BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,365 COMMITMENTS 154 2,426 356 7,189 4,879 7,699 7,661 666 704 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -863) -36 -276 3 -714 -594 -747 -867 -116 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 29.0 4.3 85.9 58.3 92.0 91.6 8.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 8 6 21 16 27 26 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,819 COMMITMENTS 7,353 3,498 1,819 9,403 10,674 18,575 15,991 3,244 5,828 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,325) -1,076 -81 -379 -637 -1,645 -2,092 -2,105 -233 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 16.0 8.3 43.1 48.9 85.1 73.3 14.9 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 33 14 16 23 29 65 50 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,610 COMMITMENTS 574 1,604 280 5,813 5,183 6,667 7,067 943 543 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -677) -281 -178 56 -572 -439 -797 -561 120 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 21.1 3.7 76.4 68.1 87.6 92.9 12.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 6 7 22 16 33 24 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,200 COMMITMENTS 3,363 887 436 3,205 4,357 7,004 5,680 196 1,520 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -351) -180 -137 86 -220 -254 -314 -305 -37 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 12.3 6.1 44.5 60.5 97.3 78.9 2.7 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 6 6 7 13 14 23 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,009 COMMITMENTS 88,417 74,691 54,699 120,061 130,986 263,177 260,376 30,832 33,633 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 9,406) 1,230 3,905 4,366 4,147 490 9,743 8,761 -337 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 25.4 18.6 40.8 44.6 89.5 88.6 10.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 123 100 113 68 94 261 260 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,203 COMMITMENTS 119,658 56,629 72,525 128,456 177,553 320,639 306,707 28,564 42,496 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 30,535) 17,027 1,306 4,768 8,299 19,278 30,094 25,352 441 5,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 16.2 20.8 36.8 50.8 91.8 87.8 8.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 131 86 131 114 166 318 335 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,149 COMMITMENTS 1,517 642 122 618 1,682 2,257 2,446 892 703 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -33) 245 -198 12 -151 230 106 44 -139 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 20.4 3.9 19.6 53.4 71.7 77.7 28.3 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 21 11 4 9 17 33 30 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,300 COMMITMENTS 15,657 13,032 8,145 11,068 8,822 34,870 29,999 6,430 11,301 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,324) 1,315 1,192 233 46 -654 1,594 771 -270 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 31.6 19.7 26.8 21.4 84.4 72.6 15.6 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 47 46 49 44 44 124 118 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 17,796 COMMITMENTS 2,519 2,946 821 13,843 12,367 17,183 16,134 613 1,662 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,659) -440 -87 -155 -969 -1,219 -1,564 -1,461 -95 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 16.6 4.6 77.8 69.5 96.6 90.7 3.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 15 10 10 27 20 47 35 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,423 COMMITMENTS 30,666 4,961 0 22,607 49,337 53,273 54,298 2,150 1,125 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 541) 463 534 0 183 216 646 750 -105 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 9.0 0.0 40.8 89.0 96.1 98.0 3.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 23 8 0 8 8 31 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 192,882 COMMITMENTS 87,774 33,772 1,333 64,506 137,583 153,613 172,688 39,269 20,194 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,911) 5,792 -4,621 -2,481 917 10,543 4,228 3,441 -1,317 -530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 17.5 0.7 33.4 71.3 79.6 89.5 20.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 37 19 11 36 34 76 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,855 COMMITMENTS 14,048 28,201 36 44,496 16,466 58,580 44,703 9,275 23,152 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,143) -286 1,383 -77 2,763 977 2,400 2,283 -257 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 41.6 0.1 65.6 24.3 86.3 65.9 13.7 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 21 2 15 18 24 40 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 299,034 COMMITMENTS 232,281 91,879 1,518 58,054 202,162 291,853 295,559 7,181 3,475 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 18,407) 17,071 5,576 289 769 12,610 18,129 18,475 278 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.7 30.7 0.5 19.4 67.6 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 87 34 12 23 31 114 73 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 206,317 COMMITMENTS 40,984 70,019 6,868 132,041 100,069 179,893 176,956 26,424 29,361 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -8,089) -2,173 -5,553 489 -7,295 -1,681 -8,979 -6,745 890 -1,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 33.9 3.3 64.0 48.5 87.2 85.8 12.