BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 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 20,000 POUNDS) OPEN INTEREST: 10,635 COMMITMENTS 96 2,550 1,162 8,571 6,156 9,830 9,868 805 767 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 266) 3 -81 120 97 210 219 249 47 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 24.0 10.9 80.6 57.9 92.4 92.8 7.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 9 10 28 23 38 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 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: 45,121 COMMITMENTS 7,725 1,622 14,367 17,267 19,593 39,359 35,582 5,762 9,539 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 5,236) 943 158 2,439 2,388 2,472 5,770 5,069 -534 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 3.6 31.8 38.3 43.4 87.2 78.9 12.8 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 30 15 29 38 40 80 72 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 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 44,000 LBS.) OPEN INTEREST: 11,617 COMMITMENTS 798 1,607 1,288 8,475 7,554 10,562 10,449 1,055 1,168 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 578) 86 -6 50 360 521 497 565 81 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 13.8 11.1 73.0 65.0 90.9 89.9 9.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 7 7 28 16 35 25 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 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: 10,104 COMMITMENTS 3,886 350 1,840 3,889 5,068 9,615 7,259 489 2,845 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 71) -106 55 -38 254 -19 110 -2 -39 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 3.5 18.2 38.5 50.2 95.2 71.8 4.8 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 3 7 17 17 26 25 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 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 40,000 POUNDS) OPEN INTEREST: 374,191 COMMITMENTS 90,428 41,302 123,289 131,384 168,383 345,101 332,974 29,091 41,218 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -16,934) -3,400 -3,559 -9,231 -4,200 -4,650 -16,831 -17,440 -103 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 11.0 32.9 35.1 45.0 92.2 89.0 7.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 130 92 126 88 93 283 254 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 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 40,000 POUNDS) OPEN INTEREST: 399,567 COMMITMENTS 94,658 72,041 123,665 135,805 160,947 354,128 356,652 45,439 42,915 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -19,220) 2,678 219 -13,965 -6,323 -3,892 -17,610 -17,639 -1,610 -1,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 18.0 30.9 34.0 40.3 88.6 89.3 11.4 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410) 128 93 141 144 143 346 319 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 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 110,000 BOARD FEET) OPEN INTEREST: 2,342 COMMITMENTS 541 800 269 792 664 1,603 1,733 739 609 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 56) -6 -132 59 142 200 195 127 -140 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 34.2 11.5 33.8 28.3 68.4 74.0 31.6 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 9 6 12 11 24 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 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 50,000 POUNDS) OPEN INTEREST: 56,261 COMMITMENTS 15,374 17,474 16,290 14,884 11,941 46,548 45,705 9,713 10,556 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -1,874) 933 -739 -633 -590 -74 -290 -1,446 -1,584 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 31.1 29.0 26.5 21.2 82.7 81.2 17.3 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 57 46 61 59 55 155 139 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 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 44,000 LBS.) OPEN INTEREST: 2,816 COMMITMENTS 318 734 243 1,262 1,531 1,823 2,508 993 308 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 26.0 8.6 44.8 54.4 64.7 89.0 35.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 4 11 7 16 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 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 20,000 POUNDS) OPEN INTEREST: 30,525 COMMITMENTS 1,863 3,539 5,945 21,636 18,851 29,444 28,335 1,081 2,190 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,603) 649 131 987 790 1,349 2,426 2,467 177 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 11.6 19.5 70.9 61.8 96.5 92.8 3.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 13 11 15 30 31 52 48 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 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 RUB 2,500,000) OPEN INTEREST: 64,740 COMMITMENTS 33,698 10,147 0 29,328 53,504 63,026 63,651 1,714 1,089 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -8,185) 3,821 8,173 -5,456 -1,707 -5,719 -3,342 -3,002 -4,843 -5,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.1 15.7 0.0 45.3 82.6 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 19 7 0 4 8 23 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 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 CAD 100,000) OPEN INTEREST: 199,020 COMMITMENTS 61,868 42,331 11,775 88,300 115,959 161,943 170,065 37,078 28,956 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 5,128) 7,302 -1,095 -1,437 -578 2,021 5,287 -511 -158 5,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 21.3 5.9 44.4 58.3 81.4 85.5 18.