MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 16,210 COMMITMENTS 2,320 4,360 360 13,410 11,370 16,090 16,090 120 120 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,786) -40 160 -160 -1,546 -1,746 -1,746 -1,746 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 26.9 2.2 82.7 70.1 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 10 1 6 8 8 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,121 COMMITMENTS 480 1,230 352 5,311 4,576 6,143 6,158 978 963 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -986) -49 -315 9 -892 -716 -932 -1,022 -54 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 17.3 4.9 74.6 64.3 86.3 86.5 13.7 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 12 8 18 16 27 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,300 COMMITMENTS 10,626 8,390 570 9,062 9,227 20,258 18,187 2,042 4,113 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,737) -1,005 -1,422 -169 -1,381 -607 -2,555 -2,198 -182 -539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 37.6 2.6 40.6 41.4 90.8 81.6 9.2 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 13 21 13 19 21 41 46 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,746 COMMITMENTS 748 1,803 406 5,918 4,566 7,072 6,775 674 971 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -226) 39 -395 12 -219 134 -168 -249 -58 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 23.3 5.2 76.4 58.9 91.3 87.5 8.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 10 8 19 17 29 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,728 COMMITMENTS 65,019 49,808 47,520 90,407 91,398 202,946 188,726 20,782 35,002 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -6,976) -194 2,378 -3,378 -4,289 -4,755 -7,861 -5,755 885 -1,221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 22.3 21.2 40.4 40.9 90.7 84.4 9.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 95 82 108 57 86 212 234 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,271 COMMITMENTS 142,483 46,268 55,139 146,567 222,616 344,189 324,023 28,082 48,248 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -4,641) -10,729 -2,205 1,212 4,366 -2,992 -5,151 -3,985 510 -656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 12.4 14.8 39.4 59.8 92.5 87.0 7.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433) 131 92 123 105 165 305 332 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,413 COMMITMENTS 3,584 1,606 148 971 3,286 4,703 5,040 1,710 1,373 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -787) -369 -258 -75 -333 -441 -777 -774 -10 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.9 25.0 2.3 15.1 51.2 73.3 78.6 26.7 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 27 11 5 13 18 45 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,157 COMMITMENTS 20,904 13,182 10,023 16,449 15,124 47,376 38,329 8,781 17,828 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,803) -1,914 -166 -500 1,126 -149 -1,288 -815 -515 -988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 23.5 17.8 29.3 26.9 84.4 68.3 15.6 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 61 55 65 47 69 149 163 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,484 COMMITMENTS 71 2,693 46 2,352 506 2,469 3,245 1,015 239 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -420) -81 -326 -21 -308 -34 -410 -381 -10 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 77.3 1.3 67.5 14.5 70.9 93.1 29.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 3 11 4 15 11 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,428 COMMITMENTS 1,739 13,237 379 22,886 10,476 25,004 24,092 424 1,336 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,996) -257 -1,277 -167 -2,403 -1,362 -2,827 -2,806 -169 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 52.1 1.5 90.0 41.2 98.3 94.7 1.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 9 18 11 18 26 37 46 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,805 COMMITMENTS 19,576 1,663 0 18,070 37,080 37,646 38,743 2,159 1,062 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -11,168) 985 152 0 -12,294 -11,168 -11,309 -11,016 141 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 4.2 0.0 45.4 93.2 94.6 97.3 5.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 15 6 0 5 8 20 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 139,318 COMMITMENTS 54,233 34,668 6,625 46,346 68,976 107,204 110,269 32,114 29,049 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -6,033) -46 2,609 1,654 -2,275 -17,778 -667 -13,515 -5,366 7,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 24.9 4.8 33.3 49.5 76.9 79.1 23.1 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 23 32 19 27 27 61 67 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,349 COMMITMENTS 17,945 26,422 1,253 28,810 21,514 48,008 49,189 14,341 13,160 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -6,669) 2,057 -5,465 -45 -10,028 -1,191 -8,016 -6,701 1,347 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 42.4 2.0 46.2 34.5 77.0 78.9 23.