BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,410 COMMITMENTS 752 1,251 541 8,709 8,158 10,002 9,950 408 460 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 73) -54 52 -36 176 42 86 58 -13 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 12.0 5.2 83.7 78.4 96.1 95.6 3.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 7 6 28 24 34 33 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,439 COMMITMENTS 10,914 5,610 1,283 10,081 12,360 22,278 19,253 2,161 5,186 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 487) 122 61 -288 325 421 159 194 328 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 23.0 5.2 41.2 50.6 91.2 78.8 8.8 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 14 21 19 25 27 48 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,024 COMMITMENTS 1,326 375 639 7,581 8,519 9,546 9,533 478 491 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 130) -3 -11 -15 168 279 150 253 -20 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 3.7 6.4 75.6 85.0 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 5 6 38 25 44 33 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,079 COMMITMENTS 34 3,683 547 5,162 1,537 5,743 5,767 336 312 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -45) 0 -76 -2 6 27 4 -51 -49 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 60.6 9.0 84.9 25.3 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 7 6 19 11 26 18 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,933 COMMITMENTS 72,879 59,940 44,275 82,108 91,724 199,262 195,939 17,671 20,994 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,395) 3,180 4,247 3,323 1,432 995 7,935 8,565 460 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 27.6 20.4 37.8 42.3 91.9 90.3 8.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 83 82 97 56 69 205 198 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,172 COMMITMENTS 70,707 36,046 49,844 109,582 142,572 230,133 228,462 30,039 31,710 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,160) 1,196 860 75 1,174 1,219 2,445 2,154 -285 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 13.9 19.2 42.1 54.8 88.5 87.8 11.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 84 84 105 106 123 257 260 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,559 COMMITMENTS 437 533 43 1,250 1,250 1,730 1,826 829 733 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -17) 65 -103 -93 -23 167 -51 -29 34 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 20.8 1.7 48.8 48.8 67.6 71.4 32.4 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 11 3 10 9 17 21 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,961 COMMITMENTS 7,973 7,634 4,814 10,471 8,083 23,258 20,531 5,703 8,430 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -208) -263 287 -239 312 320 -190 368 -18 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 26.4 16.6 36.2 27.9 80.3 70.9 19.7 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 33 40 35 40 51 94 112 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,288 COMMITMENTS 752 10,418 1,011 24,250 13,881 26,013 25,310 275 978 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 544) -305 48 231 598 237 524 516 20 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 39.6 3.8 92.2 52.8 99.0 96.3 1.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 10 9 9 27 29 40 44 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,402 COMMITMENTS 10,818 3,617 79 13,106 20,061 24,003 23,757 1,399 1,645 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,691) 1,739 48 76 -156 1,521 1,659 1,645 32 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 14.2 0.3 51.6 79.0 94.5 93.5 5.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 13 2 9 8 20 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,849 COMMITMENTS 21,844 55,798 1,511 77,827 41,753 101,182 99,062 28,667 30,787 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -250) -1,298 -2,400 -181 -83 767 -1,562 -1,814 1,312 1,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 43.0 1.2 59.9 32.2 77.9 76.3 22.1 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 20 25 10 36 33 61 64 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,072 COMMITMENTS 13,246 4,507 21 14,593 21,439 27,860 25,967 11,212 13,105 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 326) -432 -443 2 171 905 -259 464 585 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 11.5 0.1 37.3 54.9 71.3 66.5 28.7 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 6 1 17 14 23 21 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,952 COMMITMENTS 43,294 38,603 1,713 79,009 73,548 124,016 113,864 4,936 15,088 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 25,527) 19,026 8,351 449 6,336 7,831 25,811 16,631 -284 8,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 29.9 1.3 61.3 57.0 96.2 88.3 3.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 38 54 9 22 38 66 96 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,650 COMMITMENTS 39,192 61,449 5,798 124,256 88,967 169,246 156,214 19,404 32,436 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,916) 3,382 6,650 400 3,456 1,466 7,238 8,516 1,678 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 32.6 3.1 65.9 47.2 89.7 82.8 10.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 18 29 14 29 49 55 84 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 156,827 COMMITMENTS 57,873 23,266 2,581 74,238 108,460 134,692 134,307 22,135 22,520 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,852) 5,835 -1,302 1,200 3,211 9,724 10,246 9,622 -1,394 -770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 14.8 1.6 47.3 69.2 85.9 85.6 14.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 29 26 6 34 37 66 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 556,749 COMMITMENTS 175,034 99,812 7,179 298,419 404,675 480,632 511,666 76,117 45,083 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 9,543) 7,278 4,618 359 3,052 6,714 10,689 11,691 -1,146 -2,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 17.9 1.3 53.6 72.7 86.3 91.9 13.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 73 52 30 106 77 190 148 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,871 COMMITMENTS 2,922 3,653 118 7,063 14,686 10,103 18,457 12,768 4,414 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 16.0 0.5 30.9 64.2 44.2 80.7 55.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 1 10 9 15 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,377 COMMITMENTS 9,551 20,709 347 15,370 3,043 25,268 24,099 2,109 3,278 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,626) 2,106 2,848 247 -94 -113 2,259 2,982 367 -356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 75.6 1.3 56.1 11.1 92.3 88.0 7.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 19 3 8 9 23 31 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,668 COMMITMENTS 12,218 27,261 1,048 29,684 11,710 42,950 40,019 2,718 5,649 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,525) 1,476 652 -81 -277 1,476 1,118 2,047 407 -522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 59.7 2.3 65.0 25.6 94.0 87.6 6.