BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,599 COMMITMENTS 992 2,733 225 6,832 5,241 8,049 8,199 550 400 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 601) -2 172 39 586 317 623 528 -22 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 31.8 2.6 79.5 60.9 93.6 95.3 6.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 7 5 25 17 31 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,914 COMMITMENTS 5,757 4,040 2,342 9,774 9,607 17,873 15,989 4,041 5,925 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 405) -269 -262 351 116 133 198 222 207 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 18.4 10.7 44.6 43.8 81.6 73.0 18.4 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 20 17 21 17 18 49 44 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,486 COMMITMENTS 2,079 1,750 169 6,512 6,874 8,760 8,793 726 693 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 206) 126 -45 -21 66 230 171 164 35 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 18.4 1.8 68.6 72.5 92.3 92.7 7.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 5 4 27 15 33 22 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,747 COMMITMENTS 4,737 976 223 2,615 4,810 7,575 6,009 172 1,738 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 136) 111 32 -5 32 90 138 117 -2 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.1 12.6 2.9 33.8 62.1 97.8 77.6 2.2 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 5 5 13 13 19 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,482 COMMITMENTS 112,366 59,281 53,444 90,303 140,015 256,113 252,740 27,369 30,742 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 915) 547 -1,267 1,272 1,748 1,638 3,567 1,643 -2,652 -728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 20.9 18.9 31.9 49.4 90.3 89.2 9.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 114 87 112 62 85 247 229 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 320,726 COMMITMENTS 100,915 44,290 71,626 118,826 168,468 291,367 284,384 29,359 36,342 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -2,616) 1,341 -1,794 -2,134 -1,542 -126 -2,335 -4,054 -281 1,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 13.8 22.3 37.0 52.5 90.8 88.7 9.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 106 87 122 110 141 288 294 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,654 COMMITMENTS 741 1,371 177 552 338 1,470 1,886 1,184 768 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 49) -37 31 74 -68 -67 -31 38 80 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 51.7 6.7 20.8 12.7 55.4 71.1 44.6 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 18 5 9 9 19 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,058 COMMITMENTS 14,953 15,529 10,602 13,356 9,491 38,911 35,622 8,147 11,436 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -379) 248 -1,116 290 -76 358 462 -468 -841 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 33.0 22.5 28.4 20.2 82.7 75.7 17.3 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 48 37 56 47 57 127 135 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,816 COMMITMENTS 391 948 225 1,362 1,298 1,978 2,471 838 345 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 83) 13 -24 -6 21 50 28 20 55 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 33.7 8.0 48.4 46.1 70.2 87.7 29.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 7 3 8 6 13 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,670 COMMITMENTS 3,811 3,609 906 16,262 15,700 20,979 20,215 691 1,455 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 645) 566 74 -64 174 604 676 614 -31 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 16.7 4.2 75.0 72.5 96.8 93.3 3.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 16 9 11 22 21 42 37 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 77,701 COMMITMENTS 49,122 15,710 0 26,535 60,923 75,657 76,633 2,044 1,068 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,555) 1,664 1,172 0 5 227 1,669 1,399 -114 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.2 20.2 0.0 34.2 78.4 97.4 98.6 2.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 23 7 0 4 8 27 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,478 COMMITMENTS 66,305 44,583 2,759 75,564 113,887 144,628 161,229 37,850 21,249 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -4,919) -3,389 5,639 -1,173 688 -7,628 -3,874 -3,162 -1,045 -1,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 24.4 1.5 41.4 62.4 79.3 88.4 20.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 29 31 13 38 23 77 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,805 COMMITMENTS 10,821 25,309 379 38,203 13,562 49,403 39,250 8,402 18,555 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 4,436) 3,935 5,230 19 2,540 355 6,494 5,604 -2,058 -1,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 43.8 0.7 66.1 23.5 85.5 67.9 14.5 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 20 2 14 19 25 40 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 221,211 COMMITMENTS 164,178 35,910 1,076 49,179 181,427 214,433 218,413 6,778 2,798 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -157) 1,743 -1,770 -943 -676 2,888 124 175 -281 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.2 16.2 0.5 22.2 82.0 96.9 98.7 3.