BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,590 COMMITMENTS 932 3,488 183 6,777 4,657 7,892 8,328 698 262 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 74) -23 -25 14 79 72 70 61 4 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 40.6 2.1 78.9 54.2 91.9 96.9 8.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 8 6 25 17 32 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,868 COMMITMENTS 7,624 6,410 1,318 11,665 9,930 20,607 17,658 3,261 6,210 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 587) 378 90 6 -122 212 262 308 325 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 26.9 5.5 48.9 41.6 86.3 74.0 13.7 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 21 18 21 17 50 44 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,093 COMMITMENTS 2,369 2,173 142 7,054 7,179 9,565 9,494 528 599 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 442) 280 23 -13 145 450 412 460 30 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 21.5 1.4 69.9 71.1 94.8 94.1 5.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 7 6 28 18 37 28 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,969 COMMITMENTS 5,818 1,178 325 2,638 5,803 8,781 7,306 188 1,663 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 213) 154 18 20 32 48 206 86 7 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 13.1 3.6 29.4 64.7 97.9 81.5 2.1 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 5 4 15 12 23 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,506 COMMITMENTS 106,002 56,854 68,082 93,785 138,478 267,869 263,414 29,637 34,092 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,020) -885 3,578 223 3,242 -2,379 2,580 1,422 -560 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 19.1 22.9 31.5 46.5 90.0 88.5 10.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 117 88 117 61 87 244 241 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,488 COMMITMENTS 105,290 50,911 86,503 126,068 178,577 317,861 315,991 31,627 33,497 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,089) -3,011 1,553 4,057 -1,010 -2,433 36 3,177 -1,125 -4,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 14.6 24.8 36.1 51.1 91.0 90.4 9.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 117 80 123 102 144 285 300 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,567 COMMITMENTS 1,071 1,241 4 470 604 1,545 1,849 1,022 718 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -113) -77 -160 -31 -116 46 -224 -145 111 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 48.3 0.2 18.3 23.5 60.2 72.0 39.8 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 12 1 7 10 16 23 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,579 COMMITMENTS 15,046 17,637 11,344 13,287 9,221 39,677 38,202 9,902 11,377 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 72) 106 78 551 258 -635 915 -6 -843 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 35.6 22.9 26.8 18.6 80.0 77.1 20.0 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 49 51 57 53 54 135 144 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,009 COMMITMENTS 394 1,242 167 1,519 1,295 2,080 2,704 929 305 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 73) -38 -16 38 63 39 63 61 10 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 41.3 5.6 50.5 43.0 69.1 89.9 30.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 6 4 9 6 14 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,310 COMMITMENTS 3,937 4,497 930 15,687 14,874 20,554 20,301 756 1,009 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 674) 243 145 102 259 392 604 639 70 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 21.1 4.4 73.6 69.8 96.5 95.3 3.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 14 9 11 25 28 42 45 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 76,712 COMMITMENTS 47,510 15,464 0 26,629 60,282 74,139 75,746 2,573 966 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 8,931) 4,985 1,672 0 3,632 7,138 8,617 8,810 314 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 20.2 0.0 34.7 78.6 96.6 98.7 3.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 21 7 0 4 8 25 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 157,998 COMMITMENTS 45,057 38,764 4,779 70,570 90,343 120,406 133,886 37,592 24,112 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 20,455) 20,307 -776 452 -1,075 21,265 19,684 20,941 771 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 24.5 3.0 44.7 57.2 76.2 84.7 23.8 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 33 25 13 39 26 80 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,766 COMMITMENTS 5,672 16,414 394 34,647 14,002 40,713 30,810 10,053 19,956 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -4,974) -1,358 -7,097 376 -3,567 1,195 -4,549 -5,526 -425 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 32.3 0.8 68.2 27.6 80.2 60.7 19.8 39.