BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 11,559 COMMITMENTS 717 3,586 1,237 8,792 6,432 10,746 11,255 812 304 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -60) -10 14 -46 -14 -40 -71 -72 10 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 31.0 10.7 76.1 55.7 93.0 97.4 7.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 10 8 27 23 36 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 49,090 COMMITMENTS 8,164 2,632 15,098 19,883 21,241 43,145 38,972 5,945 10,118 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,169) 261 9 669 561 1,070 1,490 1,747 679 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 5.4 30.8 40.5 43.3 87.9 79.4 12.1 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 23 18 24 38 27 71 59 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED 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: 15,340 COMMITMENTS 844 2,285 2,970 10,763 9,304 14,577 14,559 762 781 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 373) 69 -12 -63 334 478 340 403 33 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 14.9 19.4 70.2 60.7 95.0 94.9 5.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 10 9 35 22 45 34 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED 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: 12,304 COMMITMENTS 6,227 469 2,080 3,549 7,133 11,856 9,682 448 2,622 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 273) 199 4 41 18 68 259 113 14 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 3.8 16.9 28.8 58.0 96.4 78.7 3.6 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 3 8 15 20 25 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 423,586 COMMITMENTS 105,587 40,458 152,891 130,352 184,059 388,830 377,408 34,756 46,178 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 7,533) -1,353 3,110 4,912 4,739 -1,101 8,298 6,921 -765 612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 9.6 36.1 30.8 43.5 91.8 89.1 8.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 142 87 146 85 96 297 270 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 407,362 COMMITMENTS 103,282 46,318 124,232 142,081 193,295 369,595 363,845 37,768 43,517 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -2,105) -2,711 2,455 3,141 -1,447 -3,144 -1,017 2,452 -1,088 -4,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 11.4 30.5 34.9 47.5 90.7 89.3 9.3 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421) 142 83 140 133 156 345 325 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 3,087 COMMITMENTS 829 858 730 481 708 2,041 2,297 1,046 790 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -450) -17 -121 -251 -240 -108 -509 -480 59 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 27.8 23.7 15.6 22.9 66.1 74.4 33.9 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 15 9 8 9 10 25 26 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 62,518 COMMITMENTS 14,453 17,330 19,015 16,790 11,559 50,259 47,905 12,259 14,613 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,043) 115 175 138 49 -699 302 -386 -1,345 -657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 27.7 30.4 26.9 18.5 80.4 76.6 19.6 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 62 58 67 78 75 179 176 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED 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: 4,307 COMMITMENTS 632 1,194 555 1,901 2,127 3,088 3,877 1,219 430 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 296) 118 68 -5 144 179 258 242 38 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 27.7 12.9 44.1 49.4 71.7 90.0 28.3 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 6 12 6 19 15 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 33,109 COMMITMENTS 2,402 4,880 6,584 23,177 19,996 32,162 31,460 946 1,648 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,333) -172 286 865 1,556 1,111 2,249 2,262 84 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 14.7 19.9 70.0 60.4 97.1 95.0 2.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 15 16 33 36 53 58 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 172,962 COMMITMENTS 44,555 36,331 12,231 77,003 98,742 133,788 147,304 39,173 25,657 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 19,630) 19,822 -2,164 726 -1,810 21,436 18,739 19,998 892 -368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 21.0 7.1 44.5 57.1 77.4 85.2 22.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 32 28 17 42 31 86 64 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 52,242 COMMITMENTS 5,964 16,511 613 35,106 14,797 41,683 31,921 10,559 20,321 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -4,985) -1,360 -6,909 188 -3,440 1,192 -4,612 -5,529 -373 544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 31.6 1.2 67.2 28.3 79.8 61.1 20.2 38.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 12 5 12 18 21 32 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 236,493 COMMITMENTS 168,588 60,285 575 59,809 172,862 228,972 233,722 7,520 2,771 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 19,637) 14,312 21,040 191 5,090 -1,639 19,593 19,592 44 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.3 25.5 0.2 25.3 73.1 96.8 98.8 3.