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 15 5 11 13 26 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 192,062 COMMITMENTS 114,143 30,848 750 70,383 156,911 185,276 188,509 6,786 3,553 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 2,840) -6,001 3,211 34 8,862 378 2,895 3,623 -55 -783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.4 16.1 0.4 36.6 81.7 96.5 98.2 3.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 81 36 6 14 24 97 64 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 197,439 COMMITMENTS 61,368 56,104 6,721 93,464 112,586 161,553 175,411 35,886 22,028 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 526) -1,556 5,867 -385 3,600 -2,318 1,659 3,164 -1,133 -2,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 28.4 3.4 47.3 57.0 81.8 88.8 18.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 41 27 18 32 35 86 67 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 277,327 COMMITMENTS 50,057 136,902 5,252 184,721 107,840 240,030 249,994 37,297 27,333 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 14,261) 5,518 -4,288 764 4,675 16,370 10,957 12,846 3,304 1,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 49.4 1.9 66.6 38.9 86.6 90.1 13.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 42 34 21 39 33 89 80 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 557,530 COMMITMENTS 227,354 94,382 12,382 230,012 403,842 469,748 510,606 87,782 46,924 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -9,933) -10,933 -5,928 -1,020 2,427 -198 -9,526 -7,146 -407 -2,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 16.9 2.2 41.3 72.4 84.3 91.6 15.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 117 49 47 77 61 206 145 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,085 COMMITMENTS 12,399 7,817 46 8,455 24,472 20,900 32,335 15,185 3,750 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 917) 70 874 1 490 178 561 1,053 356 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 21.7 0.1 23.4 67.8 57.9 89.6 42.1 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 6 3 9 9 20 16 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,228 COMMITMENTS 3,497 15,871 221 16,601 4,849 20,319 20,941 1,909 1,287 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -25,116) -15,957 -1,050 114 -9,386 -24,596 -25,229 -25,532 113 416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 71.4 1.0 74.7 21.8 91.4 94.2 8.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 7 1 5 4 15 11 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,354 COMMITMENTS 33,091 33,061 554 20,365 21,539 54,010 55,154 5,344 4,200 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 911) 912 -109 -377 -174 1,297 361 811 550 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 55.7 0.9 34.3 36.3 91.0 92.9 9.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 45 20 4 11 13 58 36 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 14,040 COMMITMENTS 9,545 1,749 2,745 203 8,693 12,493 13,187 1,547 853 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -604) -269 -145 -216 -4 -179 -489 -540 -115 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 12.5 19.6 1.4 61.9 89.0 93.9 11.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 7 3 1 5 12 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,072,293 COMMITMENTS 993,698 4841267 3514797 11968152 7314714 16476647 15670778 595,646 1401515 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 189,110) 32,023 -34,758 75,510 170,985 205,905 278,518 246,657 -89,408 -57,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 28.4 20.6 70.1 42.8 96.5 91.8 3.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 39 119 137 109 127 253 302 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 744,178 COMMITMENTS 103,420 91,611 36,130 524,413 546,938 663,963 674,679 80,215 69,499 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -7,300) -5,250 -3,708 2,663 -5,117 -2,506 -7,704 -3,550 404 -3,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 12.3 4.9 70.5 73.5 89.2 90.7 10.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601) 140 118 86 241 253 419 421 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 80,010 COMMITMENTS 4,414 18,380 1,035 57,446 38,949 62,895 58,364 17,115 21,646 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,219) -4,329 3,720 -249 -202 -8,899 -4,780 -5,428 -439 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 23.0 1.3 71.8 48.7 78.6 72.9 21.4 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 12 2 21 21 28 35 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 23,952 COMMITMENTS 0 1,624 0 22,482 21,802 22,482 23,426 1,470 526 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 913) 0 0 0 1,167 837 1,167 837 -254 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 0.0 93.9 91.0 93.9 97.8 6.