BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,690 COMMITMENTS 0 2,944 324 8,680 5,814 9,004 9,082 686 608 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 263) 0 30 0 253 156 253 186 10 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.4 3.3 89.6 60.0 92.9 93.7 7.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 10 6 23 20 29 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,726 COMMITMENTS 8,334 2,707 2,288 9,801 12,585 20,423 17,580 3,303 6,146 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 639) 241 -355 289 197 627 727 561 -88 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 11.4 9.6 41.3 53.0 86.1 74.1 13.9 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 33 13 21 26 30 69 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,476 COMMITMENTS 505 1,685 391 6,466 6,000 7,362 8,076 1,114 400 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 94) 27 71 -1 -20 48 6 118 88 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 19.9 4.6 76.3 70.8 86.9 95.3 13.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 5 6 26 16 36 24 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,724 COMMITMENTS 3,703 878 431 3,378 4,698 7,512 6,007 212 1,717 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 193) 174 13 -29 25 96 170 80 23 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 11.4 5.6 43.7 60.8 97.3 77.8 2.7 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 5 5 8 15 14 24 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,730 COMMITMENTS 84,887 84,767 60,292 120,672 119,387 265,851 264,446 30,879 32,284 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,247) -2,126 5,896 3,845 -151 -8,762 1,568 979 679 1,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 28.6 20.3 40.7 40.2 89.6 89.1 10.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352) 117 105 119 69 87 253 261 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 384,203 COMMITMENTS 139,209 59,757 78,980 135,947 192,916 354,136 331,653 30,067 52,550 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 14,457) 3,701 3,486 3,950 4,038 3,798 11,689 11,234 2,768 3,223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 15.6 20.6 35.4 50.2 92.2 86.3 7.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426) 125 83 127 118 172 315 333 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,317 COMMITMENTS 1,599 624 215 537 1,688 2,351 2,527 966 790 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 269) 114 89 114 9 32 237 235 32 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.2 18.8 6.5 16.2 50.9 70.9 76.2 29.1 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 20 8 4 11 18 34 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,333 COMMITMENTS 16,768 12,230 11,845 9,719 9,967 38,332 34,042 7,001 11,291 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 469) -125 461 1,445 -688 -321 632 1,585 -163 -1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 27.0 26.1 21.4 22.0 84.6 75.1 15.4 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 44 48 54 41 53 124 132 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,382 COMMITMENTS 2,859 2,802 1,559 15,361 14,432 19,779 18,793 603 1,589 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 580) -9 382 51 579 80 621 513 -41 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 13.7 7.6 75.4 70.8 97.0 92.2 3.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 17 11 13 28 25 51 43 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,239 COMMITMENTS 31,924 4,590 0 20,457 48,553 52,381 53,143 1,858 1,096 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -959) 972 -609 0 -1,739 -281 -767 -890 -192 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.9 8.5 0.0 37.7 89.5 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 23 8 0 10 6 33 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,350 COMMITMENTS 60,930 40,586 3,784 67,607 99,823 132,321 144,193 35,029 23,157 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -5,409) -4,110 4,411 349 -1,094 -10,520 -4,855 -5,760 -554 351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 24.3 2.3 40.4 59.6 79.1 86.2 20.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 30 27 14 41 31 77 66 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,318 COMMITMENTS 14,767 35,742 104 52,354 18,126 67,225 53,972 10,093 23,346 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 9,095) 3,194 7,977 19 4,799 707 8,012 8,703 1,083 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 46.2 0.1 67.7 23.4 86.9 69.8 13.1 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 7 27 2 17 20 25 48 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 292,397 COMMITMENTS 202,534 66,885 4,267 79,931 217,734 286,732 288,886 5,665 3,511 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -2,015) -11,404 -7,232 2,531 7,171 2,947 -1,702 -1,754 -313 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.3 22.9 1.5 27.3 74.5 98.1 98.8 1.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 79 38 11 26 33 113 75 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 223,181 COMMITMENTS 38,646 75,222 6,201 149,337 109,855 194,184 191,278 28,997 31,903 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 5,139) -559 4,114 -23 8,049 -1,290 7,467 2,801 -2,328 2,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 33.7 2.8 66.9 49.2 87.0 85.7 13.