BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,047 COMMITMENTS 768 2,585 223 6,594 4,691 7,585 7,499 462 548 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 543) 36 253 -25 518 256 529 484 14 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 32.1 2.8 81.9 58.3 94.3 93.2 5.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 8 5 23 16 29 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,587 COMMITMENTS 4,897 3,369 1,350 8,469 8,250 14,716 12,969 3,871 5,618 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 647) 66 -170 158 148 389 372 377 275 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 18.1 7.3 45.6 44.4 79.2 69.8 20.8 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 12 16 14 17 38 39 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,477 COMMITMENTS 1,352 1,658 162 6,277 6,019 7,791 7,839 686 638 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 307) -28 117 30 222 227 224 374 83 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 19.6 1.9 74.0 71.0 91.9 92.5 8.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 6 5 26 15 32 24 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,180 COMMITMENTS 4,311 969 252 2,462 4,451 7,025 5,672 155 1,508 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 445) 261 63 43 145 452 449 558 -4 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.0 13.5 3.5 34.3 62.0 97.8 79.0 2.2 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 5 6 12 14 18 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,924 COMMITMENTS 102,401 61,972 45,370 96,114 132,659 243,885 240,001 23,039 26,923 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 15) -2,987 4,474 -3,315 6,544 1,558 242 2,717 -227 -2,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 23.2 17.0 36.0 49.7 91.4 89.9 8.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 100 99 99 59 74 221 220 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,899 COMMITMENTS 93,464 48,732 73,792 118,912 162,761 286,168 285,285 31,731 32,614 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 3,395) -3,068 1,388 5,606 -1,344 -1,104 1,194 5,890 2,201 -2,495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 15.3 23.2 37.4 51.2 90.0 89.7 10.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 111 90 119 110 133 287 291 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,712 COMMITMENTS 921 1,290 225 534 407 1,680 1,922 1,032 790 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -35) -27 22 -11 40 -36 2 -25 -37 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 47.6 8.3 19.7 15.0 61.9 70.9 38.1 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 16 5 11 13 24 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,067 COMMITMENTS 14,325 17,577 10,727 13,312 9,802 38,364 38,106 9,703 9,961 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 111) -427 244 -122 64 1,332 -485 1,454 596 -1,343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 36.6 22.3 27.7 20.4 79.8 79.3 20.2 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 41 51 56 48 51 125 135 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,057 COMMITMENTS 2,975 2,689 805 14,596 14,081 18,376 17,575 681 1,482 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 282) -346 116 62 518 132 234 310 48 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 14.1 4.2 76.6 73.9 96.4 92.2 3.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 9 10 21 18 39 33 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 66,054 COMMITMENTS 35,927 4,668 659 27,477 59,639 64,063 64,966 1,991 1,088 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -7,981) -9,825 -7,808 659 1,066 -792 -8,100 -7,941 119 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 7.1 1.0 41.6 90.3 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 17 9 3 6 7 24 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 160,861 COMMITMENTS 50,065 35,865 3,197 73,207 98,380 126,469 137,442 34,392 23,419 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -11,796) -13,533 -3,567 235 640 -5,882 -12,658 -9,214 862 -2,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 22.3 2.0 45.5 61.2 78.6 85.4 21.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 25 23 13 39 24 71 53 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,267 COMMITMENTS 7,760 20,712 44 35,215 14,304 43,019 35,060 11,248 19,207 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -2,449) -635 -4,114 -334 -1,552 3,001 -2,521 -1,447 72 -1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 38.2 0.1 64.9 26.4 79.3 64.6 20.7 35.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 17 4 11 14 22 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 212,499 COMMITMENTS 152,707 35,145 634 53,171 173,364 206,512 209,143 5,987 3,356 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -9,895) -8,459 -3,952 -1,782 400 -4,175 -9,841 -9,909 -54 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.9 16.5 0.3 25.0 81.6 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 74 36 10 17 26 94 70 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 273,931 COMMITMENTS 33,405 129,225 5,119 207,577 95,331 246,101 229,675 27,830 44,256 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -22,973) -11,311 -18,193 -2,336 -9,530 -2,876 -23,177 -23,405 204 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 47.2 1.9 75.8 34.8 89.8 83.8 10.