BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,738 COMMITMENTS 275 4,881 1,767 9,121 4,455 11,163 11,103 575 635 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 487) -1 71 152 287 157 438 380 49 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 41.6 15.1 77.7 38.0 95.1 94.6 4.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 12 9 26 22 36 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,625 COMMITMENTS 10,767 5,185 15,745 23,461 19,982 49,973 40,912 3,652 12,713 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -443) 1,108 -281 -285 -1,001 993 -178 427 -265 -870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 9.7 29.4 43.8 37.3 93.2 76.3 6.8 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 19 21 25 43 35 72 71 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 17,423 COMMITMENTS 1,372 2,306 4,299 10,480 10,182 16,151 16,787 1,272 636 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,121) 97 13 502 513 545 1,112 1,060 10 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 13.2 24.7 60.1 58.4 92.7 96.3 7.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 10 11 30 26 44 39 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,564 COMMITMENTS 6,724 450 1,280 2,229 6,488 10,233 8,218 331 2,347 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 589) 179 14 81 289 473 549 568 40 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.6 4.3 12.1 21.1 61.4 96.9 77.8 3.1 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 3 7 14 16 23 24 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,626 COMMITMENTS 79,342 70,955 103,427 102,652 99,910 285,422 274,292 33,204 44,334 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 9,963) 4,222 1,801 4,086 3,722 4,509 12,030 10,396 -2,067 -433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 22.3 32.5 32.2 31.4 89.6 86.1 10.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 117 98 135 82 83 264 265 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 456,542 COMMITMENTS 171,678 26,702 113,116 140,089 249,956 424,883 389,774 31,658 66,768 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 17,833) 7,983 2,121 4,371 4,527 8,809 16,881 15,301 952 2,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 5.8 24.8 30.7 54.7 93.1 85.4 6.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489) 186 75 148 151 191 401 365 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,387 COMMITMENTS 1,183 1,081 1,209 935 1,370 3,327 3,659 1,060 728 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 38) 82 66 -20 68 65 130 111 -91 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 24.6 27.6 21.3 31.2 75.8 83.4 24.2 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 15 11 8 13 11 32 26 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,037 COMMITMENTS 15,849 14,869 15,614 18,410 11,907 49,873 42,390 9,164 16,647 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 851) -70 -429 581 -307 180 203 331 648 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 25.2 26.4 31.2 20.2 84.5 71.8 15.5 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 57 54 66 63 64 161 158 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,414 COMMITMENTS 2,812 11,343 5,952 25,947 16,134 34,711 33,430 703 1,985 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 563) 25 136 77 502 326 604 539 -41 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 32.0 16.8 73.3 45.6 98.0 94.4 2.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 9 27 18 33 30 54 63 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,213 COMMITMENTS 31,955 12,392 0 16,532 36,825 48,487 49,217 1,726 996 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 845) 1,190 674 -23 -20 524 1,147 1,175 -302 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.6 24.7 0.0 32.9 73.3 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 18 8 0 5 8 23 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 162,175 COMMITMENTS 22,057 60,150 9,071 104,375 60,926 135,503 130,147 26,673 32,029 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 6,244) -491 2,200 -274 7,974 5,512 7,209 7,438 -965 -1,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 37.1 5.6 64.4 37.6 83.6 80.3 16.4 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 26 32 15 35 38 70 76 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 75,962 COMMITMENTS 8,423 34,126 704 58,177 17,509 67,304 52,339 8,658 23,623 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 604) -643 1,279 -112 1,547 -126 791 1,041 -187 -437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 44.9 0.9 76.6 23.0 88.6 68.9 11.4 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 11 21 5 16 18 29 42 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 237,754 COMMITMENTS 168,400 76,640 1,740 60,395 145,450 230,535 223,831 7,219 13,924 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 2,993) -1,191 1,961 736 3,323 869 2,868 3,565 125 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.8 32.2 0.7 25.4 61.2 97.0 94.1 3.