BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,967 COMMITMENTS 984 1,090 446 8,012 8,053 9,442 9,589 525 378 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 299) -8 138 -37 334 168 289 269 10 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 10.9 4.5 80.4 80.8 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 7 7 26 25 34 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,512 COMMITMENTS 12,090 4,003 1,271 8,634 13,860 21,995 19,134 2,517 5,378 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,374) 566 110 265 396 779 1,227 1,154 147 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.3 16.3 5.2 35.2 56.5 89.7 78.1 10.3 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 20 15 19 21 26 50 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,956 COMMITMENTS 1,359 456 504 6,617 7,424 8,480 8,384 476 572 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 178) -16 -44 -1 169 269 152 224 26 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 5.1 5.6 73.9 82.9 94.7 93.6 5.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 4 6 35 23 41 30 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,894 COMMITMENTS 22 3,752 455 5,064 1,392 5,541 5,599 353 295 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 23) -7 20 4 33 2 30 26 -7 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 63.7 7.7 85.9 23.6 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 5 15 10 20 17 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,891 COMMITMENTS 74,402 63,426 48,386 78,002 84,063 200,790 195,875 19,101 24,016 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 728) -1,348 -4,971 4,819 -3,297 668 174 516 554 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 28.8 22.0 35.5 38.2 91.3 89.1 8.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 72 107 96 53 68 196 214 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,003 COMMITMENTS 67,714 43,710 49,661 125,132 144,942 242,507 238,313 29,496 33,690 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 4,630) -2,213 1,420 4,049 3,565 -1,434 5,401 4,035 -771 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 16.1 18.3 46.0 53.3 89.2 87.6 10.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 90 82 100 106 132 253 275 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,371 COMMITMENTS 422 386 9 1,123 1,332 1,554 1,727 817 644 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -156) 2 -71 -13 -79 25 -90 -59 -66 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 16.3 0.4 47.4 56.2 65.5 72.8 34.5 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 10 1 10 9 15 19 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,997 COMMITMENTS 10,061 9,861 5,032 12,182 8,304 27,275 23,197 5,722 9,800 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 946) 261 893 -372 988 115 877 636 69 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 29.9 15.2 36.9 25.2 82.7 70.3 17.3 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 29 46 37 40 51 96 115 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,436 COMMITMENTS 830 9,564 676 21,506 12,377 23,012 22,617 424 819 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 635) 147 512 -84 518 255 581 683 54 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 40.8 2.9 91.8 52.8 98.2 96.5 1.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 10 9 9 28 23 44 35 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,893 COMMITMENTS 15,350 2,840 0 7,172 20,028 22,522 22,868 1,371 1,025 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -16,099) -644 -2,372 -739 -14,412 -12,646 -15,795 -15,757 -304 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.2 11.9 0.0 30.0 83.8 94.3 95.7 5.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 11 0 5 9 17 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,654 COMMITMENTS 19,695 45,181 2,586 77,777 53,414 100,058 101,181 25,596 24,473 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 5,195) -2,603 -1,946 1,541 8,042 8,789 6,980 8,384 -1,785 -3,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 36.0 2.1 61.9 42.5 79.6 80.5 20.4 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 15 24 11 33 32 54 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,733 COMMITMENTS 9,150 7,544 17 12,869 18,526 22,036 26,087 13,697 9,646 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -5,847) -1,313 -1,153 -189 -3,497 -2,120 -4,999 -3,462 -848 -2,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 21.1 0.0 36.0 51.8 61.7 73.0 38.3 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 11 1 10 13 13 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,329 COMMITMENTS 49,258 27,152 535 54,593 77,827 104,386 105,514 4,943 3,815 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -26,608) -9,695 -32,647 -497 -15,800 7,022 -25,992 -26,122 -616 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 24.8 0.5 49.9 71.2 95.5 96.5 4.