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 12 3 12 16 20 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 236,052 COMMITMENTS 168,532 60,265 294 59,768 172,759 228,594 233,318 7,458 2,734 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 19,846) 14,327 21,095 129 5,271 -1,422 19,727 19,802 119 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.4 25.5 0.1 25.3 73.2 96.8 98.8 3.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 88 33 6 19 27 107 66 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 224,591 COMMITMENTS 33,647 97,891 8,735 158,837 80,904 201,219 187,530 23,372 37,061 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 17,048) 1,588 6,895 1,559 16,272 5,770 19,419 14,224 -2,371 2,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 43.6 3.9 70.7 36.0 89.6 83.5 10.4 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 22 48 19 33 42 66 99 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,355 COMMITMENTS 34,198 35,425 7,645 66,542 67,869 108,385 110,939 30,970 28,416 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -84) 3,108 -5,812 -1,469 770 5,878 2,409 -1,403 -2,493 1,319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 25.4 5.5 47.7 48.7 77.8 79.6 22.2 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 35 26 16 37 34 77 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 520,970 COMMITMENTS 157,122 188,855 10,902 268,544 261,228 436,568 460,985 84,402 59,985 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -937) -2,163 -26,725 -2,261 6,519 22,812 2,095 -6,174 -3,032 5,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 36.3 2.1 51.5 50.1 83.8 88.5 16.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 79 63 35 92 76 181 164 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,699 COMMITMENTS 3,155 3,699 165 8,728 16,501 12,048 20,365 13,651 5,334 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 379) -573 308 0 381 297 -192 605 571 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 14.4 0.6 34.0 64.2 46.9 79.2 53.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 2 12 10 18 13 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,337 COMMITMENTS 5,476 7,204 15 13,889 13,596 19,380 20,815 5,957 4,522 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 35) -223 -49 0 2 63 -221 14 256 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 28.4 0.1 54.8 53.7 76.5 82.2 23.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 1 12 9 16 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,025 COMMITMENTS 9,427 13,689 0 10,483 7,093 19,910 20,782 2,115 1,243 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -21,819) 486 -17,920 -105 -22,089 -3,877 -21,708 -21,902 -111 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 62.2 0.0 47.6 32.2 90.4 94.4 9.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 17 0 6 6 21 23 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,017 COMMITMENTS 11,272 35,304 784 40,036 13,196 52,092 49,284 2,925 5,733 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -6,811) -6,339 -6,360 215 -1,270 470 -7,394 -5,675 583 -1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 64.2 1.4 72.8 24.0 94.7 89.6 5.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 44 7 13 9 36 56 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,760 COMMITMENTS 9,548 8,119 0 7,360 7,804 16,908 15,923 852 1,837 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 5,467) 5,659 4,681 0 -134 937 5,525 5,618 -58 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 45.7 0.0 41.4 43.9 95.2 89.7 4.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 10 0 3 7 7 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,898,895 COMMITMENTS 2619269 1192868 3551329 6013659 7220591 12184257 11964788 714,638 934,107 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 235,646) 161,597 7,866 51,204 -29,695 221,056 183,106 280,126 52,540 -44,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 9.2 27.5 46.6 56.0 94.5 92.8 5.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 75 61 100 105 112 228 237 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 5,839 COMMITMENTS 4,082 5,206 222 0 78 4,304 5,506 1,535 333 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -182) 189 80 -169 0 -9 20 -98 -202 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.9 89.2 3.8 0.0 1.3 73.7 94.3 26.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 34 18 8 0 2 38 24 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 57,660 COMMITMENTS 12,396 15,891 19,062 25,260 21,819 56,718 56,772 942 888 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 6,623) 894 102 341 5,837 6,610 7,072 7,053 -449 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 27.6 33.1 43.8 37.8 98.4 98.5 1.