BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,504 COMMITMENTS 732 2,332 248 6,076 4,435 7,056 7,015 448 489 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,095) -260 -401 23 -756 -806 -993 -1,184 -102 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 31.1 3.3 81.0 59.1 94.0 93.5 6.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 8 5 23 16 29 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,940 COMMITMENTS 4,831 3,539 1,192 8,321 7,861 14,344 12,592 3,596 5,348 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -3,974) -926 -501 -1,150 -1,453 -1,746 -3,529 -3,397 -445 -577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 19.7 6.6 46.4 43.8 80.0 70.2 20.0 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 19 14 17 14 15 42 37 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,170 COMMITMENTS 1,380 1,541 132 6,055 5,792 7,567 7,465 603 705 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,316) -699 -209 -37 -457 -1,082 -1,193 -1,328 -123 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 18.9 1.6 74.1 70.9 92.6 91.4 7.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 5 4 26 14 32 21 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,735 COMMITMENTS 4,050 906 209 2,317 3,999 6,576 5,114 159 1,621 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,012) -687 -70 -14 -298 -811 -999 -895 -13 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.1 13.5 3.1 34.4 59.4 97.6 75.9 2.4 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 5 5 11 13 17 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,909 COMMITMENTS 105,388 57,498 48,685 89,570 131,101 243,643 237,284 23,266 29,625 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -16,573) -6,978 -1,783 -4,759 -733 -8,914 -12,470 -15,456 -4,103 -1,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 21.5 18.2 33.6 49.1 91.3 88.9 8.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 108 92 99 63 80 227 225 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 314,504 COMMITMENTS 96,532 47,344 68,186 120,256 163,865 284,974 279,395 29,530 35,109 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -6,222) -4,383 3,054 -3,440 1,430 -4,603 -6,393 -4,989 171 -1,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 15.1 21.7 38.2 52.1 90.6 88.8 9.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 104 86 116 115 139 285 291 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,747 COMMITMENTS 948 1,268 236 494 443 1,678 1,947 1,069 800 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 93) 207 -103 59 -58 105 208 61 -115 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 46.2 8.6 18.0 16.1 61.1 70.9 38.9 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 14 5 11 13 24 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,956 COMMITMENTS 14,752 17,333 10,849 13,248 8,470 38,849 36,652 9,107 11,304 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 898) -201 1,804 247 -108 -1,021 -62 1,030 960 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 36.1 22.6 27.6 17.7 81.0 76.4 19.0 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 44 42 56 55 52 131 135 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,775 COMMITMENTS 3,321 2,573 743 14,078 13,949 18,142 17,265 633 1,510 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -2,895) -490 -1,036 -163 -2,184 -1,751 -2,837 -2,950 -58 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 13.7 4.0 75.0 74.3 96.6 92.0 3.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 15 8 8 20 18 39 30 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 74,035 COMMITMENTS 45,752 12,476 0 26,411 60,431 72,163 72,907 1,872 1,128 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -3,666) -3,370 -3,234 0 -124 -492 -3,494 -3,726 -172 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.8 16.9 0.0 35.7 81.6 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 8 0 3 9 21 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,657 COMMITMENTS 63,598 39,432 2,962 72,567 104,262 139,127 146,656 33,530 26,001 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -9,821) -2,707 -5,151 203 -2,997 -9,625 -5,501 -14,573 -4,320 4,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 22.8 1.7 42.0 60.4 80.6 84.9 19.4 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 31 23 13 38 24 77 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,716 COMMITMENTS 8,395 24,826 378 36,767 11,303 45,540 36,507 11,176 20,209 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,089) -2,426 -483 -1 -1,436 -2,259 -3,863 -2,743 2,774 1,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 43.8 0.7 64.8 19.9 80.3 64.4 19.7 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 9 17 2 12 17 22 35 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 222,394 COMMITMENTS 161,166 39,097 2,416 52,771 177,539 216,353 219,052 6,041 3,342 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 1,183) -3,012 3,187 1,340 3,592 -3,888 1,920 639 -737 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 17.6 1.1 23.7 79.8 97.3 98.5 2.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 83 35 9 22 25 107 67 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 296,904 COMMITMENTS 44,716 147,418 7,455 217,107 98,207 269,278 253,080 27,626 43,824 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 20,920) 3,349 15,901 -876 16,599 6,761 19,072 21,786 1,848 -866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 49.7 2.5 73.1 33.1 90.7 85.2 9.