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 21 51 12 31 45 61 99 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,271 COMMITMENTS 51,764 27,022 8,094 68,708 98,250 128,566 133,366 31,705 26,905 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 6,933) 5,539 -8,642 3,119 826 11,721 9,484 6,198 -2,551 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 16.9 5.1 42.9 61.3 80.2 83.2 19.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 34 27 17 42 36 85 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 550,607 COMMITMENTS 167,214 213,863 13,966 286,585 259,479 467,765 487,308 82,842 63,299 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 5,154) -10,774 -8,135 1,437 14,340 10,499 5,003 3,801 151 1,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 38.8 2.5 52.0 47.1 85.0 88.5 15.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 76 66 38 86 81 176 172 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,192 COMMITMENTS 4,537 6,865 181 8,369 15,092 13,087 22,138 15,105 6,054 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -472) -88 -872 4 -1,145 -81 -1,229 -949 757 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 24.4 0.6 29.7 53.5 46.4 78.5 53.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 4 3 13 10 21 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,450 COMMITMENTS 6,667 3,682 17 11,959 15,297 18,643 18,996 6,807 6,454 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -929) 345 -1,505 0 -969 -205 -624 -1,710 -305 781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 14.5 0.1 47.0 60.1 73.3 74.6 26.7 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 2 12 9 18 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,347 COMMITMENTS 20,013 19,337 84 7,981 9,582 28,078 29,003 2,269 1,344 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 9,425) 5,145 13,738 -56 4,528 -4,486 9,617 9,196 -192 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.9 63.7 0.3 26.3 31.6 92.5 95.6 7.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 16 1 6 5 20 22 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,895 COMMITMENTS 20,500 33,947 984 35,752 18,487 57,236 53,418 2,659 6,477 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 2,764) 2,602 4,485 -694 1,149 -1,616 3,057 2,175 -293 589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 56.7 1.6 59.7 30.9 95.6 89.2 4.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 29 51 12 15 14 51 70 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,002 COMMITMENTS 12,860 4,693 0 2,611 9,250 15,471 13,943 531 2,059 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -9,800) -9,906 -9,105 0 123 -1,141 -9,783 -10,246 -17 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.4 29.3 0.0 16.3 57.8 96.7 87.1 3.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 12 0 3 6 9 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,357,711 COMMITMENTS 3214645 1146927 3252690 6168124 8004820 12635459 12404437 722,252 953,274 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -57,369) 254,034 -15,050 -148,666 -130,842 148,469 -25,474 -15,247 -31,895 -42,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 8.6 24.4 46.2 59.9 94.6 92.9 5.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 78 55 98 102 113 224 230 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,729 COMMITMENTS 2,871 4,074 110 0 26 2,981 4,210 1,748 519 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 37) 51 26 38 0 0 89 64 -52 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.7 86.1 2.3 0.0 0.5 63.0 89.0 37.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 28 16 5 0 1 30 20 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 98,108 COMMITMENTS 12,303 10,454 25,403 59,379 61,619 97,085 97,476 1,023 632 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 14,611) -1,719 -407 2,802 13,194 12,023 14,277 14,418 334 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 10.7 25.9 60.5 62.8 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 16 20 12 19 33 44 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 124,554 COMMITMENTS 15,944 38,192 18,955 89,454 67,182 124,353 124,329 201 225 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 7,346) -1,717 4,794 426 9,724 2,220 8,433 7,440 -1,087 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 30.7 15.2 71.8 53.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 21 21 25 19 22 49 60 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 541,120 COMMITMENTS 67,423 67,233 22,188 382,351 385,185 471,963 474,607 69,157 66,514 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -7,911) -8,940 5,779 -2,566 -1,013 -9,365 -12,518 -6,151 4,607 -1,760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 12.4 4.1 70.7 71.2 87.2 87.7 12.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564) 107 112 68 240 252 380 399 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 30,078 COMMITMENTS 2,849 4,136 30 12,255 12,938 15,134 17,104 14,944 12,974 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,536) 111 -1,474 -294 2,949 215 2,766 -1,553 -1,230 3,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 13.8 0.1 40.7 43.0 50.3 56.9 49.7 43.