BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,670 COMMITMENTS 0 3,119 1,144 9,296 6,773 10,440 11,035 1,230 635 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,203) -5 -125 -443 -1,102 -691 -1,550 -1,260 347 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.7 9.8 79.7 58.0 89.5 94.6 10.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 9 4 26 25 30 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,608 COMMITMENTS 4,159 995 8,438 14,579 13,031 27,175 22,463 4,433 9,144 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -10,358) -1,266 -923 -3,617 -4,483 -5,279 -9,366 -9,818 -993 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 3.1 26.7 46.1 41.2 86.0 71.1 14.0 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 23 12 24 30 27 62 54 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,804 COMMITMENTS 470 1,856 1,620 7,528 6,597 9,618 10,073 1,186 731 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,552) -42 -116 -337 -1,147 -1,027 -1,526 -1,481 -26 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 17.2 15.0 69.7 61.1 89.0 93.2 11.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 3 7 31 26 40 34 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,850 COMMITMENTS 5,144 289 1,141 3,197 5,346 9,482 6,776 368 3,074 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -626) -191 -26 -214 -178 -445 -583 -685 -43 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.2 2.9 11.6 32.5 54.3 96.3 68.8 3.7 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 2 6 14 16 22 23 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 369,859 COMMITMENTS 84,274 54,930 116,768 135,873 158,080 336,915 329,779 32,944 40,080 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 5,334) -815 1,896 4,205 2,423 -1,644 5,814 4,457 -480 877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 14.9 31.6 36.7 42.7 91.1 89.2 8.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 142 83 144 90 91 296 269 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 431,544 COMMITMENTS 144,530 40,972 108,666 149,409 224,580 402,605 374,218 28,939 57,326 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 3,758) -739 878 -132 3,433 1,930 2,563 2,677 1,195 1,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 9.5 25.2 34.6 52.0 93.3 86.7 6.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441) 142 76 141 143 187 357 350 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,578 COMMITMENTS 1,594 472 435 527 1,735 2,556 2,642 1,022 937 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 96) 26 65 38 10 32 74 135 23 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 13.2 12.2 14.7 48.5 71.4 73.8 28.6 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 7 10 10 15 32 28 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,319 COMMITMENTS 18,610 9,880 22,110 10,459 11,405 51,179 43,396 7,140 14,923 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,989) 1,703 -141 1,247 -569 661 2,382 1,767 -392 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 16.9 37.9 17.9 19.6 87.8 74.4 12.2 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 59 47 75 53 64 164 157 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,142 COMMITMENTS 1,758 2,916 4,214 16,437 14,259 22,409 21,389 733 1,753 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,714) -48 -284 -1,276 -4,184 -3,737 -5,508 -5,296 -206 -418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 12.6 18.2 71.0 61.6 96.8 92.4 3.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 13 11 12 28 27 48 43 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,490 COMMITMENTS 32,995 4,205 0 20,079 50,325 53,074 54,530 2,416 960 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,300) -891 -674 0 -363 -590 -1,254 -1,264 -46 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.5 7.6 0.0 36.2 90.7 95.6 98.3 4.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 27 4 0 9 10 36 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 203,289 COMMITMENTS 68,673 41,478 11,995 77,402 127,535 158,070 181,008 45,219 22,280 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 9,586) 6,857 -10,747 1,065 4,670 17,709 12,592 8,028 -3,006 1,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 20.4 5.9 38.1 62.7 77.8 89.0 22.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 36 23 17 41 39 87 70 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,075 COMMITMENTS 11,442 16,072 793 26,480 15,059 38,715 31,925 12,360 19,150 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -5,971) -2,991 -3,933 -826 -3,749 -687 -7,566 -5,445 1,595 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 31.5 1.6 51.8 29.5 75.8 62.5 24.2 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 14 3 15 21 24 36 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 283,539 COMMITMENTS 203,546 46,265 1,867 71,086 232,276 276,500 280,408 7,039 3,131 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 5,207) 10,418 3,474 -32 4,324 1,803 14,710 5,245 -9,502 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.8 16.3 0.7 25.1 81.9 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 96 31 10 28 34 127 72 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,984 COMMITMENTS 67,083 50,275 14,797 96,502 125,658 178,382 190,731 36,602 24,253 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -18,020) 2,682 -1,066 -8,584 -13,475 -5,719 -19,376 -15,369 1,356 -2,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 23.4 6.9 44.9 58.5 83.0 88.7 17.