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 85 40 7 21 25 108 70 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 275,984 COMMITMENTS 41,367 131,517 8,331 200,508 91,446 250,206 231,294 25,778 44,690 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 27,921) 9,432 20,999 2,128 14,228 6,977 25,788 30,104 2,133 -2,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 47.7 3.0 72.7 33.1 90.7 83.8 9.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 25 52 18 32 48 65 110 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,842 COMMITMENTS 37,028 41,246 4,231 69,070 66,712 110,329 112,189 28,513 26,653 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 2,597) 2,386 -2,773 -137 -126 3,554 2,123 644 474 1,953 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 29.7 3.0 49.7 48.0 79.5 80.8 20.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 33 26 12 42 36 78 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 563,024 COMMITMENTS 175,132 229,115 11,398 289,310 258,340 475,840 498,853 87,184 64,171 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 21,922) 1,649 16,628 1,588 19,611 3,538 22,848 21,754 -926 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 40.7 2.0 51.4 45.9 84.5 88.6 15.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 81 69 33 91 79 180 173 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,357 COMMITMENTS 4,729 5,254 180 9,532 16,749 14,441 22,183 13,916 6,174 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 652) -137 690 15 103 3 -19 708 671 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 18.5 0.6 33.6 59.1 50.9 78.2 49.1 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 3 13 10 21 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,937 COMMITMENTS 7,114 6,272 17 13,328 15,131 20,459 21,420 6,478 5,517 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -1,125) -926 -1,130 0 -304 269 -1,230 -861 105 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 23.3 0.1 49.5 56.2 76.0 79.5 24.0 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 2 13 10 18 16 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,192 COMMITMENTS 16,381 14,157 518 11,882 15,391 28,781 30,066 2,411 1,126 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,366) -28 744 220 1,300 538 1,492 1,502 -126 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 45.4 1.7 38.1 49.3 92.3 96.4 7.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 23 16 5 6 6 31 25 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,172 COMMITMENTS 15,117 27,436 1,029 34,379 19,149 50,525 47,614 2,647 5,558 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -894) -912 -818 393 14 415 -505 -10 -389 -884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 51.6 1.9 64.7 36.0 95.0 89.5 5.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 26 35 8 13 10 42 50 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,014 COMMITMENTS 21,083 14,958 0 4,811 10,418 25,894 25,376 1,120 1,638 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 6,222) 6,701 4,713 0 -456 1,652 6,245 6,365 -23 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.0 55.4 0.0 17.8 38.6 95.9 93.9 4.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 11 0 3 7 7 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,236,153 COMMITMENTS 2693214 1568843 3274530 6494440 7491856 12462184 12335229 773,969 900,924 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 131,362) -79,478 242,874 -43,425 217,222 -62,754 94,319 136,695 37,043 -5,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 11.9 24.7 49.1 56.6 94.2 93.2 5.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 71 66 105 103 114 231 240 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,302 COMMITMENTS 2,687 3,689 92 0 26 2,779 3,807 1,523 495 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: -626) -345 -565 -92 0 0 -437 -657 -189 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.5 85.8 2.1 0.0 0.6 64.6 88.5 35.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 26 17 4 0 1 29 20 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 80,469 COMMITMENTS 16,527 18,839 17,922 45,279 43,120 79,728 79,881 741 588 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 12,013) 2,454 653 -1,346 12,425 13,863 13,533 13,170 -1,520 -1,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 23.4 22.3 56.3 53.6 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 10 18 12 19 32 42 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 139,947 COMMITMENTS 24,573 27,515 23,332 91,813 88,556 139,718 139,403 229 544 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 24,558) 4,173 1,315 1,137 19,410 22,013 24,720 24,465 -162 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 19.7 16.7 65.6 63.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 21 21 26 17 22 49 59 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 558,588 COMMITMENTS 74,104 62,090 18,697 392,598 405,389 485,399 486,176 73,189 72,411 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 984) 126 -1,277 1,981 385 -2,289 2,491 -1,585 -1,508 2,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 11.1 3.3 70.3 72.6 86.9 87.0 13.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548) 114 92 62 244 235 381 366 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 30,310 COMMITMENTS 2,931 3,424 77 4,981 17,288 7,989 20,789 22,321 9,521 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 669) 176 407 77 17 -60 270 424 399 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 11.3 0.3 16.4 57.0 26.4 68.6 73.6 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 5 1 4 10 9 16 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 15,392 COMMITMENTS 3,929 256 0 9,650 14,269 13,579 14,525 1,813 867 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 1.7 0.0 62.7 92.7 88.2 94.4 11.