BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,369 COMMITMENTS 94 2,630 1,042 8,475 5,946 9,611 9,619 759 750 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,749) -161 -422 -378 -1,279 -970 -1,818 -1,770 68 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 25.4 10.1 81.7 57.3 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 9 9 27 22 36 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,885 COMMITMENTS 6,782 1,464 11,928 14,879 17,121 33,589 30,513 6,296 9,372 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,764) 595 -732 -1,663 -3,045 -440 -4,113 -2,835 349 -929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 3.7 29.9 37.3 42.9 84.2 76.5 15.8 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 24 16 29 34 34 70 67 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,039 COMMITMENTS 712 1,612 1,238 8,115 7,033 10,065 9,884 974 1,155 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,641) -256 -268 -193 -1,167 -1,379 -1,617 -1,841 -24 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 14.6 11.2 73.5 63.7 91.2 89.5 8.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 9 8 28 15 36 25 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,033 COMMITMENTS 3,992 296 1,879 3,634 5,087 9,505 7,262 528 2,772 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -827) -717 72 -94 -24 -781 -835 -803 7 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.8 2.9 18.7 36.2 50.7 94.7 72.4 5.3 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 2 7 15 18 24 26 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 391,125 COMMITMENTS 93,829 44,861 132,520 135,584 173,033 361,932 350,414 29,193 40,712 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 7,379) -6,916 1,784 4,948 9,011 1,742 7,043 8,473 336 -1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 11.5 33.9 34.7 44.2 92.5 89.6 7.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 134 93 139 84 91 289 259 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 418,787 COMMITMENTS 91,980 71,822 137,629 142,128 164,839 371,737 374,291 47,049 44,496 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 17,049) -1,177 8,865 11,439 4,149 -7,408 14,411 12,896 2,638 4,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 17.2 32.9 33.9 39.4 88.8 89.4 11.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 137 97 155 144 145 364 335 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,286 COMMITMENTS 547 932 210 650 464 1,407 1,606 879 680 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -104) -137 46 32 49 -133 -57 -55 -47 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 40.8 9.2 28.5 20.3 61.6 70.2 38.4 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 12 7 10 11 24 26 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,136 COMMITMENTS 14,441 18,213 16,923 15,474 12,015 46,838 47,151 11,298 10,985 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 343) -118 658 -418 465 503 -70 743 413 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 31.3 29.1 26.6 20.7 80.6 81.1 19.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 52 48 61 58 51 151 135 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,922 COMMITMENTS 1,214 3,408 4,959 20,847 17,501 27,019 25,868 904 2,055 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,021) -912 152 -628 -1,449 -2,466 -2,989 -2,942 -32 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 12.2 17.8 74.7 62.7 96.8 92.6 3.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 13 14 29 30 48 47 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 72,925 COMMITMENTS 29,877 1,974 5,456 31,035 59,223 66,368 66,653 6,557 6,272 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 8,950) -626 -1,064 5,251 -757 -5 3,868 4,182 5,082 4,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 2.7 7.5 42.6 81.2 91.0 91.4 9.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 17 5 5 4 9 25 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 193,892 COMMITMENTS 54,566 43,426 13,212 88,877 113,937 156,656 170,575 37,236 23,317 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 13,935) 6,123 -52 3,924 2,566 16,958 12,613 20,830 1,322 -6,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 22.4 6.8 45.8 58.8 80.8 88.0 19.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 32 27 15 38 32 79 66 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,148 COMMITMENTS 16,384 18,989 1,132 37,384 22,210 54,901 42,331 10,247 22,817 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 2,475) -370 -3,142 -939 4,142 6,044 2,833 1,963 -358 512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 29.1 1.7 57.4 34.1 84.3 65.0 15.7 35.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 12 6 12 18 22 35 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 198,260 COMMITMENTS 127,517 30,718 9,804 53,575 152,992 190,896 193,514 7,364 4,746 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 8,889) 570 -3,310 7,912 -1,416 3,683 7,067 8,285 1,823 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 15.5 4.9 27.0 77.2 96.3 97.6 3.