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 21 32 14 32 42 60 81 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 177,106 COMMITMENTS 43,996 70,601 5,792 101,217 66,522 151,005 142,915 26,101 34,191 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 13,620) 4,811 11,718 1,738 8,674 -924 15,223 12,532 -1,603 1,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 39.9 3.3 57.2 37.6 85.3 80.7 14.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 26 36 12 34 36 65 79 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 563,336 COMMITMENTS 164,183 224,929 16,970 297,733 265,666 478,886 507,565 84,450 55,771 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 24,489) -2,357 5,034 5,374 19,962 13,729 22,979 24,137 1,510 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 39.9 3.0 52.9 47.2 85.0 90.1 15.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 77 67 33 104 82 190 173 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,200 COMMITMENTS 6,279 3,160 686 8,788 16,063 15,753 19,909 11,447 7,291 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 359) 25 -14 0 195 51 220 37 139 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 11.6 2.5 32.3 59.1 57.9 73.2 42.1 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 4 3 13 10 22 15 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,866 COMMITMENTS 881 3,838 39 14,003 13,388 14,923 17,265 6,943 4,601 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -181) 404 780 -118 -132 47 154 709 -335 -890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 17.6 0.2 64.0 61.2 68.2 79.0 31.8 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 1 15 12 17 16 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 54,015 COMMITMENTS 4,390 47,842 161 46,481 4,549 51,032 52,552 2,983 1,463 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -12,046) -1,107 -1,374 -681 -10,393 -9,465 -12,181 -11,520 135 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 88.6 0.3 86.1 8.4 94.5 97.3 5.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 22 1 8 4 18 27 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 75,326 COMMITMENTS 14,376 53,341 725 57,083 15,638 72,184 69,704 3,142 5,622 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,848) 2,764 1,326 -25 124 1,723 2,863 3,024 -15 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 70.8 1.0 75.8 20.8 95.8 92.5 4.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 28 51 10 19 11 52 67 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,322 COMMITMENTS 11,443 4,488 0 1,143 6,869 12,586 11,357 736 1,965 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,839) 2,880 1,679 0 -34 1,030 2,846 2,709 -7 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 85.9 33.7 0.0 8.6 51.6 94.5 85.2 5.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 12 0 2 5 5 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,045,863 COMMITMENTS 2925061 746,110 2722691 5745374 7724219 11393126 11193020 652,737 852,843 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,203) -40,484 83,474 -75,646 129,591 -5,423 13,461 2,405 -14,664 -3,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 6.2 22.6 47.7 64.1 94.6 92.9 5.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 67 54 93 104 110 219 215 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 3,520 COMMITMENTS 2,036 2,951 187 0 0 2,223 3,138 1,297 382 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 365) 218 404 35 0 0 253 439 112 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 83.8 5.3 0.0 0.0 63.2 89.1 36.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 31 16 6 0 0 32 21 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 164,296 COMMITMENTS 27,104 18,609 37,053 98,750 108,004 162,907 163,666 1,389 630 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,812) 1,271 -2,823 4,355 -3,593 286 2,033 1,818 -221 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 11.3 22.6 60.1 65.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 13 18 19 8 19 33 44 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 264,296 COMMITMENTS 49,675 101,073 33,489 180,838 127,684 264,002 262,246 294 2,050 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -74,033) -4,994 -31,230 -9,237 -59,768 -33,445 -73,999 -73,912 -34 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 38.2 12.7 68.4 48.3 99.9 99.2 0.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 18 36 27 24 27 56 76 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 558,295 COMMITMENTS 77,928 74,929 16,348 398,505 405,444 492,781 496,721 65,514 61,574 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 11,733) -972 3,094 -2,242 15,788 9,184 12,574 10,036 -841 1,697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 13.4 2.9 71.4 72.6 88.3 89.0 11.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577) 123 101 71 252 239 407 381 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 22,769 COMMITMENTS 3,659 637 800 6,874 12,597 11,333 14,034 11,436 8,735 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,464) 1,936 -730 600 2,845 -228 5,381 -358 -3,917 1,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 2.8 3.5 30.2 55.3 49.8 61.6 50.2 38.