BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,299 COMMITMENTS 756 1,665 715 9,420 8,392 10,891 10,772 408 527 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -156) 106 -118 76 -274 -116 -92 -158 -64 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 14.7 6.3 83.4 74.3 96.4 95.3 3.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 8 7 28 24 35 36 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,855 COMMITMENTS 11,887 6,391 944 11,198 12,858 24,029 20,193 1,826 5,662 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 903) 325 504 53 634 525 1,012 1,082 -109 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 24.7 3.7 43.3 49.7 92.9 78.1 7.1 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 11 30 17 25 24 48 59 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,480 COMMITMENTS 1,321 395 754 7,801 8,676 9,876 9,825 604 655 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 401) -93 -168 217 247 250 371 299 30 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 3.8 7.2 74.4 82.8 94.2 93.8 5.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 5 7 36 28 44 37 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,170 COMMITMENTS 364 3,637 298 5,011 1,838 5,673 5,773 497 397 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 77) -286 109 37 296 -34 47 112 30 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 58.9 4.8 81.2 29.8 91.9 93.6 8.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 6 6 19 12 26 19 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 207,887 COMMITMENTS 66,076 48,697 40,601 85,693 99,856 192,370 189,154 15,517 18,733 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -13,973) -8,924 -5,498 -3,797 -786 -3,351 -13,507 -12,646 -466 -1,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 23.4 19.5 41.2 48.0 92.5 91.0 7.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 83 74 97 59 68 197 198 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,919 COMMITMENTS 72,367 41,839 51,081 112,192 142,441 235,640 235,361 31,279 31,558 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,485) 1,159 -2,030 915 -1,558 3,432 516 2,317 969 -832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 15.7 19.1 42.0 53.4 88.3 88.2 11.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 84 80 104 106 124 257 263 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,766 COMMITMENTS 208 764 209 1,510 1,036 1,927 2,009 839 757 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 103) -15 26 19 59 4 63 49 40 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 27.6 7.6 54.6 37.5 69.7 72.6 30.3 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 13 7 14 10 25 26 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,003 COMMITMENTS 10,060 9,386 6,733 10,096 7,430 26,889 23,549 6,114 9,454 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 890) -90 149 382 499 534 791 1,065 99 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 28.4 20.4 30.6 22.5 81.5 71.4 18.5 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 31 46 41 38 51 99 114 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,227 COMMITMENTS 1,286 10,917 774 24,947 14,575 27,007 26,266 220 961 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 765) 8 -479 134 573 1,115 715 770 50 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 40.1 2.8 91.6 53.5 99.2 96.5 0.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 9 11 8 23 27 34 44 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,774 COMMITMENTS 8,562 2,995 0 14,074 18,758 22,636 21,753 1,138 2,021 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -301) 844 -503 0 -1,544 194 -700 -309 399 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 12.6 0.0 59.2 78.9 95.2 91.5 4.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 11 0 7 8 16 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,660 COMMITMENTS 16,032 45,076 1,970 75,079 39,250 93,081 86,296 24,579 31,364 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -3,553) -3,772 1,381 -102 -251 -2,157 -4,125 -878 572 -2,675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 38.3 1.7 63.8 33.4 79.1 73.3 20.9 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 12 20 8 38 33 54 58 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,326 COMMITMENTS 12,474 6,898 12 11,781 17,228 24,267 24,138 12,059 12,188 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,300) -257 -909 3 1,353 1,050 1,099 144 201 1,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 19.0 0.0 32.4 47.4 66.8 66.4 33.2 33.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 11 1 14 13 22 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,359 COMMITMENTS 32,191 23,710 808 66,098 73,542 99,097 98,060 4,262 5,299 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,121) 6,340 -901 158 -9,278 -418 -2,780 -1,161 659 -960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 22.9 0.8 63.9 71.2 95.9 94.9 4.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 33 48 5 15 37 49 89 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 162,868 COMMITMENTS 31,466 38,147 4,354 109,022 91,214 144,842 133,715 18,026 29,153 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 4,080) 1,939 7,240 578 2,202 -4,004 4,719 3,814 -639 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 23.4 2.7 66.9 56.0 88.9 82.1 11.1 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 15 27 8 32 44 53 73 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 143,835 COMMITMENTS 59,962 27,636 751 56,947 93,684 117,660 122,071 26,175 21,764 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 15,563) 6,232 -68 -67 4,564 15,496 10,729 15,361 4,834 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 19.2 0.5 39.6 65.1 81.8 84.9 18.2 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 24 25 7 30 32 58 60 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 545,082 COMMITMENTS 167,264 87,583 11,596 291,497 399,179 470,357 498,358 74,725 46,724 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -1,579) -3,114 4,423 5,635 -6,222 -13,913 -3,701 -3,855 2,122 2,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 16.1 2.1 53.5 73.2 86.3 91.4 13.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 78 42 25 98 72 181 134 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,091 COMMITMENTS 3,274 2,571 163 6,920 15,229 10,357 17,963 11,734 4,128 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -80) -67 -332 0 673 0 606 -332 -686 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 11.6 0.7 31.3 68.9 46.9 81.3 53.1 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 1 10 9 16 11 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,847 COMMITMENTS 6,804 16,060 265 18,163 7,193 25,232 23,518 1,615 3,329 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 4,204) -185 -323 136 4,271 3,824 4,222 3,637 -18 567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 59.8 1.0 67.7 26.8 94.0 87.6 6.0 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 14 20 2 8 12 24 34 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,267 COMMITMENTS 9,856 23,635 1,070 28,495 10,974 39,421 35,679 1,846 5,588 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,114) 1,574 1,094 -161 481 1,322 1,894 2,255 220 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 57.3 2.6 69.1 26.6 95.5 86.5 4.5 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 19 33 9 19 18 43 55 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 15,421 COMMITMENTS 5,210 4,929 0 9,734 8,300 14,944 13,229 477 2,192 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -750) -318 -453 -150 -387 -238 -855 -841 105 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 32.0 0.0 63.1 53.8 96.9 85.8 3.