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 61 36 18 19 31 89 77 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 304,604 COMMITMENTS 39,718 129,558 21,812 216,641 107,500 278,171 258,871 26,432 45,733 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -2,094) 506 2,678 -153 -716 181 -363 2,706 -1,731 -4,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 42.5 7.2 71.1 35.3 91.3 85.0 8.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 23 47 20 37 47 71 103 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 174,895 COMMITMENTS 55,030 23,817 21,614 64,118 102,355 140,762 147,785 34,133 27,109 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -13,397) 227 -3,921 -2,696 -4,658 -5,622 -7,127 -12,238 -6,270 -1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 13.6 12.4 36.7 58.5 80.5 84.5 19.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 26 27 20 42 39 78 76 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 653,359 COMMITMENTS 175,175 233,973 58,605 335,497 293,734 569,277 586,312 84,082 67,047 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,198) 1,409 -3,763 -18,930 24,804 23,805 7,284 1,111 -6,086 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 35.8 9.0 51.3 45.0 87.1 89.7 12.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 82 81 58 97 87 204 204 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,700 COMMITMENTS 3,527 3,058 719 9,551 17,905 13,797 21,682 13,903 6,018 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,084) 472 -2,400 507 -281 3,120 698 1,227 386 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 11.0 2.6 34.5 64.6 49.8 78.3 50.2 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 3 14 10 19 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,501 COMMITMENTS 5,156 3,643 15 16,567 19,062 21,738 22,720 6,763 5,781 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 4,530) -411 862 -4 4,355 3,898 3,940 4,756 590 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 12.8 0.1 58.1 66.9 76.3 79.7 23.7 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 1 14 11 20 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 49,275 COMMITMENTS 10,507 45,238 123 36,297 1,805 46,927 47,166 2,348 2,109 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -25,680) -18,495 5,308 -141 -6,346 -30,897 -24,982 -25,730 -698 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 91.8 0.2 73.7 3.7 95.2 95.7 4.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 13 26 2 8 5 22 32 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 73,281 COMMITMENTS 22,494 52,291 5,780 42,611 9,571 70,885 67,642 2,396 5,639 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 5,420) 1,449 549 4,019 562 -526 6,030 4,042 -610 1,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 71.4 7.9 58.1 13.1 96.7 92.3 3.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 31 52 15 17 11 55 71 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,378 COMMITMENTS 10,032 3,548 453 3,305 8,206 13,790 12,207 588 2,171 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -483) -801 80 378 -62 -1,074 -485 -616 2 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.8 24.7 3.2 23.0 57.1 95.9 84.9 4.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 10 2 3 6 11 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 29,596,351 COMMITMENTS 2151200 788,208 16199660 10424766 11666370 28775626 28654238 820,725 942,113 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,238,481) -125,842 3,719 -1274989 141,564 58,472 -1259268 -1212799 20,787 -25,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 2.7 54.7 35.2 39.4 97.2 96.8 2.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 90 79 131 119 129 275 274 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,128 COMMITMENTS 2,447 3,398 253 0 26 2,700 3,677 1,428 451 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -365) -308 -477 99 0 0 -209 -378 -156 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.3 82.3 6.1 0.0 0.6 65.4 89.1 34.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 27 20 7 0 1 30 25 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 125,005 COMMITMENTS 14,535 13,096 28,118 81,306 83,353 123,959 124,567 1,046 438 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 8,728) 4,140 586 337 4,465 7,945 8,942 8,868 -214 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 10.5 22.5 65.0 66.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 13 18 12 18 34 41 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 140,274 COMMITMENTS 13,782 48,138 20,492 105,412 71,262 139,686 139,892 588 382 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 7,387) 3,602 -874 -42 5,274 9,446 8,834 8,530 -1,447 -1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 34.3 14.6 75.1 50.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 23 25 19 21 48 56 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 818,993 COMMITMENTS 72,395 72,032 173,335 474,194 479,065 719,925 724,432 99,069 94,561 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 18,603) 707 1,311 -2,247 18,127 21,473 16,587 20,537 2,016 -1,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 8.8 21.2 57.9 58.5 87.9 88.5 12.