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 20 28 12 38 45 63 80 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,894 COMMITMENTS 49,278 88,869 4,482 115,116 68,413 168,876 161,764 28,018 35,130 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 14,449) 3,855 8,415 1,774 12,124 912 17,753 11,101 -3,304 3,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 45.1 2.3 58.5 34.7 85.8 82.2 14.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 28 33 13 37 37 69 79 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 578,450 COMMITMENTS 169,916 231,332 10,906 308,994 277,623 489,816 519,861 88,634 58,589 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 761) 6,018 4,931 -5,114 -1,297 -459 -393 -642 1,154 1,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 40.0 1.9 53.4 48.0 84.7 89.9 15.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 80 62 32 105 86 193 172 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,805 COMMITMENTS 4,921 3,726 353 10,215 15,928 15,489 20,007 11,316 6,798 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 675) -586 888 -331 1,598 54 681 611 -6 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 13.9 1.3 38.1 59.4 57.8 74.6 42.2 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 4 2 13 10 21 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,562 COMMITMENTS 1,340 3,733 21 13,799 13,859 15,160 17,613 7,402 4,949 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 81) 0 -146 6 -143 -161 -137 -301 218 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 16.5 0.1 61.2 61.4 67.2 78.1 32.8 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 15 12 18 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 69,259 COMMITMENTS 7,408 52,022 388 58,445 14,565 66,241 66,975 3,018 2,284 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 12,119) 1,027 2,778 -229 11,656 9,482 12,454 12,031 -335 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 75.1 0.6 84.4 21.0 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 24 3 10 8 29 34 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 70,840 COMMITMENTS 10,626 46,452 476 56,770 18,354 67,872 65,282 2,968 5,558 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -2,233) -1,723 -996 -290 -426 -922 -2,439 -2,208 206 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 65.6 0.7 80.1 25.9 95.8 92.2 4.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 22 49 8 19 14 45 67 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,336 COMMITMENTS 13,372 6,544 7 1,204 6,975 14,583 13,526 753 1,810 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 44) -28 -155 7 65 208 44 60 0 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 87.2 42.7 0.0 7.9 45.5 95.1 88.2 4.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 13 1 3 5 10 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,359,263 COMMITMENTS 3145523 932,801 2858150 5652572 7626568 11656245 11417519 703,018 941,744 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 452,643) 199,743 99,329 142,366 64,962 175,881 407,071 417,576 45,572 35,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 7.5 23.1 45.7 61.7 94.3 92.4 5.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 67 50 93 105 109 217 213 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 3,554 COMMITMENTS 1,583 2,593 302 0 0 1,885 2,895 1,669 659 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 397) -47 53 177 0 0 130 230 267 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 73.0 8.5 0.0 0.0 53.0 81.5 47.0 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 22 19 8 0 0 25 24 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 182,646 COMMITMENTS 31,426 17,777 43,585 106,386 121,194 181,397 182,556 1,249 90 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 10,216) 4,085 271 4,543 1,713 6,081 10,341 10,895 -125 -679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 9.7 23.9 58.2 66.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 15 21 10 20 36 46 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 381,497 COMMITMENTS 66,599 142,384 56,441 258,189 179,283 381,229 378,108 268 3,389 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 72,702) 19,912 23,786 8,176 44,690 40,022 72,778 71,984 -76 718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 37.3 14.8 67.7 47.0 99.9 99.1 0.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 23 35 34 25 34 63 89 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 605,622 COMMITMENTS 84,581 84,577 18,601 430,992 434,933 534,173 538,112 71,449 67,510 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 19,659) 5,268 6,436 -500 12,318 13,460 17,086 19,396 2,574 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 14.0 3.1 71.2 71.8 88.2 88.9 11.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576) 116 106 67 250 249 392 398 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 28,188 COMMITMENTS 5,250 1,882 499 9,620 13,149 15,369 15,530 12,819 12,658 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,037) 1,029 513 383 -203 725 1,209 1,621 -172 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 6.7 1.8 34.1 46.6 54.5 55.1 45.5 44.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 4 3 6 10 15 16 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| 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: 11,560 COMMITMENTS 402 203 500 7,336 9,802 8,238 10,505 3,322 1,055 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.8 4.3 63.5 84.8 71.3 90.9 28.