BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 15,409 COMMITMENTS 1,642 871 2,465 10,688 11,693 14,795 15,029 614 380 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 245) 0 -21 79 227 201 306 260 -61 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 5.7 16.0 69.4 75.9 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 6 10 30 27 41 37 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,116 COMMITMENTS 15,508 2,191 22,106 19,432 28,193 57,046 52,490 5,070 9,626 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 6,129) 1,877 -290 2,766 975 3,493 5,617 5,968 511 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 3.5 35.6 31.3 45.4 91.8 84.5 8.2 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 33 13 36 42 41 85 80 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 17,309 COMMITMENTS 1,540 85 4,192 10,845 12,303 16,577 16,580 733 729 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 156) -14 -7 -47 173 177 112 123 44 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.5 24.2 62.7 71.1 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 3 6 41 27 49 34 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,485 COMMITMENTS 58 4,958 3,864 7,836 2,827 11,758 11,649 727 836 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 174) 14 223 -52 184 1 146 172 28 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 39.7 30.9 62.8 22.6 94.2 93.3 5.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 7 8 23 22 31 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,742 COMMITMENTS 77,915 53,960 99,378 87,663 104,968 264,956 258,306 22,786 29,437 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 4,840) 2,526 2,293 3,501 -1,028 -98 4,999 5,696 -158 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 18.8 34.5 30.5 36.5 92.1 89.8 7.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 89 112 115 74 75 242 234 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,867 COMMITMENTS 71,749 35,506 89,728 132,912 161,159 294,390 286,392 35,477 43,474 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 5,953) 2,906 1,194 4,398 -2,155 -642 5,149 4,950 803 1,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 10.8 27.2 40.3 48.9 89.2 86.8 10.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 112 84 130 130 144 308 303 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 2,907 COMMITMENTS 668 255 320 935 1,498 1,923 2,073 984 834 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 328) 253 -75 190 -242 56 202 171 126 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 8.8 11.0 32.1 51.5 66.2 71.3 33.8 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 4 5 9 11 20 20 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,455 COMMITMENTS 11,016 8,077 11,606 12,631 10,288 35,252 29,971 7,203 12,485 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,156) 961 -218 1,559 -283 715 2,237 2,056 -82 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 19.0 27.3 29.8 24.2 83.0 70.6 17.0 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 46 40 47 56 59 129 126 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,552 COMMITMENTS 1,447 11,341 6,471 29,852 18,719 37,769 36,531 783 2,022 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,235) 305 818 543 1,342 843 2,190 2,204 46 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 29.4 16.8 77.4 48.6 98.0 94.8 2.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 15 10 15 37 38 58 57 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,935 COMMITMENTS 14,881 2,813 0 7,752 19,890 22,633 22,703 1,302 1,232 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 42) -469 -27 0 580 -138 111 -165 -69 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.2 11.8 0.0 32.4 83.1 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 11 0 6 8 20 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,862 COMMITMENTS 22,806 43,525 7,698 62,675 44,634 93,178 95,857 27,684 25,005 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -21,107) 3,185 -2,016 -1,456 -23,403 -16,380 -21,674 -19,853 567 -1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 36.0 6.4 51.9 36.9 77.1 79.3 22.9 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 16 26 15 30 31 53 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,983 COMMITMENTS 11,739 10,315 467 15,589 22,666 27,795 33,447 16,188 10,535 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 6,753) 2,589 2,809 33 2,255 3,315 4,877 6,157 1,876 596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 23.5 1.1 35.4 51.5 63.2 76.0 36.8 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 12 2 14 14 21 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 113,580 COMMITMENTS 51,633 28,374 511 56,309 79,893 108,453 108,778 5,127 4,802 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,642) 2,336 1,499 -379 1,701 1,612 3,658 2,732 -16 910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.5 25.0 0.5 49.6 70.3 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 37 35 7 21 34 60 74 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 196,374 COMMITMENTS 31,081 47,670 18,971 125,979 100,313 176,031 166,955 20,343 29,419 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 3,223) 1,171 2,313 -703 -343 2,592 124 4,202 3,099 -978 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 24.3 9.7 64.2 51.1 89.6 85.0 10.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 18 33 15 33 47 59 87 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,047 COMMITMENTS 51,371 23,009 13,856 76,538 112,197 141,764 149,062 27,283 19,984 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 22,946) 7,517 1,747 2,647 6,170 18,779 16,334 23,174 6,612 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 13.6 8.2 45.3 66.4 83.9 88.2 16.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 23 25 18 39 39 71 73 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 648,743 COMMITMENTS 191,267 71,914 39,122 329,802 493,053 560,192 604,089 88,551 44,653 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 11,430) 3,162 2,053 357 2,766 10,795 6,285 13,205 5,145 -1,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 11.1 6.0 50.8 76.0 86.4 93.1 13.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 83 46 41 113 79 209 153 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,511 COMMITMENTS 3,523 5,125 118 7,334 13,959 10,975 19,202 12,536 4,309 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 275) 77 446 -400 134 52 -189 98 464 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 21.8 0.5 31.2 59.4 46.7 81.7 53.3 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 5 1 11 10 17 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,989 COMMITMENTS 5,994 17,303 398 15,648 3,347 22,040 21,048 1,949 2,941 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -498) 525 -635 141 -1,099 -101 -433 -595 -65 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 72.1 1.7 65.2 14.0 91.9 87.7 8.