BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 15,164 COMMITMENTS 1,642 892 2,386 10,461 11,491 14,489 14,770 675 395 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 213) -87 132 -24 328 73 217 181 -4 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 5.9 15.7 69.0 75.8 95.5 97.4 4.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 6 10 29 27 40 37 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 55,987 COMMITMENTS 13,631 2,481 19,341 18,457 24,701 51,428 46,522 4,559 9,466 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,067) 861 234 490 428 831 1,779 1,556 288 511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 4.4 34.5 33.0 44.1 91.9 83.1 8.1 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 27 14 31 39 39 76 74 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED 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: 17,153 COMMITMENTS 1,554 92 4,239 10,672 12,125 16,465 16,457 688 696 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -209) 23 -8 -217 -50 68 -244 -157 35 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.5 24.7 62.2 70.7 96.0 95.9 4.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 3 6 41 27 49 34 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED 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: 12,311 COMMITMENTS 45 4,735 3,915 7,652 2,826 11,612 11,477 699 834 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -34) 20 -96 18 -57 24 -19 -53 -15 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 38.5 31.8 62.2 23.0 94.3 93.2 5.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 7 7 23 22 30 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 282,902 COMMITMENTS 75,389 51,666 95,877 88,691 105,066 259,957 252,609 22,945 30,293 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -25,925) 1,081 -947 -20,183 -6,879 -4,738 -25,981 -25,868 56 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 18.3 33.9 31.4 37.1 91.9 89.3 8.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 91 103 110 75 74 236 229 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 323,914 COMMITMENTS 68,843 34,312 85,330 135,068 161,801 289,240 281,443 34,674 42,471 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 8,815) -2,058 1,203 6,670 4,667 -19 9,279 7,854 -465 961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 10.6 26.3 41.7 50.0 89.3 86.9 10.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 112 77 123 133 145 303 300 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 2,580 COMMITMENTS 415 330 130 1,176 1,441 1,722 1,902 858 678 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -139) 2 -87 0 -83 39 -80 -48 -59 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 12.8 5.0 45.6 55.9 66.7 73.7 33.3 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 9 5 12 11 20 22 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 40,300 COMMITMENTS 10,055 8,295 10,047 12,913 9,573 33,015 27,915 7,284 12,385 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,406) 264 916 -161 1,175 252 1,277 1,007 128 398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 20.6 24.9 32.0 23.8 81.9 69.3 18.1 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 38 42 46 56 58 123 125 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 36,317 COMMITMENTS 1,141 10,523 5,928 28,510 17,876 35,580 34,327 737 1,990 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,239) -88 403 263 984 682 1,159 1,348 80 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 29.0 16.3 78.5 49.2 98.0 94.5 2.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 12 11 14 38 38 56 57 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 141,969 COMMITMENTS 19,620 45,542 9,154 86,078 61,014 114,852 115,710 27,117 26,259 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 5,972) -2,892 -1,912 1,656 9,334 9,141 8,099 8,885 -2,127 -2,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 32.1 6.4 60.6 43.0 80.9 81.5 19.1 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 12 28 15 35 35 57 68 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 37,230 COMMITMENTS 9,150 7,506 434 13,334 19,351 22,918 27,290 14,312 9,939 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -5,912) -1,313 -1,223 -184 -3,490 -2,130 -4,987 -3,538 -924 -2,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 20.2 1.2 35.8 52.0 61.6 73.3 38.4 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 11 2 12 13 16 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 109,938 COMMITMENTS 49,297 26,875 891 54,607 78,281 104,795 106,046 5,143 3,892 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -26,231) -9,704 -32,961 -260 -15,786 7,476 -25,750 -25,745 -481 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 24.4 0.8 49.7 71.2 95.3 96.5 4.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 43 36 9 21 32 68 73 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 193,151 COMMITMENTS 29,910 45,357 19,675 126,322 97,722 175,907 162,753 17,244 30,397 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -19,086) -182 -7,780 -3,381 -10,872 -6,072 -14,435 -17,234 -4,651 -1,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 23.5 10.2 65.4 50.6 91.1 84.3 8.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 19 29 19 35 45 65 82 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 146,101 COMMITMENTS 43,854 21,262 11,209 70,368 93,418 125,430 125,889 20,670 20,212 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -29,082) -3,315 -8,351 -4,422 -19,339 -10,240 -27,077 -23,013 -2,006 -6,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 14.6 7.7 48.2 63.9 85.9 86.2 14.