MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,604 COMMITMENTS 1,184 3,480 80 20,340 18,044 21,604 21,604 0 0 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 16.1 0.4 94.1 83.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 5 1 5 7 10 13 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,346 COMMITMENTS 887 3,457 175 6,605 4,476 7,667 8,108 679 238 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 170) 41 55 -1 107 124 147 178 23 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 41.4 2.1 79.1 53.6 91.9 97.1 8.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 9 6 25 17 32 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,182 COMMITMENTS 6,536 5,996 993 11,801 9,504 19,330 16,493 2,852 5,689 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 960) 140 292 85 378 194 603 571 357 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 27.0 4.5 53.2 42.8 87.1 74.4 12.9 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 14 17 16 21 17 44 41 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,554 COMMITMENTS 2,094 2,111 178 6,772 6,681 9,044 8,970 510 584 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 150) -45 -10 -7 194 217 142 200 8 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 22.1 1.9 70.9 69.9 94.7 93.9 5.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 7 5 28 17 37 26 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,703 COMMITMENTS 5,732 1,098 282 2,506 5,755 8,520 7,135 183 1,568 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 468) 17 22 102 347 334 466 458 2 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.9 12.6 3.2 28.8 66.1 97.9 82.0 2.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 4 5 5 15 13 23 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 305,270 COMMITMENTS 104,803 48,326 72,955 95,747 147,587 273,505 268,868 31,765 36,402 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -6,979) -675 -2,742 -829 -2,611 -5,225 -4,115 -8,796 -2,864 1,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 15.8 23.9 31.4 48.3 89.6 88.1 10.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 115 87 131 69 88 257 248 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 351,973 COMMITMENTS 112,836 46,575 80,976 125,394 184,458 319,206 312,009 32,767 39,964 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -7,992) -414 2,264 -3,088 -4,170 -4,064 -7,672 -4,888 -320 -3,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 13.2 23.0 35.6 52.4 90.7 88.6 9.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 118 82 122 109 155 293 310 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,115 COMMITMENTS 1,142 1,721 107 849 556 2,098 2,384 1,017 731 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -1,207) 0 -656 -275 -433 -28 -708 -959 -499 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 55.2 3.4 27.3 17.8 67.4 76.5 32.6 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 17 4 13 12 27 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,199 COMMITMENTS 14,946 16,654 10,674 13,226 9,384 38,846 36,712 9,353 11,487 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 55) -412 152 328 429 -509 345 -29 -290 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 34.6 22.1 27.4 19.5 80.6 76.2 19.4 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 45 54 55 53 50 136 138 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,777 COMMITMENTS 493 1,209 68 1,303 1,248 1,864 2,525 913 252 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 124) -95 56 24 167 9 96 89 28 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 43.5 2.4 46.9 44.9 67.1 90.9 32.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 6 4 9 7 14 15 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,794 COMMITMENTS 3,201 4,322 880 15,070 13,718 19,151 18,920 643 874 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 989) -205 46 137 1,009 749 941 932 48 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 21.8 4.4 76.1 69.3 96.8 95.6 3.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 14 8 11 22 24 39 40 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 61,735 COMMITMENTS 37,977 10,227 0 21,706 50,753 59,683 60,980 2,052 755 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -1,443) -291 5,133 -318 -494 -6,192 -1,103 -1,377 -340 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.5 16.6 0.0 35.2 82.2 96.7 98.8 3.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 21 7 0 3 6 24 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 160,795 COMMITMENTS 19,796 57,867 7,540 70,537 67,737 97,873 133,144 62,922 27,651 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 1,583) -5,801 -570 3,696 -25,916 -2,045 -28,021 1,081 29,604 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 36.0 4.7 43.9 42.1 60.9 82.8 39.1 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 20 33 17 37 33 70 70 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,961 COMMITMENTS 6,317 21,801 76 44,573 15,735 50,966 37,612 7,995 21,349 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -13,216) 1,851 -7,453 -248 -13,906 -4,389 -12,303 -12,090 -913 -1,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 37.0 0.1 75.6 26.7 86.4 63.8 13.6 36.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 9 18 1 12 17 21 36 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 202,744 COMMITMENTS 143,640 26,834 291 52,223 172,858 196,154 199,983 6,590 2,761 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -19,259) 1,742 -13,749 -5,821 -15,614 45 -19,693 -19,525 434 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.8 13.2 0.1 25.8 85.3 96.7 98.6 3.