BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,608 COMMITMENTS 965 3,738 168 6,706 4,285 7,839 8,191 769 417 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 267) 76 101 6 168 255 250 362 17 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 43.4 2.0 77.9 49.8 91.1 95.2 8.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 8 6 23 17 32 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,980 COMMITMENTS 6,995 5,919 1,568 12,834 10,937 21,397 18,424 2,583 5,556 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 474) -294 -111 243 292 142 241 274 233 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 24.7 6.5 53.5 45.6 89.2 76.8 10.8 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 19 18 19 19 20 48 47 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,662 COMMITMENTS 1,922 2,415 160 6,974 6,377 9,056 8,952 606 710 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 326) 6 56 2 228 253 236 311 90 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 25.0 1.7 72.2 66.0 93.7 92.7 6.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 5 5 27 16 37 24 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,959 COMMITMENTS 6,868 1,021 75 1,826 6,415 8,769 7,511 190 1,448 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 381) 263 195 14 95 179 372 388 9 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.7 11.4 0.8 20.4 71.6 97.9 83.8 2.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 4 5 4 15 13 22 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 316,995 COMMITMENTS 109,814 46,942 69,160 103,856 166,267 282,830 282,369 34,165 34,626 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,919) -216 1,774 1,452 3,900 1,496 5,136 4,722 -217 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 14.8 21.8 32.8 52.5 89.2 89.1 10.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 124 80 130 70 87 270 240 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,704 COMMITMENTS 132,315 34,124 85,021 128,768 212,701 346,104 331,846 32,600 46,858 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -1,091) -4,046 2,255 -265 1,446 -2,476 -2,865 -486 1,774 -605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 9.0 22.5 34.0 56.2 91.4 87.6 8.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408) 122 88 130 109 161 304 324 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,224 COMMITMENTS 1,361 2,597 285 1,257 469 2,903 3,351 1,321 873 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 215) 2 140 -20 94 76 76 196 139 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 61.5 6.7 29.8 11.1 68.7 79.3 31.3 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 19 23 5 16 12 35 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,698 COMMITMENTS 16,257 18,503 9,967 15,395 9,807 41,619 38,277 8,079 11,421 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -1,138) -1,058 -386 250 327 -836 -481 -972 -657 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 37.2 20.1 31.0 19.7 83.7 77.0 16.3 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 51 55 46 53 52 134 132 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,030 COMMITMENTS 605 1,385 57 1,358 1,357 2,020 2,799 1,010 231 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 45.7 1.9 44.8 44.8 66.7 92.4 33.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 4 10 7 15 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 20,441 COMMITMENTS 3,114 5,096 1,296 15,530 13,232 19,940 19,624 501 817 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 479) -193 39 99 568 328 474 466 5 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 24.9 6.3 76.0 64.7 97.5 96.0 2.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 14 10 12 23 24 42 41 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 62,849 COMMITMENTS 40,281 6,780 0 20,583 55,086 60,864 61,866 1,985 983 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 4,023) 867 3,529 0 2,903 243 3,770 3,772 253 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.1 10.8 0.0 32.7 87.6 96.8 98.4 3.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 17 8 0 4 6 21 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,449 COMMITMENTS 15,878 55,301 4,924 89,942 45,632 110,744 105,857 29,705 34,592 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -233) -404 -3,217 22 1,804 2,609 1,422 -586 -1,655 353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 39.4 3.5 64.0 32.5 78.8 75.4 21.2 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 18 34 14 31 30 59 68 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 85,660 COMMITMENTS 4,644 39,319 387 72,170 18,550 77,201 58,256 8,459 27,404 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -2,623) -626 -3,446 386 -2,170 -586 -2,410 -3,646 -213 1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 45.9 0.5 84.3 21.7 90.1 68.0 9.9 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 22 3 14 18 22 41 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 274,999 COMMITMENTS 213,758 71,291 6,471 47,918 194,156 268,147 271,918 6,852 3,081 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,449) -4,402 -384 4,991 2,741 -1,120 3,330 3,487 119 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.7 25.9 2.4 17.4 70.6 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 84 41 10 17 30 106 76 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 