BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,324 COMMITMENTS 619 2,674 261 6,985 4,942 7,865 7,877 459 447 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 277) -149 89 38 391 251 280 378 -3 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 32.1 3.1 83.9 59.4 94.5 94.6 5.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 8 5 25 17 31 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,414 COMMITMENTS 5,691 3,329 1,401 8,580 8,617 15,672 13,347 3,742 6,067 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 827) 794 -40 51 111 367 956 378 -129 449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 17.1 7.2 44.2 44.4 80.7 68.7 19.3 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 21 13 17 14 19 41 43 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,608 COMMITMENTS 1,354 1,707 155 6,377 6,083 7,886 7,945 722 663 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 131) 2 49 -7 100 64 95 106 36 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 19.8 1.8 74.1 70.7 91.6 92.3 8.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 6 5 26 15 32 24 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,480 COMMITMENTS 4,491 902 291 2,534 4,820 7,316 6,013 164 1,467 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 300) 180 -67 39 72 369 291 341 9 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.0 12.1 3.9 33.9 64.4 97.8 80.4 2.2 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 6 6 13 15 19 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,024 COMMITMENTS 100,326 63,067 42,403 95,374 127,153 238,103 232,623 21,921 27,401 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -6,900) -2,075 1,095 -2,967 -740 -5,506 -5,782 -7,378 -1,118 478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 24.3 16.3 36.7 48.9 91.6 89.5 8.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 93 102 89 55 72 206 218 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,720 COMMITMENTS 91,194 60,419 82,222 121,181 156,306 294,597 298,947 35,123 30,773 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 11,821) -2,270 11,687 8,430 2,269 -6,455 8,429 13,662 3,392 -1,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 18.3 24.9 36.8 47.4 89.3 90.7 10.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 107 95 120 107 123 286 290 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,541 COMMITMENTS 982 1,352 96 540 404 1,618 1,852 923 689 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -171) 61 62 -129 6 -3 -62 -70 -109 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 53.2 3.8 21.3 15.9 63.7 72.9 36.3 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 9 16 3 10 12 21 30 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,233 COMMITMENTS 14,318 16,634 10,872 12,464 10,066 37,654 37,572 9,579 9,661 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -834) -7 -943 145 -848 264 -710 -534 -124 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 35.2 23.0 26.4 21.3 79.7 79.5 20.3 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 43 42 52 51 50 125 126 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,479 COMMITMENTS 2,835 2,853 894 15,072 14,200 18,801 17,947 678 1,532 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 422) -140 164 89 476 119 425 372 -3 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 14.6 4.6 77.4 72.9 96.5 92.1 3.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 9 9 22 18 41 32 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,031 COMMITMENTS 31,237 4,129 163 31,550 59,284 62,950 63,576 2,081 1,455 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -1,023) -4,690 -539 -496 4,073 -355 -1,113 -1,390 90 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 6.3 0.3 48.5 91.2 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 16 8 3 6 8 23 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 155,837 COMMITMENTS 47,368 34,331 3,095 71,980 92,293 122,443 129,719 33,394 26,118 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -5,024) -2,697 -1,534 -102 -1,227 -6,087 -4,026 -7,723 -998 2,699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 22.0 2.0 46.2 59.2 78.6 83.2 21.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 27 25 13 35 26 69 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,941 COMMITMENTS 7,925 19,042 84 36,556 16,671 44,565 35,797 10,376 19,144 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 674) 165 -1,670 40 1,341 2,367 1,546 737 -872 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 34.7 0.2 66.5 30.3 81.1 65.2 18.9 34.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 15 4 13 17 24 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 197,525 COMMITMENTS 147,542 37,183 467 43,474 156,349 191,483 193,999 6,042 3,526 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -14,974) -5,165 2,038 -167 -9,697 -17,015 -15,029 -15,144 55 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.7 18.8 0.2 22.0 79.2 96.9 98.2 3.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 76 35 9 16 26 93 69 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 273,481 COMMITMENTS 33,405 125,823 5,109 209,548 94,037 248,062 224,969 25,419 48,512 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -450) 0 -3,402 -10 1,971 -1,294 1,961 -4,706 -2,411 4,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 46.0 1.9 76.6 34.4 90.7 82.3 9.