS 8,882 2,252 325 79,403 85,952 88,610 88,529 25 106 CHANGES FROM 03/05/19 (CHANGE IN OPEN INTEREST: 6,339) 185 0 0 6,154 6,294 6,339 6,294 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 2.5 0.4 89.6 97.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 2 15 19 20 21
Updated March 15, 2019