BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,236 COMMITMENTS 0 3,490 211 9,080 5,936 9,291 9,637 945 599 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 645) 0 32 28 632 565 660 625 -15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 34.1 2.1 88.7 58.0 90.8 94.1 9.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 9 3 24 25 27 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,601 COMMITMENTS 4,112 1,803 1,131 8,808 8,090 14,051 11,024 2,550 5,577 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 751) -170 30 116 856 503 802 649 -51 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 10.9 6.8 53.1 48.7 84.6 66.4 15.4 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 20 12 14 18 18 44 38 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,829 COMMITMENTS 633 1,987 210 6,149 4,991 6,992 7,188 837 641 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 287) 141 103 -37 204 206 308 272 -21 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 25.4 2.7 78.5 63.8 89.3 91.8 10.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 6 6 28 16 37 24 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,094 COMMITMENTS 4,897 601 188 2,924 5,403 8,009 6,192 85 1,902 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 383) 151 11 62 169 453 382 526 1 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.5 7.4 2.3 36.1 66.8 98.9 76.5 1.1 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 4 7 15 13 20 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,774 COMMITMENTS 85,921 79,393 60,039 120,744 125,530 266,704 264,962 29,070 30,812 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 7,440) 3,125 3,375 3,918 -411 12 6,632 7,305 808 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 26.8 20.3 40.8 42.4 90.2 89.6 9.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 106 101 119 70 83 249 252 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,435 COMMITMENTS 145,589 58,900 76,612 145,585 209,927 367,786 345,439 26,649 48,996 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 13,317) 3,358 1,669 4,150 4,938 5,034 12,446 10,853 871 2,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 14.9 19.4 36.9 53.2 93.2 87.6 6.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 131 70 114 116 176 303 325 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,260 COMMITMENTS 1,488 580 211 549 1,662 2,248 2,453 1,012 807 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -70) -150 -47 23 43 29 -84 5 14 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 17.8 6.5 16.8 51.0 69.0 75.2 31.0 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 9 5 9 14 27 24 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,709 COMMITMENTS 20,005 12,824 18,119 10,118 10,001 48,242 40,944 6,467 13,765 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 3,285) 1,418 319 966 794 764 3,178 2,049 107 1,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 23.4 33.1 18.5 18.3 88.2 74.8 11.8 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 52 52 68 45 57 149 146 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 16,678 COMMITMENTS 1,346 2,950 1,465 13,446 11,158 16,257 15,573 421 1,105 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 199) -98 159 80 231 -59 213 180 -14 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 17.7 8.8 80.6 66.9 97.5 93.4 2.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 12 12 9 21 24 39 39 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,021 COMMITMENTS 32,505 3,623 0 20,490 50,252 52,995 53,875 2,026 1,146 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -469) -490 -582 0 411 -73 -79 -655 -390 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.1 6.6 0.0 37.2 91.3 96.3 97.9 3.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 29 6 0 10 10 39 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 190,229 COMMITMENTS 70,428 37,576 4,192 69,928 130,028 144,548 171,796 45,681 18,433 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 233) 1,672 -4,813 -2,543 -903 9,674 -1,774 2,318 2,007 -2,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 19.8 2.2 36.8 68.4 76.0 90.3 24.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 29 20 10 38 36 72 63 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,118 COMMITMENTS 12,417 12,609 0 24,084 18,213 36,501 30,822 12,617 18,296 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -247) 1,119 -3,158 -10 -1,731 3,625 -622 457 375 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 25.7 0.0 49.0 37.1 74.3 62.8 25.7 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 13 0 17 22 24 35 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 294,039 COMMITMENTS 207,127 41,487 1,101 78,142 247,992 286,370 290,580 7,669 3,459 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 10,707) 3,547 -4,775 -624 7,128 15,759 10,051 10,360 656 347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.4 14.1 0.4 26.6 84.3 97.4 98.8 2.