BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,834 COMMITMENTS 241 2,563 269 6,673 4,306 7,183 7,138 651 696 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,140) -230 -203 -90 -901 -869 -1,221 -1,162 81 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 32.7 3.4 85.2 55.0 91.7 91.1 8.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 9 5 25 16 30 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,108 COMMITMENTS 5,791 3,383 1,429 8,161 8,715 15,381 13,527 3,727 5,581 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,858) -706 -228 -166 -1,320 -615 -2,192 -1,009 334 -849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 17.7 7.5 42.7 45.6 80.5 70.8 19.5 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 22 15 18 15 21 47 44 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,105 COMMITMENTS 885 1,461 277 6,193 5,399 7,355 7,137 750 968 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,033) -727 -215 181 -452 -1,212 -998 -1,246 -35 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 18.0 3.4 76.4 66.6 90.7 88.1 9.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 6 6 24 12 31 21 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,931 COMMITMENTS 3,773 1,037 188 2,805 4,289 6,766 5,514 165 1,417 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -832) -716 90 -138 18 -664 -836 -712 4 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 15.0 2.7 40.5 61.9 97.6 79.6 2.4 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 5 5 13 13 19 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,592 COMMITMENTS 92,558 72,239 50,475 106,729 123,160 249,762 245,874 23,830 27,718 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,715) -4,891 5,826 377 6,480 -2,537 1,966 3,666 -251 -1,951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 26.4 18.4 39.0 45.0 91.3 89.9 8.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 98 96 97 58 76 218 219 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 355,921 COMMITMENTS 93,893 73,839 96,927 125,693 149,941 316,513 320,707 39,408 35,214 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 12,796) -422 9,074 6,957 3,257 -7,300 9,792 8,731 3,004 4,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 20.7 27.2 35.3 42.1 88.9 90.1 11.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 109 99 135 117 125 313 300 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,024 COMMITMENTS 624 985 3 578 383 1,205 1,371 819 653 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -159) -115 40 -7 7 -149 -115 -116 -44 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 48.7 0.1 28.6 18.9 59.5 67.7 40.5 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 12 2 9 10 20 23 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,344 COMMITMENTS 15,417 18,446 10,580 12,703 10,612 38,700 39,638 9,644 8,706 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 277) -137 603 -399 434 514 -102 718 379 -441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 38.2 21.9 26.3 22.0 80.1 82.0 19.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 45 47 56 45 40 128 121 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,731 COMMITMENTS 2,206 3,212 755 15,196 13,458 18,157 17,425 574 1,306 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,925) -445 -146 -83 -1,352 -1,680 -1,880 -1,909 -45 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 17.1 4.0 81.1 71.8 96.9 93.0 3.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 10 10 9 22 20 37 34 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 72,925 COMMITMENTS 29,877 1,974 5,456 31,035 59,223 66,368 66,653 6,557 6,272 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 8,950) -626 -1,064 5,251 -757 -5 3,868 4,182 5,082 4,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 2.7 7.5 42.6 81.2 91.0 91.4 9.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 17 5 5 4 9 25 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 183,058 COMMITMENTS 54,971 43,448 8,898 82,997 108,864 146,866 161,210 36,192 21,848 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 15,662) 6,765 591 4,524 2,300 17,596 13,589 22,711 2,073 -7,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 23.7 4.9 45.3 59.5 80.2 88.1 19.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 31 25 12 34 30 72 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,165 COMMITMENTS 16,087 18,979 885 37,162 21,766 54,134 41,630 10,031 22,535 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 3,298) -275 -3,222 -908 4,530 6,493 3,347 2,363 -49 935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 29.6 1.4 57.9 33.9 84.4 64.9 15.6 35.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 9 11 4 12 18 21 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 196,951 COMMITMENTS 126,807 31,170 9,292 53,509 151,836 189,608 192,298 7,343 4,653 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 9,082) 536 -3,310 8,016 -1,298 3,779 7,254 8,485 1,828 597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 15.8 4.7 27.2 77.1 96.3 97.6 3.