213,930 COMMITMENTS 51,796 83,792 8,361 130,329 81,944 190,486 174,097 23,444 39,833 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 23,739) 6,158 12,002 569 18,557 6,769 25,284 19,340 -1,545 4,399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 39.2 3.9 60.9 38.3 89.0 81.4 11.0 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 27 33 17 32 45 65 89 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,790 COMMITMENTS 25,803 81,380 4,671 110,775 51,158 141,249 137,209 28,541 32,581 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -1,044) -1,737 -1,352 199 -2,799 2,201 -4,337 1,048 3,293 -2,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 47.9 2.8 65.2 30.1 83.2 80.8 16.8 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 19 43 14 38 37 65 86 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 536,798 COMMITMENTS 151,129 250,820 15,491 283,460 211,782 450,080 478,093 86,718 58,705 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 20,676) 1,256 -155 5,944 10,863 17,388 18,063 23,177 2,613 -2,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 46.7 2.9 52.8 39.5 83.8 89.1 16.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 76 81 34 93 78 182 181 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,465 COMMITMENTS 3,413 5,076 178 8,803 15,530 12,394 20,784 14,071 5,681 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -230) -390 634 2 52 -233 -336 403 106 -633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 19.2 0.7 33.3 58.7 46.8 78.5 53.2 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 3 11 9 18 14 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,427 COMMITMENTS 6,576 5,007 77 14,752 15,774 21,405 20,858 6,022 6,569 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 643) 1,082 597 -9 -583 -672 490 -84 153 727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 18.3 0.3 53.8 57.5 78.0 76.0 22.0 24.0 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 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 53,389 COMMITMENTS 16,704 43,605 3,900 30,583 3,787 51,187 51,292 2,202 2,097 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 8,076) 1,675 2,676 3,900 2,368 1,486 7,943 8,062 133 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 81.7 7.3 57.3 7.1 95.9 96.1 4.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 12 23 4 7 8 21 33 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,961 COMMITMENTS 24,986 41,134 525 33,608 13,872 59,119 55,531 2,842 6,430 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 3,413) -1,460 3,824 -83 5,036 -114 3,493 3,627 -80 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 66.4 0.8 54.2 22.4 95.4 89.6 4.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 25 46 6 18 11 44 62 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,818 COMMITMENTS 6,218 3,743 4 7,930 8,867 14,152 12,614 666 2,204 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 25.3 0.0 53.5 59.8 95.5 85.1 4.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 9 1 3 6 7 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,103,718 COMMITMENTS 2075739 1297830 3594512 6813139 7200818 12483390 12093160 620,328 1010558 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 324,207) 227,889 32,330 134,298 -3,352 177,656 358,835 344,284 -34,628 -20,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 9.9 27.4 52.0 55.0 95.3 92.3 4.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 73 73 108 114 119 245 251 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 5,190 COMMITMENTS 3,266 4,417 371 0 46 3,637 4,834 1,553 356 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 540) 421 591 -13 0 0 408 578 132 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.9 85.1 7.1 0.0 0.9 70.1 93.1 29.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 28 18 6 0 1 32 21 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 77,222 COMMITMENTS 22,116 12,678 25,369 28,419 37,791 75,904 75,838 1,318 1,384 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 2,925) 593 432 2,052 159 295 2,804 2,779 121 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 16.4 32.9 36.8 48.9 98.3 98.2 1.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 14 8 20 9 15 31 38 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 78,489 COMMITMENTS 21,033 11,061 19,347 37,675 47,297 78,055 77,705 434 784 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 396) 293 1,531 93 -101 -1,461 285 163 111 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 14.1 24.6 48.0 60.3 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 15 22 16 19 43 46 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 581,858 COMMITMENTS 82,860 67,715 25,880 399,474 415,883 508,214 509,477 73,644 72,381 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 10,015) -419 1,580 1,605 9,684 6,481 10,870 9,666 -854 349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 11.6 4.4 68.7 71.5 87.3 87.6 12.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 129 101 75 247 269 402 419 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 42,690 COMMITMENTS 4,085 7,411 470 18,111 24,610 22,666 32,491 20,024 10,199 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,549) 250 569 -479 1,812 118 1,583 208 -34 1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 17.4 1.1 42.4 57.6 53.1 76.1 46.9 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 7 2 11 15 15 23 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 15,091 COMMITMENTS 1,556 526 234 11,386 13,633 13,176 14,393 1,915 698 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 3.5 1.6 75.4 90.3 87.3 95.4 12.