WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 458,093 COMMITMENTS 108,470 103,016 183,872 138,758 129,763 431,100 416,651 26,993 41,442 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -6,916) -2,247 -4,159 -4,825 690 2,729 -6,381 -6,255 -535 -661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 22.5 40.1 30.3 28.3 94.1 91.0 5.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 94 129 127 92 106 268 287 BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE Code-00160F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Metric Tons OPEN INTEREST: 15,622 COMMITMENTS 7,344 2,106 750 6,817 12,471 14,912 15,327 710 295 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -607) 755 109 46 -1,421 -717 -620 -562 13 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 13.5 4.8 43.6 79.8 95.5 98.1 4.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 2 11 14 16 20 WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 315,876 COMMITMENTS 74,088 93,734 97,945 114,084 105,331 286,117 297,010 29,759 18,866 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -2,703) 242 -4,000 1,813 -4,469 -856 -2,414 -3,044 -289 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 29.7 31.0 36.1 33.3 90.6 94.0 9.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 96 59 74 110 89 238 194 CORN - CHICAGO BOARD OF TRADE Code-002602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,070,638 COMMITMENTS 279,632 396,349 587,214 860,198 873,719 1727044 1857282 343,595 213,356 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -5,154) -18,073 26,684 19,517 -18,043 -44,560 -16,599 1,641 11,445 -6,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 19.1 28.4 41.5 42.2 83.4 89.7 16.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 936) 219 176 241 452 403 798 704 OATS - CHICAGO BOARD OF TRADE Code-004603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,669 COMMITMENTS 2,284 199 129 1,435 4,505 3,848 4,833 1,821 836 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 717) 209 -176 5 293 878 508 707 210 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 3.5 2.3 25.3 79.5 67.9 85.3 32.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 12 2 3 8 9 21 13 SOYBEANS - CHICAGO BOARD OF TRADE Code-005602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 793,509 COMMITMENTS 133,446 149,357 231,982 365,156 342,955 730,584 724,294 62,925 69,216 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 12,269) 11,325 -31,744 7,896 -6,799 38,879 12,421 15,030 -153 -2,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 18.8 29.2 46.0 43.2 92.1 91.3 7.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569) 178 125 194 203 209 469 452 SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 527,411 COMMITMENTS 118,779 68,745 149,589 220,824 282,559 489,192 500,893 38,219 26,518 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 863) 3,743 -33,646 4,653 -7,499 30,887 897 1,894 -34 -1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 13.0 28.4 41.9 53.6 92.8 95.0 7.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 120 71 135 89 85 291 243 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,310,714 COMMITMENTS 110,025 168,417 213,490 805,182 778,488 1128697 1160395 182,017 150,319 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 66,072) -19,237 -10,253 41,856 51,509 37,801 74,127 69,404 -8,055 -3,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 12.8 16.3 61.4 59.4 86.1 88.5 13.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 41 37 53 96 92 163 156 ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,167,492 COMMITMENTS 118,102 412,084 17,498 848,140 652,191 983,740 1081774 183,752 85,718 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -7,116) 3,674 -3,803 62 -11,509 993 -7,773 -2,748 657 -4,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 35.3 1.5 72.6 55.9 84.3 92.7 15.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 22 17 16 82 72 112 97 SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 100 TONS) OPEN INTEREST: 474,927 COMMITMENTS 66,803 100,391 125,036 231,834 218,547 423,672 443,973 51,255 30,954 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -1,822) -3,992 2,270 587 2,237 -3,432 -1,168 -576 -654 -1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 21.1 26.3 48.8 46.0 89.2 93.5 10.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 75 80 105 126 88 265 227 ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,792 COMMITMENTS 1,779 1,513 1,544 5,630 6,866 8,953 9,923 1,839 869 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,603) 1,122 -85 132 39 1,496 1,293 1,544 310 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 14.0 14.3 52.2 63.6 83.0 91.9 17.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 15 12 13 17 36 38 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 3,638,213 COMMITMENTS 1030445 1203290 142,993 2271798 2195138 3445236 3541421 192,976 96,791 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 85,369) 46,063 75,713 6,652 82,612 28,108 135,327 110,473 -49,957 -25,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 33.1 3.9 62.4 60.3 94.7 97.3 5.