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 60 37 16 19 30 88 75 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 283,161 COMMITMENTS 37,903 130,136 12,474 207,848 96,424 258,225 239,034 24,936 44,127 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 10,765) -792 6,482 4,260 7,486 4,379 10,954 15,121 -189 -4,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 46.0 4.4 73.4 34.1 91.2 84.4 8.8 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 19 49 16 35 45 66 98 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,397 COMMITMENTS 56,579 23,988 6,889 55,208 94,409 118,676 125,286 32,721 26,111 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -6,391) -643 -5,552 2,795 -3,243 -3,020 -1,091 -5,777 -5,300 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 15.8 4.6 36.5 62.4 78.4 82.8 21.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 26 22 15 37 37 69 68 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 585,117 COMMITMENTS 180,535 230,377 20,866 303,836 270,876 505,237 522,119 79,880 62,998 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 38,163) -5,609 -4,903 6,990 40,292 34,797 41,673 36,884 -3,510 1,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 39.4 3.6 51.9 46.3 86.3 89.2 13.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 84 69 41 92 83 189 183 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,700 COMMITMENTS 3,527 3,058 719 9,551 17,905 13,797 21,682 13,903 6,018 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,084) 472 -2,400 507 -281 3,120 698 1,227 386 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 11.0 2.6 34.5 64.6 49.8 78.3 50.2 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 3 14 10 19 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,501 COMMITMENTS 5,156 3,643 15 16,567 19,062 21,738 22,720 6,763 5,781 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 4,530) -411 862 -4 4,355 3,898 3,940 4,756 590 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 12.8 0.1 58.1 66.9 76.3 79.7 23.7 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 1 14 11 20 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 49,261 COMMITMENTS 10,496 45,228 121 36,297 1,805 46,914 47,154 2,347 2,107 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -25,689) -18,506 5,298 -143 -6,346 -30,897 -24,995 -25,742 -694 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 91.8 0.2 73.7 3.7 95.2 95.7 4.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 25 1 8 5 20 31 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 73,148 COMMITMENTS 22,490 52,280 5,667 42,611 9,571 70,768 67,518 2,380 5,630 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 5,321) 1,424 538 3,927 590 -522 5,941 3,943 -620 1,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 71.5 7.7 58.3 13.1 96.7 92.3 3.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 31 51 13 17 11 54 69 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,378 COMMITMENTS 10,032 3,548 453 3,305 8,206 13,790 12,207 588 2,171 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -483) -801 80 378 -62 -1,074 -485 -616 2 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.8 24.7 3.2 23.0 57.1 95.9 84.9 4.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 10 2 3 6 11 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,474,728 COMMITMENTS 3407108 1145914 3123965 6199367 8306865 12730440 12576744 744,288 897,984 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 260,827) -7,437 62,798 -6,026 237,066 229,224 223,603 285,996 37,224 -25,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 8.5 23.2 46.0 61.6 94.5 93.3 5.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 79 54 94 103 112 222 224 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,128 COMMITMENTS 2,447 3,398 253 0 26 2,700 3,677 1,428 451 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -365) -308 -477 99 0 0 -209 -378 -156 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.3 82.3 6.1 0.0 0.6 65.4 89.1 34.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 27 20 7 0 1 30 25 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 125,005 COMMITMENTS 14,535 13,096 28,118 81,306 83,353 123,959 124,567 1,046 438 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 8,728) 4,140 586 337 4,465 7,945 8,942 8,868 -214 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 10.5 22.5 65.0 66.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 13 18 12 18 34 41 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 140,274 COMMITMENTS 13,782 48,138 20,492 105,412 71,262 139,686 139,892 588 382 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 7,387) 3,602 -874 -42 5,274 9,446 8,834 8,530 -1,447 -1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 34.3 14.6 75.1 50.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 23 25 19 21 48 56 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 582,996 COMMITMENTS 68,993 72,673 28,220 409,327 411,208 506,539 512,101 76,456 70,894 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 21,611) 2,098 5,077 -292 20,177 20,464 21,982 25,249 -371 -3,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 12.5 4.8 70.2 70.5 86.9 87.8 13.