MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,464 COMMITMENTS 2,800 3,380 280 14,144 13,564 17,224 17,224 240 240 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -3,128) -720 -400 -40 -2,368 -2,688 -3,128 -3,128 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 19.4 1.6 81.0 77.7 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 10 2 7 8 13 19 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,710 COMMITMENTS 729 1,737 1,592 5,408 4,256 7,728 7,585 982 1,126 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 119) 42 -26 -11 325 155 356 117 -237 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 19.9 18.3 62.1 48.9 88.7 87.1 11.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 11 12 21 19 35 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,182 COMMITMENTS 14,541 2,949 18,301 19,579 21,703 52,421 42,953 4,761 14,229 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 621) -232 -45 233 687 95 689 283 -68 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 5.2 32.0 34.2 38.0 91.7 75.1 8.3 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 27 19 30 34 32 71 71 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,395 COMMITMENTS 1,122 309 3,352 7,957 8,800 12,430 12,461 965 934 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 55) 12 -35 24 12 62 48 52 6 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 2.3 25.0 59.4 65.7 92.8 93.0 7.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 5 12 24 23 39 36 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,180 COMMITMENTS 88,454 26,295 69,743 103,778 141,795 261,976 237,834 21,204 45,346 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 12,234) 1,901 -2,378 6,380 1,405 6,846 9,686 10,848 2,548 1,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 9.3 24.6 36.6 50.1 92.5 84.0 7.5 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 96 88 122 78 95 254 237 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 389,088 COMMITMENTS 125,817 20,687 86,220 147,255 229,185 359,292 336,092 29,796 52,996 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 7,619) 510 2,246 5,549 1,807 1,069 7,867 8,864 -248 -1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 5.3 22.2 37.8 58.9 92.3 86.4 7.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 139 83 146 134 169 347 341 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,457 COMMITMENTS 3,746 1,745 483 767 3,241 4,995 5,469 1,461 988 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -623) 41 102 -394 -210 -303 -562 -596 -61 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.0 27.0 7.5 11.9 50.2 77.4 84.7 22.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 32 14 12 13 23 53 42 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,578 COMMITMENTS 21,903 10,941 17,401 13,903 14,838 53,207 43,181 9,372 19,398 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,748) 47 -667 -227 -374 -1 -554 -894 -1,194 -854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 17.5 27.8 22.2 23.7 85.0 69.0 15.0 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 63 51 85 65 75 183 177 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,308 COMMITMENTS 521 3,110 474 3,030 1,155 4,025 4,738 1,284 570 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -29) 115 67 -37 -26 -69 52 -39 -80 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 58.6 8.9 57.1 21.8 75.8 89.3 24.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 4 12 8 19 15 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 46,272 COMMITMENTS 1,666 13,211 8,459 34,928 19,267 45,053 40,937 1,219 5,335 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 726) 55 -258 268 368 527 691 538 34 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 28.6 18.3 75.5 41.6 97.4 88.5 2.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 8 24 16 29 32 51 58 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 59,474 COMMITMENTS 31,776 5,955 0 25,891 52,476 57,667 58,431 1,807 1,043 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 2,458) 2,409 114 0 28 2,349 2,437 2,463 21 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.4 10.0 0.0 43.5 88.2 97.0 98.2 3.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 16 5 0 5 8 21 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,658 COMMITMENTS 48,226 33,680 12,600 49,278 78,640 110,105 124,920 37,553 22,738 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 13,420) 6,126 9,064 1,163 3,701 3,223 10,990 13,450 2,430 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 22.8 8.5 33.4 53.3 74.6 84.6 25.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 35 26 22 27 24 75 59 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 75,922 COMMITMENTS 24,984 41,178 589 42,192 12,065 67,765 53,832 8,157 22,090 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -6,089) -6,975 -4,602 358 -810 -968 -7,427 -5,212 1,338 -877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 54.2 0.8 55.6 15.9 89.3 70.9 10.7 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 17 5 10 11 25 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 194,536 COMMITMENTS 93,804 58,721 1,845 94,071 128,594 189,720 189,160 4,816 5,376 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 9,155) 6,228 7,482 195 3,233 558 9,656 8,236 -501 919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.2 30.2 0.9 48.4 66.1 97.5 97.2 2.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 41 62 10 17 21 65 86 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 255,838 COMMITMENTS 92,784 74,448 25,441 97,223 128,692 215,449 228,582 40,389 27,256 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 29,801) 17,686 12,725 1,513 4,308 13,444 23,507 27,681 6,293 2,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 29.1 9.9 38.0 50.3 84.2 89.3 15.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 51 25 27 29 43 92 83 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,147 COMMITMENTS 38,169 161,515 15,837 177,983 41,145 231,990 218,497 22,157 35,650 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -348) -4,461 2,010 688 1,938 -1,878 -1,835 820 1,488 -1,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 63.6 6.2 70.0 16.2 91.3 86.0 8.7 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 27 48 30 35 38 82 97 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 632,080 COMMITMENTS 236,672 106,417 61,238 241,154 404,431 539,064 572,086 93,016 59,994 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 61,305) 33,630 -8,311 6,133 17,271 55,946 57,034 53,767 4,271 7,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 16.8 9.7 38.2 64.0 85.3 90.5 14.