BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,189 COMMITMENTS 147 2,317 1,080 8,035 5,914 9,262 9,311 927 878 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,469) -6 -316 -154 -1,204 -978 -1,364 -1,448 -105 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 22.7 10.6 78.9 58.0 90.9 91.4 9.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 9 8 23 20 31 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,831 COMMITMENTS 7,529 1,504 14,688 17,758 19,759 39,975 35,951 5,856 9,880 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -3,523) -1,017 281 -1,369 -870 -2,112 -3,256 -3,200 -267 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 3.3 32.0 38.7 43.1 87.2 78.4 12.8 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 14 32 39 44 87 77 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,934 COMMITMENTS 596 1,344 1,615 7,524 7,293 9,735 10,253 1,199 681 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,220) -300 -305 16 -999 -785 -1,283 -1,074 63 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 12.3 14.8 68.8 66.7 89.0 93.8 11.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 6 8 28 22 39 31 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,665 COMMITMENTS 3,654 443 1,710 3,758 4,876 9,123 7,029 542 2,636 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -586) -109 -164 -70 -368 -275 -547 -509 -39 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 4.6 17.7 38.9 50.5 94.4 72.7 5.6 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 3 9 17 17 27 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,670 COMMITMENTS 92,857 49,554 127,119 138,782 173,398 358,758 350,071 35,912 44,599 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 7,315) 2,761 5,903 1,517 3,474 -14 7,752 7,406 -436 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 12.6 32.2 35.2 43.9 90.9 88.7 9.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 163 92 154 97 106 329 300 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,427 COMMITMENTS 121,002 39,538 116,168 138,105 200,424 375,275 356,130 33,151 52,297 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 31,488) 14,671 -6,487 9,316 7,571 22,600 31,559 25,430 -71 6,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 9.7 28.4 33.8 49.1 91.9 87.2 8.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460) 153 84 157 151 181 384 363 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,450 COMMITMENTS 1,464 512 392 683 1,801 2,539 2,704 912 746 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -300) 198 -48 -181 -167 28 -151 -201 -149 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 14.8 11.4 19.8 52.2 73.6 78.4 26.4 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 22 11 12 10 17 39 34 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,028 COMMITMENTS 15,764 12,042 11,695 12,338 10,053 39,796 33,789 7,232 13,239 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -271) 1,642 624 -712 -780 -702 150 -790 -421 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 25.6 24.9 26.2 21.4 84.6 71.8 15.4 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 58 41 56 57 52 146 130 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,468 COMMITMENTS 2,533 2,557 5,744 19,095 17,677 27,372 25,978 1,096 2,490 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -3,273) 187 -169 -1,092 -2,282 -1,775 -3,187 -3,036 -85 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 9.0 20.2 67.1 62.1 96.2 91.3 3.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 15 12 15 33 30 57 48 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,423 COMMITMENTS 30,666 4,961 0 22,607 49,337 53,273 54,298 2,150 1,125 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 541) 463 534 0 183 216 646 750 -105 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.3 9.0 0.0 40.8 89.0 96.1 98.0 3.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 23 8 0 8 8 31 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 206,023 COMMITMENTS 87,347 34,015 6,340 71,303 143,909 164,990 184,263 41,033 21,760 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,643) 5,613 -3,789 -3,007 376 9,469 2,983 2,673 -1,340 -1,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 16.5 3.1 34.6 69.9 80.1 89.4 19.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 37 21 18 41 39 86 71 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,976 COMMITMENTS 14,042 28,713 809 45,565 17,005 60,416 46,527 9,560 23,448 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,719) -111 1,661 156 2,926 1,051 2,972 2,868 -253 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 41.0 1.2 65.1 24.3 86.3 66.5 13.7 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 22 4 16 19 26 44 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 299,933 COMMITMENTS 232,912 91,986 1,609 58,214 202,741 292,736 296,336 7,197 3,597 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 17,653) 16,550 5,555 145 679 12,007 17,373 17,707 280 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.7 30.7 0.5 19.4 67.6 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 88 36 14 23 32 115 78 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 243,846 COMMITMENTS 38,127 68,987 24,703 151,506 118,507 214,336 212,197 29,510 31,649 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -8,935) -2,392 -6,985 734 -8,048 -752 -9,706 -7,002 771 -1,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 28.3 10.1 62.1 48.6 87.9 87.0 12.