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 10 15 10 17 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| 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: 13,959 COMMITMENTS 1,700 0 0 9,959 13,395 11,659 13,395 2,300 564 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -403) -531 0 0 -82 -339 -613 -339 210 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 0.0 71.3 96.0 83.5 96.0 16.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 11 10 15 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,320,841 COMMITMENTS 559,230 430,356 111,276 2334834 2539943 3005340 3081575 315,501 239,266 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -10,405) -4,037 -36,572 13,995 -24,577 31,966 -14,619 9,389 4,214 -19,794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 13.0 3.4 70.3 76.5 90.5 92.8 9.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596) 140 117 80 236 249 412 410 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 29,880 COMMITMENTS 13,688 0 0 13,590 29,620 27,278 29,620 2,602 260 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -715) -458 -509 0 -53 -209 -511 -718 -204 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 0.0 0.0 45.5 99.1 91.3 99.1 8.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 0 0 8 11 18 11 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 15,663 COMMITMENTS 2,494 1,108 0 11,727 14,040 14,221 15,148 1,442 515 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 1,560) -57 -18 0 1,679 1,686 1,622 1,668 -62 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 7.1 0.0 74.9 89.6 90.8 96.7 9.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 10 10 13 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 74,945 COMMITMENTS 15,269 2,820 432 48,445 67,225 64,146 70,477 10,799 4,468 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 845) 1,395 -60 -269 837 141 1,963 -188 -1,118 1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 3.8 0.6 64.6 89.7 85.6 94.0 14.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 14 6 5 41 30 56 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,410 COMMITMENTS 12,001 10,816 1,134 28,495 29,617 41,630 41,568 6,780 6,842 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 2,124) 183 -435 53 1,335 2,875 1,571 2,493 552 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 22.3 2.3 58.9 61.2 86.0 85.9 14.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 59 59 24 75 83 144 157 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 242,052 COMMITMENTS 60,004 54,082 5,672 142,474 148,087 208,150 207,841 33,902 34,211 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 10,618) 915 -2,175 267 6,674 14,375 7,856 12,467 2,762 -1,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 22.3 2.3 58.9 61.2 86.0 85.9 14.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 59 59 24 75 83 144 157 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 106,051 COMMITMENTS 47,469 44,334 4,569 28,372 33,366 80,410 82,269 25,641 23,782 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,255) 214 6,653 1,590 -4,105 -12,232 -2,301 -3,989 -2,954 -1,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 41.8 4.3 26.8 31.5 75.8 77.6 24.2 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 27 23 15 23 21 57 53 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 516,293 COMMITMENTS 105,759 111,653 6,548 386,576 383,851 498,883 502,052 17,410 14,241 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -8,241) -3,156 -2,082 863 -5,850 -6,070 -8,143 -7,289 -98 -952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 21.6 1.3 74.9 74.3 96.6 97.2 3.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 54 48 22 114 111 175 175 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 65,703 COMMITMENTS 25,105 16,799 4,050 27,903 40,045 57,058 60,894 8,645 4,809 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 9,762) -540 -478 3,924 4,885 4,963 8,269 8,409 1,493 1,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 25.6 6.2 42.5 60.9 86.8 92.7 13.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 22 6 11 19 11 47 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 90,073 COMMITMENTS 24,398 14,418 6,048 45,003 43,709 75,449 64,175 14,624 25,898 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 7,519) -1,840 1,196 3,398 1,261 10,767 2,819 15,361 4,700 -7,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 16.0 6.7 50.0 48.5 83.8 71.2 16.2 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 21 21 16 31 30 63 57 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| 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: 107,809 COMMITMENTS 25,380 2,940 24,754 57,635 80,094 107,769 107,788 40 21 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 2,070) 1,991 0 290 4 1,980 2,285 2,270 -215 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 2.7 23.0 53.5 74.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 1 2 15 16 27 19
Updated March 9, 2018