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 32 29 18 37 29 78 67 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 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 CHF 125,000) OPEN INTEREST: 53,726 COMMITMENTS 15,309 19,704 999 27,906 12,287 44,215 32,990 9,512 20,737 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -11,421) -1,075 715 -133 -9,478 -9,923 -10,686 -9,341 -735 -2,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 36.7 1.9 51.9 22.9 82.3 61.4 17.7 38.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 15 6 13 16 24 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 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 MXN 500,000) OPEN INTEREST: 189,456 COMMITMENTS 136,862 53,914 1,848 44,836 130,457 183,545 186,220 5,911 3,237 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -8,803) 9,345 23,196 -7,956 -8,739 -22,534 -7,350 -7,294 -1,453 -1,509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.2 28.5 1.0 23.7 68.9 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 72 37 11 14 31 89 76 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 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 GBP 62,500) OPEN INTEREST: 255,642 COMMITMENTS 24,529 107,862 15,643 190,847 90,308 231,019 213,813 24,623 41,829 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -48,962) -15,189 -21,696 -6,169 -25,795 -17,192 -47,152 -45,057 -1,810 -3,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 42.2 6.1 74.7 35.3 90.4 83.6 9.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 20 44 15 28 42 53 96 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 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 JPY 12,500,000) OPEN INTEREST: 157,029 COMMITMENTS 48,438 25,960 18,522 60,082 89,144 127,042 133,626 29,987 23,403 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -17,865) -6,592 2,144 -3,092 -4,036 -13,211 -13,720 -14,159 -4,145 -3,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 16.5 11.8 38.3 56.8 80.9 85.1 19.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 33 19 19 37 35 76 67 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 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 EUR 125,000) OPEN INTEREST: 578,380 COMMITMENTS 164,502 239,882 45,592 286,921 235,550 497,014 521,025 81,366 57,356 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -74,979) -10,673 5,910 -13,013 -48,576 -58,183 -72,263 -65,287 -2,716 -9,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 41.5 7.9 49.6 40.7 85.9 90.1 14.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 84 81 59 95 86 201 204 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 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 EUR 125,000) OPEN INTEREST: 25,062 COMMITMENTS 4,137 3,105 705 8,496 15,339 13,338 19,149 11,724 5,913 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -2,638) 610 47 -14 -1,055 -2,566 -459 -2,533 -2,179 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 12.4 2.8 33.9 61.2 53.2 76.4 46.8 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 2 13 9 19 13 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 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 EUR 125,000) OPEN INTEREST: 28,840 COMMITMENTS 3,682 5,470 32 18,364 17,639 22,078 23,141 6,762 5,699 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 339) -1,474 1,827 17 1,797 -1,423 340 421 -1 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 19.0 0.1 63.7 61.2 76.6 80.2 23.4 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 2 14 11 18 17 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 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 BRL 100,000) OPEN INTEREST: 46,970 COMMITMENTS 8,846 43,148 116 35,478 1,561 44,439 44,825 2,531 2,146 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -2,304) -1,661 -2,089 -7 -819 -244 -2,488 -2,341 183 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 91.9 0.2 75.5 3.3 94.6 95.4 5.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 13 24 2 8 4 22 29 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 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 NZD 100,000) OPEN INTEREST: 68,594 COMMITMENTS 15,759 51,867 1,007 49,225 9,760 65,992 62,635 2,602 5,960 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -4,687) -6,735 -424 -4,773 6,614 189 -4,894 -5,007 207 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 75.6 1.5 71.8 14.2 96.2 91.3 3.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 27 52 9 18 11 48 69 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 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 ZAR 500,000) OPEN INTEREST: 14,469 COMMITMENTS 12,042 6,092 0 1,631 6,307 13,673 12,399 796 2,070 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 91) 2,010 2,544 -453 -1,674 -1,899 -117 192 208 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.2 42.1 0.0 11.3 43.6 94.5 85.7 5.