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 4 1 6 10 13 15 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,677,630 COMMITMENTS 380,180 380,297 68,903 1958155 1964236 2407238 2413436 270,392 264,194 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 51,345) -12,230 21,430 -16,521 64,716 47,060 35,965 51,969 15,380 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 14.2 2.6 73.1 73.4 89.9 90.1 10.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576) 123 101 66 249 239 400 380 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| 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: 22,022 COMMITMENTS 0 1,267 0 19,149 18,225 19,149 19,492 2,873 2,530 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,100) -228 -150 0 1,478 1,036 1,250 886 -150 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 0.0 87.0 82.8 87.0 88.5 13.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 9 15 9 16 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 9,905 COMMITMENTS 1,416 1,316 0 7,221 7,910 8,637 9,226 1,268 679 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -404) -504 -229 0 -61 -40 -565 -269 161 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 13.3 0.0 72.9 79.9 87.2 93.1 12.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 0 6 10 8 12 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 10,147 COMMITMENTS 570 842 0 7,834 8,820 8,404 9,662 1,743 485 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1) -5 -9 0 146 62 141 53 -140 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 8.3 0.0 77.2 86.9 82.8 95.2 17.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 0 8 9 9 12 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| 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: 12,796 COMMITMENTS 1,319 675 0 8,449 10,586 9,768 11,261 3,028 1,535 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 596) 23 -167 -17 633 1,535 639 1,351 -43 -755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 5.3 0.0 66.0 82.7 76.3 88.0 23.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 0 9 13 12 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 72,038 COMMITMENTS 15,303 4,034 296 45,734 63,968 61,333 68,298 10,705 3,740 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 3,656) 803 1,090 156 2,621 2,504 3,580 3,750 76 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 5.6 0.4 63.5 88.8 85.1 94.8 14.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 5 4 38 36 54 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 45,370 COMMITMENTS 18,462 10,229 651 19,726 25,501 38,839 36,380 6,531 8,990 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -565) -691 -839 184 4 -548 -503 -1,203 -62 637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 22.5 1.4 43.5 56.2 85.6 80.2 14.4 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 60 51 22 84 83 153 147 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 226,851 COMMITMENTS 92,311 51,143 3,253 98,632 127,503 194,196 181,899 32,655 44,952 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -2,827) -3,454 -4,193 919 18 -2,740 -2,517 -6,014 -310 3,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 22.5 1.4 43.5 56.2 85.6 80.2 14.4 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 60 51 22 84 83 153 147 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,411 COMMITMENTS 49,832 76,626 1,477 78,925 45,650 130,234 123,753 31,177 37,658 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 7,967) 13,001 -492 -1,321 -4,551 7,533 7,129 5,720 838 2,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 47.5 0.9 48.9 28.3 80.7 76.7 19.3 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 20 33 5 21 30 45 64 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 460,918 COMMITMENTS 101,601 112,687 8,461 327,761 323,521 437,823 444,669 23,095 16,249 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 12,936) 4,329 -283 1,030 7,166 12,492 12,525 13,239 411 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 24.4 1.8 71.1 70.2 95.0 96.5 5.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 63 52 25 123 120 199 184 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,272 COMMITMENTS 15,174 20,943 299 12,766 7,572 28,239 28,814 6,033 5,458 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 5,870) 5,927 1,106 -299 528 3,076 6,156 3,883 -286 1,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 61.1 0.9 37.2 22.1 82.4 84.1 17.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 6 3 14 6 29 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,660 COMMITMENTS 31,051 23,887 508 24,126 43,240 55,685 67,635 16,975 5,025 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 10,497) 1,818 8,257 -343 6,403 2,390 7,878 10,304 2,619 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 32.9 0.7 33.2 59.5 76.6 93.1 23.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 20 19 6 28 29 51 51 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 120,740 COMMITMENTS 20,905 5,778 1,030 98,275 113,371 120,210 120,179 530 561 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 3,960) 405 -24 3 3,052 3,480 3,460 3,459 500 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 4.8 0.9 81.4 93.9 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 2 4 24 21 35 26
Updated November 08, 2019