BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,341 COMMITMENTS 889 3,637 162 6,538 4,030 7,589 7,829 752 512 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 396) 193 152 8 299 196 500 356 -104 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 43.6 1.9 78.4 48.3 91.0 93.9 9.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 8 6 22 18 31 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,506 COMMITMENTS 7,289 6,030 1,325 12,542 10,795 21,156 18,150 2,350 5,356 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,228) 241 -78 303 561 584 1,105 809 123 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 25.7 5.6 53.4 45.9 90.0 77.2 10.0 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 18 19 18 19 20 49 45 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,336 COMMITMENTS 1,916 2,359 158 6,746 6,124 8,820 8,641 516 695 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 242) -43 -73 9 396 216 362 152 -120 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 25.3 1.7 72.3 65.6 94.5 92.6 5.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 5 6 26 15 37 24 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,578 COMMITMENTS 6,605 826 61 1,731 6,236 8,397 7,123 181 1,455 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 119) 80 -13 -10 21 84 91 61 28 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.0 9.6 0.7 20.2 72.7 97.9 83.0 2.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 3 5 6 15 15 21 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 312,076 COMMITMENTS 110,030 45,168 67,708 99,956 164,771 277,694 277,647 34,382 34,429 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 5,690) 1,371 2,073 1,577 2,939 2,472 5,887 6,122 -197 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 14.5 21.7 32.0 52.8 89.0 89.0 11.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 119 72 129 68 86 262 239 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 379,795 COMMITMENTS 136,361 31,869 85,286 127,322 215,177 348,969 332,332 30,826 47,463 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -75) -6,704 3,453 3,855 2,596 -7,625 -253 -317 178 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 8.4 22.5 33.5 56.7 91.9 87.5 8.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 134 79 131 111 163 311 324 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,009 COMMITMENTS 1,359 2,457 305 1,163 393 2,827 3,155 1,182 854 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 289) 176 225 55 -6 -69 225 211 64 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 61.3 7.6 29.0 9.8 70.5 78.7 29.5 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 17 23 6 16 11 36 39 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,836 COMMITMENTS 17,315 18,889 9,717 15,068 10,643 42,100 39,249 8,736 11,587 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 705) 154 2,363 -309 533 -496 378 1,558 327 -853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 37.2 19.1 29.6 20.9 82.8 77.2 17.2 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 58 60 53 56 61 143 155 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,962 COMMITMENTS 3,307 5,057 1,197 14,962 12,904 19,466 19,158 496 804 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 614) 30 -6 66 486 491 582 551 32 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 25.3 6.0 75.0 64.6 97.5 96.0 2.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 14 10 12 23 23 41 41 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,826 COMMITMENTS 39,414 3,251 0 17,680 54,843 57,094 58,094 1,732 732 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -1,595) -835 -1,199 0 -597 -306 -1,432 -1,505 -163 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 5.5 0.0 30.1 93.2 97.1 98.8 2.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 20 6 0 5 6 25 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,682 COMMITMENTS 16,282 58,518 4,902 88,138 43,023 109,322 106,443 31,360 34,239 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -7,376) -2,175 -7,527 1,982 -10,232 -1,941 -10,425 -7,486 3,049 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 41.6 3.5 62.7 30.6 77.7 75.7 22.3 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 21 32 16 28 31 59 69 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 88,283 COMMITMENTS 5,270 42,765 1 74,340 19,136 79,611 61,902 8,672 26,381 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -5,499) -2,376 -4,891 -21 -3,234 -1,107 -5,631 -6,019 132 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 48.4 0.0 84.2 21.7 90.2 70.1 9.8 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 25 1 15 18 22 43 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 271,550 COMMITMENTS 218,160 71,675 1,480 45,177 195,276 264,817 268,431 6,733 3,119 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 6,037) 3,801 5,523 848 1,272 -178 5,921 6,193 116 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.3 26.4 0.5 16.6 71.9 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 