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 87 46 9 14 30 108 78 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 247,977 COMMITMENTS 42,492 77,527 25,018 148,126 107,616 215,637 210,162 32,340 37,815 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 7,835) 6,827 -1,803 1,963 -7,438 6,905 1,352 7,066 6,483 769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 31.3 10.1 59.7 43.4 87.0 84.8 13.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 33 37 24 35 45 81 93 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 211,423 COMMITMENTS 24,885 67,494 20,409 137,462 90,192 182,755 178,095 28,668 33,328 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 5,079) 1,502 4,267 2,362 1,186 -4,000 5,050 2,629 29 2,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 31.9 9.7 65.0 42.7 86.4 84.2 13.6 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 24 39 23 37 42 77 88 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 584,331 COMMITMENTS 144,973 217,937 38,972 305,569 260,793 489,514 517,703 94,817 66,629 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -6,143) -1,473 -5,562 3,373 -5,351 -3,032 -3,450 -5,221 -2,693 -922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 37.3 6.7 52.3 44.6 83.8 88.6 16.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 88 79 61 95 80 207 198 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,357 COMMITMENTS 6,788 3,992 226 11,682 19,703 18,696 23,921 12,661 7,436 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 933) 1,596 34 31 -395 -152 1,232 -87 -299 1,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 12.7 0.7 37.3 62.8 59.6 76.3 40.4 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 3 4 11 9 21 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,065 COMMITMENTS 10,008 8,911 143 7,865 10,819 18,016 19,873 3,049 1,192 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 6,167) -50 -122 -213 6,370 6,061 6,107 5,726 60 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.5 42.3 0.7 37.3 51.4 85.5 94.3 14.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 10 1 6 8 17 19 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,430 COMMITMENTS 18,293 17,383 968 12,936 11,957 32,198 30,309 3,232 5,120 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -1,357) -425 -2,083 76 -1,089 802 -1,438 -1,205 81 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 49.1 2.7 36.5 33.8 90.9 85.5 9.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 29 25 12 12 15 47 46 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 24,242,760 COMMITMENTS 1016613 1731858 11909473 10566271 9399779 23492356 23041110 750,403 1201650 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,181,971) 75,698 -74,911 780,864 248,834 362,839 1105395 1068792 76,576 113,179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 7.1 49.1 43.6 38.8 96.9 95.0 3.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 71 106 149 126 132 294 299 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 3,324 COMMITMENTS 2,368 2,686 132 0 230 2,500 3,048 824 276 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -640) -118 -376 -266 -222 10 -606 -632 -34 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.2 80.8 4.0 0.0 6.9 75.2 91.7 24.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 21 21 3 0 2 23 24 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 53,551 COMMITMENTS 14,570 12,132 13,855 25,010 27,424 53,435 53,411 116 140 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,191) 143 278 1,898 -372 -527 1,669 1,649 -478 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 22.7 25.9 46.7 51.2 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 9 14 9 9 30 25 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 61,656 COMMITMENTS 17,108 8,119 5,648 38,604 45,760 61,360 59,527 296 2,129 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 13,959) 4,716 1,054 419 8,739 11,161 13,874 12,634 85 1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 13.2 9.2 62.6 74.2 99.5 96.5 0.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 17 11 14 15 18 37 39 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 810,464 COMMITMENTS 76,806 85,130 166,358 458,354 447,426 701,518 698,913 108,946 111,551 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 15,003) 3,083 -7,058 1,394 9,816 21,502 14,293 15,839 710 -835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 10.5 20.5 56.6 55.2 86.6 86.2 13.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632) 155 126 162 267 268 495 483 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 90,637 COMMITMENTS 11,217 2,475 11,350 46,690 32,610 69,258 46,435 21,379 44,201 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 3,335) -569 -345 2,348 1,758 2,679 3,536 4,682 -201 -1,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 2.7 12.5 51.5 36.0 76.4 51.2 23.6 48.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 15 9 20 18 21 42 42 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| 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: 13,559 COMMITMENTS 2,026 0 0 9,181 12,612 11,207 12,612 2,352 947 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -382) 0 0 0 -398 -44 -398 -44 16 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 0.0 0.0 67.7 93.0 82.7 93.0 17.