BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,809 COMMITMENTS 1,042 2,633 180 5,996 4,672 7,218 7,485 591 324 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 290) 90 24 15 155 210 260 249 30 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 33.7 2.3 76.8 59.8 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 6 5 24 17 30 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,698 COMMITMENTS 5,825 4,733 1,449 9,387 9,062 16,661 15,244 4,037 5,454 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 417) 101 -281 183 151 287 435 189 -18 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 22.9 7.0 45.4 43.8 80.5 73.6 19.5 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 21 16 19 17 19 47 45 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,861 COMMITMENTS 1,869 1,852 157 6,202 6,312 8,228 8,321 633 540 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 71) -98 59 19 93 -16 14 62 57 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 20.9 1.8 70.0 71.2 92.9 93.9 7.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 6 5 27 15 33 24 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,681 COMMITMENTS 4,745 946 240 2,492 4,963 7,477 6,149 204 1,532 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3) -9 -182 0 12 208 3 26 0 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.8 12.3 3.1 32.4 64.6 97.3 80.1 2.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 6 4 14 12 21 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,186 COMMITMENTS 107,212 58,416 66,819 81,645 126,997 255,676 252,232 28,510 31,954 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -2,749) 177 -509 8,519 -9,813 -9,175 -1,117 -1,165 -1,632 -1,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 20.6 23.5 28.7 44.7 90.0 88.8 10.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 120 92 126 60 86 253 247 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 328,231 COMMITMENTS 102,309 47,003 76,393 118,984 168,704 297,686 292,100 30,545 36,131 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -8,109) -202 -2,750 -3,870 -2,938 -1,790 -7,010 -8,410 -1,099 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 14.3 23.3 36.3 51.4 90.7 89.0 9.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 110 82 119 102 141 279 292 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,411 COMMITMENTS 832 1,314 74 502 388 1,408 1,776 1,003 635 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -47) -257 98 41 133 -128 -83 11 36 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 54.5 3.1 20.8 16.1 58.4 73.7 41.6 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 16 3 11 9 22 28 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,256 COMMITMENTS 14,635 16,729 10,051 14,514 10,004 39,200 36,784 9,056 11,472 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1,385) 79 -283 -1,198 578 757 -541 -724 -844 -661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 34.7 20.8 30.1 20.7 81.2 76.2 18.8 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 43 46 52 51 53 126 135 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,706 COMMITMENTS 366 1,018 219 1,328 1,183 1,913 2,420 793 286 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 37.6 8.1 49.1 43.7 70.7 89.4 29.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 3 7 6 12 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,196 COMMITMENTS 3,433 3,657 745 15,218 14,531 19,396 18,933 800 1,263 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 926) 584 0 -48 266 764 802 716 124 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 18.1 3.7 75.4 71.9 96.0 93.7 4.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 13 10 11 21 20 38 37 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 75,219 COMMITMENTS 46,149 14,016 0 26,510 60,359 72,659 74,375 2,560 844 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -2,264) -2,242 -1,920 0 -123 -311 -2,365 -2,231 101 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.4 18.6 0.0 35.2 80.2 96.6 98.9 3.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 23 8 0 4 8 27 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,946 COMMITMENTS 63,098 42,134 2,743 74,284 116,508 140,125 161,385 42,821 21,561 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 18,104) 14,364 2,626 78 263 16,914 14,705 19,618 3,399 -1,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 23.0 1.5 40.6 63.7 76.6 88.2 23.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 32 24 10 35 23 75 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,203 COMMITMENTS 5,962 17,694 342 36,387 13,998 42,691 32,034 9,512 20,169 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 359) -1,187 117 -21 2,139 -77 931 19 -572 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 33.9 0.7 69.7 26.8 81.8 61.4 18.2 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 14 1 11 16 17 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 225,725 COMMITMENTS 168,473 40,352 214 49,265 182,310 217,952 222,876 7,773 2,849 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -18,509) -12,741 -14,480 -223 -6,495 -4,060 -19,459 -18,763 950 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.6 17.9 0.1 21.8 80.8 96.6 98.7 3.