91 37 7 17 29 111 70 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,191 COMMITMENTS 45,638 71,790 7,792 111,772 75,175 165,202 154,757 24,989 35,434 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 33,298) -3,694 19,140 3,009 32,537 7,923 31,852 30,072 1,446 3,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 37.7 4.1 58.8 39.5 86.9 81.4 13.1 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 24 33 16 32 45 63 87 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 170,834 COMMITMENTS 27,540 82,732 4,472 113,574 48,957 145,586 136,161 25,248 34,673 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -9,739) -8,375 -14,763 -68 673 5,852 -7,770 -8,979 -1,969 -760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 48.4 2.6 66.5 28.7 85.2 79.7 14.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 21 43 14 33 40 62 89 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 516,122 COMMITMENTS 149,873 250,975 9,547 272,597 194,394 432,017 454,916 84,105 61,206 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 11,662) -808 4,993 -67 10,411 7,992 9,536 12,918 2,126 -1,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 48.6 1.8 52.8 37.7 83.7 88.1 16.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 75 79 29 97 77 181 176 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,695 COMMITMENTS 3,803 4,442 176 8,751 15,763 12,730 20,381 13,965 6,314 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -1,095) -826 451 -113 -876 -745 -1,815 -407 720 -688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 16.6 0.7 32.8 59.0 47.7 76.3 52.3 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 6 2 11 9 18 15 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,784 COMMITMENTS 5,494 4,410 86 15,335 16,446 20,915 20,942 5,869 5,842 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 346) 203 149 9 -116 162 96 320 250 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 16.5 0.3 57.3 61.4 78.1 78.2 21.9 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 2 13 9 18 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,313 COMMITMENTS 15,029 40,929 0 28,215 2,301 43,244 43,230 2,069 2,083 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 2,464) 2,106 2,086 -58 268 235 2,316 2,263 148 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 90.3 0.0 62.3 5.1 95.4 95.4 4.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 22 0 7 7 16 29 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 58,548 COMMITMENTS 26,446 37,310 608 28,572 13,986 55,626 51,904 2,922 6,644 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 8,286) 7,371 6,797 -35 765 841 8,101 7,603 185 683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 63.7 1.0 48.8 23.9 95.0 88.7 5.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 22 47 7 17 12 41 64 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,779,511 COMMITMENTS 1847850 1265500 3460214 6816491 7023162 12124555 11748876 654,956 1030635 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 17,235) 78,361 16,241 -16,404 -34,928 35,294 27,029 35,131 -9,794 -17,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 9.9 27.1 53.3 55.0 94.9 91.9 5.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 73 72 113 111 120 245 255 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 4,650 COMMITMENTS 2,845 3,826 384 0 46 3,229 4,256 1,421 394 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 203) 40 76 95 0 0 135 171 68 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.2 82.3 8.3 0.0 1.0 69.4 91.5 30.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 25 16 8 0 1 32 20 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 74,297 COMMITMENTS 21,523 12,246 23,317 28,260 37,496 73,100 73,059 1,197 1,238 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 3,444) -116 227 3,366 170 -228 3,420 3,365 24 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 16.5 31.4 38.0 50.5 98.4 98.3 1.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 13 8 19 9 15 30 37 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 78,093 COMMITMENTS 20,740 9,530 19,254 37,776 48,758 77,770 77,542 323 551 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 4,110) 2,346 2,654 716 1,105 845 4,167 4,215 -57 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 12.2 24.7 48.4 62.4 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 15 21 17 19 43 46 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 571,843 COMMITMENTS 83,278 66,134 24,276 389,790 409,401 497,344 499,811 74,499 72,032 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 300) -387 -41 1,377 374 120 1,364 1,456 -1,064 -1,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 11.6 4.2 68.2 71.6 87.0 87.4 13.