BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,160 COMMITMENTS 585 1,924 516 9,563 8,225 10,664 10,665 496 495 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 387) 132 -48 25 206 416 363 393 24 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 17.2 4.6 85.7 73.7 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 9 7 27 24 34 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,202 COMMITMENTS 10,875 5,237 811 9,586 11,436 21,272 17,484 1,930 5,718 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,249) 1,102 2 -49 1,146 2,111 2,199 2,064 50 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 22.6 3.5 41.3 49.3 91.7 75.4 8.3 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 12 25 14 19 20 37 53 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,925 COMMITMENTS 1,478 450 605 7,263 8,274 9,346 9,329 579 596 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 270) -285 -66 100 428 203 243 237 27 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 4.5 6.1 73.2 83.4 94.2 94.0 5.8 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 5 7 34 27 41 36 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,984 COMMITMENTS 746 3,361 316 4,476 1,886 5,538 5,563 446 421 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 266) -85 324 8 237 -51 160 281 106 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 56.2 5.3 74.8 31.5 92.5 93.0 7.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 6 7 15 11 23 18 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,578 COMMITMENTS 81,202 56,549 43,640 89,741 110,159 214,583 210,348 15,995 20,230 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 3,427) -918 -252 2,754 1,029 2,524 2,865 5,026 562 -1,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 24.5 18.9 38.9 47.8 93.1 91.2 6.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 75 102 110 64 79 215 232 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,223 COMMITMENTS 70,601 46,242 48,603 113,030 136,972 232,234 231,817 32,989 33,406 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -136) 2,927 -1,323 5,204 -5,732 -1,655 2,399 2,226 -2,535 -2,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 17.4 18.3 42.6 51.6 87.6 87.4 12.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 82 83 104 97 117 242 256 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,752 COMMITMENTS 218 816 139 1,540 1,122 1,897 2,077 855 675 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -53) 16 -13 51 -91 -17 -24 21 -29 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 29.7 5.1 56.0 40.8 68.9 75.5 31.1 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 14 7 13 10 25 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,528 COMMITMENTS 10,172 8,847 6,555 8,605 6,310 25,332 21,712 6,196 9,816 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -2,702) -94 -521 -1,132 -920 -1,220 -2,146 -2,873 -556 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 28.1 20.8 27.3 20.0 80.3 68.9 19.7 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 31 45 41 37 47 98 112 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,410 COMMITMENTS 1,305 10,757 726 23,208 12,969 25,239 24,452 171 958 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 698) -84 561 22 766 128 704 711 -6 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 42.3 2.9 91.3 51.0 99.3 96.2 0.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 12 4 20 25 29 41 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,433 COMMITMENTS 8,432 4,620 0 15,081 18,106 23,513 22,726 920 1,707 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,584) -59 1,416 0 1,561 -155 1,502 1,261 82 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 18.9 0.0 61.7 74.1 96.2 93.0 3.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 12 0 7 7 19 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,798 COMMITMENTS 18,038 41,798 1,917 75,178 43,815 95,133 87,530 24,665 32,268 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,275) 986 313 -656 2,291 415 2,621 72 -346 2,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 34.9 1.6 62.8 36.6 79.4 73.1 20.6 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 17 20 6 34 32 52 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,718 COMMITMENTS 11,608 6,951 11 11,205 14,612 22,824 21,574 9,894 11,144 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,327) 422 1,369 -3 1,771 740 2,190 2,106 137 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 21.2 0.0 34.2 44.7 69.8 65.9 30.2 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 7 9 1 13 12 20 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,371 COMMITMENTS 29,926 26,593 959 74,298 76,160 105,183 103,712 4,188 5,659 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 7,234) 3,160 5,583 28 4,559 745 7,747 6,356 -513 878 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 24.3 0.9 67.9 69.6 96.2 94.8 3.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 29 43 5 18 31 49 77 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 153,088 COMMITMENTS 30,287 27,055 3,748 98,814 94,975 132,849 125,778 20,239 27,310 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,770) -967 -506 -129 2,103 1,190 1,007 555 1,763 2,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 17.7 2.4 64.5 62.0 86.8 82.2 13.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 17 24 9 35 44 58 71 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 122,929 COMMITMENTS 49,863 27,220 1,037 48,656 75,435 99,556 103,692 23,373 19,237 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 4,334) 614 381 507 -2,644 4,531 -1,523 5,419 5,857 -1,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 22.1 0.8 39.6 61.4 81.0 84.4 19.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 23 28 9 34 34 63 65 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 543,361 COMMITMENTS 165,078 78,461 5,598 296,805 417,530 467,481 501,589 75,880 41,772 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -11,336) 3,893 -3,100 -1,491 -7,716 -4,590 -5,314 -9,181 -6,022 -2,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 14.4 1.0 54.6 76.8 86.0 92.3 14.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 76 41 24 97 74 178 134 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 21,205 COMMITMENTS 3,452 2,108 163 6,151 15,233 9,766 17,504 11,439 3,701 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -159) 79 -372 0 36 -5 115 -377 -274 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 9.9 0.8 29.0 71.8 46.1 82.5 53.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 1 9 9 15 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,974 COMMITMENTS 5,515 14,959 130 13,527 3,385 19,172 18,474 1,802 2,500 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 809) 982 1,098 4 -129 -24 857 1,078 -48 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 71.3 0.6 64.5 16.1 91.4 88.1 8.