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 76 29 4 11 25 87 58 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 210,421 COMMITMENTS 33,155 85,719 9,133 145,152 77,424 187,440 172,276 22,981 38,145 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -10,760) -606 7,157 -1,185 -7,814 -15,499 -9,605 -9,527 -1,155 -1,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 40.7 4.3 69.0 36.8 89.1 81.9 10.9 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 28 42 17 34 40 69 92 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 123,629 COMMITMENTS 28,169 44,734 3,906 63,256 45,768 95,331 94,408 28,298 29,221 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -45,758) 7,383 -21,217 -2,806 -48,861 -20,779 -44,284 -44,802 -1,474 -956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 36.2 3.2 51.2 37.0 77.1 76.4 22.9 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 24 34 15 34 34 67 74 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 503,825 COMMITMENTS 162,795 215,125 8,882 250,067 222,928 421,744 446,935 82,081 56,890 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -38,985) 13,134 -21,328 -5,932 -39,130 -4,123 -31,928 -31,383 -7,057 -7,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 42.7 1.8 49.6 44.2 83.7 88.7 16.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 76 72 29 84 77 168 170 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,075 COMMITMENTS 3,754 3,532 165 8,465 16,193 12,384 19,890 12,691 5,185 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -1,579) 378 -2,321 -477 -399 2,010 -498 -788 -1,081 -791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 14.1 0.7 33.8 64.6 49.4 79.3 50.6 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 3 2 11 9 18 12 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,648 COMMITMENTS 5,537 7,173 1,931 15,191 14,517 22,659 23,621 5,989 5,027 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 1,554) 842 456 624 49 908 1,515 1,988 39 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 25.0 6.7 53.0 50.7 79.1 82.5 20.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 3 13 10 18 17 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,961 COMMITMENTS 7,692 30,259 658 32,779 10,494 41,129 41,411 1,832 1,550 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 877) 2,043 -1,037 -296 -681 2,285 1,066 952 -189 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 70.4 1.5 76.3 24.4 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 18 5 6 7 21 26 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 64,240 COMMITMENTS 19,552 44,020 323 41,640 13,377 61,515 57,720 2,725 6,520 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 1,743) -3,520 4,826 -346 6,251 -2,879 2,385 1,601 -642 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 68.5 0.5 64.8 20.8 95.8 89.9 4.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 27 54 5 15 10 45 66 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,008 COMMITMENTS 2,770 2,842 0 7,501 6,247 10,271 9,089 737 1,919 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -1,264) -2,507 84 -2 1,254 -1,037 -1,255 -955 -9 -309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 25.8 0.0 68.1 56.7 93.3 82.6 6.7 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 9 0 3 5 10 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,273,139 COMMITMENTS 2027997 1018216 3401270 6157262 6866773 11586529 11286259 686,610 986,880 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -1,089,302) -204,197 -109,142 -368,364 -438,799 -554,445 -1011360 -1031951 -77,942 -57,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 8.3 27.7 50.2 55.9 94.4 92.0 5.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 70 61 98 102 109 221 230 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 5,391 COMMITMENTS 3,400 4,431 491 0 101 3,891 5,023 1,500 368 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 957) 606 737 211 0 0 817 948 140 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.1 82.2 9.1 0.0 1.9 72.2 93.2 27.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 32 13 6 0 2 36 18 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 77,702 COMMITMENTS 23,727 16,284 19,814 33,286 40,607 76,827 76,705 875 997 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 3,956) 2,810 1,910 -1,173 2,420 3,403 4,057 4,140 -101 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 21.0 25.5 42.8 52.3 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 14 6 20 10 18 32 40 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 81,890 COMMITMENTS 23,356 14,494 18,347 39,927 48,770 81,630 81,611 260 279 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 5,455) -802 1,744 2,853 3,468 1,238 5,519 5,835 -64 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 17.7 22.4 48.8 59.6 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 12 18 21 17 20 41 49 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 663,913 COMMITMENTS 87,078 76,203 34,414 456,965 471,887 578,456 582,503 85,456 81,409 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 76,981) 1,414 2,090 15,782 41,302 45,906 58,499 63,779 18,482 13,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 11.5 5.2 68.8 71.1 87.1 87.7 12.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571) 126 92 83 261 261 417 408 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 50,711 COMMITMENTS 6,421 5,934 3 23,409 34,621 29,833 40,558 20,878 10,153 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 9,787) 568 648 -16 4,520 9,928 5,072 10,560 4,715 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 11.7 0.0 46.2 68.3 58.8 80.0 41.2 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 8 1 13 14 17 23 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| 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: 23,284 COMMITMENTS 4,181 363 0 17,282 21,765 21,463 22,128 1,821 1,156 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 1.6 0.0 74.2 93.5 92.2 95.0 7.