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 128 101 73 240 261 393 410 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 41,141 COMMITMENTS 3,835 6,842 949 16,299 24,492 21,083 32,283 20,058 8,858 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,663) -1,560 159 419 2,665 789 1,524 1,367 139 296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 16.6 2.3 39.6 59.5 51.2 78.5 48.8 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 7 2 9 15 13 23 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| 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: 14,212 COMMITMENTS 605 156 45 11,726 13,033 12,376 13,234 1,836 978 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -234) -297 0 -7 1,256 -143 952 -150 -1,186 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.1 0.3 82.5 91.7 87.1 93.1 12.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 11 8 13 9 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,653,510 COMMITMENTS 423,907 323,152 89,943 1867457 1924547 2381307 2337642 272,203 315,868 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -6,817) 1,557 -5,309 9,099 -11,456 -3,347 -800 443 -6,017 -7,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 12.2 3.4 70.4 72.5 89.7 88.1 10.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575) 130 99 70 238 256 391 402 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 32,992 COMMITMENTS 1,396 2,653 0 28,844 28,201 30,240 30,854 2,752 2,138 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 691) 12 -485 0 732 1,077 744 592 -53 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 8.0 0.0 87.4 85.5 91.7 93.5 8.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 11 13 14 14 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 15,854 COMMITMENTS 1,714 661 0 10,954 13,572 12,668 14,233 3,186 1,621 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,999) 33 0 0 2,038 2,053 2,071 2,053 -72 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 4.2 0.0 69.1 85.6 79.9 89.8 20.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 2 0 8 10 12 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 65,497 COMMITMENTS 14,291 1,923 84 39,821 61,059 54,196 63,066 11,301 2,431 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -274) -245 674 -561 104 224 -702 337 428 -611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 2.9 0.1 60.8 93.2 82.7 96.3 17.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 12 4 3 41 35 55 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 43,256 COMMITMENTS 12,782 10,190 950 22,996 24,277 36,729 35,417 6,527 7,839 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -36) 1,120 824 -736 -482 56 -98 144 62 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 23.6 2.2 53.2 56.1 84.9 81.9 15.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 61 50 13 73 82 139 140 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 216,280 COMMITMENTS 63,912 50,950 4,750 114,982 121,384 183,644 177,084 32,636 39,196 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -180) 5,599 4,119 -3,678 -2,410 281 -489 722 309 -902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 23.6 2.2 53.2 56.1 84.9 81.9 15.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 61 50 13 73 82 139 140 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 183,247 COMMITMENTS 39,757 105,868 2,831 109,635 30,466 152,223 139,165 31,024 44,082 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 17,665) 10,627 12,692 95 5,316 3,054 16,038 15,841 1,627 1,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 57.8 1.5 59.8 16.6 83.1 75.9 16.9 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 22 41 13 31 22 59 70 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 426,573 COMMITMENTS 75,765 90,465 7,650 321,666 308,841 405,081 406,956 21,492 19,617 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,749) -3,973 2,303 -727 6,370 -1,440 1,670 136 79 1,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 21.2 1.8 75.4 72.4 95.0 95.4 5.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 52 44 25 121 116 185 173 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 24,729 COMMITMENTS 4,829 19,149 480 14,283 1,606 19,592 21,235 5,137 3,494 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: -94) 255 -756 480 -759 -63 -24 -339 -70 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 77.4 1.9 57.8 6.5 79.2 85.9 20.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 6 2 13 4 23 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,410 COMMITMENTS 36,003 7,300 488 20,556 31,459 57,047 39,247 9,363 27,163 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,592) 1,629 948 385 -908 4,062 1,106 5,395 486 -3,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.2 11.0 0.7 31.0 47.4 85.9 59.1 14.1 40.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 20 10 4 23 22 43 36 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 05/21/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 108,178 COMMITMENTS 9,929 3,652 273 97,951 104,193 108,153 108,118 25 60 CHANGES FROM 05/14/19 (CHANGE IN OPEN INTEREST: 1,023) 41 400 48 934 575 1,023 1,023 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 3.4 0.3 90.5 96.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 2 2 15 22 20 26
Updated May 24, 2019