BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,974 COMMITMENTS 471 2,766 359 7,574 5,175 8,404 8,300 570 674 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 93) -68 -140 30 75 108 37 -2 56 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 30.8 4.0 84.4 57.7 93.6 92.5 6.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 9 5 26 18 32 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,966 COMMITMENTS 6,497 3,611 1,595 9,481 9,330 17,573 14,536 3,393 6,430 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 493) 435 -32 190 39 162 664 320 -171 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 17.2 7.6 45.2 44.5 83.8 69.3 16.2 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 21 15 17 16 23 45 47 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,138 COMMITMENTS 1,612 1,676 96 6,645 6,611 8,353 8,383 785 755 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 214) 72 -15 -3 110 216 179 198 35 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 18.3 1.1 72.7 72.3 91.4 91.7 8.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 6 4 27 14 34 21 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,763 COMMITMENTS 4,489 947 326 2,787 4,953 7,602 6,226 161 1,537 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -53) -113 -58 18 46 -70 -49 -110 -4 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 12.2 4.2 35.9 63.8 97.9 80.2 2.1 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 5 6 13 14 19 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,877 COMMITMENTS 97,449 66,413 50,098 100,249 125,697 247,796 242,208 24,081 29,669 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 8,441) 266 2,984 3,708 3,036 1,340 7,010 8,032 1,431 409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 24.4 18.4 36.9 46.2 91.1 89.1 8.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 98 104 106 57 75 228 227 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 343,125 COMMITMENTS 94,315 64,765 89,970 122,436 157,241 306,721 311,976 36,404 31,149 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 10,285) 1,896 3,708 6,595 1,289 249 9,780 10,552 505 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 18.9 26.2 35.7 45.8 89.4 90.9 10.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 117 94 129 112 132 304 302 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,183 COMMITMENTS 739 945 10 571 532 1,320 1,487 863 696 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -178) -141 -294 8 16 149 -117 -137 -61 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 43.3 0.5 26.2 24.4 60.5 68.1 39.5 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 12 3 8 11 21 23 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,067 COMMITMENTS 15,554 17,843 10,979 12,269 10,098 38,802 38,920 9,265 9,147 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 698) 1,089 761 666 -323 -365 1,432 1,062 -734 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 37.1 22.8 25.5 21.0 80.7 81.0 19.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 48 45 58 44 47 132 128 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,656 COMMITMENTS 2,651 3,358 838 16,548 15,138 20,037 19,334 619 1,322 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 320) -201 152 57 461 181 317 390 3 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 16.3 4.1 80.1 73.3 97.0 93.6 3.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 12 9 22 20 36 36 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 63,975 COMMITMENTS 30,503 3,038 205 31,792 59,228 62,500 62,471 1,475 1,504 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,189) -853 -1,069 -171 32 -151 -992 -1,391 -197 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 4.7 0.3 49.7 92.6 97.7 97.6 2.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 8 3 6 9 21 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,396 COMMITMENTS 48,206 42,857 4,374 80,697 91,268 133,277 138,499 34,119 28,897 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 8,475) -86 5,470 1,425 8,025 -818 9,364 6,077 -889 2,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 25.6 2.6 48.2 54.5 79.6 82.7 20.4 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 24 27 13 37 27 68 60 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,867 COMMITMENTS 16,362 22,201 1,793 32,632 15,273 50,787 39,267 10,080 21,600 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 5,616) 2,127 4,166 1,082 2,043 -856 5,252 4,392 364 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 36.5 2.9 53.6 25.1 83.4 64.5 16.6 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 17 5 14 17 25 36 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 187,869 COMMITMENTS 126,271 34,480 1,276 54,807 148,057 182,354 183,813 5,515 4,056 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,267) -3,720 -2,197 360 2,819 232 -541 -1,605 -726 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 18.4 0.7 29.2 78.8 97.1 97.8 2.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 57 45 11 18 28 78 81 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 272,396 COMMITMENTS 38,695 123,654 8,214 200,362 92,045 247,271 223,913 25,125 48,483 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,254) 552 -3,517 1,293 -6,113 1,450 -4,268 -774 3,014 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 45.4 3.0 73.6 33.8 90.8 82.2 9.