BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,913 COMMITMENTS 148 2,810 501 7,565 4,918 8,214 8,229 699 684 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 669) 99 79 40 464 434 603 553 66 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 31.5 5.6 84.9 55.2 92.2 92.3 7.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 10 7 23 17 30 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,271 COMMITMENTS 8,061 3,337 2,027 9,007 10,788 19,095 16,152 3,176 6,119 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 837) 873 -676 473 -89 634 1,257 431 -420 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 15.0 9.1 40.4 48.4 85.7 72.5 14.3 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 32 16 22 22 29 67 54 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,170 COMMITMENTS 852 1,725 214 6,296 5,585 7,362 7,524 808 646 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 395) 77 69 10 317 276 404 355 -9 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 21.1 2.6 77.1 68.4 90.1 92.1 9.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 7 7 23 16 33 25 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,394 COMMITMENTS 3,689 1,010 259 3,213 4,542 7,161 5,811 233 1,583 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 82) -3 205 42 38 -7 77 240 5 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 13.7 3.5 43.5 61.4 96.8 78.6 3.2 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 6 6 6 13 13 23 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,303 COMMITMENTS 87,280 65,909 48,381 114,710 134,727 250,371 249,017 30,932 32,286 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,210) -3,270 6,721 -4,042 2,979 -4,671 -4,333 -1,992 3,123 782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 23.4 17.2 40.8 47.9 89.0 88.5 11.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 113 92 113 67 89 250 247 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,948 COMMITMENTS 95,695 53,471 62,526 118,872 152,759 277,093 268,756 29,855 38,192 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 6,920) 5,402 -1,542 4,248 -311 4,552 9,339 7,258 -2,419 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 17.4 20.4 38.7 49.8 90.3 87.6 9.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 105 100 119 110 142 290 305 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,749 COMMITMENTS 935 821 153 697 1,113 1,785 2,087 964 662 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 422) 277 86 1 121 402 399 489 23 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 29.9 5.6 25.4 40.5 64.9 75.9 35.1 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 14 11 3 11 14 28 25 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,620 COMMITMENTS 14,003 12,353 8,036 10,823 9,325 32,862 29,714 6,758 9,906 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -2,029) -647 -301 -1,603 -44 33 -2,294 -1,871 265 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 31.2 20.3 27.3 23.5 82.9 75.0 17.1 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 47 43 50 44 44 124 114 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,410 COMMITMENTS 341 676 158 1,281 1,333 1,780 2,167 630 243 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 58) 44 -17 15 -27 52 32 50 26 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 28.0 6.6 53.2 55.3 73.9 89.9 26.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 4 9 7 16 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,711 COMMITMENTS 2,886 3,068 986 14,224 12,960 18,096 17,014 615 1,697 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 620) 107 15 -19 572 490 660 486 -40 134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 16.4 5.3 76.0 69.3 96.7 90.9 3.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 9 11 22 19 45 33 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,261 COMMITMENTS 29,841 4,860 0 23,127 49,192 52,968 54,052 2,293 1,209 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -125) -141 -36 0 -407 -44 -548 -80 423 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 8.8 0.0 41.9 89.0 95.9 97.8 4.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 20 6 0 7 6 27 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 170,305 COMMITMENTS 71,410 38,017 3,998 57,738 106,358 133,146 148,373 37,159 21,932 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 21,226) 13,403 -7,029 1,566 3,478 29,373 18,447 23,910 2,779 -2,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 22.3 2.3 33.9 62.5 78.2 87.1 21.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 30 25 14 35 29 72 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,619 COMMITMENTS 13,051 24,386 568 38,340 15,686 51,959 40,640 9,660 20,979 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -3,144) -483 -1,914 279 -3,894 784 -4,098 -851 954 -2,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 39.6 0.9 62.2 25.5 84.3 66.0 15.7 34.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 18 2 15 19 23 38 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 254,385 COMMITMENTS 192,776 79,826 1,298 53,863 169,933 247,937 251,057 6,448 3,328 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 21,285) 21,117 21,209 -815 879 680 21,181 21,074 104 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.8 31.4 0.5 21.2 66.8 97.5 98.7 2.