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 82 60 62 177 142 290 233 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,595,448 COMMITMENTS 526,772 860,325 755,040 2864919 2560482 4146731 4175846 448,717 419,602 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 157,689) -58,304 -35,065 124,258 121,412 75,377 187,366 164,570 -29,677 -6,882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 18.7 16.4 62.3 55.7 90.2 90.9 9.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 84 75 93 219 192 348 315 ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 818,327 COMMITMENTS 146,899 160,769 13,410 536,371 477,991 696,680 652,170 121,647 166,157 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -768) 12,510 2,951 855 -16,892 -11,620 -3,527 -7,814 2,759 7,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 19.6 1.6 65.5 58.4 85.1 79.7 14.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 16 15 13 53 58 75 80 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,635,040 COMMITMENTS 689,880 825,645 351,259 3296974 3136553 4338114 4313458 296,927 321,583 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 19,833) -36,426 5,388 28,369 38,986 -8,393 30,930 25,364 -11,097 -5,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 17.8 7.6 71.1 67.7 93.6 93.1 6.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 57 58 64 159 158 246 250 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 2,153,441 COMMITMENTS 511,819 318,824 384,209 1216438 1407446 2112466 2110479 40,975 42,963 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 136,582) 121,993 44,870 -28,985 38,984 119,628 131,993 135,513 4,590 1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 14.8 17.8 56.5 65.4 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 54 31 52 73 77 147 142 DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 60,322 COMMITMENTS 25,269 3,351 963 25,633 46,979 51,865 51,294 8,457 9,028 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 15,371) 1,407 -554 478 12,768 15,388 14,653 15,312 718 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 5.6 1.6 42.5 77.9 86.0 85.0 14.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 32 15 10 34 38 71 59 DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($5 X DJIA INDEX) OPEN INTEREST: 120,644 COMMITMENTS 50,537 6,703 1,926 51,267 93,958 103,730 102,587 16,914 18,057 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 30,741) 2,815 -1,107 956 25,535 30,775 29,306 30,624 1,436 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 5.6 1.6 42.5 77.9 86.0 85.0 14.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 32 15 10 34 38 71 59 DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 63,366 COMMITMENTS 3,107 1,473 0 58,308 60,407 61,415 61,880 1,951 1,486 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 24,656) 268 69 0 24,315 24,263 24,583 24,332 73 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 2.3 0.0 92.0 95.3 96.9 97.7 3.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 0 16 13 20 16 BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 X INDEX) OPEN INTEREST: 20,703 COMMITMENTS 12,866 17,184 1,181 6,418 2,048 20,465 20,413 238 290 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -2,413) -1,450 -1,623 -1,044 30 0 -2,464 -2,667 51 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.1 83.0 5.7 31.0 9.9 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 19 16 6 5 2 28 20 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246605 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 56,275 COMMITMENTS 35,384 4,683 15,699 5,145 34,038 56,228 54,420 47 1,855 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 6,000) 10,726 -377 5,426 -10,180 1,172 5,972 6,221 28 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.9 8.3 27.9 9.1 60.5 99.9 96.7 0.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 6 2 3 15 10 22 5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE Code-246606 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NOTIONAL VALUE OF $100,000) OPEN INTEREST: 10,860 COMMITMENTS 7,709 2,920 634 2,503 5,090 10,846 8,644 14 2,216 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -1,950) 4,123 -417 -1,648 -4,425 6 -1,950 -2,059 0 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.0 26.9 5.8 23.0 46.9 99.9 79.6 0.1 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 6 1 2 8 7 15 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE Code-344601 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100,000 USD notional principal OPEN INTEREST: 52,281 COMMITMENTS 24,090 24,051 28,189 0 0 52,279 52,240 2 41 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -327) 4,695 4,664 -5,024 0 0 -329 -360 2 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.1 46.0 53.9 0.0 0.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 15 5 0 0 9 18
Updated September 20, 2019