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 27 50 14 32 48 66 105 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,338 COMMITMENTS 46,225 35,664 4,975 67,882 86,529 119,082 127,168 34,256 26,170 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 14,496) 9,197 -5,582 744 -1,188 19,817 8,753 14,979 5,743 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 23.3 3.2 44.3 56.4 77.7 82.9 22.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 39 24 16 40 35 82 72 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 545,453 COMMITMENTS 177,988 221,998 12,529 272,245 248,980 462,762 483,507 82,691 61,946 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -17,571) 2,856 -7,117 1,131 -17,065 -9,360 -13,078 -15,346 -4,493 -2,225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 40.7 2.3 49.9 45.6 84.8 88.6 15.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 80 68 38 90 78 181 174 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,664 COMMITMENTS 4,625 7,737 177 9,514 15,173 14,316 23,087 14,348 5,577 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 307) -104 2,483 -3 -18 -1,576 -125 904 432 -597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 27.0 0.6 33.2 52.9 49.9 80.5 50.1 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 5 2 13 10 20 15 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,379 COMMITMENTS 6,322 5,187 17 12,928 15,502 19,267 20,706 7,112 5,673 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -558) -792 -1,085 0 -400 371 -1,192 -714 634 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 19.7 0.1 49.0 58.8 73.0 78.5 27.0 21.5 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 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,922 COMMITMENTS 14,868 5,599 140 3,453 14,068 18,461 19,807 2,461 1,115 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -10,270) -1,513 -8,558 -378 -8,429 -1,323 -10,320 -10,259 50 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.1 26.8 0.7 16.5 67.2 88.2 94.7 11.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 18 11 2 5 6 23 19 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,131 COMMITMENTS 17,898 29,462 1,678 34,603 20,103 54,179 51,243 2,952 5,888 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 3,959) 2,781 2,026 649 224 954 3,654 3,629 305 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 51.6 2.9 60.6 35.2 94.8 89.7 5.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 26 45 8 13 14 44 62 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 25,802 COMMITMENTS 22,766 13,798 0 2,488 10,391 25,254 24,189 548 1,613 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,212) 1,683 -1,160 0 -2,323 -27 -640 -1,187 -572 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 88.2 53.5 0.0 9.6 40.3 97.9 93.7 2.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 14 0 2 7 6 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,415,080 COMMITMENTS 2960611 1161977 3401356 6298966 7856351 12660933 12419684 754,147 995,396 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 178,927) 267,397 -406,866 126,826 -195,474 364,495 198,749 84,455 -19,822 94,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 8.7 25.4 47.0 58.6 94.4 92.6 5.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 74 58 99 102 112 223 231 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,692 COMMITMENTS 2,820 4,048 72 0 26 2,892 4,146 1,800 546 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 390) 133 359 -20 0 0 113 339 277 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.1 86.3 1.5 0.0 0.6 61.6 88.4 38.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 27 14 3 0 1 29 16 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 83,497 COMMITMENTS 14,022 10,861 22,601 46,185 49,596 82,808 83,058 689 439 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 3,028) -2,505 -7,978 4,679 906 6,476 3,080 3,177 -52 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 13.0 27.1 55.3 59.4 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 13 18 12 19 33 42 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 117,208 COMMITMENTS 17,661 33,398 18,529 79,730 64,962 115,920 116,889 1,288 319 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -22,739) -6,912 5,883 -4,803 -12,083 -23,594 -23,798 -22,514 1,059 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 28.5 15.8 68.0 55.4 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 22 18 23 19 23 48 58 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 549,032 COMMITMENTS 76,363 61,454 24,754 383,364 394,550 484,481 480,758 64,550 68,274 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -9,556) 2,260 -637 6,057 -9,234 -10,839 -918 -5,419 -8,639 -4,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 11.2 4.5 69.8 71.9 88.2 87.6 11.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574) 108 114 69 239 258 381 407 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 28,542 COMMITMENTS 2,738 5,610 324 9,306 12,723 12,368 18,657 16,174 9,885 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -1,768) -193 2,186 247 4,325 -4,565 4,379 -2,132 -6,147 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 19.7 1.1 32.6 44.6 43.3 65.4 56.7 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 7 2 7 8 11 17 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| 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: 15,245 COMMITMENTS 4,053 256 0 9,027 14,366 13,080 14,622 2,165 623 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -147) 124 0 0 -623 97 -499 97 352 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 1.7 0.0 59.2 94.2 85.8 95.9 14.2 4.1 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 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,602,448 COMMITMENTS 386,696 297,787 103,581 1870289 1909136 2360566 2310504 241,882 291,944 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -38,941) 20,258 -6,118 21,054 -67,795 -31,369 -26,483 -16,433 -12,458 -22,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 11.4 4.0 71.9 73.4 90.7 88.8 9.