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 92 37 7 20 25 113 68 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 253,464 COMMITMENTS 35,190 111,547 7,777 186,194 89,850 229,161 209,174 24,303 44,290 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 6,416) -1,042 2,333 -135 4,997 3,472 3,820 5,670 2,596 746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 44.0 3.1 73.5 35.4 90.4 82.5 9.6 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 26 51 16 29 43 62 103 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 130,304 COMMITMENTS 32,905 44,285 3,690 67,152 57,512 103,747 105,487 26,557 24,817 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -5,433) -2,441 5,288 -609 -2,321 -7,477 -5,371 -2,798 -62 -2,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 34.0 2.8 51.5 44.1 79.6 81.0 20.4 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 28 34 15 39 33 74 75 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 535,848 COMMITMENTS 170,487 201,838 10,095 269,227 265,074 449,809 477,007 86,039 58,841 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 14,469) 12,089 7,575 -1,229 2,924 4,735 13,784 11,081 685 3,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 37.7 1.9 50.2 49.5 83.9 89.0 16.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 80 66 34 94 75 184 165 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,917 COMMITMENTS 3,717 3,982 165 9,226 16,490 13,108 20,637 13,809 6,280 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 671) 24 -116 0 491 135 515 19 156 652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 14.8 0.6 34.3 61.3 48.7 76.7 51.3 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 2 13 10 20 13 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,653 COMMITMENTS 7,228 7,402 17 13,696 14,653 20,941 22,072 6,712 5,581 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 797) 222 -67 2 -198 223 26 158 771 639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 26.8 0.1 49.5 53.0 75.7 79.8 24.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 2 13 10 17 16 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,475 COMMITMENTS 14,986 12,621 249 10,323 14,563 25,558 27,433 2,917 1,042 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,272) 2,253 -206 199 -738 2,549 1,714 2,542 558 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 44.3 0.9 36.3 51.1 89.8 96.3 10.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 17 18 4 6 6 27 24 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 50,025 COMMITMENTS 10,839 28,158 945 35,160 15,268 46,944 44,371 3,081 5,654 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -4,197) 355 -4,531 -32 -4,913 1,012 -4,590 -3,551 393 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 56.3 1.9 70.3 30.5 93.8 88.7 6.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 20 42 5 12 9 36 52 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 20,357 COMMITMENTS 13,624 9,946 0 5,548 8,751 19,172 18,697 1,185 1,660 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -117) 591 8 0 -686 228 -95 236 -22 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.9 48.9 0.0 27.3 43.0 94.2 91.8 5.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 10 0 3 7 8 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,799,430 COMMITMENTS 2757994 1244230 3229981 6117865 7428775 12105840 11902986 693,590 896,444 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -62,791) 50,022 -30,811 -68,836 -46,710 70,816 -65,524 -28,831 2,733 -33,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 9.7 25.2 47.8 58.0 94.6 93.0 5.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 79 60 98 105 112 230 232 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 5,322 COMMITMENTS 3,322 4,676 211 0 26 3,533 4,913 1,789 409 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -753) -842 -796 30 0 -52 -812 -818 59 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.4 87.9 4.0 0.0 0.5 66.4 92.3 33.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 28 21 7 0 1 34 24 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 61,839 COMMITMENTS 11,975 17,219 19,245 28,855 24,195 60,075 60,659 1,764 1,180 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,925) 294 1,450 -1,064 3,612 2,983 2,842 3,369 1,083 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 27.8 31.1 46.7 39.1 97.1 98.1 2.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 16 8 18 11 18 31 41 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 97,546 COMMITMENTS 16,542 23,402 20,514 60,154 53,129 97,210 97,045 336 501 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 12,816) -10,996 7,048 4,467 19,388 1,124 12,859 12,639 -43 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 24.0 21.0 61.7 54.5 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 21 23 17 23 43 58 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 556,903 COMMITMENTS 75,401 68,385 14,372 392,789 404,630 482,561 487,387 74,342 69,516 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 18,231) 3,518 1,006 282 11,586 14,820 15,386 16,108 2,845 2,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 12.3 2.6 70.5 72.7 86.7 87.5 13.