BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,796 COMMITMENTS 1,566 1,064 2,563 11,086 11,677 15,215 15,304 581 492 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 353) 154 -48 20 121 475 294 447 59 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 6.7 16.2 70.2 73.9 96.3 96.9 3.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 6 8 31 27 40 36 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,240 COMMITMENTS 12,217 5,087 19,815 20,320 22,354 52,353 47,256 3,887 8,984 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,037) 194 -671 1,449 312 1,241 1,955 2,018 82 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 9.0 35.2 36.1 39.7 93.1 84.0 6.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 18 25 33 43 43 77 85 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 22,242 COMMITMENTS 1,587 114 6,236 13,662 15,209 21,484 21,559 758 683 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 57) 249 -111 -158 -30 155 60 -114 -3 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.5 28.0 61.4 68.4 96.6 96.9 3.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 4 7 42 30 51 38 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,102 COMMITMENTS 100 5,051 4,414 7,873 2,795 12,386 12,260 716 842 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 566) -159 135 126 475 269 441 529 125 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 38.6 33.7 60.1 21.3 94.5 93.6 5.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 7 9 26 23 35 34 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,799 COMMITMENTS 68,861 42,239 113,119 96,036 116,700 278,015 272,058 21,784 27,742 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 6,222) 1,729 4,395 4,017 431 -2,845 6,177 5,567 45 655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 14.1 37.7 32.0 38.9 92.7 90.7 7.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 107 77 110 80 77 240 222 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,398 COMMITMENTS 68,324 28,894 94,544 122,962 159,382 285,830 282,819 37,569 40,579 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -3,105) -1,568 -1,645 1,804 -3,051 -1,206 -2,815 -1,047 -290 -2,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 8.9 29.2 38.0 49.3 88.4 87.5 11.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 96 80 118 123 132 282 281 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,813 COMMITMENTS 363 573 284 1,335 1,207 1,982 2,064 831 749 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -11) 71 -2 -39 -1 -50 31 -91 -42 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 20.4 10.1 47.5 42.9 70.5 73.4 29.5 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 11 8 13 10 24 25 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,367 COMMITMENTS 8,004 5,869 11,921 10,866 8,800 30,791 26,591 7,576 11,777 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -642) -504 0 -465 314 220 -654 -245 12 -397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 15.3 31.1 28.3 22.9 80.3 69.3 19.7 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 36 40 51 53 57 124 121 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,904 COMMITMENTS 942 11,581 5,740 30,621 18,512 37,302 35,832 602 2,072 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 603) 100 -89 264 236 258 600 433 3 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 30.6 15.1 80.8 48.8 98.4 94.5 1.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 8 13 14 36 38 51 58 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,711 COMMITMENTS 9,079 3,569 3 13,262 18,540 22,344 22,112 1,367 1,599 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -169) -998 -50 1 227 -70 -770 -119 601 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 15.1 0.0 55.9 78.2 94.2 93.3 5.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 12 1 7 6 19 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,374 COMMITMENTS 22,390 58,083 8,810 88,287 50,794 119,487 117,688 28,886 30,685 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 10,503) 5,938 8,921 -545 2,676 3,218 8,069 11,594 2,434 -1,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 39.1 5.9 59.5 34.2 80.5 79.3 19.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 20 31 14 41 41 70 77 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,936 COMMITMENTS 13,678 5,070 522 15,311 21,362 29,511 26,954 11,425 13,981 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,313) 1,054 -974 123 -2,144 -1,642 -968 -2,494 -345 1,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 12.4 1.3 37.4 52.2 72.1 65.8 27.9 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 8 2 17 14 24 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,745 COMMITMENTS 23,995 30,296 1,850 73,667 66,369 99,512 98,516 5,233 6,229 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,386) 1,813 2,766 -176 230 -1,100 1,867 1,490 519 896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 28.9 1.8 70.3 63.4 95.0 94.1 5.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 33 48 10 22 38 61 90 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 210,421 COMMITMENTS 38,751 52,910 22,152 130,334 102,182 191,237 177,245 19,184 33,177 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 13,991) 4,313 8,303 168 8,112 4,311 12,593 12,783 1,398 1,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 25.1 10.5 61.9 48.6 90.9 84.2 9.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 20 31 16 37 50 65 89 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 171,654 COMMITMENTS 51,049 24,852 14,959 79,931 106,359 145,940 146,170 25,715 25,484 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -4,356) -4,394 -2,963 303 -507 -3,281 -4,598 -5,941 242 1,585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 14.5 8.7 46.6 62.0 85.0 85.2 15.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 27 32 16 38 37 76 74 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 601,044 COMMITMENTS 166,719 93,745 39,030 314,535 417,282 520,284 550,057 80,760 50,986 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,432) -3,425 1,257 1,641 1,490 -1,928 -294 970 2,726 1,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 15.6 6.5 52.3 69.4 86.6 91.5 13.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 74 56 45 111 84 203 167 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,772 COMMITMENTS 7,456 17,861 109 15,464 3,156 23,029 21,126 1,742 3,645 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,644) 3,054 3,717 -4 510 -193 3,560 3,520 84 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 72.1 0.4 62.4 12.7 93.0 85.3 7.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 20 2 7 9 19 31 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,444 COMMITMENTS 10,738 26,618 1,176 30,219 10,479 42,133 38,273 2,311 6,171 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,222) -1,208 -1,214 83 -267 -191 -1,392 -1,322 170 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 59.9 2.6 68.0 23.6 94.8 86.1 5.