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 86 36 10 23 32 112 75 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 230,224 COMMITMENTS 35,749 88,189 7,951 162,541 103,465 206,241 199,605 23,983 30,619 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -13,085) 10,318 -10,194 1,394 -24,950 350 -13,238 -8,450 153 -4,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 38.3 3.5 70.6 44.9 89.6 86.7 10.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 23 37 12 32 43 60 87 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,250 COMMITMENTS 41,556 59,721 3,222 87,258 66,682 132,036 129,625 27,214 29,625 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,543) -4,860 6,664 466 5,951 -4,853 1,557 2,277 -14 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 37.5 2.0 54.8 41.9 82.9 81.4 17.1 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 22 32 11 37 34 65 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 528,545 COMMITMENTS 168,653 219,703 12,983 264,350 242,340 445,986 475,026 82,559 53,519 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 11,363) 15,392 -10,424 -4,107 -444 28,033 10,841 13,502 522 -2,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 41.6 2.5 50.0 45.9 84.4 89.9 15.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 87 66 39 97 77 195 171 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,348 COMMITMENTS 6,782 3,611 686 8,919 16,516 16,387 20,813 10,961 6,535 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 356) 2,287 -484 0 -670 4 1,617 -480 -1,261 836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 13.2 2.5 32.6 60.4 59.9 76.1 40.1 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 5 3 14 10 23 16 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,716 COMMITMENTS 996 4,935 0 14,096 12,568 15,092 17,503 7,624 5,213 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,013) 540 1,425 0 -40 -294 500 1,131 513 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 21.7 0.0 62.1 55.3 66.4 77.1 33.6 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 6 0 13 11 15 17 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 60,366 COMMITMENTS 7,297 54,321 324 49,937 3,663 57,558 58,308 2,808 2,058 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,522) 1,975 4,564 129 3,154 866 5,258 5,559 264 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 90.0 0.5 82.7 6.1 95.3 96.6 4.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 23 3 10 6 24 31 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 73,499 COMMITMENTS 12,149 52,291 1,317 57,311 13,921 70,777 67,529 2,722 5,970 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,297) -2,234 -2,108 484 793 216 -957 -1,408 -340 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 71.1 1.8 78.0 18.9 96.3 91.9 3.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 21 52 8 18 13 43 69 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,309 COMMITMENTS 6,449 2,311 14 2,162 5,127 8,625 7,452 684 1,857 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,079) -1,319 -822 14 172 -163 -1,133 -971 54 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.3 24.8 0.2 23.2 55.1 92.7 80.1 7.3 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 8 1 3 5 12 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,959,757 COMMITMENTS 2875402 691,534 2807794 5602077 7612556 11285273 11111884 674,484 847,873 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 32,508) 107,352 -50,018 -45,949 -20,623 116,861 40,780 20,894 -8,272 11,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 5.8 23.5 46.8 63.7 94.4 92.9 5.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 71 50 88 106 107 220 210 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 3,093 COMMITMENTS 1,493 2,263 216 0 0 1,709 2,479 1,384 614 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -351) -332 -428 15 0 0 -317 -413 -34 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 73.2 7.0 0.0 0.0 55.3 80.1 44.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 21 18 5 0 0 24 20 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 160,523 COMMITMENTS 25,681 21,695 32,380 100,855 105,750 158,916 159,825 1,607 698 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,601) -550 -2,024 -814 -334 1,127 -1,698 -1,711 97 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 13.5 20.2 62.8 65.9 99.0 99.6 1.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 9 18 19 8 18 31 42 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 294,390 COMMITMENTS 48,036 128,322 30,833 215,166 132,932 294,035 292,087 355 2,303 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 19,279) 8,644 1,446 4,379 9,303 12,222 22,326 18,047 -3,047 1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 43.6 10.5 73.1 45.2 99.9 99.2 0.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 15 34 28 23 30 54 76 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 527,802 COMMITMENTS 75,352 69,113 18,260 370,427 380,493 464,039 467,866 63,763 59,936 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,154) 2,729 -52 -651 1,940 2,063 4,018 1,361 -2,864 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 13.1 3.5 70.2 72.1 87.9 88.6 12.