BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,668 COMMITMENTS 992 952 483 7,678 7,885 9,153 9,320 515 348 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -754) 204 -307 -27 -1,050 -375 -873 -709 119 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 9.8 5.0 79.4 81.6 94.7 96.4 5.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 7 7 27 24 35 33 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,138 COMMITMENTS 11,524 3,893 1,006 8,238 13,081 20,768 17,980 2,370 5,158 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -2,663) 150 -1,312 -452 -2,179 -851 -2,481 -2,615 -182 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.8 16.8 4.3 35.6 56.5 89.8 77.7 10.2 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 21 15 15 18 25 47 47 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,778 COMMITMENTS 1,375 500 505 6,448 7,155 8,328 8,160 450 618 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,541) 111 79 -170 -1,455 -1,482 -1,514 -1,573 -27 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 5.7 5.8 73.5 81.5 94.9 93.0 5.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 4 6 33 23 39 30 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,871 COMMITMENTS 29 3,732 451 5,031 1,390 5,511 5,573 360 298 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -304) -17 -15 -99 -199 -182 -315 -296 11 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 63.6 7.7 85.7 23.7 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 5 15 10 20 17 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,163 COMMITMENTS 75,750 68,397 43,567 81,299 83,395 200,616 195,359 18,547 23,804 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,956) -1,383 422 2,349 -724 -3,332 242 -561 1,714 2,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 31.2 19.9 37.1 38.1 91.5 89.1 8.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 75 99 95 52 67 195 207 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,373 COMMITMENTS 69,927 42,290 45,612 121,567 146,376 237,106 234,278 30,267 33,095 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -957) -3,831 2,021 -4,166 6,109 -1,170 -1,888 -3,315 931 2,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 15.8 17.1 45.5 54.7 88.7 87.6 11.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 87 77 96 105 128 247 267 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,527 COMMITMENTS 420 457 22 1,202 1,307 1,644 1,786 883 741 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -34) -50 16 -4 51 22 -3 34 -31 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 18.1 0.9 47.6 51.7 65.1 70.7 34.9 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 12 4 9 9 17 22 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,051 COMMITMENTS 9,800 8,968 5,404 11,194 8,189 26,398 22,561 5,653 9,490 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,654) -111 563 1,050 600 -414 1,539 1,199 115 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 28.0 16.9 34.9 25.5 82.4 70.4 17.6 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 29 43 38 37 49 94 113 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,801 COMMITMENTS 683 9,052 760 20,988 12,122 22,431 21,934 370 867 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -3,815) -140 -1,500 -241 -3,445 -1,988 -3,826 -3,729 11 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 39.7 3.3 92.0 53.2 98.4 96.2 1.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 10 10 10 25 22 42 35 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,992 COMMITMENTS 15,994 5,212 739 21,584 32,674 38,317 38,625 1,675 1,367 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 13,784) 478 958 658 12,207 12,250 13,343 13,866 441 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 13.0 1.8 54.0 81.7 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 13 3 9 11 21 26 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,459 COMMITMENTS 22,298 47,127 1,045 69,735 44,625 93,078 92,797 27,381 27,662 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -8,017) 2,524 -5,785 -157 -9,219 -2,089 -6,852 -8,031 -1,165 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 39.1 0.9 57.9 37.0 77.3 77.0 22.7 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 21 25 11 33 34 60 64 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,580 COMMITMENTS 10,463 8,697 206 16,366 20,646 27,035 29,549 14,545 12,031 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,228) -2,901 4,322 86 1,934 -1,540 -881 2,868 2,109 -1,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 20.9 0.5 39.4 49.7 65.0 71.1 35.0 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 7 3 16 13 22 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,937 COMMITMENTS 58,953 59,799 1,032 70,393 70,805 130,378 131,636 5,559 4,301 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 13,323) 2,290 11,453 -582 11,059 2,750 12,767 13,621 556 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 44.0 0.8 51.8 52.1 95.9 96.8 4.