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 19 56 17 30 49 61 110 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,788 COMMITMENTS 57,222 29,540 4,094 58,451 97,429 119,767 131,063 38,021 26,725 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -74) -2,573 3,352 380 -1,876 -2,515 -4,069 1,217 3,995 -1,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 18.7 2.6 37.0 61.7 75.9 83.1 24.1 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 32 21 15 38 36 76 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 546,954 COMMITMENTS 186,144 235,280 13,876 263,544 236,079 463,564 485,235 83,390 61,719 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 21,889) 12,693 23,025 1,097 8,143 -3,265 21,933 20,857 -44 1,032 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 43.0 2.5 48.2 43.2 84.8 88.7 15.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 86 69 34 92 86 187 181 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,616 COMMITMENTS 3,055 5,458 212 9,832 14,785 13,099 20,455 13,517 6,161 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -616) -1,234 -376 35 429 -171 -770 -512 154 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 20.5 0.8 36.9 55.5 49.2 76.9 50.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 3 14 10 21 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,971 COMMITMENTS 5,567 2,781 19 12,212 15,164 17,798 17,964 6,173 6,007 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -484) -476 -76 -9 -21 41 -506 -44 22 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 11.6 0.1 50.9 63.3 74.2 74.9 25.8 25.1 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 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 74,950 COMMITMENTS 29,002 39,930 264 42,643 32,702 71,909 72,896 3,041 2,054 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 4,211) 2,764 3,940 -117 1,093 124 3,740 3,947 471 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 53.3 0.4 56.9 43.6 95.9 97.3 4.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 14 24 2 8 7 23 32 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 67,827 COMMITMENTS 21,066 51,742 1,740 42,021 10,093 64,827 63,575 3,000 4,252 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,155) -69 4,560 288 4,390 189 4,609 5,037 -1,454 -1,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 76.3 2.6 62.0 14.9 95.6 93.7 4.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 32 54 12 18 11 53 74 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,861 COMMITMENTS 10,833 3,468 75 3,367 9,280 14,275 12,823 586 2,038 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -247) -1 -27 -186 -135 120 -322 -93 75 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.9 23.3 0.5 22.7 62.4 96.1 86.3 3.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 11 1 3 5 11 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,213,901 COMMITMENTS 3414545 1083116 3129991 5962301 8077641 12506837 12290748 707,064 923,153 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 124,830) 75,624 -128,453 103,056 -21,653 142,091 157,027 116,694 -32,197 8,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 8.2 23.7 45.1 61.1 94.6 93.0 5.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 72 57 101 104 114 225 231 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,493 COMMITMENTS 2,755 3,875 154 0 26 2,909 4,055 1,584 438 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 402) 470 405 73 0 0 543 478 -141 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.3 86.2 3.4 0.0 0.6 64.7 90.3 35.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 26 24 5 0 1 29 27 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 116,277 COMMITMENTS 10,395 12,510 27,781 76,841 75,408 115,017 115,699 1,260 578 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 5,396) 1,378 1,010 1,409 2,119 2,854 4,906 5,273 490 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 10.8 23.9 66.1 64.9 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 12 13 18 14 18 35 41 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 132,887 COMMITMENTS 10,180 49,012 20,534 100,138 61,816 130,852 131,362 2,035 1,525 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -27,342) -1,479 -6,868 -4,727 -22,716 -16,905 -28,922 -28,500 1,580 1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 36.9 15.5 75.4 46.5 98.5 98.9 1.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 13 23 24 20 21 47 56 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 561,385 COMMITMENTS 66,895 67,597 28,512 389,150 390,744 484,557 486,853 76,828 74,532 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 6,572) -6,443 5,050 1,019 4,071 -2,462 -1,354 3,607 7,926 2,965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 12.0 5.1 69.3 69.6 86.3 86.7 13.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576) 110 113 72 238 261 384 412 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 37,560 COMMITMENTS 4,416 7,584 327 18,962 11,650 23,705 19,561 13,855 17,999 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,952) 1,114 1,371 -38 2,206 25 3,282 1,358 -330 1,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 20.2 0.9 50.5 31.0 63.1 52.1 36.9 47.