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 22 35 20 38 48 71 92 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,243 COMMITMENTS 40,624 70,992 23,245 114,743 77,261 178,612 171,498 28,631 35,745 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 17,100) 2,463 13,095 4,125 11,101 -1,536 17,689 15,684 -589 1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 34.3 11.2 55.4 37.3 86.2 82.8 13.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 27 39 19 41 40 77 89 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 624,202 COMMITMENTS 164,265 225,556 44,777 325,862 293,845 534,903 564,177 89,299 60,025 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 24,950) -4,844 3,297 7,452 20,613 14,128 23,221 24,877 1,729 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 36.1 7.2 52.2 47.1 85.7 90.4 14.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 82 72 52 108 92 206 200 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,200 COMMITMENTS 6,279 3,160 686 8,788 16,063 15,753 19,909 11,447 7,291 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 359) 25 -14 0 195 51 220 37 139 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 11.6 2.5 32.3 59.1 57.9 73.2 42.1 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 4 3 13 10 22 15 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,866 COMMITMENTS 881 3,838 39 14,003 13,388 14,923 17,265 6,943 4,601 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -181) 404 780 -118 -132 47 154 709 -335 -890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 17.6 0.2 64.0 61.2 68.2 79.0 31.8 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 1 15 12 17 16 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 54,193 COMMITMENTS 4,480 48,020 161 46,568 4,549 51,210 52,730 2,983 1,463 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -11,924) -1,072 -1,252 -681 -10,306 -9,465 -12,059 -11,398 135 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 88.6 0.3 85.9 8.4 94.5 97.3 5.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 23 1 8 4 18 28 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 75,812 COMMITMENTS 14,312 53,398 997 57,310 15,707 72,619 70,102 3,193 5,710 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,897) 2,742 1,379 8 161 1,657 2,911 3,044 -15 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 70.4 1.3 75.6 20.7 95.8 92.5 4.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 28 52 12 19 12 54 69 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,322 COMMITMENTS 11,443 4,488 0 1,143 6,869 12,586 11,357 736 1,965 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,839) 2,880 1,679 0 -34 1,030 2,846 2,709 -7 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 85.9 33.7 0.0 8.6 51.6 94.5 85.2 5.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 12 0 2 5 5 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 23,550,182 COMMITMENTS 1681729 381,435 12008364 9139343 10274670 22829435 22664469 720,747 885,713 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -56,241) -202,910 421 -32,551 190,226 -22,751 -45,234 -54,880 -11,006 -1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 1.6 51.0 38.8 43.6 96.9 96.2 3.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 83 64 119 120 122 262 250 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 3,520 COMMITMENTS 2,036 2,951 187 0 0 2,223 3,138 1,297 382 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 365) 218 404 35 0 0 253 439 112 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.8 83.8 5.3 0.0 0.0 63.2 89.1 36.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 31 16 6 0 0 32 21 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 164,296 COMMITMENTS 27,104 18,609 37,053 98,750 108,004 162,907 163,666 1,389 630 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,812) 1,271 -2,823 4,355 -3,593 286 2,033 1,818 -221 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 11.3 22.6 60.1 65.7 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 13 18 19 8 19 33 44 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 264,296 COMMITMENTS 49,675 101,073 33,489 180,838 127,684 264,002 262,246 294 2,050 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -74,033) -4,994 -31,230 -9,237 -59,768 -33,445 -73,999 -73,912 -34 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 38.2 12.7 68.4 48.3 99.9 99.2 0.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 18 36 27 24 27 56 76 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 768,132 COMMITMENTS 74,439 71,397 153,502 455,477 461,578 683,418 686,477 84,713 81,655 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 21,438) -1,783 3,593 4,066 18,385 10,601 20,668 18,260 770 3,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 9.3 20.0 59.3 60.1 89.0 89.4 11.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624) 146 116 138 279 271 491 460 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 57,847 COMMITMENTS 3,622 783 15,722 15,955 21,809 35,299 38,314 22,548 19,533 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 5,744) 2,063 -759 2,556 3,339 463 7,958 2,260 -2,215 3,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 1.4 27.2 27.6 37.7 61.0 66.2 39.0 33.