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 45 38 11 25 30 76 74 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 185,606 COMMITMENTS 28,893 52,941 7,868 127,992 93,880 164,753 154,689 20,853 30,917 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -4,532) 1,923 -10,073 1,428 -8,641 1,650 -5,290 -6,995 758 2,463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 28.5 4.2 69.0 50.6 88.8 83.3 11.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 17 26 16 31 49 60 80 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 155,159 COMMITMENTS 48,862 31,400 2,898 82,366 95,668 134,126 129,966 21,033 25,193 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -3,584) -13,096 2,021 -500 10,260 -4,926 -3,336 -3,405 -248 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 20.2 1.9 53.1 61.7 86.4 83.8 13.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 24 25 11 34 35 63 66 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 592,915 COMMITMENTS 184,669 89,020 7,615 316,909 450,627 509,193 547,262 83,722 45,653 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 9,531) 10,257 -4,152 -7,216 4,122 20,642 7,163 9,274 2,368 257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 15.0 1.3 53.4 76.0 85.9 92.3 14.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 77 45 26 110 76 196 138 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,066 COMMITMENTS 2,952 4,348 1,775 7,163 14,793 11,890 20,916 13,176 4,150 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,854) -305 609 1,632 -58 -28 1,269 2,213 585 -359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 17.3 7.1 28.6 59.0 47.4 83.4 52.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 6 4 11 9 19 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,217 COMMITMENTS 7,962 20,976 221 17,235 3,457 25,418 24,654 1,799 2,563 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 863) -1,141 -130 121 1,647 914 627 905 236 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 77.1 0.8 63.3 12.7 93.4 90.6 6.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 14 22 3 7 7 24 31 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,711 COMMITMENTS 15,165 26,406 858 27,179 15,561 43,202 42,825 3,509 3,886 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 174) 847 -835 -206 -1,025 2,439 -384 1,398 558 -1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 56.5 1.8 58.2 33.3 92.5 91.7 7.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 25 24 8 16 13 44 42 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 16,869 COMMITMENTS 7,289 3,601 1,279 7,623 10,846 16,191 15,726 678 1,143 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 3,991) 1,250 855 1,176 1,363 1,976 3,789 4,007 202 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 21.3 7.6 45.2 64.3 96.0 93.2 4.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 11 3 6 9 14 21 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,021,885 COMMITMENTS 1532297 1570788 3270787 5582739 5481969 10385823 10323544 636,062 698,341 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 6,390) 69,653 -91,093 8,306 -75,429 71,707 2,530 -11,080 3,860 17,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 14.3 29.7 50.7 49.7 94.2 93.7 5.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 57 49 82 111 121 210 215 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 9,565 COMMITMENTS 6,817 8,760 243 32 0 7,092 9,003 2,473 562 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 741) 903 694 -35 -3 0 865 659 -124 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.3 91.6 2.5 0.3 0.0 74.1 94.1 25.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 45 24 10 1 0 52 28 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 173,324 COMMITMENTS 25,381 36,510 29,818 118,004 106,920 173,203 173,248 121 76 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 311) -6,718 830 -373 7,409 -135 318 322 -7 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 21.1 17.2 68.1 61.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 14 17 20 14 23 39 50 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 259,683 COMMITMENTS 23,201 92,784 21,686 214,726 144,107 259,613 258,577 70 1,106 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 44,035) -4,879 15,245 2,904 46,037 25,872 44,062 44,021 -27 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 35.7 8.4 82.7 55.5 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 9 32 27 18 42 45 83 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 766,888 COMMITMENTS 74,970 105,326 37,576 523,104 480,002 635,649 622,904 131,238 143,984 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 16,058) 2,205 -599 3,538 10,225 19,676 15,969 22,615 89 -6,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 13.7 4.9 68.2 62.6 82.9 81.2 17.1 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582) 94 110 66 263 275 389 419 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 111,325 COMMITMENTS 22,839 7,569 700 82,272 26,827 105,811 35,096 5,514 76,229 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 3,586) 3,742 471 411 -84 7,000 4,069 7,882 -483 -4,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 6.8 0.6 73.9 24.1 95.0 31.5 5.0 68.