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 31 26 18 39 47 78 83 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 180,072 COMMITMENTS 48,013 60,279 12,126 89,455 72,370 149,594 144,775 30,478 35,297 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -15,153) 4,912 -8,324 -4,571 -16,900 1,502 -16,559 -11,392 1,406 -3,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 33.5 6.7 49.7 40.2 83.1 80.4 16.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 25 42 23 36 43 78 92 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 597,223 COMMITMENTS 164,017 228,706 32,109 305,740 278,296 501,867 539,111 95,356 58,112 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -19,615) -1,827 -12,365 -12,938 -3,133 9,072 -17,898 -16,231 -1,717 -3,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 38.3 5.4 51.2 46.6 84.0 90.3 16.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 83 73 54 100 81 202 189 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,493 COMMITMENTS 3,495 2,523 741 7,058 12,259 11,294 15,523 11,199 6,970 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -997) 7 -1,022 0 -1,172 1 -1,165 -1,021 168 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 11.2 3.3 31.4 54.5 50.2 69.0 49.8 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 1 12 10 17 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,229 COMMITMENTS 3,791 1,851 586 10,878 16,873 15,255 19,310 7,974 3,919 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 397) 581 0 0 72 0 653 0 -256 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 8.0 2.5 46.8 72.6 65.7 83.1 34.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 2 13 11 19 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,290 COMMITMENTS 6,016 25,639 14 26,490 8,537 32,520 34,190 2,770 1,100 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -18,816) 756 -18,351 -225 -18,968 961 -18,437 -17,615 -379 -1,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 72.7 0.0 75.1 24.2 92.2 96.9 7.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 15 22 2 13 9 28 33 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,134 COMMITMENTS 27,324 28,682 809 18,989 16,640 47,122 46,130 4,013 5,004 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,642) 3,036 -746 42 -82 2,569 2,995 1,865 -1,353 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.4 56.1 1.6 37.1 32.5 92.2 90.2 7.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 39 31 7 20 14 61 50 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,327 COMMITMENTS 15,011 3,637 59 1,500 13,337 16,570 17,033 1,757 1,294 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -186) -219 -218 -2 -148 73 -369 -147 183 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.9 19.8 0.3 8.2 72.8 90.4 92.9 9.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 9 1 5 8 16 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 19,745,688 COMMITMENTS 1425329 461,103 9696715 7995126 8727296 19117169 18885114 628,519 860,574 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 315,161) 100,471 73,585 13,063 203,575 228,949 317,109 315,597 -1,949 -436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 2.3 49.1 40.5 44.2 96.8 95.6 3.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 69 64 113 118 119 251 236 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 5,400 COMMITMENTS 3,385 4,820 258 0 0 3,643 5,078 1,757 322 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,214) 1,686 2,092 125 0 0 1,811 2,217 403 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.7 89.3 4.8 0.0 0.0 67.5 94.0 32.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 33 25 7 0 0 37 28 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 131,481 COMMITMENTS 28,614 12,197 30,787 70,817 88,437 130,218 131,421 1,263 60 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 955) 647 -726 -789 1,058 2,541 916 1,026 39 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 9.3 23.4 53.9 67.3 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 16 13 23 10 16 36 43 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 208,807 COMMITMENTS 54,623 48,514 41,070 113,035 118,533 208,728 208,117 79 690 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -166,425) 15,165 -72,825 -16,394 -165,190 -74,889 -166,419 -164,108 -6 -2,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 23.2 19.7 54.1 56.8 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 27 22 19 32 47 74 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 745,366 COMMITMENTS 79,365 75,125 133,810 448,382 456,737 661,558 665,672 83,808 79,694 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 9,730) -2,786 2,201 7,258 4,922 -4,789 9,394 4,670 336 5,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 10.1 18.0 60.2 61.3 88.8 89.3 11.