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615) 129 127 144 274 272 476 470 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 74,468 COMMITMENTS 6,532 7,246 13,681 25,268 24,078 45,482 45,005 28,987 29,463 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 4,299) 1,630 -882 2,409 -3,499 2,688 540 4,215 3,760 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 9.7 18.4 33.9 32.3 61.1 60.4 38.9 39.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 13 17 18 17 40 36 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 14,469 COMMITMENTS 3,267 643 0 9,056 13,111 12,323 13,754 2,146 715 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,516) -975 231 0 105 -1,855 -870 -1,624 -646 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 4.4 0.0 62.6 90.6 85.2 95.1 14.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 0 6 8 11 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,722,626 COMMITMENTS 362,753 357,367 764,833 2244629 2274938 3372215 3397138 350,411 325,488 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 71,518) -288 15,293 -27,609 108,133 93,923 80,236 81,607 -8,717 -10,088 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 9.6 20.5 60.3 61.1 90.6 91.3 9.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602) 126 120 137 271 266 463 457 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| 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: 18,223 COMMITMENTS 0 4,153 0 15,870 10,638 15,870 14,791 2,353 3,432 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.8 0.0 87.1 58.4 87.1 81.2 12.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 10 10 11 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| 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: 16,559 COMMITMENTS 1,531 225 14 12,357 15,249 13,902 15,488 2,657 1,071 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,114) -203 225 14 1,108 1,495 919 1,734 195 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 1.4 0.1 74.6 92.1 84.0 93.5 16.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 1 8 14 13 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 66,659 COMMITMENTS 11,524 2,957 111 45,938 59,419 57,573 62,487 9,086 4,172 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,860) -1,371 43 48 43 -2,212 -1,280 -2,121 -580 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 4.4 0.2 68.9 89.1 86.4 93.7 13.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 9 5 3 40 36 50 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,978 COMMITMENTS 14,606 8,944 3,841 19,367 24,148 37,814 36,934 7,164 8,044 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 801) 167 -379 -6 562 2,030 723 1,645 78 -844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 19.9 8.5 43.1 53.7 84.1 82.1 15.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 56 55 32 87 88 162 157 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 224,890 COMMITMENTS 73,029 44,721 19,207 96,833 120,742 189,069 184,670 35,821 40,220 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 4,007) 835 -1,897 -28 2,810 10,152 3,617 8,227 390 -4,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 19.9 8.5 43.1 53.7 84.1 82.1 15.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 56 55 32 87 88 162 157 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 194,003 COMMITMENTS 37,093 90,468 13,740 111,612 50,633 162,446 154,842 31,558 39,162 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 2,025) 2,771 -2,307 3,000 -1,899 3,243 3,873 3,936 -1,847 -1,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 46.6 7.1 57.5 26.1 83.7 79.8 16.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 19 43 18 29 29 60 78 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 471,475 COMMITMENTS 68,101 118,490 10,598 372,144 319,365 450,843 448,453 20,631 23,022 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 2,546) -176 -8,904 -1,195 4,887 11,237 3,516 1,138 -970 1,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 25.1 2.2 78.9 67.7 95.6 95.1 4.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 52 50 27 125 123 194 184 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,995 COMMITMENTS 13,303 23,645 8,696 11,785 4,992 33,784 37,333 11,211 7,662 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 12,382) -1,599 2,149 7,305 977 386 6,683 9,840 5,699 2,542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 52.6 19.3 26.2 11.1 75.1 83.0 24.9 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 15 7 11 13 7 33 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 75,267 COMMITMENTS 35,176 17,404 9,519 20,547 41,385 65,242 68,308 10,025 6,959 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 10,691) 2,472 -2,969 7,798 3,073 5,496 13,343 10,325 -2,652 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 23.1 12.6 27.3 55.0 86.7 90.8 13.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 16 16 16 32 27 59 48 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| 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: 115,374 COMMITMENTS 17,682 4,476 1,026 96,640 109,812 115,348 115,314 26 60 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -2,700) -101 200 0 -2,600 -2,900 -2,701 -2,700 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 3.9 0.9 83.8 95.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 2 3 18 21 27 25
Updated September 13, 2019