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 3 1 15 10 21 14 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| 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: 11,751 COMMITMENTS 715 515 0 8,861 7,962 9,576 8,477 2,175 3,274 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -944) -836 -85 0 -719 -431 -1,555 -516 611 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 4.4 0.0 75.4 67.8 81.5 72.1 18.5 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 13 9 15 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,277,813 COMMITMENTS 374,110 602,239 70,924 2204158 2265877 2649192 2939040 628,621 338,773 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 62,360) 2,302 4,635 5,651 51,547 63,379 59,500 73,665 2,860 -11,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 18.4 2.2 67.2 69.1 80.8 89.7 19.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582) 94 110 63 261 272 385 415 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 11,844 COMMITMENTS 1,809 220 3 4,801 11,341 6,613 11,564 5,231 280 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 1.9 0.0 40.5 95.8 55.8 97.6 44.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 10 9 12 10 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 9,258 COMMITMENTS 0 260 0 7,971 7,644 7,971 7,904 1,287 1,354 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 0.0 86.1 82.6 86.1 85.4 13.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 8 11 9 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 63,087 COMMITMENTS 6,130 3,759 535 48,316 52,333 54,981 56,627 8,106 6,460 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,954) -223 -867 194 -2,380 -2,214 -2,409 -2,887 455 933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 6.0 0.8 76.6 83.0 87.2 89.8 12.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 7 5 5 40 35 49 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 43,255 COMMITMENTS 13,478 11,447 1,062 22,592 23,319 37,132 35,827 6,123 7,427 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,308) -228 260 442 919 -271 1,132 430 176 878 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 26.5 2.5 52.2 53.9 85.8 82.8 14.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 66 54 24 105 104 182 172 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 216,274 COMMITMENTS 67,392 57,235 5,308 112,958 116,594 185,658 179,137 30,616 37,137 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 6,540) -1,142 1,298 2,208 4,593 -1,354 5,659 2,152 881 4,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 26.5 2.5 52.2 53.9 85.8 82.8 14.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 66 54 24 105 104 182 172 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,936 COMMITMENTS 29,912 66,487 4,331 87,115 43,474 121,358 114,292 17,578 24,644 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 3,558) 3,341 -875 3,121 -4,523 5,688 1,939 7,934 1,619 -4,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 47.9 3.1 62.7 31.3 87.3 82.3 12.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 18 22 10 29 30 53 56 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 577,962 COMMITMENTS 95,561 85,168 6,799 454,143 464,282 556,503 556,249 21,459 21,713 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 7,388) -1,218 4,916 -1,067 5,561 4,129 3,276 7,978 4,112 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 14.7 1.2 78.6 80.3 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 52 49 28 148 140 216 201 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 23,196 COMMITMENTS 4,538 10,511 590 13,686 8,022 18,814 19,123 4,382 4,073 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 5,819) 1,420 2,646 589 2,920 3,351 4,929 6,586 890 -767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 45.3 2.5 59.0 34.6 81.1 82.4 18.9 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 9 2 7 6 15 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,387 COMMITMENTS 12,965 6,215 1,547 31,436 28,669 45,948 36,431 7,439 16,956 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 7,316) 955 1,038 1,279 3,764 2,872 5,998 5,189 1,318 2,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 11.6 2.9 58.9 53.7 86.1 68.2 13.9 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 15 13 8 30 33 49 50 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 06/09/20 | --------------------------------------------------------------| 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: 150,430 COMMITMENTS 56,657 68 3,581 89,924 146,739 150,162 150,388 268 42 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 4,439) -2,919 3 1,882 5,433 2,652 4,396 4,537 43 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 0.0 2.4 59.8 97.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 29 2 6 40 26 72 33
Updated June 12, 2020