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613) 143 111 133 276 280 479 464 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 52,886 COMMITMENTS 3,242 5,825 10,944 15,639 19,010 29,825 35,780 23,061 17,106 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -116) 598 1,115 -1,324 -1,508 -2,066 -2,234 -2,275 2,117 2,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 11.0 20.7 29.6 35.9 56.4 67.7 43.6 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 12 10 17 11 15 32 33 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,462,397 COMMITMENTS 410,200 376,082 584,746 2163717 2188631 3158662 3149458 303,734 312,938 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 49,231) -13,072 9,282 39,059 32,151 -13,613 58,138 34,728 -8,907 14,503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 10.9 16.9 62.5 63.2 91.2 91.0 8.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600) 139 106 126 269 275 463 452 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| 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: 26,480 COMMITMENTS 235 2,224 0 22,953 20,033 23,188 22,257 3,292 4,223 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,202) 1 -488 0 -2,115 -726 -2,114 -1,214 -88 -988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 8.4 0.0 86.7 75.7 87.6 84.1 12.4 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 9 11 10 12 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| 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: 8,654 COMMITMENTS 280 1,213 0 6,611 6,468 6,891 7,681 1,763 973 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -6) -29 503 0 208 -764 179 -261 -185 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 14.0 0.0 76.4 74.7 79.6 88.8 20.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 0 10 7 11 11 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| 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: 12,111 COMMITMENTS 1,116 500 2 8,106 10,493 9,224 10,995 2,887 1,116 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 731) 430 -288 2 -496 1,091 -64 805 795 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 4.1 0.0 66.9 86.6 76.2 90.8 23.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 9 11 12 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 77,324 COMMITMENTS 16,512 6,153 524 48,095 67,863 65,131 74,540 12,193 2,784 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -688) -1,012 1,777 -219 449 -2,863 -782 -1,305 94 617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 8.0 0.7 62.2 87.8 84.2 96.4 15.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 15 7 7 40 34 57 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 45,510 COMMITMENTS 12,796 9,232 4,530 20,561 22,979 37,887 36,741 7,623 8,768 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -689) -1,466 357 615 239 -2,562 -612 -1,589 -77 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 20.3 10.0 45.2 50.5 83.3 80.7 16.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 66 53 31 77 86 157 156 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 227,548 COMMITMENTS 63,980 46,160 22,650 102,804 114,897 189,434 183,707 38,114 43,841 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,446) -7,328 1,787 3,074 1,195 -12,808 -3,058 -7,946 -387 4,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 20.3 10.0 45.2 50.5 83.3 80.7 16.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 66 53 31 77 86 157 156 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 171,917 COMMITMENTS 51,620 79,625 10,277 71,891 56,682 133,788 146,583 38,130 25,334 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -14,887) 3,171 -8,365 -4,329 -23,203 328 -24,361 -12,366 9,474 -2,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 46.3 6.0 41.8 33.0 77.8 85.3 22.2 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 23 14 25 34 59 63 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 491,774 COMMITMENTS 119,041 73,165 19,853 327,350 382,282 466,244 475,301 25,530 16,473 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,456) -839 5,118 1,970 1,305 -6,795 2,436 293 -981 1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 14.9 4.0 66.6 77.7 94.8 96.7 5.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 69 44 32 139 108 222 170 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 20,507 COMMITMENTS 3,046 11,008 30 9,976 7,579 13,052 18,617 7,455 1,890 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,937) -1,818 -809 2 -783 -6 -2,599 -813 662 -1,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 53.7 0.1 48.6 37.0 63.6 90.8 36.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 6 1 11 6 17 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,196 COMMITMENTS 19,982 11,357 325 28,721 6,595 49,028 18,277 9,168 39,919 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,323) -2,035 3,122 -21 -665 -407 -2,721 2,694 398 -5,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 19.5 0.6 49.4 11.3 84.2 31.4 15.8 68.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 18 12 2 27 14 47 26 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| 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: 77,755 COMMITMENTS 21,498 4,031 1,008 55,225 72,655 77,731 77,694 24 61 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,781) 1,291 0 4 -4,076 -2,785 -2,781 -2,781 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 5.2 1.3 71.0 93.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 2 4 25 19 39 24
Updated January 10, 2020