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 42 36 8 21 31 66 72 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 166,808 COMMITMENTS 29,378 45,376 4,585 116,810 87,746 150,773 137,707 16,035 29,101 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -18,798) 485 -7,565 -3,283 -11,182 -6,134 -13,980 -16,982 -4,818 -1,816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 27.2 2.7 70.0 52.6 90.4 82.6 9.6 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 18 25 14 31 42 57 73 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 127,287 COMMITMENTS 43,126 21,016 840 64,304 86,449 108,270 108,305 19,017 18,982 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -27,872) -5,736 -10,384 -2,058 -18,062 -9,219 -25,856 -21,661 -2,016 -6,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 16.5 0.7 50.5 67.9 85.1 85.1 14.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 23 20 11 28 34 56 60 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 574,939 COMMITMENTS 187,120 69,988 6,327 302,800 457,835 496,247 534,150 78,692 40,789 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -17,976) 2,451 -19,032 -1,288 -14,109 7,208 -12,946 -13,112 -5,030 -4,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 12.2 1.1 52.7 79.6 86.3 92.9 13.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 78 39 25 106 75 192 131 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,236 COMMITMENTS 3,446 4,679 518 7,200 13,907 11,164 19,104 12,072 4,132 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,830) 494 331 -1,257 37 -886 -726 -1,812 -1,104 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 20.1 2.2 31.0 59.9 48.0 82.2 52.0 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 5 2 11 10 18 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,410 COMMITMENTS 5,393 17,863 256 16,747 3,448 22,396 21,567 2,014 2,843 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -2,807) -2,569 -3,113 35 -488 -9 -3,022 -3,087 215 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 73.2 1.0 68.6 14.1 91.7 88.4 8.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 18 4 7 7 24 26 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,321 COMMITMENTS 14,452 16,384 369 9,512 6,731 24,333 23,484 2,988 3,837 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -19,390) -713 -10,022 -489 -17,667 -8,830 -18,869 -19,341 -521 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 60.0 1.4 34.8 24.6 89.1 86.0 10.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 29 20 6 13 8 44 32 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,463 COMMITMENTS 8,178 2,206 0 1,740 7,156 9,918 9,362 545 1,101 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -6,406) 889 -1,395 -1,279 -5,883 -3,690 -6,273 -6,364 -133 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.2 21.1 0.0 16.6 68.4 94.8 89.5 5.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 10 0 3 4 9 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,524,870 COMMITMENTS 1345926 1313773 2592532 4997145 4895606 8935603 8801911 589,267 722,959 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,497,015) -186,371 -257,015 -678,255 -585,594 -586,363 -1450220 -1521633 -46,795 24,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 13.8 27.2 52.5 51.4 93.8 92.4 6.2 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 53 43 77 102 109 193 198 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 8,784 COMMITMENTS 6,382 7,946 209 0 0 6,591 8,155 2,193 629 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -781) -435 -814 -34 -32 0 -501 -848 -280 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.7 90.5 2.4 0.0 0.0 75.0 92.8 25.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 41 25 8 0 0 46 28 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 180,196 COMMITMENTS 23,010 39,015 30,627 126,400 110,413 180,037 180,055 159 141 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,872) -2,371 2,505 809 8,396 3,493 6,834 6,807 38 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 21.7 17.0 70.1 61.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 12 17 19 14 24 38 49 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 285,896 COMMITMENTS 23,590 97,162 22,923 239,274 164,703 285,787 284,788 109 1,108 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 26,213) 389 4,378 1,237 24,548 20,596 26,174 26,211 39 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 34.0 8.0 83.7 57.6 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 12 30 28 20 39 49 80 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 812,088 COMMITMENTS 69,438 114,765 43,888 555,399 500,827 668,724 659,480 143,363 152,608 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 45,200) -5,532 9,439 6,312 32,295 20,825 33,075 36,576 12,125 8,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 14.1 5.4 68.4 61.7 82.3 81.2 17.