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 0 6 9 11 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,641,389 COMMITMENTS 366,438 303,905 82,527 1938084 1940505 2387049 2326937 254,340 314,452 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,573) 797 -7,371 8,471 1,839 -11,146 11,107 -10,046 -9,534 11,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 11.5 3.1 73.4 73.5 90.4 88.1 9.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546) 115 91 61 242 230 379 360 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| 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: 19,576 COMMITMENTS 2,622 4,153 0 14,482 12,542 17,104 16,695 2,472 2,881 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 4,775) 892 1,500 0 4,016 1,748 4,908 3,248 -133 1,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 21.2 0.0 74.0 64.1 87.4 85.3 12.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 10 14 13 15 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| 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: 14,473 COMMITMENTS 209 0 0 12,205 9,690 12,414 9,690 2,059 4,783 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 84.3 67.0 85.8 67.0 14.2 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 9 10 10 10 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| 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: 8,593 COMMITMENTS 215 570 0 6,537 7,320 6,752 7,890 1,841 703 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 126) -6 0 0 86 319 80 319 46 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 6.6 0.0 76.1 85.2 78.6 91.8 21.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 7 10 8 12 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| 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: 16,036 COMMITMENTS 1,727 0 0 11,737 15,268 13,464 15,268 2,572 768 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 0.0 0.0 73.2 95.2 84.0 95.2 16.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 0 0 8 10 13 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 68,337 COMMITMENTS 13,402 4,507 606 43,540 59,383 57,548 64,496 10,789 3,841 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 3,595) 865 25 -365 3,711 3,257 4,211 2,917 -616 678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 6.6 0.9 63.7 86.9 84.2 94.4 15.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 6 4 44 34 58 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 45,643 COMMITMENTS 15,094 10,099 753 23,203 26,961 39,051 37,814 6,593 7,830 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 718) 796 468 202 110 1 1,108 671 -390 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 22.1 1.7 50.8 59.1 85.6 82.8 14.4 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 49 48 22 79 88 137 149 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 228,217 COMMITMENTS 75,469 50,496 3,767 116,017 134,806 195,253 189,069 32,964 39,148 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 3,592) 3,979 2,340 1,011 550 3 5,540 3,354 -1,948 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 22.1 1.7 50.8 59.1 85.6 82.8 14.4 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 49 48 22 79 88 137 149 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,988 COMMITMENTS 35,450 88,892 2,453 94,555 34,339 132,458 125,684 30,530 37,304 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 12,463) 5,950 11,412 138 3,991 -2,936 10,079 8,614 2,384 3,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 54.5 1.5 58.0 21.1 81.3 77.1 18.7 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 21 39 16 27 22 57 68 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 440,072 COMMITMENTS 60,485 140,880 7,229 350,925 272,960 418,639 421,069 21,433 19,003 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 3,954) 2,454 -4,142 4 922 8,502 3,380 4,364 574 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 32.0 1.6 79.7 62.0 95.1 95.7 4.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 48 53 17 121 113 178 174 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 26,849 COMMITMENTS 11,050 17,406 1,196 8,573 5,471 20,819 24,073 6,030 2,776 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 634) 356 205 58 -18 283 396 546 238 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 64.8 4.5 31.9 20.4 77.5 89.7 22.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 15 2 3 11 6 27 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,707 COMMITMENTS 24,939 14,398 1,529 24,652 29,460 51,120 45,387 7,587 13,320 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 1,931) -734 -1,107 180 2,276 1,175 1,722 248 209 1,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 24.5 2.6 42.0 50.2 87.1 77.3 12.9 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 11 18 6 30 32 44 53 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 07/30/19 | --------------------------------------------------------------| 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: 120,938 COMMITMENTS 14,541 5,276 1,026 104,760 114,531 120,327 120,833 611 105 CHANGES FROM 07/23/19 (CHANGE IN OPEN INTEREST: 588) -700 0 0 702 588 2 588 586 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 4.4 0.8 86.6 94.7 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 3 3 16 21 25 26
Updated August 02, 2019