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 21 46 13 32 48 61 99 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 154,662 COMMITMENTS 49,984 18,830 4,405 66,338 104,320 120,727 127,555 33,935 27,107 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -5,609) -1,780 -8,192 -3,689 -2,370 6,070 -7,839 -5,811 2,230 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 12.2 2.8 42.9 67.5 78.1 82.5 21.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 35 22 16 37 34 78 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 542,806 COMMITMENTS 168,455 206,432 12,588 278,685 262,478 459,728 481,498 83,078 61,308 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -7,801) 1,241 -7,431 -1,378 -7,900 2,999 -8,037 -5,810 236 -1,991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 38.0 2.3 51.3 48.4 84.7 88.7 15.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 77 71 33 90 83 176 179 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,654 COMMITMENTS 4,318 6,261 184 9,225 14,898 13,727 21,343 13,927 6,311 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -538) -219 -604 3 856 -194 640 -795 -1,178 257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 22.6 0.7 33.4 53.9 49.6 77.2 50.4 22.8 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 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,899 COMMITMENTS 6,434 3,170 17 12,306 15,215 18,757 18,402 6,142 6,497 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -551) -233 -512 0 347 -82 114 -594 -665 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 12.7 0.1 49.4 61.1 75.3 73.9 24.7 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 2 12 9 18 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,931 COMMITMENTS 20,984 29,645 8 17,918 9,740 38,910 39,393 2,021 1,538 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 10,584) 971 10,308 -76 9,937 158 10,832 10,390 -248 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.3 72.4 0.0 43.8 23.8 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 14 18 1 6 6 20 25 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,760 COMMITMENTS 21,073 39,333 1,106 37,908 15,883 60,087 56,322 2,673 6,438 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,865) 573 5,386 122 2,156 -2,604 2,851 2,904 14 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 62.7 1.8 60.4 25.3 95.7 89.7 4.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 28 54 12 16 15 50 75 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,895 COMMITMENTS 12,230 4,807 180 4,018 9,695 16,428 14,682 467 2,213 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 893) -630 114 180 1,407 445 957 739 -64 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.4 28.5 1.1 23.8 57.4 97.2 86.9 2.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 13 1 4 5 11 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,977,628 COMMITMENTS 3137627 1131780 3149499 5983217 7793573 12270343 12074852 707,285 902,776 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -380,083) -77,018 -15,147 -103,191 -184,907 -211,247 -365,116 -329,585 -14,967 -50,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 8.7 24.3 46.1 60.1 94.5 93.0 5.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 79 51 102 102 113 227 229 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,485 COMMITMENTS 2,565 3,807 224 0 26 2,789 4,057 1,696 428 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -244) -306 -267 114 0 0 -192 -153 -52 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 84.9 5.0 0.0 0.6 62.2 90.5 37.8 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 23 17 8 0 1 27 24 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 104,687 COMMITMENTS 12,739 12,044 24,947 65,824 66,741 103,510 103,732 1,177 955 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 6,579) 436 1,590 -456 6,445 5,122 6,425 6,256 154 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 11.5 23.8 62.9 63.8 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 15 19 12 19 34 42 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 136,741 COMMITMENTS 12,140 42,968 23,402 100,802 69,993 136,344 136,363 397 378 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 12,187) -3,804 4,776 4,447 11,348 2,811 11,991 12,034 196 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 31.4 17.1 73.7 51.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 19 22 26 20 24 52 61 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 546,962 COMMITMENTS 70,679 60,823 23,752 380,047 394,416 474,479 478,992 72,484 67,971 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 5,842) 3,256 -6,410 1,564 -2,304 9,231 2,516 4,385 3,326 1,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 11.1 4.3 69.5 72.1 86.7 87.6 13.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575) 110 107 72 234 270 376 419 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 31,668 COMMITMENTS 2,687 4,149 437 13,806 12,081 16,930 16,667 14,738 15,001 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,590) -162 13 407 1,551 -857 1,796 -437 -206 2,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 13.1 1.4 43.6 38.1 53.5 52.6 46.5 47.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 5 3 10 10 15 17 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| 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: 15,085 COMMITMENTS 4,067 412 1 9,001 14,094 13,069 14,507 2,016 578 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 2.7 0.0 59.7 93.4 86.6 96.2 13.