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 7 11 9 13 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,887,170 COMMITMENTS 421,948 438,771 65,216 2106858 2108922 2594022 2612909 293,148 274,261 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 93,112) 29,847 38,266 -13,067 62,604 63,675 79,384 88,874 13,728 4,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 15.2 2.3 73.0 73.0 89.8 90.5 10.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575) 116 106 63 247 248 386 396 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| 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: 25,704 COMMITMENTS 489 1,267 0 22,238 21,354 22,727 22,621 2,977 3,083 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,861) 234 0 0 1,595 1,910 1,829 1,910 32 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 4.9 0.0 86.5 83.1 88.4 88.0 11.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 9 14 10 15 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 22,271 COMMITMENTS 2,145 0 3 17,489 12,723 19,637 12,726 2,634 9,545 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 44) -18 0 3 9 40 -6 43 50 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 0.0 78.5 57.1 88.2 57.1 11.8 42.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 1 9 8 13 9 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| 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: 11,644 COMMITMENTS 2,366 1,316 0 7,903 9,443 10,269 10,759 1,375 885 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 508) 616 0 0 -212 351 404 351 104 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 11.3 0.0 67.9 81.1 88.2 92.4 11.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 2 0 8 9 12 11 S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 271,022 COMMITMENTS 0 11,750 0 271,022 258,872 271,022 270,622 0 400 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 100.0 95.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 14 15 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 75,719 COMMITMENTS 16,684 4,012 743 47,548 67,216 64,975 71,971 10,744 3,748 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,135) 1,159 -515 -6 1,275 2,882 2,428 2,361 -293 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 5.3 1.0 62.8 88.8 85.8 95.1 14.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 17 7 5 42 41 60 52 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,884 COMMITMENTS 18,029 11,378 1,058 18,909 23,344 37,995 35,779 6,889 9,105 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -1,705) -4 261 -185 -1,692 -1,705 -1,880 -1,629 176 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 25.3 2.4 42.1 52.0 84.7 79.7 15.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 59 54 20 88 80 157 144 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 224,422 COMMITMENTS 90,143 56,890 5,288 94,546 116,718 189,977 178,896 34,445 45,526 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -8,523) -18 1,303 -926 -8,458 -8,523 -9,402 -8,146 879 -377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 25.3 2.4 42.1 52.0 84.7 79.7 15.3 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 59 54 20 88 80 157 144 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 184,471 COMMITMENTS 52,639 97,994 4,063 100,068 51,305 156,770 153,362 27,701 31,109 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 12,046) 8,768 6,883 2,228 1,373 5,071 12,369 14,182 -323 -2,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 53.1 2.2 54.2 27.8 85.0 83.1 15.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 24 36 12 23 34 51 78 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 484,052 COMMITMENTS 112,209 105,420 13,392 335,428 347,943 461,029 466,755 23,023 17,297 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 8,957) 8,249 -2,333 3,577 -1,045 9,264 10,781 10,508 -1,824 -1,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 21.8 2.8 69.3 71.9 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 68 51 23 128 113 209 174 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,628 COMMITMENTS 15,619 22,711 448 12,963 7,548 29,030 30,707 5,598 3,921 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 123) -180 482 5 61 -11 -114 476 237 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 65.6 1.3 37.4 21.8 83.8 88.7 16.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 6 2 14 6 28 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 71,077 COMMITMENTS 37,296 20,999 698 25,341 38,132 63,335 59,829 7,742 11,248 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 644) 913 -77 -36 1,297 -1,522 2,174 -1,635 -1,530 2,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 29.5 1.0 35.7 53.6 89.1 84.2 10.9 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 22 15 4 26 26 50 43 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| 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: 126,844 COMMITMENTS 19,934 6,478 1,024 104,589 118,014 125,547 125,516 1,297 1,328 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 4,898) 402 100 -8 3,237 3,539 3,631 3,631 1,267 1,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 5.1 0.8 82.5 93.0 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 2 4 25 22 37 27
Updated December 02, 2019