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 23 31 11 17 19 44 57 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,185 COMMITMENTS 7,290 5,941 0 9,431 9,496 16,721 15,437 464 1,748 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -422) -403 246 0 -139 -562 -542 -316 120 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 34.6 0.0 54.9 55.3 97.3 89.8 2.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 7 8 0 5 5 12 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 26,653,118 COMMITMENTS 1096594 1416411 15522576 9325023 8927653 25944194 25866641 708,924 786,477 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,243,902) 59,464 -290,458 -979,804 -305,673 43,300 -1226013 -1226963 -17,889 -16,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 5.3 58.2 35.0 33.5 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 69 59 103 127 126 249 240 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 11,802 COMMITMENTS 7,341 9,943 1,494 34 0 8,869 11,437 2,933 365 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,571) 735 998 578 3 0 1,316 1,575 255 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.2 84.3 12.7 0.3 0.0 75.2 96.9 24.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 43 31 15 1 0 57 33 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 173,568 COMMITMENTS 35,356 26,895 31,513 106,479 110,204 173,348 168,613 220 4,955 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 4,867) -614 -894 1,540 3,903 3,117 4,829 3,763 38 1,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 15.5 18.2 61.3 63.5 99.9 97.1 0.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 18 11 18 16 23 41 47 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 278,523 COMMITMENTS 33,100 84,649 19,820 225,527 170,626 278,447 275,095 76 3,428 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 15,694) -7,127 8,134 5,912 16,923 1,579 15,708 15,625 -14 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 30.4 7.1 81.0 61.3 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 18 26 29 20 41 53 82 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 956,328 COMMITMENTS 60,903 102,119 169,703 573,321 512,912 803,927 784,734 152,401 171,594 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -35,336) -838 2,676 -15,610 -17,220 -16,495 -33,668 -29,429 -1,669 -5,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 10.7 17.7 60.0 53.6 84.1 82.1 15.9 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652) 107 135 135 297 323 480 517 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 129,507 COMMITMENTS 18,146 3,507 11,571 85,425 25,461 115,143 40,539 14,364 88,968 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -2,062) 207 288 -805 -2,886 -1,607 -3,484 -2,125 1,422 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 2.7 8.9 66.0 19.7 88.9 31.3 11.1 68.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 6 11 17 10 28 22 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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: 11,497 COMMITMENTS 796 600 16 8,755 9,166 9,567 9,782 1,930 1,715 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 266) -36 0 2 557 -494 523 -492 -257 758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 5.2 0.1 76.2 79.7 83.2 85.1 16.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 14 9 16 11 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,134,104 COMMITMENTS 311,676 590,956 692,765 2439481 2437254 3443922 3720976 690,182 413,129 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -166,370) -9,139 8,029 -70,110 -71,668 -74,441 -150,917 -136,522 -15,453 -29,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 14.3 16.8 59.0 59.0 83.3 90.0 16.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650) 107 133 133 295 321 476 513 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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: 13,733 COMMITMENTS 2,644 446 5 5,024 12,901 7,673 13,352 6,060 381 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 873) -19 -24 2 780 915 763 893 110 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 3.2 0.0 36.6 93.9 55.9 97.2 44.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 2 10 9 14 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 70,161 COMMITMENTS 6,776 5,419 816 54,865 59,479 62,457 65,714 7,704 4,447 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -281) 774 -445 -686 13 1,175 101 44 -382 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 7.7 1.2 78.2 84.8 89.0 93.7 11.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 7 6 3 47 38 55 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 46,103 COMMITMENTS 12,104 12,907 5,828 21,582 20,964 39,515 39,699 6,588 6,404 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -315) -885 1,630 -359 959 -1,304 -284 -32 -31 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 28.0 12.6 46.8 45.5 85.7 86.1 14.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 57 52 28 104 102 179 165 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 230,513 COMMITMENTS 60,520 64,535 29,142 107,912 104,818 197,573 198,495 32,940 32,018 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: -1,575) -4,424 8,150 -1,793 4,797 -6,520 -1,420 -162 -155 -1,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 28.0 12.6 46.8 45.5 85.7 86.1 14.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 57 52 28 104 102 179 165 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,165 COMMITMENTS 25,633 63,172 11,933 99,597 50,560 137,162 125,664 18,003 29,501 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 5,163) 1,781 4,703 893 1,731 1,838 4,404 7,433 759 -2,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 40.7 7.7 64.2 32.6 88.4 81.0 11.6 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 12 30 14 30 39 54 71 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 561,724 COMMITMENTS 86,099 79,777 16,833 440,677 441,868 543,609 538,479 18,115 23,246 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 24,627) 23,843 -762 605 -1,269 24,628 23,179 24,471 1,448 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 14.2 3.0 78.5 78.7 96.8 95.9 3.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 55 53 26 144 142 211 209 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,276 COMMITMENTS 7,026 4,737 454 26,865 18,763 34,345 23,954 5,931 16,322 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 3,093) -1,113 1,032 19 2,805 -1,245 1,711 -194 1,382 3,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 11.8 1.1 66.7 46.6 85.3 59.5 14.7 40.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 12 11 5 25 28 39 42 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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: 146,422 COMMITMENTS 59,453 65 1,619 85,108 144,698 146,180 146,382 242 40 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,398) 448 10 123 854 1,266 1,425 1,399 -27 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 0.0 1.1 58.1 98.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 24 1 4 33 27 57 32
Updated May 22, 2020