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 1 6 9 12 11 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 7,949 COMMITMENTS 885 0 0 5,268 7,279 6,153 7,279 1,796 670 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 103) 32 -202 0 -268 443 -236 241 339 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.0 0.0 66.3 91.6 77.4 91.6 22.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 9 10 12 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,576,472 COMMITMENTS 349,269 292,679 107,269 1831205 1911675 2287743 2311623 288,729 264,849 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 21,260) 15,592 -33,611 7,282 -19,276 50,438 3,598 24,109 17,662 -2,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 11.4 4.2 71.1 74.2 88.8 89.7 11.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571) 111 106 69 231 266 372 413 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 17,592 COMMITMENTS 0 4,359 0 15,335 10,494 15,335 14,853 2,257 2,739 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -274) -565 206 0 490 -237 -75 -31 -199 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.8 0.0 87.2 59.7 87.2 84.4 12.8 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 9 10 9 12 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 19,646 COMMITMENTS 2,250 274 0 15,424 14,689 17,674 14,963 1,972 4,683 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 980) -209 274 0 1,086 585 877 859 103 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 1.4 0.0 78.5 74.8 90.0 76.2 10.0 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 8 11 9 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| 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: 15,354 COMMITMENTS 1,865 0 1 11,110 14,512 12,976 14,513 2,378 841 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 91) -44 0 0 -23 -43 -67 -43 158 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 0.0 72.4 94.5 84.5 94.5 15.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 0 1 9 13 15 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 68,327 COMMITMENTS 11,921 2,781 418 46,471 61,110 58,810 64,309 9,517 4,018 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -1,251) -259 -1,500 57 -574 194 -776 -1,249 -475 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 4.1 0.6 68.0 89.4 86.1 94.1 13.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 10 6 4 39 33 51 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 38,354 COMMITMENTS 14,486 9,770 667 16,991 19,603 32,144 30,041 6,210 8,313 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -475) -345 -221 -78 73 -359 -350 -658 -125 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 25.5 1.7 44.3 51.1 83.8 78.3 16.2 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 53 54 20 79 92 142 156 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 191,768 COMMITMENTS 72,429 48,852 3,336 84,954 98,017 160,719 150,205 31,049 41,563 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -2,374) -1,723 -1,105 -392 367 -1,794 -1,748 -3,291 -626 917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 25.5 1.7 44.3 51.1 83.8 78.3 16.2 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 53 54 20 79 92 142 156 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 169,175 COMMITMENTS 32,358 95,139 1,233 106,719 32,822 140,310 129,194 28,865 39,981 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -6,422) -3,946 -4,077 -580 -432 -776 -4,958 -5,433 -1,464 -989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 56.2 0.7 63.1 19.4 82.9 76.4 17.1 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 16 36 8 22 29 43 68 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 452,305 COMMITMENTS 62,473 125,995 7,220 364,305 297,454 433,998 430,669 18,307 21,636 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 3,230) 5,025 1,619 -1,206 585 999 4,404 1,412 -1,174 1,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 27.9 1.6 80.5 65.8 96.0 95.2 4.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 51 52 19 122 122 183 184 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,898 COMMITMENTS 13,807 20,720 1,077 10,751 4,791 25,635 26,588 5,263 4,310 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 2,062) 808 1,590 4 967 -206 1,779 1,388 283 674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 67.1 3.5 34.8 15.5 83.0 86.1 17.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 14 3 2 14 7 29 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,818 COMMITMENTS 31,420 20,288 1,482 17,146 31,345 50,048 53,115 8,770 5,703 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: 1,615) 2,874 4,369 -14 -2,561 3,992 299 8,347 1,316 -6,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 34.5 2.5 29.2 53.3 85.1 90.3 14.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 14 21 6 27 29 43 54 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 08/20/19 | --------------------------------------------------------------| 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: 116,556 COMMITMENTS 17,365 4,276 1,026 98,140 111,149 116,531 116,451 25 105 CHANGES FROM 08/13/19 (CHANGE IN OPEN INTEREST: -2,241) 540 0 0 -2,781 -2,241 -2,241 -2,241 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 3.7 0.9 84.2 95.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 2 3 15 21 24 25
Updated August 23, 2019