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 5 21 10 17 31 40 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 70,795 COMMITMENTS 22,899 13,874 15,179 31,738 41,614 69,816 70,667 979 128 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -18,788) -519 -2,333 -3,488 -15,525 -12,801 -19,532 -18,622 744 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 19.6 21.4 44.8 58.8 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 15 21 15 21 39 51 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 532,421 COMMITMENTS 75,330 64,223 15,859 370,021 385,538 461,210 465,620 71,211 66,801 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 16,171) -5,896 3,327 -1,601 17,447 10,455 9,950 12,181 6,221 3,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 12.1 3.0 69.5 72.4 86.6 87.5 13.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548) 110 93 60 227 244 360 375 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,545,506 COMMITMENTS 371,602 318,483 76,930 1834964 1854537 2283496 2249950 262,010 295,556 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 77,965) -27,877 5,533 10,057 85,782 41,384 67,962 56,974 10,003 20,991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 12.5 3.0 72.1 72.9 89.7 88.4 10.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546) 110 93 59 225 241 358 371 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| 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: 13,120 COMMITMENTS 851 2,653 0 9,941 9,866 10,792 12,519 2,328 601 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -320) 299 0 0 -367 -471 -68 -471 -252 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 20.2 0.0 75.8 75.2 82.3 95.4 17.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 8 11 11 12 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 8,513 COMMITMENTS 232 1,050 0 6,654 6,476 6,886 7,526 1,627 987 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 12.3 0.0 78.2 76.1 80.9 88.4 19.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 0 7 9 8 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 63,188 COMMITMENTS 13,082 2,863 797 39,500 56,760 53,379 60,420 9,809 2,768 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 61) -614 611 418 -230 -496 -426 533 487 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 4.5 1.3 62.5 89.8 84.5 95.6 15.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 10 7 5 41 35 54 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 41,814 COMMITMENTS 14,070 9,150 407 21,144 25,055 35,622 34,613 6,192 7,201 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,577) -1,462 -1,868 -89 -112 67 -1,663 -1,890 85 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 21.9 1.0 50.6 59.9 85.2 82.8 14.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 50 44 18 70 81 126 137 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 209,069 COMMITMENTS 70,352 45,750 2,037 105,721 125,277 178,110 173,064 30,959 36,005 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -7,887) -7,308 -9,340 -445 -560 333 -8,313 -9,452 426 1,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 21.9 1.0 50.6 59.9 85.2 82.8 14.8 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 50 44 18 70 81 126 137 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,186 COMMITMENTS 34,840 93,575 3,349 98,007 29,627 136,196 126,551 25,990 35,635 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -2,555) 4,314 -3,271 608 -6,215 3,204 -1,293 541 -1,262 -3,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 57.7 2.1 60.4 18.3 84.0 78.0 16.0 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 22 39 14 27 25 57 70 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 414,369 COMMITMENTS 48,499 123,341 6,582 339,190 266,344 394,271 396,267 20,098 18,102 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,463) 329 11,392 -3,245 5,800 -5,433 2,884 2,714 -421 -251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 29.8 1.6 81.9 64.3 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 45 55 17 118 109 172 172 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 26,137 COMMITMENTS 11,973 18,402 1 8,849 5,161 20,823 23,564 5,314 2,573 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,453) -717 -828 -27 13 -215 -731 -1,070 -722 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 70.4 0.0 33.9 19.7 79.7 90.2 20.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 17 3 1 11 5 28 9 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,355 COMMITMENTS 26,781 14,804 128 21,345 26,984 48,254 41,916 7,101 13,439 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,789) -3,001 1,047 -336 703 2,169 -2,634 2,880 845 -4,669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 26.7 0.2 38.6 48.7 87.2 75.7 12.8 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 12 15 5 27 24 41 42 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| 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: 119,897 COMMITMENTS 12,983 5,676 1,026 105,863 113,135 119,872 119,837 25 60 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,775) 451 0 7 -2,233 -1,782 -1,775 -1,775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 4.7 0.9 88.3 94.4 100.0 99.9 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 3 3 17 22 23 27
Updated July 8, 2019