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 88 34 10 20 28 110 70 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 243,301 COMMITMENTS 33,074 97,810 17,325 167,296 89,994 217,695 205,129 25,606 38,173 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 17,737) 1,004 7,162 1,971 16,972 5,845 19,947 14,977 -2,210 2,760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 40.2 7.1 68.8 37.0 89.5 84.3 10.5 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 23 50 25 38 51 76 112 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 162,967 COMMITMENTS 33,157 37,754 21,122 75,903 74,370 130,182 133,246 32,785 29,722 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -4,393) 3,785 -3,282 -5,519 -95 3,822 -1,829 -4,979 -2,564 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 23.2 13.0 46.6 45.6 79.9 81.8 20.1 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 33 29 22 43 38 85 80 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 583,643 COMMITMENTS 155,449 186,174 49,027 289,459 284,951 493,935 520,151 89,708 63,492 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -6,624) -2,002 -24,685 -5,907 3,780 20,034 -4,130 -10,558 -2,495 3,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 31.9 8.4 49.6 48.8 84.6 89.1 15.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 86 68 54 98 86 202 190 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 22,032 COMMITMENTS 9,427 13,689 0 10,483 7,093 19,910 20,782 2,122 1,250 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -21,839) 486 -17,920 -105 -22,089 -3,877 -21,708 -21,902 -131 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 62.1 0.0 47.6 32.2 90.4 94.3 9.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 17 0 6 6 21 23 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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: 55,036 COMMITMENTS 11,272 35,307 790 40,046 13,204 52,108 49,301 2,927 5,734 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -6,824) -6,339 -6,362 210 -1,278 465 -7,407 -5,686 583 -1,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 8 14 9 38 56 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 30,270,907 COMMITMENTS 1756481 953,475 17548188 10186433 10775947 29491101 29277611 779,805 993,296 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -872,839) 137,154 -84,631 -916,671 -134,895 164,023 -914,411 -837,279 41,572 -35,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 3.1 58.0 33.7 35.6 97.4 96.7 2.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 71 100 135 122 130 275 288 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 725,006 COMMITMENTS 75,093 64,425 142,951 420,989 432,991 639,033 640,368 85,973 84,638 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 5,127) -4,185 6,024 -15,214 17,812 9,255 -1,587 66 6,714 5,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 8.9 19.7 58.1 59.7 88.1 88.3 11.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608) 138 121 143 258 259 464 455 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 55,461 COMMITMENTS 2,680 2,170 13,530 12,496 23,515 28,705 39,215 26,756 16,246 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 6,573) -3,412 -804 3,003 1,419 3,066 1,009 5,264 5,564 1,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 3.9 24.4 22.5 42.4 51.8 70.7 48.2 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 9 17 14 16 38 34 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,347,722 COMMITMENTS 366,903 316,113 642,268 2042466 2047380 3051638 3005761 296,084 341,960 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -7,231) -22,516 15,489 -72,429 81,964 30,949 -12,981 -25,992 5,750 18,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 9.4 19.2 61.0 61.2 91.2 89.8 8.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593) 132 116 137 255 253 450 443 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 45,119 COMMITMENTS 14,155 8,883 2,800 21,609 25,593 38,564 37,276 6,555 7,843 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -1,724) -1,436 -1,892 -197 -133 -18 -1,765 -2,106 41 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 19.7 6.2 47.9 56.7 85.5 82.6 14.5 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 51 48 25 74 84 138 144 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 225,595 COMMITMENTS 70,776 44,414 14,000 108,046 127,965 192,822 186,379 32,773 39,215 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -8,621) -7,178 -9,460 -983 -664 -88 -8,825 -10,531 204 1,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 19.7 6.2 47.9 56.7 85.5 82.6 14.5 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 51 48 25 74 84 138 144 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 176,568 COMMITMENTS 34,386 92,597 10,334 103,939 35,724 148,659 138,655 27,908 37,913 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: -3,773) 4,320 -3,181 -177 -6,315 3,082 -2,173 -276 -1,600 -3,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 52.4 5.9 58.9 20.2 84.2 78.5 15.8 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 25 40 19 31 30 65 80 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED 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: 419,515 COMMITMENTS 48,184 122,840 10,701 340,263 267,542 399,148 401,083 20,366 18,432 CHANGES FROM 06/25/19 (CHANGE IN OPEN INTEREST: 2,510) 148 11,465 -2,909 5,743 -5,704 2,983 2,852 -473 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 29.3 2.6 81.1 63.8 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 44 56 22 119 114 175 180 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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