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558) 110 96 70 248 252 390 387 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 36,305 COMMITMENTS 6,355 6,763 619 14,242 13,221 21,216 20,603 15,089 15,702 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,255) 1,939 -821 292 -4,720 1,571 -2,489 1,042 1,234 -2,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 18.6 1.7 39.2 36.4 58.4 56.7 41.6 43.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 6 3 11 11 18 18 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| 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: 14,469 COMMITMENTS 3,267 643 0 9,056 13,111 12,323 13,754 2,146 715 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,516) -975 231 0 105 -1,855 -870 -1,624 -646 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 4.4 0.0 62.6 90.6 85.2 95.1 14.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 0 6 8 11 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,733,454 COMMITMENTS 342,075 358,437 109,118 1975424 1989937 2426617 2457492 306,837 275,962 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 114,330) -639 28,055 -1,488 124,483 94,467 122,356 121,034 -8,026 -6,704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 13.1 4.0 72.3 72.8 88.8 89.9 11.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 111 95 70 244 249 386 384 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| 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: 18,223 COMMITMENTS 0 4,153 0 15,870 10,638 15,870 14,791 2,353 3,432 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 22.8 0.0 87.1 58.4 87.1 81.2 12.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 10 10 11 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| 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: 16,559 COMMITMENTS 1,531 225 14 12,357 15,249 13,902 15,488 2,657 1,071 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,114) -203 225 14 1,108 1,495 919 1,734 195 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.4 0.1 74.6 92.1 84.0 93.5 16.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 1 8 14 13 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 66,659 COMMITMENTS 11,524 2,957 111 45,938 59,419 57,573 62,487 9,086 4,172 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,860) -1,371 43 48 43 -2,212 -1,280 -2,121 -580 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 4.4 0.2 68.9 89.1 86.4 93.7 13.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 9 5 3 40 36 50 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 40,842 COMMITMENTS 14,461 9,082 1,057 18,530 23,207 34,048 33,346 6,795 7,496 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 825) 179 -309 -65 583 2,040 697 1,666 128 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 22.2 2.6 45.4 56.8 83.4 81.6 16.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 54 52 22 83 84 150 145 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 204,212 COMMITMENTS 72,306 45,409 5,285 92,648 116,037 170,239 166,731 33,973 37,481 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 4,126) 896 -1,547 -324 2,915 10,200 3,487 8,329 639 -4,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 22.2 2.6 45.4 56.8 83.4 81.6 16.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 54 52 22 83 84 150 145 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 182,355 COMMITMENTS 36,994 90,008 9,113 106,088 45,529 152,195 144,650 30,160 37,705 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 8,334) 2,905 -3,399 6,745 -1,163 6,236 8,487 9,582 -153 -1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 49.4 5.0 58.2 25.0 83.5 79.3 16.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 20 39 13 24 29 52 73 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 464,497 COMMITMENTS 68,102 118,350 6,058 370,413 317,934 444,573 442,342 19,924 22,155 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 2,604) -621 -9,305 -725 5,067 11,389 3,721 1,359 -1,117 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 25.5 1.3 79.7 68.4 95.7 95.2 4.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 50 51 24 123 121 189 181 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,995 COMMITMENTS 13,303 23,645 8,696 11,785 4,992 33,784 37,333 11,211 7,662 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 12,382) -1,599 2,149 7,305 977 386 6,683 9,840 5,699 2,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 52.6 19.3 26.2 11.1 75.1 83.0 24.9 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 7 11 13 7 33 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 75,267 COMMITMENTS 35,176 17,404 9,519 20,547 41,385 65,242 68,308 10,025 6,959 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 10,691) 2,472 -2,969 7,798 3,073 5,496 13,343 10,325 -2,652 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 23.1 12.6 27.3 55.0 86.7 90.8 13.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 16 16 16 32 27 59 48 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| 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: 115,374 COMMITMENTS 17,682 4,476 1,026 96,640 109,812 115,348 115,314 26 60 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -2,700) -101 200 0 -2,600 -2,900 -2,701 -2,700 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 3.9 0.9 83.8 95.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 2 3 18 21 27 25
Updated September 13, 2019