BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,010 COMMITMENTS 245 2,830 1,045 7,917 5,389 9,207 9,264 803 746 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,237) 58 7 -206 -1,205 -1,105 -1,353 -1,303 115 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 28.3 10.4 79.1 53.8 92.0 92.5 8.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 10 9 24 23 33 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,901 COMMITMENTS 7,278 1,121 13,300 15,687 17,460 36,264 31,881 5,637 10,021 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -5,061) -640 -670 -1,669 -2,306 -2,671 -4,615 -5,010 -446 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 2.7 31.7 37.4 41.7 86.5 76.1 13.5 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 30 11 26 35 35 74 63 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,651 COMMITMENTS 758 1,496 1,221 7,450 6,796 9,429 9,513 1,222 1,138 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,733) -190 -133 -301 -1,329 -1,315 -1,820 -1,748 88 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 14.0 11.5 69.9 63.8 88.5 89.3 11.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 8 7 28 18 36 27 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,051 COMMITMENTS 3,968 258 1,641 3,955 5,201 9,564 7,100 487 2,951 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -828) -214 -95 -247 -309 -443 -770 -785 -58 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 2.6 16.3 39.4 51.7 95.2 70.6 4.8 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 2 7 16 17 25 25 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 398,940 COMMITMENTS 89,810 35,410 140,672 137,240 179,676 367,723 355,758 31,218 43,183 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 12,693) -5,912 1,213 8,859 8,745 2,088 11,692 12,159 1,002 534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 8.9 35.3 34.4 45.0 92.2 89.2 7.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370) 158 85 153 87 95 312 280 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 351,364 COMMITMENTS 92,262 57,764 88,456 131,778 160,033 312,497 306,253 38,867 45,111 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -27,574) -1,853 -2,306 -23,333 137 -2,274 -25,049 -27,914 -2,525 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 16.4 25.2 37.5 45.5 88.9 87.2 11.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 118 90 132 145 140 330 315 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,542 COMMITMENTS 486 688 393 665 657 1,543 1,737 999 804 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 126) -42 -72 76 20 92 54 96 72 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 27.1 15.4 26.1 25.8 60.7 68.4 39.3 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 10 7 10 10 23 23 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,757 COMMITMENTS 13,459 13,650 14,236 13,610 10,373 41,305 38,259 8,453 11,498 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 980) -1,357 -520 2,222 -304 -1,170 560 532 420 448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 27.4 28.6 27.4 20.8 83.0 76.9 17.0 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 50 43 61 54 51 144 126 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,596 COMMITMENTS 254 650 219 1,272 1,505 1,745 2,375 851 221 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -428) -95 -127 -51 -118 -167 -264 -344 -164 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 25.1 8.4 49.0 58.0 67.2 91.5 32.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 4 11 7 16 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,940 COMMITMENTS 1,969 3,280 5,414 18,546 16,160 25,929 24,854 1,011 2,086 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -4,528) -362 -497 -847 -3,157 -3,041 -4,366 -4,386 -162 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 12.2 20.1 68.8 60.0 96.2 92.3 3.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 14 12 16 26 25 50 43 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 63,947 COMMITMENTS 38,161 9,783 0 24,147 52,794 62,308 62,577 1,639 1,370 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -4,657) -1,040 -3,156 0 -3,611 -1,572 -4,651 -4,728 -6 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.7 15.3 0.0 37.8 82.6 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 20 7 0 4 8 24 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,903 COMMITMENTS 48,290 43,317 6,671 58,287 64,230 113,248 114,219 32,655 31,684 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 3,569) 1,928 2,974 755 2,357 -4,908 5,040 -1,179 -1,471 4,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 29.7 4.6 39.9 44.0 77.6 78.3 22.4 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 28 30 13 32 32 65 71 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,170 COMMITMENTS 15,074 26,459 1,208 40,707 15,222 56,988 42,889 9,182 23,282 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -859) -3,195 -3,419 65 747 2,107 -2,383 -1,246 1,525 388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 40.0 1.8 61.5 23.0 86.1 64.8 13.9 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 21 4 16 18 26 42 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 218,873 COMMITMENTS 160,055 