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 10 18 18 16 41 34 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,551,423 COMMITMENTS 362,602 361,587 680,382 2197612 2198843 3240596 3240812 310,827 310,611 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 78,471) -17,370 23,617 5,689 75,231 50,691 63,550 79,997 14,921 -1,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 10.2 19.2 61.9 61.9 91.2 91.3 8.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612) 142 111 132 274 268 477 451 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| 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: 22,022 COMMITMENTS 0 1,267 0 19,149 18,225 19,149 19,492 2,873 2,530 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,100) -228 -150 0 1,478 1,036 1,250 886 -150 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.8 0.0 87.0 82.8 87.0 88.5 13.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 9 15 9 16 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| 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: 9,905 COMMITMENTS 1,416 1,316 0 7,221 7,910 8,637 9,226 1,268 679 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -404) -504 -229 0 -61 -40 -565 -269 161 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 13.3 0.0 72.9 79.9 87.2 93.1 12.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 0 6 10 8 12 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| 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: 10,147 COMMITMENTS 570 842 0 7,834 8,820 8,404 9,662 1,743 485 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1) -5 -9 0 146 62 141 53 -140 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 8.3 0.0 77.2 86.9 82.8 95.2 17.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 0 8 9 9 12 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| 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: 12,796 COMMITMENTS 1,319 675 0 8,449 10,586 9,768 11,261 3,028 1,535 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 596) 23 -167 -17 633 1,535 639 1,351 -43 -755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 5.3 0.0 66.0 82.7 76.3 88.0 23.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 0 9 13 12 15 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 72,038 COMMITMENTS 15,303 4,034 296 45,734 63,968 61,333 68,298 10,705 3,740 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 3,656) 803 1,090 156 2,621 2,504 3,580 3,750 76 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 5.6 0.4 63.5 88.8 85.1 94.8 14.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 5 4 38 36 54 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 49,187 COMMITMENTS 18,488 10,024 3,203 20,570 26,276 42,261 39,503 6,926 9,684 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -283) -679 -895 399 43 -487 -237 -983 -47 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 20.4 6.5 41.8 53.4 85.9 80.3 14.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 62 57 35 90 85 166 163 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 245,935 COMMITMENTS 92,442 50,121 16,014 102,849 131,381 211,305 197,516 34,631 48,419 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -1,417) -3,396 -4,477 1,997 215 -2,435 -1,183 -4,915 -234 3,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 20.4 6.5 41.8 53.4 85.9 80.3 14.1 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 62 57 35 90 85 166 163 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 182,254 COMMITMENTS 47,314 76,839 12,094 89,929 53,421 149,337 142,354 32,917 39,901 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 9,097) 11,849 -1,610 117 -3,553 8,030 8,414 6,537 683 2,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 42.2 6.6 49.3 29.3 81.9 78.1 18.1 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 19 37 11 24 35 51 75 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 469,133 COMMITMENTS 101,532 112,793 13,665 330,309 325,565 445,505 452,022 23,628 17,111 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 14,058) 4,287 111 1,634 7,635 12,633 13,555 14,378 502 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 24.0 2.9 70.4 69.4 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 64 53 30 126 122 205 190 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,272 COMMITMENTS 15,174 20,943 299 12,766 7,572 28,239 28,814 6,033 5,458 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 5,870) 5,927 1,106 -299 528 3,076 6,156 3,883 -286 1,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 61.1 0.9 37.2 22.1 82.4 84.1 17.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 6 3 14 6 29 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,660 COMMITMENTS 31,051 23,887 508 24,126 43,240 55,685 67,635 16,975 5,025 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 10,497) 1,818 8,257 -343 6,403 2,390 7,878 10,304 2,619 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 32.9 0.7 33.2 59.5 76.6 93.1 23.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 20 19 6 28 29 51 51 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| 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: 120,740 COMMITMENTS 20,905 5,778 1,030 98,275 113,371 120,210 120,179 530 561 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 3,960) 405 -24 3 3,052 3,480 3,460 3,459 500 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 4.8 0.9 81.4 93.9 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 2 4 24 21 35 26
Updated November 08, 2019