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585) 87 109 87 298 287 438 432 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 113,340 COMMITMENTS 23,813 8,479 49 84,574 23,012 108,436 31,540 4,904 81,800 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,015) 974 910 -651 2,302 -3,815 2,625 -3,556 -610 5,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 7.5 0.0 74.6 20.3 95.7 27.8 4.3 72.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 2 4 16 8 23 13 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| 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: 12,551 COMMITMENTS 871 255 422 8,639 8,301 9,932 8,978 2,619 3,573 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 800) 156 -260 422 -222 339 356 501 444 299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 2.0 3.4 68.8 66.1 79.1 71.5 20.9 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 14 14 17 16 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,493,739 COMMITMENTS 345,594 648,899 101,725 2354123 2389075 2801442 3139699 692,297 354,040 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 215,926) -28,516 46,660 30,801 149,965 123,198 152,250 200,659 63,676 15,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 18.6 2.9 67.4 68.4 80.2 89.9 19.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585) 88 108 83 298 285 434 430 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| 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: 16,280 COMMITMENTS 5,525 260 0 9,090 14,819 14,615 15,079 1,665 1,201 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 7,022) 5,525 0 0 1,119 7,175 6,644 7,175 378 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 1.6 0.0 55.8 91.0 89.8 92.6 10.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 11 12 12 S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874N FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 TOTAL RETURN INDEX x $25) OPEN INTEREST: 244,091 COMMITMENTS 3,000 0 3,000 238,091 239,091 244,091 242,091 0 2,000 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 1.2 97.5 98.0 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 17 15 18 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 71,290 COMMITMENTS 7,753 5,491 369 53,836 60,526 61,958 66,386 9,332 4,904 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 8,203) 1,623 1,732 -166 5,520 8,193 6,977 9,759 1,226 -1,556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 7.7 0.5 75.5 84.9 86.9 93.1 13.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 8 6 6 41 39 52 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,730 COMMITMENTS 14,653 9,616 1,592 22,945 28,388 39,191 39,597 6,539 6,133 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,475) 1,175 -1,831 531 354 5,070 2,059 3,769 416 -1,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 21.0 3.5 50.2 62.1 85.7 86.6 14.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 62 51 28 111 112 186 180 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 228,649 COMMITMENTS 73,267 48,080 7,961 114,726 141,942 195,954 197,983 32,695 30,666 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 12,375) 5,875 -9,155 2,653 1,768 25,348 10,296 18,846 2,079 -6,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 21.0 3.5 50.2 62.1 85.7 86.6 14.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 62 51 28 111 112 186 180 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 90,803 COMMITMENTS 31,685 38,217 1,422 39,081 31,889 72,188 71,528 18,615 19,275 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -48,133) 1,773 -28,270 -2,909 -48,034 -11,585 -49,170 -42,764 1,037 -5,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 42.1 1.6 43.0 35.1 79.5 78.8 20.5 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 17 18 6 19 22 40 42 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 615,671 COMMITMENTS 89,784 80,872 11,086 494,639 502,959 595,509 594,917 20,162 20,754 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 37,709) -5,777 -4,296 4,287 40,496 38,677 39,006 38,668 -1,297 -959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 13.1 1.8 80.3 81.7 96.7 96.6 3.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 49 49 31 171 148 237 212 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,317 COMMITMENTS 3,474 3,558 237 18,822 19,070 22,533 22,865 7,784 7,452 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -23,070) -9,491 -2,657 -1,310 -12,614 -9,599 -23,415 -13,566 345 -9,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 11.7 0.8 62.1 62.9 74.3 75.4 25.7 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 8 2 20 21 30 30 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| 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: 149,894 COMMITMENTS 53,793 65 3,533 92,297 146,255 149,623 149,853 271 41 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -536) -2,864 -3 -48 2,373 -484 -539 -535 3 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 0.0 2.4 61.6 97.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 30 1 5 41 28 73 34
Updated June 19, 2020