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 6 2 15 11 19 18 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| 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: 15,985 COMMITMENTS 4,242 412 0 8,951 14,966 13,193 15,378 2,792 607 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 897) 152 0 -1 -83 863 68 862 829 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 2.6 0.0 56.0 93.6 82.5 96.2 17.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 1 0 5 11 11 12 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| 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: 8,964 COMMITMENTS 647 232 0 6,050 7,689 6,697 7,921 2,267 1,043 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 633) -318 4 0 515 418 197 422 436 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.6 0.0 67.5 85.8 74.7 88.4 25.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 10 8 12 9 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,619,124 COMMITMENTS 342,714 330,382 110,606 1850941 1895470 2304261 2336458 314,863 282,666 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 18,102) -27,115 29,067 -5,388 9,324 -12,434 -23,179 11,245 41,281 6,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 12.6 4.2 70.7 72.4 88.0 89.2 12.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575) 112 111 71 232 257 378 407 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| 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: 15,445 COMMITMENTS 1,734 0 0 11,249 13,754 12,983 13,754 2,462 1,691 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 738) 254 0 0 469 330 723 330 15 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.0 0.0 72.8 89.1 84.1 89.1 15.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 0 0 8 12 13 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 68,519 COMMITMENTS 12,895 2,914 63 45,895 61,631 58,853 64,608 9,666 3,911 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -1,462) 463 209 -22 -1,995 -1,333 -1,554 -1,146 92 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 4.3 0.1 67.0 89.9 85.9 94.3 14.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 5 3 41 35 52 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 40,017 COMMITMENTS 14,282 9,391 1,122 17,947 21,167 33,350 31,680 6,667 8,337 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -6) 204 -110 88 -541 652 -249 630 243 -636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 23.5 2.8 44.8 52.9 83.3 79.2 16.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 53 54 23 81 80 146 145 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 200,086 COMMITMENTS 71,410 46,956 5,609 89,733 105,837 166,752 158,402 33,334 41,684 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -28) 1,021 -549 441 -2,705 3,260 -1,243 3,152 1,215 -3,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 23.5 2.8 44.8 52.9 83.3 79.2 16.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 53 54 23 81 80 146 145 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 174,021 COMMITMENTS 34,089 93,407 2,368 107,251 39,293 143,708 135,068 30,313 38,953 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 8,269) 2,239 525 650 4,869 10,254 7,758 11,429 511 -3,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 53.7 1.4 61.6 22.6 82.6 77.6 17.4 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 19 38 13 23 28 51 70 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 461,893 COMMITMENTS 68,723 127,655 6,783 365,346 306,545 440,852 440,983 21,041 20,910 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -6,934) 1,258 850 -103 -9,047 -5,082 -7,892 -4,335 958 -2,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 27.6 1.5 79.1 66.4 95.4 95.5 4.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 46 58 22 123 128 182 195 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,613 COMMITMENTS 14,902 21,496 1,391 10,808 4,606 27,101 27,493 5,512 5,120 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,650) 1,647 686 581 45 -220 2,273 1,047 -623 603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 65.9 4.3 33.1 14.1 83.1 84.3 16.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 14 5 3 13 6 28 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,576 COMMITMENTS 32,704 20,373 1,721 17,474 35,889 51,899 57,983 12,677 6,593 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 7,483) 530 2,636 580 819 4,012 1,929 7,228 5,554 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.6 31.5 2.7 27.1 55.6 80.4 89.8 19.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 13 18 6 28 24 45 44 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| 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: 118,074 COMMITMENTS 17,783 4,276 1,026 99,240 112,712 118,049 118,014 25 60 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 797) 80 0 0 717 807 797 807 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 3.6 0.9 84.0 95.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 2 3 16 21 25 25
Updated September 06, 2019