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572) 109 112 67 236 253 378 399 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| 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: 19,022 COMMITMENTS 1,140 4,153 0 15,784 11,938 16,924 16,091 2,098 2,931 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -554) -1,482 0 0 1,302 -604 -180 -604 -374 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 21.8 0.0 83.0 62.8 89.0 84.6 11.0 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 11 13 13 14 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| 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: 16,761 COMMITMENTS 209 0 0 14,315 11,863 14,524 11,863 2,237 4,898 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 2,288) 0 0 0 2,110 2,173 2,110 2,173 178 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 85.4 70.8 86.7 70.8 13.3 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 11 9 12 9 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| 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: 8,466 COMMITMENTS 844 560 0 6,003 7,211 6,847 7,771 1,619 695 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -127) 629 -10 0 -534 -109 95 -119 -222 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 6.6 0.0 70.9 85.2 80.9 91.8 19.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 0 7 10 9 12 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| 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: 16,317 COMMITMENTS 1,757 0 0 12,120 15,660 13,877 15,660 2,440 657 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 281) 30 0 0 383 392 413 392 -132 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 0.0 0.0 74.3 96.0 85.0 96.0 15.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 0 9 12 14 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 70,208 COMMITMENTS 13,790 3,929 841 44,864 61,890 59,495 66,660 10,713 3,548 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 1,871) 388 -578 235 1,324 2,507 1,947 2,164 -76 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 5.6 1.2 63.9 88.2 84.7 94.9 15.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 12 6 4 43 31 57 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 40,983 COMMITMENTS 16,775 8,967 746 17,080 22,720 34,601 32,433 6,382 8,550 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -4,660) 1,681 -1,132 -7 -6,123 -4,242 -4,449 -5,381 -211 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 21.9 1.8 41.7 55.4 84.4 79.1 15.6 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 54 57 24 80 82 144 153 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 204,915 COMMITMENTS 83,876 44,837 3,730 85,400 113,598 173,006 162,165 31,909 42,750 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -23,302) 8,407 -5,659 -37 -30,617 -21,208 -22,247 -26,904 -1,055 3,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 21.9 1.8 41.7 55.4 84.4 79.1 15.6 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 54 57 24 80 82 144 153 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 178,023 COMMITMENTS 42,314 97,825 1,951 101,373 37,743 145,638 137,519 32,385 40,504 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 15,035) 6,864 8,933 -502 6,818 3,404 13,180 11,835 1,855 3,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 55.0 1.1 56.9 21.2 81.8 77.2 18.2 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 21 43 14 24 24 54 72 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 453,751 COMMITMENTS 57,273 136,693 9,382 367,475 286,216 434,130 432,291 19,621 21,460 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 13,679) -3,212 -4,187 2,153 16,550 13,256 15,491 11,222 -1,812 2,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 30.1 2.1 81.0 63.1 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 49 56 22 121 117 182 183 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,373 COMMITMENTS 12,627 19,578 579 9,515 4,572 22,721 24,729 5,652 3,644 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 1,524) 1,577 2,172 -617 942 -899 1,902 656 -378 868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 69.0 2.0 33.5 16.1 80.1 87.2 19.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 14 6 2 13 5 28 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,971 COMMITMENTS 28,542 18,308 1,247 19,852 34,515 49,641 54,070 9,330 4,901 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: 264) 3,603 3,910 -282 -4,800 5,055 -1,479 8,683 1,743 -8,419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 31.0 2.1 33.7 58.5 84.2 91.7 15.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 19 8 26 31 42 55 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 08/06/19 | --------------------------------------------------------------| 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: 118,827 COMMITMENTS 15,817 4,776 1,026 101,371 112,920 118,214 118,722 613 105 CHANGES FROM 07/30/19 (CHANGE IN OPEN INTEREST: -2,111) 1,276 -500 0 -3,389 -1,611 -2,113 -2,111 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 4.0 0.9 85.3 95.0 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 3 3 15 21 24 26
Updated August 09, 2019