44,305 1,293 51,889 169,760 213,238 215,358 5,635 3,515 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 2,344) -2,902 -2,190 -437 5,562 4,905 2,223 2,278 121 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.1 20.2 0.6 23.7 77.6 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 71 40 12 18 33 91 83 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 279,302 COMMITMENTS 27,850 103,325 20,236 206,854 110,972 254,940 234,533 24,362 44,769 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 8,534) 2,123 -2,545 191 7,972 9,121 10,285 6,766 -1,751 1,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 37.0 7.2 74.1 39.7 91.3 84.0 8.7 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 23 45 15 37 51 67 104 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 172,846 COMMITMENTS 52,259 40,929 15,779 74,628 90,097 142,665 146,805 30,180 26,040 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -5,838) -5,041 -2,910 -858 2,691 -2,258 -3,208 -6,026 -2,630 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 23.7 9.1 43.2 52.1 82.5 84.9 17.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 27 24 16 43 40 78 72 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 570,835 COMMITMENTS 160,999 242,757 36,163 290,215 229,044 487,377 507,964 83,457 62,870 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -30,741) -2,451 310 -16,447 -6,283 -16,852 -25,181 -32,988 -5,560 2,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 42.5 6.3 50.8 40.1 85.4 89.0 14.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 85 71 50 97 90 197 196 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,655 COMMITMENTS 3,920 3,485 685 8,852 15,782 13,457 19,952 12,198 5,703 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -212) 0 -77 0 69 -258 69 -335 -281 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 13.6 2.7 34.5 61.5 52.5 77.8 47.5 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 4 2 13 10 19 15 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,834 COMMITMENTS 1,580 3,485 15 14,133 13,163 15,728 16,663 7,106 6,171 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -199) 334 -393 0 -421 20 -87 -373 -112 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 15.3 0.1 61.9 57.6 68.9 73.0 31.1 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 1 13 11 16 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 58,558 COMMITMENTS 7,674 53,507 125 48,344 2,975 56,143 56,607 2,415 1,951 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -13,046) -6,513 -560 -64 -6,206 -12,118 -12,783 -12,742 -263 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 91.4 0.2 82.6 5.1 95.9 96.7 4.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 24 3 7 6 19 32 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 74,094 COMMITMENTS 14,274 52,592 1,664 55,385 13,827 71,323 68,083 2,771 6,012 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,565) -1,767 -5,993 505 143 3,850 -1,119 -1,639 -446 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 71.0 2.2 74.7 18.7 96.3 91.9 3.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 26 54 11 19 14 51 73 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,871 COMMITMENTS 8,905 3,226 36 1,298 5,597 10,239 8,859 632 2,012 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,519) -2,913 -1,151 36 305 -1,518 -2,572 -2,633 53 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.9 29.7 0.3 11.9 51.5 94.2 81.5 5.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 10 1 2 6 10 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 26,122,308 COMMITMENTS 1834345 523,254 13995815 9490385 10725156 25320544 25244224 801,764 878,084 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 1,179,978) 103,038 -11,095 821,337 217,724 342,466 1142099 1152709 37,879 27,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.0 53.6 36.3 41.1 96.9 96.6 3.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 84 74 118 125 128 270 260 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 3,335 COMMITMENTS 1,805 2,712 135 0 0 1,940 2,847 1,395 488 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -13) 4 46 -2 0 0 2 44 -15 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.1 81.3 4.0 0.0 0.0 58.2 85.4 41.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 22 22 4 0 0 24 25 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 156,267 COMMITMENTS 24,323 21,903 35,220 95,275 98,624 154,818 155,747 1,449 520 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 6,752) 792 -876 4,082 2,052 3,477 6,926 6,683 -174 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 14.0 22.5 61.0 63.1 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 20 19 8 18 32 43 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 257,091 COMMITMENTS 32,587 126,575 21,588 202,482 108,275 256,657 256,438 434 653 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 16,472) 6,618 3,934 3,456 6,893 8,790 16,967 16,180 -495 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 49.2 8.4 78.8 42.1 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 12 35 29 19 27 51 71 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 761,042 COMMITMENTS 67,050 59,254 183,770 426,317 440,241 677,136 683,265 83,906 77,777 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 29,381) 3,162 -4,057 21,510 6,221 10,144 30,893 27,597 -1,512 1,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 7.8 24.1 56.0 57.8 89.0 89.8 11.