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 15 20 7 7 8 27 30 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,401 COMMITMENTS 16,174 16,203 657 9,494 8,936 26,325 25,796 3,076 3,605 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,040) 1,722 -191 276 -18 2,205 1,980 2,290 61 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.0 55.1 2.2 32.3 30.4 89.5 87.7 10.5 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 35 20 11 13 9 51 37 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,695 COMMITMENTS 8,334 2,346 0 1,768 7,453 10,102 9,799 593 896 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 232) 156 140 0 28 297 184 437 48 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.9 21.9 0.0 16.5 69.7 94.5 91.6 5.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 11 0 3 4 9 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 21,628,671 COMMITMENTS 1030915 1021090 12031375 7899328 7834088 20961617 20886552 667,054 742,118 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 311,156) -75,786 33,275 199,776 163,782 116,458 287,771 349,509 23,385 -38,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 4.7 55.6 36.5 36.2 96.9 96.6 3.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 67 56 104 117 121 238 233 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 10,091 COMMITMENTS 6,625 8,430 1,128 0 0 7,753 9,557 2,338 534 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 486) 264 496 108 0 0 372 604 114 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.7 83.5 11.2 0.0 0.0 76.8 94.7 23.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 39 26 14 0 0 51 28 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 151,211 COMMITMENTS 11,730 38,730 27,252 112,074 85,091 151,056 151,072 155 138 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -29,011) -11,280 -293 -3,378 -14,347 -25,335 -29,005 -29,006 -7 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 25.6 18.0 74.1 56.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 10 19 17 14 23 37 47 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 293,931 COMMITMENTS 23,494 100,303 25,034 245,297 168,457 293,825 293,794 106 137 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 8,035) -96 3,141 2,111 6,023 3,754 8,038 9,006 -3 -971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 34.1 8.5 83.5 57.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 12 29 27 20 43 48 83 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 666,996 COMMITMENTS 66,890 89,088 109,574 432,558 397,855 609,022 596,517 57,975 70,479 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -394,538) -1,218 -31,181 -98,214 -190,535 -164,408 -289,967 -293,803 -104,571 -100,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 13.4 16.4 64.9 59.6 91.3 89.4 8.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606) 108 119 115 276 294 447 465 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,334,982 COMMITMENTS 334,452 445,442 547,869 2162788 1989275 3045109 2982586 289,873 352,396 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -1,266,013) -30,060 -252,559 -287,803 -485,188 -662,697 -803,051 -1203059 -462,961 -62,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 13.4 16.4 64.9 59.6 91.3 89.4 8.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606) 108 119 115 276 294 447 465 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 63,594 COMMITMENTS 6,284 5,854 412 47,575 52,586 54,271 58,852 9,323 4,742 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -7,696) -1,469 363 43 -6,261 -7,940 -7,687 -7,534 -9 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 9.2 0.6 74.8 82.7 85.3 92.5 14.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 6 8 7 34 33 45 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 41,373 COMMITMENTS 14,683 6,454 4,338 15,944 23,845 34,966 34,637 6,407 6,736 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -12,898) 13 -2,739 -4,175 -8,248 -5,962 -12,410 -12,876 -487 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 15.6 10.5 38.5 57.6 84.5 83.7 15.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 62 44 26 106 101 179 160 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 206,866 COMMITMENTS 73,417 32,272 21,691 79,721 119,224 174,829 173,187 32,037 33,679 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -64,488) 63 -13,694 -20,874 -41,239 -29,810 -62,050 -64,378 -2,437 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 15.6 10.5 38.5 57.6 84.5 83.7 15.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 62 44 26 106 101 179 160 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,601 COMMITMENTS 37,270 39,574 10,375 44,088 41,309 91,732 91,258 20,869 21,343 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,706) 4,352 1,630 17 -1,277 893 3,092 2,540 -387 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 35.1 9.2 39.2 36.7 81.5 81.0 18.5 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 19 17 9 26 29 48 52 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 529,534 COMMITMENTS 85,277 79,795 14,292 409,945 414,421 509,514 508,508 20,020 21,026 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -100,972) -4,402 -1,112 -9,506 -86,197 -89,802 -100,105 -100,420 -866 -551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 15.1 2.7 77.4 78.3 96.2 96.0 3.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 48 49 24 150 141 213 199 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,271 COMMITMENTS 4,876 4,231 117 20,602 18,877 25,595 23,225 6,676 9,046 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,954) 1,402 673 -120 1,780 -193 3,062 360 -1,108 1,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 13.1 0.4 63.8 58.5 79.3 72.0 20.7 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 12 6 2 22 23 34 31 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| 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: 154,064 COMMITMENTS 49,712 381 4,573 99,501 149,059 153,786 154,013 278 51 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 4,170) -4,081 316 1,040 7,204 2,804 4,163 4,160 7 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 0.2 3.0 64.6 96.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 29 3 5 42 26 74 33
Updated June 26, 2020