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 94 37 9 28 35 125 78 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 196,536 COMMITMENTS 68,816 37,284 6,301 89,932 127,209 165,049 170,794 31,487 25,742 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -954) 1,413 -13,609 -1,226 1,534 11,076 1,721 -3,759 -2,675 2,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 19.0 3.2 45.8 64.7 84.0 86.9 16.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 29 24 11 37 42 70 73 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 183,863 COMMITMENTS 49,720 81,150 3,882 100,226 61,710 153,828 146,742 30,035 37,121 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 21,769) 1,874 21,056 -84 18,171 -2,885 19,961 18,087 1,808 3,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 44.1 2.1 54.5 33.6 83.7 79.8 16.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 27 41 14 30 35 63 85 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 571,239 COMMITMENTS 163,881 212,063 18,084 297,419 288,854 479,384 519,001 91,855 52,238 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 15,299) -932 -14,414 5,282 9,011 25,754 13,361 16,622 1,938 -1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 37.1 3.2 52.1 50.6 83.9 90.9 16.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 85 62 37 98 78 195 166 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,585 COMMITMENTS 3,537 2,683 741 7,065 12,355 11,343 15,779 11,242 6,806 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 92) 42 160 0 7 96 49 256 43 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 11.9 3.3 31.3 54.7 50.2 69.9 49.8 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 1 11 10 16 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,542 COMMITMENTS 6,693 26,148 16 27,117 9,236 33,826 35,400 2,716 1,142 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,252) 677 509 2 627 699 1,306 1,210 -54 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 71.6 0.0 74.2 25.3 92.6 96.9 7.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 16 23 2 14 8 30 33 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,651 COMMITMENTS 24,085 24,446 893 19,489 18,455 44,467 43,794 4,184 4,857 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -2,151) -3,284 -4,411 322 627 2,082 -2,335 -2,007 184 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.5 50.2 1.8 40.1 37.9 91.4 90.0 8.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 36 29 5 20 12 59 43 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,681 COMMITMENTS 15,713 3,698 64 1,429 13,433 17,206 17,195 1,475 1,486 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 354) 702 61 5 -71 96 636 162 -282 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 84.1 19.8 0.3 7.6 71.9 92.1 92.0 7.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 11 1 5 8 15 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,829,124 COMMITMENTS 2182724 648,138 2572793 5455729 6716676 10211246 9937607 617,878 891,517 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -159,434) -30,596 27,849 -74,260 -99,147 -161,853 -204,003 -208,264 44,569 48,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 6.0 23.8 50.4 62.0 94.3 91.8 5.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 60 49 89 104 106 209 205 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 5,405 COMMITMENTS 3,368 4,728 263 0 0 3,631 4,991 1,774 414 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 5) -17 -92 5 0 0 -12 -87 17 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.3 87.5 4.9 0.0 0.0 67.2 92.3 32.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 36 20 11 0 0 39 28 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 135,904 COMMITMENTS 28,147 13,833 33,031 73,496 87,873 134,674 134,737 1,230 1,167 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 4,428) -467 1,636 2,244 2,682 -564 4,459 3,316 -31 1,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 10.2 24.3 54.1 64.7 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 16 25 9 16 38 45 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 217,694 COMMITMENTS 52,740 50,724 43,915 120,956 121,007 217,611 215,646 83 2,048 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 8,887) -1,883 2,210 2,845 7,921 2,474 8,883 7,529 4 1,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 23.3 20.2 55.6 55.6 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 19 31 23 20 35 49 79 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 568,311 COMMITMENTS 80,255 71,750 13,961 406,022 423,618 500,238 509,329 68,073 58,983 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 699) -644 -3,609 -1,870 1,596 7,927 -918 2,449 1,617 -1,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 12.6 2.5 71.4 74.5 88.0 89.6 12.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562) 114 99 59 249 252 384 389 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 27,711 COMMITMENTS 4,164 2,262 560 10,911 16,151 15,635 18,973 12,076 8,738 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,015) 970 -3,555 475 1,438 3,209 2,883 129 -868 1,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 8.2 2.0 39.4 58.3 56.4 68.5 43.6 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 5 2 7 10 14 16 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| 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: 15,605 COMMITMENTS 473 218 0 12,045 12,461 12,518 12,679 3,087 2,926 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.4 0.0 77.2 79.9 80.2 81.2 19.