BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 14,952 COMMITMENTS 1,730 760 2,410 10,133 11,418 14,272 14,589 679 363 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,221) 188 -264 -263 -1,242 -618 -1,317 -1,145 96 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 5.1 16.1 67.8 76.4 95.5 97.6 4.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 5 10 29 27 40 37 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 53,920 COMMITMENTS 12,770 2,246 18,850 18,029 23,869 49,649 44,966 4,271 8,955 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -6,549) -419 -2,029 -2,298 -3,380 -1,411 -6,098 -5,738 -451 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 4.2 35.0 33.4 44.3 92.1 83.4 7.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 29 13 30 37 38 73 74 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED 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: 17,363 COMMITMENTS 1,531 101 4,456 10,723 12,058 16,709 16,614 653 748 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,432) -106 -17 -1,796 -3,451 -3,665 -5,353 -5,478 -80 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.6 25.7 61.8 69.4 96.2 95.7 3.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 3 6 40 27 48 34 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED 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: 12,345 COMMITMENTS 25 4,832 3,897 7,710 2,801 11,631 11,530 713 815 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,058) -50 -23 -663 -349 -260 -1,061 -946 3 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 39.1 31.6 62.5 22.7 94.2 93.4 5.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 8 7 23 22 30 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 308,827 COMMITMENTS 74,308 52,613 116,060 95,569 109,803 285,938 278,477 22,889 30,350 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -1,450) -1,975 -641 408 -1,630 -3,569 -3,197 -3,802 1,748 2,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 17.0 37.6 30.9 35.6 92.6 90.2 7.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 91 100 113 75 77 240 228 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 315,099 COMMITMENTS 70,901 33,109 78,659 130,401 161,820 279,961 273,589 35,138 41,510 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -24,814) -3,096 886 -21,401 154 -5,877 -24,343 -26,392 -470 1,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 10.5 25.0 41.4 51.4 88.8 86.8 11.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 108 73 115 128 139 290 289 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 2,719 COMMITMENTS 413 417 131 1,259 1,402 1,802 1,950 917 769 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -25) -46 4 3 48 33 5 40 -30 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 15.4 4.8 46.3 51.6 66.3 71.7 33.7 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 11 8 12 11 23 25 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 38,894 COMMITMENTS 9,791 7,379 10,208 11,738 9,321 31,738 26,908 7,156 11,987 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 1,670) -116 412 1,177 551 -414 1,612 1,175 58 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 19.0 26.2 30.2 24.0 81.6 69.2 18.4 30.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 34 42 47 52 55 119 122 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 35,078 COMMITMENTS 1,229 10,120 5,665 27,526 17,193 34,420 32,979 658 2,099 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,346) 78 -1,485 -927 -4,483 -2,871 -5,332 -5,283 -14 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 28.9 16.2 78.5 49.0 98.1 94.0 1.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 12 11 15 35 34 54 53 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 135,998 COMMITMENTS 22,512 47,454 7,498 76,743 51,873 106,753 106,825 29,244 29,173 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -15,968) 3,653 -7,345 -1,480 -16,496 -6,631 -14,323 -15,456 -1,645 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 34.9 5.5 56.4 38.1 78.5 78.5 21.5 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 19 29 15 34 37 62 72 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 43,141 COMMITMENTS 10,463 8,729 618 16,824 21,480 27,905 30,828 15,236 12,313 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 626) -2,901 4,395 -46 1,676 -1,618 -1,270 2,731 1,897 -2,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 20.2 1.4 39.0 49.8 64.7 71.5 35.3 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 7 4 16 13 23 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 136,168 COMMITMENTS 59,001 59,835 1,151 70,393 70,805 130,545 131,791 5,624 4,377 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 11,859) 2,546 11,543 -1,269 10,049 1,937 11,326 12,211 532 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.3 43.9 0.8 51.7 52.0 95.9 96.8 4.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 46 38 13 25 30 79 74 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 212,237 COMMITMENTS 30,092 53,138 23,056 137,194 103,794 190,342 179,988 21,895 32,249 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -12,431) 705 -6,880 -2,685 -10,839 -5,203 -12,819 -14,768 388 2,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 25.0 10.9 64.6 48.9 89.7 84.8 10.3 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 19 28 20 35 50 67 86 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 175,183 COMMITMENTS 47,169 29,613 15,630 89,707 103,658 152,507 148,902 22,676 26,281 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -11,725) -12,947 -2,283 -3,131 5,400 -5,472 -10,678 -10,885 -1,048 -840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 16.9 8.9 51.2 59.2 87.1 85.0 12.