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 12 0 2 4 6 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 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 $1,000,000) OPEN INTEREST: 24,371,738 COMMITMENTS 1798543 637,565 12806989 9025109 10053415 23630642 23497969 741,096 873,769 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -5,224,613) -352,657 -150,643 -3392671 -1399657 -1612955 -5144984 -5156269 -79,629 -68,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 2.6 52.5 37.0 41.3 97.0 96.4 3.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 95 66 124 120 125 272 260 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 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 Bitcoins) OPEN INTEREST: 4,174 COMMITMENTS 2,502 3,572 219 0 26 2,721 3,817 1,453 357 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 46) 55 174 -34 0 0 21 140 25 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.9 85.6 5.2 0.0 0.6 65.2 91.4 34.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 28 20 7 0 1 31 25 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 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 -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 146,348 COMMITMENTS 24,415 24,692 29,727 90,060 91,430 144,202 145,849 2,146 499 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 21,343) 9,880 11,596 1,609 8,754 8,077 20,243 21,282 1,100 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 16.9 20.3 61.5 62.5 98.5 99.7 1.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 12 14 17 10 19 32 41 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 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 -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 205,314 COMMITMENTS 17,891 88,409 31,095 155,930 82,570 204,916 202,074 398 3,240 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 65,040) 4,109 40,271 10,603 50,518 11,308 65,230 62,182 -190 2,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 43.1 15.1 75.9 40.2 99.8 98.4 0.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 19 21 26 21 23 52 59 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ 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 X S&P 500 INDEX) OPEN INTEREST: 878,396 COMMITMENTS 77,208 72,517 186,150 503,609 522,569 766,967 781,236 111,429 97,160 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 59,403) 4,813 485 12,815 29,415 43,504 47,043 56,804 12,360 2,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 8.3 21.2 57.3 59.5 87.3 88.9 12.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602) 129 128 152 271 271 477 474 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 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 -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 80,491 COMMITMENTS 6,412 6,688 15,915 26,802 30,529 49,130 53,133 31,362 27,359 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 6,023) -120 -558 2,234 1,534 6,451 3,648 8,128 2,375 -2,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 8.3 19.8 33.3 37.9 61.0 66.0 39.0 34.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 10 13 19 17 19 39 40 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 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 S&P Select Sector Consumer Stapl OPEN INTEREST: 15,387 COMMITMENTS 2,038 694 0 11,702 13,916 13,740 14,610 1,647 777 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 918) -1,229 51 0 2,646 805 1,417 856 -499 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 4.5 0.0 76.1 90.4 89.3 95.0 10.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 0 10 10 12 12 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 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 S&P Select Sector Energy Index p OPEN INTEREST: 11,185 COMMITMENTS 498 0 35 8,296 9,450 8,829 9,485 2,356 1,700 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.3 74.2 84.5 78.9 84.8 21.1 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 13 11 15 13 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A 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 X S&P 500 INDEX) OPEN INTEREST: 3,989,525 COMMITMENTS 389,292 364,456 815,861 2384035 2460201 3589188 3640518 400,337 349,007 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 266,899) 26,539 7,089 51,028 139,406 185,263 216,973 243,381 49,926 23,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 9.1 20.5 59.8 61.7 90.0 91.3 10.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589) 127 121 145 266 266 463 462 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C 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 -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 24,815 COMMITMENTS 0 4,491 239 22,235 17,128 22,474 21,858 2,341 2,957 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 6,592) 0 338 239 6,365 6,490 6,604 7,067 -12 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.1 1.0 89.6 69.0 90.6 88.1 9.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 14 13 15 16 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E 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 S&P Select Sector Health Care In OPEN INTEREST: 26,747 COMMITMENTS 2,455 0 0 18,671 17,783 21,126 17,783 5,621 8,964 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.0 0.0 69.8 66.5 79.0 66.5 21.0 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 12 12 14 12 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F 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 S&P Select Sector Industrial Ind OPEN INTEREST: 12,292 COMMITMENTS 787 3,586 0 9,677 6,983 10,464 10,569 1,828 1,723 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 29.2 0.0 78.7 56.8 85.1 86.0 14.