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 7 0 5 6 11 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,688,946 COMMITMENTS 1209325 2035908 3077986 5842190 4871774 10129501 9985668 559,445 703,278 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 51,651) -9,482 -123,106 164,713 -66,344 20,323 88,887 61,930 -37,236 -10,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 19.0 28.8 54.7 45.6 94.8 93.4 5.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 51 50 78 110 116 206 204 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 6,111 COMMITMENTS 3,634 5,228 466 0 0 4,100 5,694 2,011 417 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 463) 225 286 200 0 0 425 486 38 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 85.6 7.6 0.0 0.0 67.1 93.2 32.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 33 21 6 0 0 36 24 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 157,252 COMMITMENTS 36,353 26,497 27,427 93,400 99,128 157,180 153,052 72 4,200 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,169) -1,200 -367 3,232 -816 -1,692 1,216 1,173 -47 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 16.9 17.4 59.4 63.0 100.0 97.3 0.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 18 12 16 14 18 38 41 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 375,030 COMMITMENTS 36,825 115,221 16,708 321,468 239,630 375,001 371,559 29 3,471 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 9,247) 4,113 4,432 1,922 3,254 2,896 9,289 9,250 -42 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 30.7 4.5 85.7 63.9 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 9 33 24 19 40 46 79 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 764,991 COMMITMENTS 71,848 105,672 32,424 528,590 475,188 632,862 613,284 132,128 151,707 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -9,348) -2,186 8,580 600 -12,073 -22,960 -13,659 -13,780 4,311 4,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 13.8 4.2 69.1 62.1 82.7 80.2 17.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611) 90 121 66 273 296 398 448 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 99,439 COMMITMENTS 21,326 2,028 0 71,009 16,107 92,335 18,135 7,104 81,304 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 3,012) 2,011 -1,813 0 -211 1,530 1,800 -283 1,212 3,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 2.0 0.0 71.4 16.2 92.9 18.2 7.1 81.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 0 14 6 18 9 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| 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: 10,146 COMMITMENTS 364 600 0 8,276 8,169 8,640 8,769 1,506 1,377 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -545) 8 0 0 -485 807 -477 807 -68 -1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 5.9 0.0 81.6 80.5 85.2 86.4 14.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 14 10 15 11 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,327,759 COMMITMENTS 347,843 613,451 66,889 2287905 2295404 2702637 2975744 625,122 352,015 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -61,800) -18,303 54,649 318 -59,311 -122,451 -77,296 -67,484 15,496 5,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 18.4 2.0 68.8 69.0 81.2 89.4 18.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611) 89 122 66 270 293 395 445 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 71,728 COMMITMENTS 7,612 6,929 317 56,369 59,856 64,298 67,102 7,430 4,626 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -3,821) -1,224 5,839 245 -2,517 -9,889 -3,496 -3,805 -325 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 9.7 0.4 78.6 83.4 89.6 93.6 10.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 7 6 2 45 37 53 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 36,350 COMMITMENTS 11,878 9,678 595 18,291 19,919 30,765 30,192 5,585 6,158 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 499) 35 -420 47 194 970 277 596 223 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 26.6 1.6 50.3 54.8 84.6 83.1 15.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 59 38 18 90 93 158 140 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 181,751 COMMITMENTS 59,391 48,390 2,976 91,457 99,596 153,824 150,962 27,927 30,789 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,497) 176 -2,101 235 972 4,848 1,383 2,982 1,114 -485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 26.6 1.6 50.3 54.8 84.6 83.1 15.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 59 38 18 90 93 158 140 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,162 COMMITMENTS 21,736 59,477 1,363 89,749 39,533 112,848 100,373 16,314 28,789 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,982) 284 3,205 672 -227 450 729 4,327 2,253 -1,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 46.0 1.1 69.5 30.6 87.4 77.7 12.6 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 13 29 6 20 29 37 60 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 533,816 COMMITMENTS 52,496 88,001 5,852 459,570 417,954 517,918 511,807 15,898 22,009 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -22,143) 528 7,403 -336 -24,108 -30,831 -23,916 -23,764 1,773 1,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 16.5 1.1 86.1 78.3 97.0 95.9 3.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 49 42 21 143 137 204 188 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,072 COMMITMENTS 6,242 4,520 407 21,715 19,130 28,364 24,057 5,708 10,015 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 696) -1,200 -262 26 2,247 118 1,073 -118 -377 814 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 13.3 1.2 63.7 56.1 83.2 70.6 16.8 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 13 10 5 22 28 36 42 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| 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: 146,054 COMMITMENTS 62,296 55 1,457 82,007 144,493 145,760 146,005 294 49 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -2,014) -1,707 30 -21 -266 -2,021 -1,994 -2,012 -20 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 0.0 1.0 56.1 98.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 22 1 3 30 25 52 29
Updated May 01, 2020