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 23 31 16 39 38 71 76 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 655,042 COMMITMENTS 186,800 89,251 39,929 339,457 474,476 566,186 603,656 88,856 51,386 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 6,491) 12,662 -2,579 -12,288 4,100 20,766 4,474 5,899 2,017 592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 13.6 6.1 51.8 72.4 86.4 92.2 13.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 78 53 42 115 83 209 162 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 27,429 COMMITMENTS 8,174 21,188 221 17,235 3,457 25,630 24,866 1,799 2,563 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 996) -1,006 5 120 1,647 914 761 1,039 236 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 77.2 0.8 62.8 12.6 93.4 90.7 6.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 14 23 4 7 7 25 32 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED 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: 46,764 COMMITMENTS 15,165 26,406 858 27,210 15,583 43,233 42,847 3,531 3,918 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -52) 927 -839 -292 -1,268 2,272 -633 1,141 580 -1,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 56.5 1.8 58.2 33.3 92.4 91.6 7.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 25 24 8 16 14 44 43 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 26,479,554 COMMITMENTS 1208367 1143807 15378939 9189433 9170817 25776739 25693563 702,816 785,991 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -428,720) 141,979 -146,962 -338,504 -230,990 37,146 -427,516 -448,320 -1,204 19,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 4.3 58.1 34.7 34.6 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 77 54 107 126 129 251 246 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED 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: 10,924 COMMITMENTS 6,833 8,791 1,552 32 0 8,418 10,344 2,506 580 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 925) 934 722 118 -3 0 1,049 840 -125 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.6 80.5 14.2 0.3 0.0 77.1 94.7 22.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 45 24 15 1 0 56 29 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED 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: 173,349 COMMITMENTS 25,381 36,517 29,823 118,022 106,933 173,226 173,273 124 76 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 295) -6,719 843 -386 7,409 -150 303 306 -8 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 58) 14 17 20 15 24 40 51 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 1,010,625 COMMITMENTS 71,630 108,187 200,325 588,105 539,466 860,061 847,977 150,564 162,648 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 50,721) 3,083 1,046 28,754 18,015 26,881 49,852 56,681 868 -5,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 10.7 19.8 58.2 53.4 85.1 83.9 14.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625) 108 132 134 288 305 472 495 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 139,912 COMMITMENTS 22,207 7,851 14,586 90,787 35,262 127,580 57,699 12,331 82,213 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 5,825) 3,532 376 2,636 305 7,596 6,473 10,608 -647 -4,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 5.6 10.4 64.9 25.2 91.2 41.2 8.8 58.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 8 5 13 21 16 34 29 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 4,353,567 COMMITMENTS 380,228 634,789 795,582 2486591 2521021 3662401 3951393 691,166 402,174 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 224,477) 21,080 26,675 107,265 88,553 96,429 216,899 230,368 7,578 -5,891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 14.6 18.3 57.1 57.9 84.1 90.8 15.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621) 107 130 131 285 302 466 489 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 51,008 COMMITMENTS 13,544 11,027 7,117 23,788 24,598 44,449 42,742 6,559 8,266 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 2,208) -209 154 995 1,106 -24 1,892 1,124 317 1,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 21.6 14.0 46.6 48.2 87.1 83.8 12.9 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 69 52 37 113 110 200 183 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 255,040 COMMITMENTS 67,721 55,136 35,584 118,941 122,990 222,246 213,711 32,793 41,329 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 11,042) -1,046 770 4,973 5,532 -121 9,458 5,621 1,583 5,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 21.6 14.0 46.6 48.2 87.1 83.8 12.9 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 69 52 37 113 110 200 183 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 158,550 COMMITMENTS 31,642 65,884 13,696 93,051 52,514 138,390 132,095 20,160 26,456 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: -5,464) 3,741 2,895 -2,971 -6,787 -81 -6,018 -157 554 -5,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 41.6 8.6 58.7 33.1 87.3 83.3 12.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 18 24 13 33 35 58 65 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED 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: 589,423 COMMITMENTS 95,704 85,441 16,026 455,648 465,518 567,378 566,985 22,045 22,437 CHANGES FROM 06/02/20 (CHANGE IN OPEN INTEREST: 9,224) -996 5,179 156 5,855 4,437 5,014 9,771 4,209 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 14.5 2.7 77.3 79.0 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 53 51 34 151 141 224 206 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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