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 0 9 10 11 12 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I 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 S&P Select Sector Technology Ind OPEN INTEREST: 13,983 COMMITMENTS 760 859 0 11,052 12,193 11,812 13,052 2,171 931 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 6.1 0.0 79.0 87.2 84.5 93.3 15.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 0 9 10 11 13 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J 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 S&P Select Sector Utilities Inde OPEN INTEREST: 23,056 COMMITMENTS 1,265 670 22 18,794 20,722 20,081 21,414 2,975 1,642 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 6,497) -266 445 8 6,437 5,473 6,179 5,926 318 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 2.9 0.1 81.5 89.9 87.1 92.9 12.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 13 15 17 18 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A 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 -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 66,558 COMMITMENTS 11,974 3,452 590 43,654 58,677 56,218 62,719 10,340 3,839 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -101) 450 495 479 -2,284 -742 -1,355 232 1,254 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 5.2 0.9 65.6 88.2 84.5 94.2 15.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 10 5 4 41 35 53 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ 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 -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 54,203 COMMITMENTS 16,463 9,224 5,550 24,923 30,267 46,936 45,042 7,267 9,162 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 9,226) 1,857 280 1,709 5,557 6,119 9,123 8,108 103 1,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 17.0 10.2 46.0 55.8 86.6 83.1 13.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 62 51 41 98 98 180 170 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 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 -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 271,017 COMMITMENTS 82,314 46,122 27,752 124,616 151,335 234,682 225,209 36,335 45,808 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 46,128) 9,285 1,401 8,545 27,783 30,593 45,613 40,539 514 5,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 17.0 10.2 46.0 55.8 86.6 83.1 13.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 62 51 41 98 98 180 170 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 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 AUD 100,000) OPEN INTEREST: 151,239 COMMITMENTS 34,519 74,825 7,062 82,161 33,504 123,742 115,391 27,496 35,848 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -42,765) -2,574 -15,643 -6,679 -29,451 -17,129 -38,703 -39,451 -4,061 -3,314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 49.5 4.7 54.3 22.2 81.8 76.3 18.2 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 16 39 15 25 28 49 74 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 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 -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 522,134 COMMITMENTS 89,707 113,960 14,603 394,265 371,909 498,575 500,472 23,559 21,662 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 50,659) 21,605 -4,531 4,005 22,121 52,544 47,731 52,019 2,928 -1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 21.8 2.8 75.5 71.2 95.5 95.9 4.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 56 50 31 136 133 210 197 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 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 -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 20,093 COMMITMENTS 4,558 12,332 48 10,142 4,746 14,748 17,126 5,345 2,967 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -24,902) -8,745 -11,313 -8,648 -1,643 -246 -19,036 -20,207 -5,866 -4,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 61.4 0.2 50.5 23.6 73.4 85.2 26.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 6 2 13 5 23 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 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 -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,836 COMMITMENTS 20,270 9,730 4 11,786 27,587 32,060 37,321 9,776 4,515 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: -33,431) -14,906 -7,674 -9,515 -8,761 -13,798 -33,182 -30,987 -249 -2,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 23.3 0.0 28.2 65.9 76.6 89.2 23.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 13 11 1 20 22 34 33 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A 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 -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 116,185 COMMITMENTS 17,682 5,678 1,026 97,451 109,421 116,159 116,125 26 60 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 811) 0 1,202 0 811 -391 811 811 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 4.9 0.9 83.9 94.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 2 3 18 21 27 25
Updated September 20, 2019