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 12 20 2 8 9 21 31 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,812 COMMITMENTS 8,958 23,536 741 28,054 9,815 37,753 34,092 2,059 5,720 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -494) -1,010 -1,085 -209 628 838 -591 -456 97 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 59.1 1.9 70.5 24.7 94.8 85.6 5.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 19 31 8 19 15 42 50 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,867 COMMITMENTS 4,806 5,025 0 10,742 8,740 15,548 13,765 319 2,102 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 40) 135 -175 0 53 145 188 -30 -148 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 31.7 0.0 67.7 55.1 98.0 86.8 2.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 9 0 5 6 10 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,284,022 COMMITMENTS 1270908 1856171 2833015 5573911 4837239 9677834 9526425 606,188 757,597 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -556,078) -131,327 -312,832 -82,828 -334,425 -171,525 -548,580 -567,185 -7,498 11,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 18.0 27.5 54.2 47.0 94.1 92.6 5.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 54 48 76 108 109 206 194 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 5,538 COMMITMENTS 3,369 4,875 266 0 0 3,635 5,141 1,903 397 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 90) -11 85 -37 0 0 -48 48 138 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 88.0 4.8 0.0 0.0 65.6 92.8 34.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 34 28 8 0 0 38 32 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 157,103 COMMITMENTS 36,584 28,522 24,795 95,648 101,042 157,027 154,359 76 2,744 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -1,990) 1,335 586 -278 -3,055 -2,468 -1,998 -2,160 8 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 18.2 15.8 60.9 64.3 100.0 98.3 0.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 17 17 10 17 31 41 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 346,208 COMMITMENTS 28,532 100,308 20,774 296,815 222,377 346,121 343,459 87 2,749 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 29,852) 11,407 15,937 4,206 14,263 9,390 29,876 29,533 -24 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 29.0 6.0 85.7 64.2 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 17 27 23 22 38 49 78 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 777,289 COMMITMENTS 75,295 104,271 30,174 548,212 496,262 653,681 630,707 123,607 146,581 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 5,155) -1,602 11,709 4,703 1,004 -17,463 4,104 -1,052 1,051 6,207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 13.4 3.9 70.5 63.8 84.1 81.1 15.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626) 96 125 62 281 298 408 454 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 90,437 COMMITMENTS 16,891 2,311 0 68,061 12,778 84,952 15,089 5,485 75,348 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 7,807) 3,846 1,606 -900 4,400 3,957 7,346 4,663 461 3,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 2.6 0.0 75.3 14.1 93.9 16.7 6.1 83.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 4 0 14 7 18 11 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| 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: 8,990 COMMITMENTS 356 955 0 6,904 6,852 7,260 7,807 1,730 1,183 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -79) 0 524 0 -204 -476 -204 48 125 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 10.6 0.0 76.8 76.2 80.8 86.8 19.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 10 10 11 12 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,434,258 COMMITMENTS 368,759 586,540 74,130 2400757 2417422 2843646 3078092 590,612 356,166 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -13,260) -657 77,099 1,429 -16,981 -107,101 -16,209 -28,573 2,949 15,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 17.1 2.2 69.9 70.4 82.8 89.6 17.2 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626) 96 125 62 278 294 405 450 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 74,750 COMMITMENTS 7,918 1,390 307 59,133 68,408 67,358 70,105 7,392 4,645 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -4,504) -389 -743 66 -4,076 -4,138 -4,399 -4,815 -105 311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 1.9 0.4 79.1 91.5 90.1 93.8 9.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 5 1 42 37 50 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 35,587 COMMITMENTS 10,902 10,853 573 18,827 17,222 30,303 28,648 5,284 6,940 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -1,086) -1,056 1,697 88 129 -2,587 -839 -802 -247 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 30.5 1.6 52.9 48.4 85.2 80.5 14.8 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 52 43 18 101 84 164 136 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 177,937 COMMITMENTS 54,512 54,263 2,867 94,136 86,108 151,515 143,238 26,422 34,699 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -5,430) -5,282 8,483 442 645 -12,933 -4,195 -4,008 -1,235 -1,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 30.5 1.6 52.9 48.4 85.2 80.5 14.8 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 52 43 18 101 84 164 136 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,258 COMMITMENTS 22,037 57,591 1,153 90,406 39,133 113,596 97,877 14,662 30,381 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -1,798) -4,446 -4,290 -345 3,537 258 -1,254 -4,377 -544 2,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 44.9 0.9 70.5 30.5 88.6 76.3 11.4 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 12 29 6 20 29 38 58 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 531,857 COMMITMENTS 49,758 73,810 3,450 463,080 434,967 516,288 512,227 15,569 19,630 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -29,528) -11,401 1,558 -825 -17,524 -32,117 -29,750 -31,384 222 1,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 13.9 0.6 87.1 81.8 97.1 96.3 2.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 39 38 20 142 131 193 177 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,101 COMMITMENTS 4,322 5,200 328 23,656 15,656 28,306 21,184 5,795 12,917 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 756) 140 325 -299 709 -2,685 550 -2,659 206 3,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 15.2 1.0 69.4 45.9 83.0 62.1 17.0 37.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 12 11 4 26 28 39 42 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| 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: 148,721 COMMITMENTS 65,212 0 1,474 81,790 147,190 148,476 148,664 245 57 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -1,268) -1,929 -1 -46 924 -1,003 -1,051 -1,050 -217 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 0.0 1.0 55.0 99.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 19 0 4 32 26 51 30
Updated April 17, 2020