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 8 10 11 12 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| 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: 14,251 COMMITMENTS 592 223 45 11,735 12,743 12,372 13,011 1,879 1,240 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 39) -13 67 0 9 -290 -4 -223 43 262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.6 0.3 82.3 89.4 86.8 91.3 13.2 8.7 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 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,695,841 COMMITMENTS 424,857 332,502 96,067 1906816 1956363 2427740 2384932 268,101 310,909 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 42,331) 950 9,350 6,124 39,359 31,816 46,433 47,290 -4,102 -4,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 12.3 3.6 70.7 72.6 90.1 88.5 9.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584) 131 98 71 245 264 399 410 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| 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: 30,599 COMMITMENTS 1,307 2,653 89 26,586 25,957 27,982 28,699 2,617 1,900 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -2,393) -89 0 89 -2,258 -2,244 -2,258 -2,155 -135 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 8.7 0.3 86.9 84.8 91.4 93.8 8.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 12 14 15 16 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| 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: 16,221 COMMITMENTS 1,724 696 0 11,174 14,119 12,898 14,815 3,323 1,406 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 367) 10 35 0 220 547 230 582 137 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 4.3 0.0 68.9 87.0 79.5 91.3 20.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 0 8 11 12 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 64,515 COMMITMENTS 14,071 1,593 48 38,948 60,535 53,067 62,176 11,448 2,339 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -982) -220 -330 -36 -873 -524 -1,129 -890 147 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 2.5 0.1 60.4 93.8 82.3 96.4 17.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 10 3 2 39 33 50 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 44,743 COMMITMENTS 13,902 10,358 694 23,185 26,066 37,782 37,118 6,961 7,624 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,487) 1,120 168 -256 189 1,789 1,053 1,701 433 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 23.2 1.6 51.8 58.3 84.4 83.0 15.6 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 60 55 13 70 91 136 153 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 223,713 COMMITMENTS 69,512 51,791 3,472 115,926 130,328 188,910 185,591 34,803 38,122 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 7,433) 5,600 841 -1,278 944 8,944 5,266 8,507 2,167 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 23.2 1.6 51.8 58.3 84.4 83.0 15.6 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 60 55 13 70 91 136 153 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 179,990 COMMITMENTS 38,653 105,046 2,215 110,339 29,753 151,207 137,014 28,783 42,976 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -3,257) -1,104 -822 -616 704 -713 -1,016 -2,151 -2,241 -1,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 58.4 1.2 61.3 16.5 84.0 76.1 16.0 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 22 38 12 31 25 58 70 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 424,897 COMMITMENTS 72,603 88,961 7,897 324,384 307,969 404,884 404,827 20,013 20,070 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -1,676) -3,162 -1,504 247 2,718 -872 -197 -2,129 -1,479 453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 20.9 1.9 76.3 72.5 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 54 44 22 121 117 182 176 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 26,640 COMMITMENTS 5,835 19,396 902 14,074 1,856 20,811 22,154 5,829 4,486 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: 1,911) 1,006 247 422 -209 250 1,219 919 692 992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 72.8 3.4 52.8 7.0 78.1 83.2 21.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 11 4 4 13 5 26 11 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,642 COMMITMENTS 36,413 10,786 981 19,179 32,233 56,573 44,000 9,069 21,642 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -768) 410 3,486 493 -1,377 774 -474 4,753 -294 -5,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 16.4 1.5 29.2 49.1 86.2 67.0 13.8 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 17 17 6 23 23 43 43 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 05/28/19 | --------------------------------------------------------------| 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: 108,167 COMMITMENTS 10,340 3,726 820 96,982 103,561 108,142 108,107 25 60 CHANGES FROM 05/21/19 (CHANGE IN OPEN INTEREST: -11) 411 74 547 -969 -632 -11 -11 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 3.4 0.8 89.7 95.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 2 3 15 22 21 26
Updated May 31, 2019