WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 445,985 COMMITMENTS 110,787 97,122 169,773 137,229 135,147 417,789 402,043 28,196 43,942 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -80,788) 5,746 4,499 -53,821 -30,418 -30,096 -78,493 -79,418 -2,296 -1,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 21.8 38.1 30.8 30.3 93.7 90.1 6.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 96 120 132 92 104 272 281 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 19,642 COMMITMENTS 5,908 1,948 975 11,931 15,868 18,814 18,791 828 851 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 541) -101 677 -49 693 -74 543 555 -3 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 9.9 5.0 60.7 80.8 95.8 95.7 4.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 5 3 9 15 15 21 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 301,474 COMMITMENTS 70,566 92,351 74,265 129,165 115,559 273,995 282,174 27,479 19,300 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -15,426) 284 -596 -12,500 -1,491 -577 -13,706 -13,673 -1,720 -1,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 30.6 24.6 42.8 38.3 90.9 93.6 9.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 93 59 73 104 87 227 193 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,032,700 COMMITMENTS 301,695 307,990 518,375 881,728 975,220 1701798 1801584 330,902 231,116 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -294,738) -19,938 27,329 -196,769 -70,827 -116,136 -287,534 -285,576 -7,204 -9,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 15.2 25.5 43.4 48.0 83.7 88.6 16.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 923) 229 151 236 461 419 802 707 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,715 COMMITMENTS 2,092 340 113 1,149 3,465 3,354 3,918 1,360 796 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -73) 31 31 -8 5 -80 27 -57 -101 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 7.2 2.4 24.4 73.5 71.1 83.1 28.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 4 3 7 9 18 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 748,556 COMMITMENTS 133,667 175,495 212,048 345,858 288,811 691,573 676,354 56,983 72,202 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -28,024) 1,953 1,874 -16,543 -14,777 -12,051 -29,368 -26,720 1,344 -1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 23.4 28.3 46.2 38.6 92.4 90.4 7.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565) 167 136 203 193 201 467 456 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 496,033 COMMITMENTS 112,373 93,904 120,699 228,095 255,351 461,166 469,955 34,866 26,078 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -4,103) -4,951 10,908 -5,764 9,061 -6,575 -1,654 -1,431 -2,449 -2,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 18.9 24.3 46.0 51.5 93.0 94.7 7.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 96 88 134 91 89 277 257 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,206,777 COMMITMENTS 127,944 179,294 158,442 710,391 686,697 996,777 1024433 210,000 182,344 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -154,133) -2,050 11,553 -107,231 -59,392 -71,452 -168,673 -167,130 14,540 12,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 14.9 13.1 58.9 56.9 82.6 84.9 17.4 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 42 38 51 95 88 161 154 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,225,332 COMMITMENTS 105,770 409,451 45,529 869,003 651,259 1020302 1106239 205,030 119,093 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 9,878) -6,342 -9,579 -12,918 11,515 10,159 -7,746 -12,339 17,625 22,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 33.4 3.7 70.9 53.1 83.3 90.3 16.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 20 19 20 75 67 102 99 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 474,296 COMMITMENTS 71,739 87,105 117,488 236,360 238,727 425,586 443,319 48,709 30,976 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -7,379) -141 -294 -6,930 2,457 1,369 -4,613 -5,855 -2,766 -1,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 18.4 24.8 49.8 50.3 89.7 93.5 10.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 72 68 95 124 97 253 221 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,003 COMMITMENTS 668 2,882 1,582 6,421 4,593 8,671 9,057 1,332 946 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -436) -291 470 -310 589 -415 -12 -255 -424 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 28.8 15.8 64.2 45.9 86.7 90.5 13.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 16 14 16 14 37 40 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,732,119 COMMITMENTS 850,638 1120419 219,283 2365298 2173235 3435218 3512937 296,901 219,182 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -262,269) -100,084 -165,420 -119,315 -110,390 -68,951 -329,789 -353,686 67,521 91,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 30.0 5.9 63.4 58.2 92.0 94.1 8.