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612) 142 115 148 263 270 473 466 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 52,941 COMMITMENTS 1,233 3,090 17,062 15,341 16,312 33,636 36,464 19,306 16,478 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 1,430) -167 504 614 4,605 -2,936 5,052 -1,818 -3,622 3,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 5.8 32.2 29.0 30.8 63.5 68.9 36.5 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 9 18 15 15 36 34 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,540,503 COMMITMENTS 334,208 285,945 828,413 2054882 2119647 3217503 3234005 323,000 306,498 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 139,753) 12,314 -27,132 108,807 8,083 65,398 129,204 147,073 10,549 -7,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 8.1 23.4 58.0 59.9 90.9 91.3 9.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 138 112 142 258 265 461 454 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| 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: 15,806 COMMITMENTS 211 2,143 0 13,189 11,302 13,400 13,445 2,406 2,361 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 13.6 0.0 83.4 71.5 84.8 85.1 15.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 0 7 12 8 16 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| 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: 11,177 COMMITMENTS 1,658 0 0 6,605 10,281 8,263 10,281 2,914 896 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,102) 357 -206 -21 -1,814 -700 -1,478 -927 376 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 0.0 0.0 59.1 92.0 73.9 92.0 26.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 0 8 12 12 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 65,508 COMMITMENTS 11,753 2,430 40 43,442 58,913 55,235 61,383 10,273 4,125 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 2,167) -1,253 -199 -91 3,549 1,746 2,205 1,456 -38 711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 3.7 0.1 66.3 89.9 84.3 93.7 15.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 10 4 1 43 29 53 34 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,397 COMMITMENTS 13,375 9,595 3,205 21,229 23,394 37,808 36,194 6,589 8,204 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -49) -1,673 64 143 1,324 -216 -206 -8 156 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 21.6 7.2 47.8 52.7 85.2 81.5 14.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 56 53 31 84 96 152 168 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 221,986 COMMITMENTS 66,874 47,976 16,024 106,145 116,968 189,042 180,968 32,943 41,018 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -247) -8,364 322 716 6,619 -1,078 -1,029 -40 782 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 21.6 7.2 47.8 52.7 85.2 81.5 14.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 56 53 31 84 96 152 168 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 185,184 COMMITMENTS 42,803 90,488 10,683 100,141 44,248 153,627 145,419 31,557 39,765 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -5,532) -3,709 -9,730 -430 -563 4,983 -4,701 -5,176 -831 -356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 48.9 5.8 54.1 23.9 83.0 78.5 17.0 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 20 33 14 26 37 52 78 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 449,838 COMMITMENTS 79,205 120,527 12,691 335,542 295,222 427,438 428,440 22,400 21,398 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 111) -10,616 7,670 1,017 9,850 -12,565 252 -3,877 -141 3,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 26.8 2.8 74.6 65.6 95.0 95.2 5.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 57 52 29 127 121 201 185 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 23,223 COMMITMENTS 5,360 15,882 45 11,713 4,537 17,118 20,464 6,105 2,759 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -989) -3,111 -20 -16 582 6 -2,545 -30 1,556 -959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 68.4 0.2 50.4 19.5 73.7 88.1 26.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 4 1 14 4 25 8 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,274 COMMITMENTS 24,923 15,077 55 11,798 28,177 36,776 43,309 11,498 4,965 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,123) -1,517 -2,129 -47 -164 -944 -1,728 -3,120 -1,395 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 31.2 0.1 24.4 58.4 76.2 89.7 23.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 14 19 3 22 25 38 45 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| 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: 115,699 COMMITMENTS 19,346 6,428 1,026 95,297 108,185 115,669 115,639 30 60 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,503) 484 250 0 -1,991 -1,753 -1,507 -1,503 4 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 5.6 0.9 82.4 93.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 3 3 19 20 29 25
Updated October 11, 2019