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 8 10 10 11 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,703,002 COMMITMENTS 402,361 369,343 45,101 1975553 2037335 2423015 2451779 279,987 251,223 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -6,581) -16,762 -8,959 -3,033 788 23,592 -19,007 11,600 12,426 -18,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 13.7 1.7 73.1 75.4 89.6 90.7 10.4 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560) 115 98 56 245 250 378 386 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| 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: 28,481 COMMITMENTS 0 2,224 0 24,953 23,024 24,953 25,248 3,528 3,233 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,001) -235 0 0 2,000 2,991 1,765 2,991 236 -990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.8 0.0 87.6 80.8 87.6 88.6 12.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 9 12 9 13 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| 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: 9,240 COMMITMENTS 259 905 0 7,175 7,168 7,434 8,073 1,806 1,167 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 586) -21 -308 0 564 700 543 392 43 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 9.8 0.0 77.7 77.6 80.5 87.4 19.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 0 10 8 11 11 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| 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: 13,248 COMMITMENTS 1,116 754 103 8,464 11,452 9,683 12,309 3,565 939 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,137) 0 254 101 358 959 459 1,314 678 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 5.7 0.8 63.9 86.4 73.1 92.9 26.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 2 1 9 11 13 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 77,499 COMMITMENTS 17,123 6,696 521 48,933 67,182 66,577 74,399 10,922 3,100 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 175) 611 543 -3 838 -681 1,446 -141 -1,271 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 8.6 0.7 63.1 86.7 85.9 96.0 14.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 15 8 8 41 36 58 50 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,174 COMMITMENTS 13,821 10,476 1,793 20,261 23,184 35,876 35,453 7,298 7,721 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,116) 988 978 -203 178 630 962 1,405 154 -288 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 24.3 4.2 46.9 53.7 83.1 82.1 16.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 68 53 23 77 83 154 150 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 215,871 COMMITMENTS 69,106 52,380 8,966 101,307 115,921 179,379 177,267 36,492 38,604 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 5,582) 4,939 4,888 -1,015 888 3,150 4,812 7,023 770 -1,441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 24.3 4.2 46.9 53.7 83.1 82.1 16.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 68 53 23 77 83 154 150 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,568 COMMITMENTS 43,769 64,318 3,911 63,913 48,870 111,593 117,099 32,975 27,469 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -13,171) -8,294 -14,994 58 -2,278 -1,661 -10,514 -16,597 -2,657 3,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 44.5 2.7 44.2 33.8 77.2 81.0 22.8 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 22 26 9 23 29 52 58 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 495,086 COMMITMENTS 126,837 78,133 14,125 326,300 385,714 467,262 477,972 27,824 17,114 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 8,014) 7,779 4,986 -2,420 -67 4,273 5,292 6,839 2,722 1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 15.8 2.9 65.9 77.9 94.4 96.5 5.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 68 47 20 129 110 204 170 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 20,711 COMMITMENTS 3,703 10,987 21 9,137 7,561 12,861 18,569 7,850 2,142 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 204) 657 -21 -9 -839 -18 -191 -48 395 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 53.0 0.1 44.1 36.5 62.1 89.7 37.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 5 1 10 6 17 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,729 COMMITMENTS 23,408 9,709 259 26,652 9,132 50,319 19,100 8,410 39,629 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 533) 3,426 -1,648 -66 -2,069 2,537 1,291 823 -758 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 16.5 0.4 45.4 15.5 85.7 32.5 14.3 67.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 11 2 30 20 48 32 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| 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: 76,995 COMMITMENTS 19,173 4,181 1,023 56,575 71,730 76,771 76,934 224 61 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: -760) -2,325 150 15 1,350 -925 -960 -760 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 5.4 1.3 73.5 93.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 11 2 4 25 19 37 24
Updated January 17, 2020