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 80 54 67 181 143 296 229 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,581,377 COMMITMENTS 582,198 891,296 670,846 2776423 2550632 4029467 4112775 551,911 468,603 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -726,566) -12,268 -55,823 -318,711 -458,614 -389,147 -789,593 -763,681 63,027 37,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 19.5 14.6 60.6 55.7 88.0 89.8 12.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 76 71 92 200 185 323 301 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 882,468 COMMITMENTS 115,484 139,866 43,222 598,934 521,742 757,640 704,830 124,828 177,638 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 82,956) -1,961 -4,992 27,924 50,325 39,942 76,288 62,874 6,668 20,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 15.8 4.9 67.9 59.1 85.9 79.9 14.1 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 16 16 17 61 65 86 90 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,852,944 COMMITMENTS 762,350 835,202 451,378 3240313 3111926 4454041 4398506 398,903 454,438 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -355,642) 927 -5,066 -209,241 -154,660 -192,778 -362,973 -407,084 7,331 51,442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 17.2 9.3 66.8 64.1 91.8 90.6 8.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 57 56 70 162 158 254 249 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,226,772 COMMITMENTS 363,191 408,782 426,509 1389560 1337718 2179261 2173009 47,511 53,763 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 299,787) 97,915 103,136 51,285 144,240 138,871 293,441 293,292 6,346 6,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 18.4 19.2 62.4 60.1 97.9 97.6 2.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 50 40 56 71 75 147 147 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 40,644 COMMITMENTS 20,444 2,918 481 12,478 28,421 33,403 31,820 7,241 8,825 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -910) -628 120 -204 -129 -1,619 -960 -1,703 51 793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 7.2 1.2 30.7 69.9 82.2 78.3 17.8 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 26 11 7 26 32 54 48 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 81,289 COMMITMENTS 40,888 5,835 962 24,957 56,842 66,807 63,639 14,482 17,649 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -1,819) -1,255 240 -407 -258 -3,238 -1,921 -3,405 102 1,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 7.2 1.2 30.7 69.9 82.2 78.3 17.8 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 26 11 7 26 32 54 48 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 39,017 COMMITMENTS 3,103 1,739 0 33,731 35,957 36,834 37,696 2,183 1,321 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -428) 1,191 14 0 5,680 1,424 6,871 1,438 -7,299 -1,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 4.5 0.0 86.5 92.2 94.4 96.6 5.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 0 11 10 14 13 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 26,705 COMMITMENTS 17,800 21,568 1,903 6,817 3,218 26,520 26,689 185 16 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 303) 254 807 24 15 -507 293 324 10 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.7 80.8 7.1 25.5 12.1 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 24 16 5 4 4 31 22 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,486 COMMITMENTS 22,264 4,952 57 5,141 20,234 27,462 25,243 24 2,243 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 543) -1,437 95 -10 1,999 -177 552 -92 -9 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.0 18.0 0.2 18.7 73.6 99.9 91.8 0.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 6 1 3 15 12 21 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 9,052 COMMITMENTS 3,162 3,045 0 5,855 3,778 9,017 6,823 35 2,229 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -632) -615 -483 0 0 -277 -615 -760 -17 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 33.6 0.0 64.7 41.7 99.6 75.4 0.4 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 8 0 3 8 7 16 10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-343601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 112,844 COMMITMENTS 82,696 82,447 30,148 0 225 112,844 112,820 0 24 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.3 73.1 26.7 0.0 0.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 11 3 0 1 11 12 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 48,740 COMMITMENTS 17,776 17,738 30,964 0 0 48,740 48,702 0 38 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -108) 0 6 -108 0 0 -108 -102 0 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.5 36.4 63.5 0.0 0.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 19 5 0 0 7 22
Updated August 30, 2019