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558) 122 91 68 245 241 391 376 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 21,031 COMMITMENTS 2,330 748 800 4,025 11,510 7,155 13,058 13,876 7,973 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -51) 554 -1,542 400 -2,298 1,965 -1,344 823 1,293 -874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 3.6 3.8 19.1 54.7 34.0 62.1 66.0 37.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 4 1 4 10 10 15 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,533,853 COMMITMENTS 368,753 345,469 83,656 1832010 1844914 2284419 2274039 249,434 259,814 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 6,027) 6,420 2,999 -800 21,191 491 26,811 2,690 -20,784 3,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 13.6 3.3 72.3 72.8 90.2 89.7 9.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557) 122 91 67 244 240 389 375 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| 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: 20,318 COMMITMENTS 228 1,417 0 16,662 15,887 16,890 17,304 3,428 3,014 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 7.0 0.0 82.0 78.2 83.1 85.2 16.9 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 7 14 8 15 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 9,795 COMMITMENTS 1,549 1,546 0 6,895 7,708 8,444 9,254 1,351 541 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 15.8 0.0 70.4 78.7 86.2 94.5 13.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 0 5 9 8 12 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 12,408 COMMITMENTS 1,276 794 18 8,562 10,301 9,856 11,113 2,552 1,295 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 934) -25 160 2 1,200 824 1,177 986 -243 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 6.4 0.1 69.0 83.0 79.4 89.6 20.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 1 9 10 13 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 67,775 COMMITMENTS 13,573 2,514 170 44,282 60,898 58,025 63,582 9,750 4,193 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,034) 1,073 391 6 2,888 3,482 3,967 3,879 67 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 3.7 0.3 65.3 89.9 85.6 93.8 14.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 4 3 38 31 52 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,791 COMMITMENTS 16,784 10,566 849 19,627 24,662 37,260 36,077 6,531 7,714 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 925) 1 264 266 85 1,159 352 1,689 573 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 24.1 1.9 44.8 56.3 85.1 82.4 14.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 59 54 25 78 83 145 154 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 218,954 COMMITMENTS 83,919 52,831 4,244 98,135 123,308 186,298 180,383 32,656 38,571 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,623) 7 1,321 1,329 424 5,797 1,760 8,447 2,863 -3,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 24.1 1.9 44.8 56.3 85.1 82.4 14.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 59 54 25 78 83 145 154 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,200 COMMITMENTS 38,170 82,156 2,788 87,692 37,098 128,650 122,042 28,550 35,158 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -6,684) -3,992 -7,611 656 -3,012 1,232 -6,348 -5,723 -336 -961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 52.3 1.8 55.8 23.6 81.8 77.6 18.2 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 16 34 7 21 29 42 65 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 445,224 COMMITMENTS 91,095 118,202 7,045 327,403 302,653 425,543 427,900 19,681 17,324 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 428) 4,111 -3,042 -45 -2,279 5,187 1,787 2,100 -1,359 -1,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 26.5 1.6 73.5 68.0 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 63 52 23 126 118 201 181 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 27,151 COMMITMENTS 8,937 19,023 57 12,126 4,521 21,120 23,601 6,031 3,550 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 222) 157 75 2 -628 -8 -469 69 691 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 70.1 0.2 44.7 16.7 77.8 86.9 22.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 2 1 14 4 29 6 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,714 COMMITMENTS 29,888 15,852 318 15,981 36,853 46,187 53,023 11,527 4,691 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,204) 1,801 1,152 -100 3,002 4,371 4,703 5,423 -1,499 -2,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 27.5 0.6 27.7 63.9 80.0 91.9 20.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 14 24 3 25 28 42 52 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| 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: 113,390 COMMITMENTS 19,956 5,777 1,027 92,357 106,526 113,340 113,330 50 60 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -1,036) 210 -401 1 -1,266 -616 -1,055 -1,016 19 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 5.1 0.9 81.5 93.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 3 4 21 21 31 26
Updated October 25, 2019