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 1 0 9 12 16 13 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| 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: 17,822 COMMITMENTS 318 456 0 14,899 16,855 15,217 17,311 2,605 511 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 3,324) 63 200 0 2,872 3,343 2,935 3,543 389 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.6 0.0 83.6 94.6 85.4 97.1 14.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 14 13 15 15 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,066,008 COMMITMENTS 431,532 379,591 143,807 2167778 2186329 2743117 2709727 322,891 356,281 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 335,968) 8,454 11,434 74,769 183,911 179,891 267,134 266,094 68,834 69,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 12.4 4.7 70.7 71.3 89.5 88.4 10.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569) 128 91 80 258 260 413 405 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| 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: 19,889 COMMITMENTS 551 2,653 0 17,103 15,774 17,654 18,427 2,235 1,462 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -5,934) 0 0 0 -5,817 -6,072 -5,817 -6,072 -117 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 13.3 0.0 86.0 79.3 88.8 92.6 11.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 15 13 17 14 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 13,503 COMMITMENTS 222 428 0 10,893 10,349 11,115 10,777 2,388 2,726 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.2 0.0 80.7 76.6 82.3 79.8 17.7 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 12 11 13 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| 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: 23,769 COMMITMENTS 1,507 696 0 18,668 21,801 20,175 22,497 3,594 1,272 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 6,839) 72 -209 0 6,455 6,645 6,527 6,436 312 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 2.9 0.0 78.5 91.7 84.9 94.6 15.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 10 15 13 17 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 72,482 COMMITMENTS 11,837 2,423 204 48,505 62,091 60,546 64,718 11,936 7,764 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 8,317) 668 41 98 4,440 4,635 5,206 4,774 3,111 3,543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 3.3 0.3 66.9 85.7 83.5 89.3 16.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 7 5 3 43 33 52 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 49,541 COMMITMENTS 15,005 10,710 1,096 26,371 30,477 42,472 42,282 7,069 7,259 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 5,557) 1,183 -799 599 3,444 6,573 5,227 6,374 330 -817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 21.6 2.2 53.2 61.5 85.7 85.3 14.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 52 48 26 88 104 154 164 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 247,705 COMMITMENTS 75,025 53,551 5,478 131,856 152,383 212,359 211,412 35,346 36,293 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 27,784) 5,916 -3,995 2,997 17,221 32,867 26,134 31,869 1,650 -4,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 21.6 2.2 53.2 61.5 85.7 85.3 14.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 52 48 26 88 104 154 164 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 178,401 COMMITMENTS 43,352 108,215 3,294 103,974 24,195 150,620 135,704 27,781 42,697 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -19,711) 10,905 12,542 -4,116 -24,216 -29,699 -17,427 -21,273 -2,284 1,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 60.7 1.8 58.3 13.6 84.4 76.1 15.6 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 22 41 13 27 23 55 71 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 472,174 COMMITMENTS 48,542 97,576 17,448 383,024 322,253 449,014 437,277 23,160 34,897 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 47,543) -3,286 3,940 6,147 46,619 25,290 49,480 35,377 -1,937 12,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 20.7 3.7 81.1 68.2 95.1 92.6 4.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 53 49 29 134 124 199 190 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 23,461 COMMITMENTS 9,288 15,253 13 8,507 5,151 17,808 20,417 5,653 3,044 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -8,976) 710 -7,497 -639 -9,471 -9 -9,400 -8,145 424 -831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 65.0 0.1 36.3 22.0 75.9 87.0 24.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 12 5 1 11 5 24 10 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,974 COMMITMENTS 27,811 10,012 49 19,652 18,913 47,512 28,974 7,462 26,000 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: -29,483) -12,972 -1,967 -2,689 -6,832 -17,925 -22,493 -22,581 -6,990 -6,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.6 18.2 0.1 35.7 34.4 86.4 52.7 13.6 47.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 17 10 1 28 18 45 29 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 06/18/19 | --------------------------------------------------------------| 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: 114,113 COMMITMENTS 10,882 5,676 884 102,322 107,493 114,088 114,053 25 60 CHANGES FROM 06/11/19 (CHANGE IN OPEN INTEREST: 2,346) -50 0 32 2,364 2,314 2,346 2,346 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 5.0 0.8 89.7 94.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 3 3 16 22 22 27
Updated June 21, 2019