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 23 31 12 16 13 43 52 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,994 COMMITMENTS 6,864 5,627 10 8,784 8,733 15,658 14,370 336 1,624 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -1,191) -426 -314 10 -647 -763 -1,063 -1,067 -128 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 35.2 0.1 54.9 54.6 97.9 89.8 2.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 7 1 5 5 12 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,860,944 COMMITMENTS 1552717 1711897 3149517 5522228 5240447 10224462 10101861 636,482 759,083 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 130,332) 148,743 -32,659 2,296 -18,901 116,619 132,138 86,256 -1,806 44,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 15.8 29.0 50.8 48.3 94.1 93.0 5.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 59 44 76 114 119 211 205 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 8,722 COMMITMENTS 6,034 7,684 402 0 0 6,436 8,086 2,286 636 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -2,156) -1,308 -2,242 -204 -34 0 -1,546 -2,446 -610 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.2 88.1 4.6 0.0 0.0 73.8 92.7 26.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 41 24 12 0 0 46 31 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 169,570 COMMITMENTS 31,968 28,809 29,050 108,338 106,277 169,356 164,136 214 5,434 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -3,927) -3,388 1,880 -2,417 1,882 -3,871 -3,923 -4,408 -4 481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 17.0 17.1 63.9 62.7 99.9 96.8 0.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 17 13 19 16 21 41 46 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 286,931 COMMITMENTS 32,071 91,057 22,656 232,146 169,908 286,873 283,621 58 3,310 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 8,408) -1,029 6,408 2,836 6,619 -718 8,426 8,526 -18 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 31.7 7.9 80.9 59.2 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 20 25 29 20 40 53 82 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 748,823 COMMITMENTS 65,913 105,198 34,977 514,540 455,046 615,430 595,221 133,393 153,602 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 803) 1,923 6,353 2,332 -3,398 -7,233 857 1,452 -54 -649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 14.0 4.7 68.7 60.8 82.2 79.5 17.8 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610) 86 119 58 277 300 391 449 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 108,239 COMMITMENTS 20,302 4,245 1,000 80,694 20,609 101,996 25,854 6,243 82,385 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,949) 1,489 1,150 489 2,496 1,694 4,474 3,333 -1,525 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 3.9 0.9 74.6 19.0 94.2 23.9 5.8 76.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 1 2 14 7 21 10 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 17,199 COMMITMENTS 293 0 0 15,150 10,455 15,443 10,455 1,756 6,744 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 88.1 60.8 89.8 60.8 10.2 39.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 10 11 10 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 10,879 COMMITMENTS 512 600 0 8,731 8,882 9,243 9,482 1,636 1,397 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -618) -284 0 -16 -24 -284 -324 -300 -294 -318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 5.5 0.0 80.3 81.6 85.0 87.2 15.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 15 9 16 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,202,921 COMMITMENTS 326,600 603,308 71,341 2169228 2172185 2567169 2846834 635,752 356,087 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -10,730) 9,901 33,746 1,484 -29,472 -44,637 -18,087 -9,407 7,357 -1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 18.8 2.2 67.7 67.8 80.2 88.9 19.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610) 85 120 57 273 298 386 447 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 67,282 COMMITMENTS 6,539 5,480 325 52,716 56,293 59,580 62,098 7,702 5,184 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -2,879) -237 61 -491 -2,149 -3,186 -2,877 -3,616 -2 737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 8.1 0.5 78.4 83.7 88.6 92.3 11.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 6 7 3 43 36 50 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 42,000 COMMITMENTS 13,748 13,060 747 20,787 21,810 35,282 35,617 6,719 6,384 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,367) 1,817 139 -47 119 1,705 1,889 1,796 478 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 31.1 1.8 49.5 51.9 84.0 84.8 16.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 62 51 21 99 95 174 154 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 210,002 COMMITMENTS 68,738 65,299 3,734 103,936 109,050 176,408 178,083 33,594 31,919 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 11,836) 9,087 694 -236 595 8,524 9,446 8,982 2,390 2,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 31.1 1.8 49.5 51.9 84.0 84.8 16.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 62 51 21 99 95 174 154 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,920 COMMITMENTS 25,530 66,068 572 94,516 40,279 120,618 106,919 16,302 30,001 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 4,123) 229 1,209 14 3,290 299 3,533 1,522 590 2,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 48.3 0.4 69.0 29.4 88.1 78.1 11.9 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 14 26 5 27 32 45 59 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 563,594 COMMITMENTS 104,973 76,186 6,735 434,222 457,349 545,930 540,270 17,664 23,324 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 10,711) 18,982 -3,591 -2,851 -5,526 16,394 10,605 9,952 106 759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 13.5 1.2 77.0 81.1 96.9 95.9 3.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 63 48 22 142 145 217 203 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 14,916 COMMITMENTS 2,710 5,543 0 8,866 4,474 11,576 10,017 3,340 4,899 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 37.2 0.0 59.4 30.0 77.6 67.2 22.4 32.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 8 0 6 5 10 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,119 COMMITMENTS 8,758 3,378 320 26,716 20,156 35,794 23,854 6,325 18,265 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,843) 1,732 -1,359 -134 -149 1,393 1,449 -100 394 1,943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 8.0 0.8 63.4 47.9 85.0 56.6 15.0 43.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 14 8 4 23 31 38 42 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 148,166 COMMITMENTS 58,602 65 1,631 87,700 146,431 147,933 148,127 233 39 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,744) -851 0 12 2,592 1,733 1,753 1,745 -9 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 0.0 1.1 59.2 98.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 25 1 4 34 27 59 32
Updated May 29, 2020