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 8 14 12 14 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,599,137 COMMITMENTS 382,740 468,070 720,240 2058322 2074078 3161303 3262388 437,835 336,749 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 58,339) 15,719 -36,107 -2,228 40,292 94,117 53,783 55,782 4,556 2,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 13.0 20.0 57.2 57.6 87.8 90.6 12.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617) 150 121 155 261 262 480 469 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| 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: 16,335 COMMITMENTS 204 250 7 14,742 15,604 14,953 15,861 1,382 474 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.5 0.0 90.2 95.5 91.5 97.1 8.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 6 14 8 15 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| 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: 15,707 COMMITMENTS 804 316 0 14,071 15,019 14,875 15,335 832 372 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -1,264) 0 0 0 -370 -410 -370 -410 -894 -854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 2.0 0.0 89.6 95.6 94.7 97.6 5.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 7 12 9 13 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| 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: 18,428 COMMITMENTS 463 1,780 0 15,733 15,528 16,196 17,308 2,232 1,120 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,060) 227 211 0 1,489 1,061 1,716 1,272 -656 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 9.7 0.0 85.4 84.3 87.9 93.9 12.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 5 0 14 11 16 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 67,602 COMMITMENTS 13,205 5,987 365 44,592 57,288 58,162 63,640 9,440 3,962 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 79) 2,355 -911 51 -2,650 1,357 -244 497 323 -418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 8.9 0.5 66.0 84.7 86.0 94.1 14.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 10 8 5 41 36 54 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 48,332 COMMITMENTS 9,668 13,310 2,574 30,476 23,555 42,717 39,438 5,615 8,894 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 596) 1,228 -93 236 -944 386 521 529 75 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 27.5 5.3 63.1 48.7 88.4 81.6 11.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 48 59 25 89 98 154 165 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 241,662 COMMITMENTS 48,338 66,548 12,868 152,380 117,776 213,585 197,192 28,077 44,470 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 2,979) 6,140 -465 1,182 -4,719 1,928 2,603 2,645 376 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 27.5 5.3 63.1 48.7 88.4 81.6 11.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 48 59 25 89 98 154 165 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 146,099 COMMITMENTS 19,061 54,216 8,598 94,336 43,624 121,995 106,438 24,104 39,661 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 2,555) 1,159 -228 -810 4,040 3,320 4,390 2,283 -1,835 272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 37.1 5.9 64.6 29.9 83.5 72.9 16.5 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 19 32 14 30 30 57 68 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 514,351 COMMITMENTS 103,186 104,746 11,137 380,370 377,507 494,693 493,390 19,658 20,961 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 15,503) 15,960 -6,386 -9 -2,348 21,659 13,604 15,265 1,899 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 20.4 2.2 74.0 73.4 96.2 95.9 3.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 55 54 31 126 109 195 180 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,234 COMMITMENTS 9,182 21,935 597 13,400 3,750 23,179 26,282 6,055 2,952 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -172) 50 -597 93 -106 503 37 -1 -209 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 75.0 2.0 45.8 12.8 79.3 89.9 20.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 6 4 13 7 27 15 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 71,349 COMMITMENTS 28,738 10,710 1,252 31,716 23,270 61,706 35,232 9,643 36,117 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: -1,827) -1,537 -686 50 -1,021 -1,136 -2,508 -1,772 681 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 15.0 1.8 44.5 32.6 86.5 49.4 13.5 50.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 19 13 6 27 19 48 36 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/19 | --------------------------------------------------------------| 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: 78,951 COMMITMENTS 8,229 2,052 325 70,372 76,513 78,926 78,890 25 61 CHANGES FROM 02/19/19 (CHANGE IN OPEN INTEREST: 1,948) 170 0 0 1,778 1,948 1,948 1,948 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 2.6 0.4 89.1 96.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 1 2 15 19 21 21
Updated March 05, 2019