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 22 27 15 35 37 66 70 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 637,313 COMMITMENTS 188,105 69,861 38,765 327,036 482,258 553,907 590,884 83,406 46,429 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -17,728) 1,305 -19,391 -1,163 -12,421 7,783 -12,279 -12,771 -5,449 -4,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 11.0 6.1 51.3 75.7 86.9 92.7 13.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 83 44 39 114 81 208 153 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 24,487 COMMITMENTS 5,469 17,939 257 16,747 3,448 22,473 21,643 2,014 2,844 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -2,942) -2,705 -3,249 36 -488 -9 -3,157 -3,223 215 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 73.3 1.0 68.4 14.1 91.8 88.4 8.2 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 19 5 7 7 25 27 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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: 27,360 COMMITMENTS 14,452 16,394 381 9,512 6,731 24,345 23,506 3,015 3,854 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -19,404) -713 -10,012 -477 -17,698 -8,852 -18,888 -19,341 -516 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.8 59.9 1.4 34.8 24.6 89.0 85.9 11.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 29 20 7 13 8 45 32 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 21,317,515 COMMITMENTS 1106701 987,815 11831599 7735546 7717630 20673846 20537044 643,669 780,471 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -5,162,039) -101,666 -155,993 -3547340 -1453887 -1453187 -5102893 -5156519 -59,147 -5,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 4.6 55.5 36.3 36.2 97.0 96.3 3.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 64 55 100 117 121 232 231 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED 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: 9,605 COMMITMENTS 6,361 7,934 1,020 0 0 7,381 8,953 2,224 651 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -1,319) -472 -858 -533 -32 0 -1,037 -1,390 -282 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.2 82.6 10.6 0.0 0.0 76.8 93.2 23.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 40 26 14 0 0 51 29 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED 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: 180,222 COMMITMENTS 23,010 39,023 30,630 126,420 110,426 180,060 180,079 162 143 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 6,873) -2,371 2,506 807 8,398 3,492 6,835 6,806 38 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 57) 12 17 19 15 25 39 50 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 1,061,534 COMMITMENTS 68,108 120,270 207,788 623,092 562,262 898,988 890,320 162,546 171,214 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 50,909) -3,522 12,083 7,463 34,987 22,797 38,928 42,343 11,981 8,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 11.3 19.6 58.7 53.0 84.7 83.9 15.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626) 104 126 147 313 318 502 507 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 141,335 COMMITMENTS 23,381 8,845 12,478 93,497 31,868 129,356 53,191 11,979 88,144 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,424) 1,174 994 -2,108 2,710 -3,393 1,776 -4,508 -352 5,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 6.3 8.8 66.2 22.5 91.5 37.6 8.5 62.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 3 10 19 12 29 24 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 4,600,995 COMMITMENTS 364,512 698,001 835,672 2647976 2651971 3848160 4185644 752,835 415,350 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 247,428) -15,715 63,212 40,090 161,385 130,950 185,759 234,252 61,669 13,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 15.2 18.2 57.6 57.6 83.6 91.0 16.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622) 104 124 145 311 316 498 503 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 54,271 COMMITMENTS 14,671 9,193 8,513 24,192 29,807 47,376 47,513 6,895 6,758 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 3,263) 1,127 -1,834 1,396 404 5,209 2,927 4,771 336 -1,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 16.9 15.7 44.6 54.9 87.3 87.5 12.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 63 53 39 119 117 201 192 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 271,354 COMMITMENTS 73,354 45,966 42,565 120,960 149,034 236,880 237,566 34,474 33,788 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 16,314) 5,633 -9,170 6,981 2,019 26,044 14,633 23,855 1,681 -7,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 16.9 15.7 44.6 54.9 87.3 87.5 12.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 63 53 39 119 117 201 192 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 109,895 COMMITMENTS 32,918 37,944 10,358 45,364 40,415 88,640 88,718 21,255 21,177 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -48,655) 1,275 -27,940 -3,339 -47,686 -12,099 -49,750 -43,377 1,095 -5,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 34.5 9.4 41.3 36.8 80.7 80.7 19.3 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 19 9 25 28 47 51 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED 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: 630,506 COMMITMENTS 89,679 80,908 23,798 496,142 504,223 609,619 608,929 20,886 21,577 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 41,083) -6,024 -4,534 7,772 40,493 38,705 42,241 41,943 -1,158 -860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 12.8 3.8 78.7 80.0 96.7 96.6 3.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 51 51 35 173 149 241 218 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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