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 6 1 9 8 12 15 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 7,846 COMMITMENTS 853 202 0 5,536 6,836 6,389 7,038 1,457 808 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 2.6 0.0 70.6 87.1 81.4 89.7 18.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 10 10 13 11 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,555,212 COMMITMENTS 333,677 326,290 99,987 1850481 1861237 2284145 2287514 271,067 267,698 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -47,236) -53,019 28,503 -3,594 -19,808 -47,899 -76,421 -22,990 29,185 -24,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 12.8 3.9 72.4 72.8 89.4 89.5 10.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561) 107 112 66 238 249 378 394 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| 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: 17,866 COMMITMENTS 565 4,153 0 14,845 10,731 15,410 14,884 2,456 2,982 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -1,156) -575 0 0 -939 -1,207 -1,514 -1,207 358 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 23.2 0.0 83.1 60.1 86.3 83.3 13.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 8 10 10 11 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 18,666 COMMITMENTS 2,459 0 0 14,338 14,104 16,797 14,104 1,869 4,562 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 1,905) 2,250 0 0 23 2,241 2,273 2,241 -368 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 0.0 0.0 76.8 75.6 90.0 75.6 10.0 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 10 9 12 9 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| 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: 15,263 COMMITMENTS 1,909 0 1 11,133 14,555 13,043 14,556 2,220 707 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -1,054) 152 0 1 -987 -1,105 -834 -1,104 -220 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 0.0 0.0 72.9 95.4 85.5 95.4 14.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 0 1 9 13 15 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 69,578 COMMITMENTS 12,180 4,281 361 47,045 60,916 59,586 65,558 9,992 4,020 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -630) -1,610 352 -480 2,181 -974 91 -1,102 -721 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 6.2 0.5 67.6 87.6 85.6 94.2 14.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 11 7 4 40 33 54 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 38,828 COMMITMENTS 14,830 9,991 746 16,917 19,962 32,493 30,699 6,335 8,129 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -2,155) -1,945 1,024 0 -163 -2,757 -2,108 -1,734 -47 -421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 25.7 1.9 43.6 51.4 83.7 79.1 16.3 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 52 54 25 74 84 137 152 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 194,142 COMMITMENTS 74,152 49,957 3,728 84,587 99,811 162,467 153,496 31,675 40,646 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -10,773) -9,724 5,120 -2 -813 -13,787 -10,539 -8,669 -234 -2,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 25.7 1.9 43.6 51.4 83.7 79.1 16.3 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 52 54 25 74 84 137 152 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,597 COMMITMENTS 36,304 99,216 1,813 107,151 33,598 145,268 134,627 30,329 40,970 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -2,426) -6,010 1,391 -138 5,778 -4,145 -370 -2,892 -2,056 466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 56.5 1.0 61.0 19.1 82.7 76.7 17.3 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 18 38 12 22 27 48 69 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 449,075 COMMITMENTS 57,448 124,376 8,426 363,720 296,455 429,594 429,257 19,481 19,818 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -4,676) 175 -12,317 -956 -3,755 10,239 -4,536 -3,034 -140 -1,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 27.7 1.9 81.0 66.0 95.7 95.6 4.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 48 58 19 121 116 181 181 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,836 COMMITMENTS 12,999 19,130 1,073 9,784 4,997 23,856 25,200 4,980 3,636 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: 463) 372 -448 494 269 425 1,135 471 -672 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 66.3 3.7 33.9 17.3 82.7 87.4 17.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 4 2 13 7 30 12 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,203 COMMITMENTS 28,546 15,919 1,496 19,707 27,353 49,749 44,768 7,454 12,435 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -1,768) 4 -2,389 249 -145 -7,162 108 -9,302 -1,876 7,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 27.8 2.6 34.5 47.8 87.0 78.3 13.0 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 16 15 7 28 24 47 43 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 08/13/19 | --------------------------------------------------------------| 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: 118,797 COMMITMENTS 16,825 4,276 1,026 100,921 113,390 118,772 118,692 25 105 CHANGES FROM 08/06/19 (CHANGE IN OPEN INTEREST: -30) 1,008 -500 0 -450 470 558 -30 -588 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 3.6 0.9 85.0 95.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 8 2 3 15 21 24 25
Updated August 16, 2019