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548) 110 94 65 239 241 376 373 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 28,646 COMMITMENTS 2,689 3,363 0 4,514 16,280 7,203 19,643 21,443 9,003 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,254) 552 2,282 0 605 839 1,157 3,121 2,097 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 11.7 0.0 15.8 56.8 25.1 68.6 74.9 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 0 4 10 8 15 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,641,285 COMMITMENTS 369,840 331,393 65,577 1941375 1941750 2376792 2338720 264,493 302,565 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 74,887) 15,398 -5,812 844 54,903 69,904 71,145 64,936 3,742 9,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 12.5 2.5 73.5 73.5 90.0 88.5 10.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546) 111 93 63 237 237 373 368 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| 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: 15,111 COMMITMENTS 1,964 2,861 0 10,125 11,357 12,089 14,218 3,022 893 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 2,068) 1,348 208 0 169 1,471 1,517 1,679 551 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 18.9 0.0 67.0 75.2 80.0 94.1 20.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 7 14 9 16 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| 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: 8,526 COMMITMENTS 226 1,030 0 6,515 6,720 6,741 7,750 1,785 776 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 60) -6 228 0 0 22 -6 250 66 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 12.1 0.0 76.4 78.8 79.1 90.9 20.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 0 7 9 8 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 64,660 COMMITMENTS 12,437 4,788 964 40,263 56,037 53,664 61,789 10,996 2,871 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 376) -338 1,264 -19 -124 -800 -481 445 857 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 7.4 1.5 62.3 86.7 83.0 95.6 17.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 8 9 6 42 33 55 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,219 COMMITMENTS 14,979 9,883 513 20,911 25,108 36,403 35,504 6,816 7,715 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,055) 2,384 875 -291 -1,375 491 717 1,075 337 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 22.9 1.2 48.4 58.1 84.2 82.1 15.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 53 47 18 70 80 128 140 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 216,097 COMMITMENTS 74,893 49,416 2,565 104,557 125,540 182,015 177,521 34,082 38,576 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 5,274) 11,919 4,373 -1,456 -6,876 2,457 3,587 5,374 1,687 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 22.9 1.2 48.4 58.1 84.2 82.1 15.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 53 47 18 70 80 128 140 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,734 COMMITMENTS 31,843 84,419 1,616 97,244 37,725 130,703 123,760 27,031 33,974 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: -1,060) -7 -1,438 -375 717 5,814 335 4,001 -1,395 -5,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 53.5 1.0 61.7 23.9 82.9 78.5 17.1 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 17 40 13 27 24 51 70 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 426,299 COMMITMENTS 49,403 138,140 6,820 348,949 262,940 405,172 407,900 21,127 18,399 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 3,954) -888 7,239 764 2,730 -4,185 2,606 3,818 1,348 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 32.4 1.6 81.9 61.7 95.0 95.7 5.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 42 57 18 121 111 175 174 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,565 COMMITMENTS 12,914 18,582 1,115 8,576 5,170 22,605 24,867 4,960 2,698 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,053) 1,596 -137 1,101 -259 1 2,438 965 -1,385 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 67.4 4.0 31.1 18.8 82.0 90.2 18.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 18 3 2 11 5 30 9 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,748 COMMITMENTS 26,804 16,606 1,171 20,645 28,665 48,620 46,442 7,128 9,306 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 1,457) -168 2,248 1,001 447 -1,122 1,280 2,127 177 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 29.8 2.1 37.0 51.4 87.2 83.3 12.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 12 19 4 26 26 40 47 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 07/16/19 | --------------------------------------------------------------| 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: 120,270 COMMITMENTS 14,778 5,276 1,026 104,441 113,863 120,245 120,165 25 105 CHANGES FROM 07/09/19 (CHANGE IN OPEN INTEREST: 583) 45 100 0 538 438 583 538 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 4.4 0.9 86.8 94.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 3 3 17 22 24 27
Updated July 19, 2019