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 120 57 67 76 62 215 167 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 38,916 COMMITMENTS 16,034 6,323 863 8,900 28,344 25,797 35,530 13,119 3,386 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 1,063) 694 821 -4 -28 11 662 828 401 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 16.2 2.2 22.9 72.8 66.3 91.3 33.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 12 7 5 10 9 25 18 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,510 COMMITMENTS 7,235 7,087 143 10,765 11,355 18,143 18,585 1,367 925 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,796) 1,146 -1,557 -161 -1,959 389 -974 -1,329 -822 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 36.3 0.7 55.2 58.2 93.0 95.3 7.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 10 2 6 8 22 19 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,141 COMMITMENTS 15,509 32,494 703 25,888 7,241 42,100 40,438 3,041 4,703 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,078) -2,631 -3,232 379 -127 847 -2,379 -2,006 301 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 72.0 1.6 57.3 16.0 93.3 89.6 6.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 21 32 6 11 8 36 43 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,328 COMMITMENTS 11,699 2,945 282 0 9,079 11,981 12,306 1,347 1,022 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 729) 552 665 0 0 -69 552 596 177 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 87.8 22.1 2.1 0.0 68.1 89.9 92.3 10.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 5 1 0 7 13 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 23,078,325 COMMITMENTS 1019976 3330349 10313848 11229239 8117549 22563063 21761746 515,262 1316579 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 102,456) -32,407 160,831 -31,671 173,780 -21 109,701 129,139 -7,244 -26,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 14.4 44.7 48.7 35.2 97.8 94.3 2.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 54 121 133 120 129 259 309 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 832,133 COMMITMENTS 109,452 77,712 116,571 507,852 546,781 733,875 741,065 98,259 91,069 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -38,366) -43 -13,216 -17,459 -20,073 -3,841 -37,575 -34,516 -791 -3,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 9.3 14.0 61.0 65.7 88.2 89.1 11.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674) 190 149 195 241 257 517 515 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 97,230 COMMITMENTS 3,564 5,419 16,571 48,829 49,793 68,964 71,783 28,266 25,447 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -22,534) -836 687 -8,675 -12,561 -12,709 -22,073 -20,698 -461 -1,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 5.6 17.0 50.2 51.2 70.9 73.8 29.1 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 13 15 23 25 24 52 48 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,674,516 COMMITMENTS 541,145 373,172 488,293 2295112 2484940 3324551 3346406 349,965 328,110 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -79,158) 7,432 -66,048 -47,386 -37,557 44,339 -77,510 -69,094 -1,648 -10,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 10.2 13.3 62.5 67.6 90.5 91.1 9.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657) 184 142 185 235 254 498 502 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| 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: 34,126 COMMITMENTS 14,872 0 0 15,628 33,691 30,500 33,691 3,626 435 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,356) -194 0 0 -1,412 48 -1,606 48 250 -1,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 0.0 0.0 45.8 98.7 89.4 98.7 10.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 0 0 9 10 18 10 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 25,067 COMMITMENTS 0 981 0 22,652 23,494 22,652 24,475 2,415 592 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.9 0.0 90.4 93.7 90.4 97.6 9.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 11 8 11 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 92,476 COMMITMENTS 24,944 3,299 390 52,145 84,840 77,479 88,529 14,997 3,947 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 783) -427 -13 -41 -404 -255 -872 -309 1,655 1,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 3.6 0.4 56.4 91.7 83.8 95.7 16.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 17 6 4 42 34 59 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,266 COMMITMENTS 19,798 16,069 2,462 27,822 31,652 50,082 50,183 7,184 7,083 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,931) 1,411 -1,659 198 -3,019 -1,166 -1,411 -2,627 -520 696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 28.1 4.3 48.6 55.3 87.5 87.6 12.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 82 78 35 76 85 173 183 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 286,329 COMMITMENTS 98,992 80,344 12,310 139,108 158,262 250,410 250,915 35,919 35,413 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -9,653) 7,053 -8,293 988 -15,096 -5,829 -7,055 -13,135 -2,598 3,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 28.1 4.3 48.6 55.3 87.5 87.6 12.5 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 82 78 35 76 85 173 183 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,220 COMMITMENTS 44,909 62,057 14,017 54,210 38,901 113,136 114,975 29,084 27,246 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 15,605) 7,163 12,538 2,426 1,317 596 10,906 15,560 4,699 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 43.6 9.9 38.1 27.4 79.6 80.8 20.4 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 30 26 21 26 26 65 64 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 593,300 COMMITMENTS 185,584 136,188 9,735 373,869 433,328 569,189 579,251 24,111 14,049 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 152) -1,363 2,872 -871 1,116 -2,306 -1,118 -305 1,269 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 23.0 1.6 63.0 73.0 95.9 97.6 4.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 78 42 29 121 104 208 166 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,475 COMMITMENTS 12,901 12,259 268 18,871 24,364 32,040 36,891 8,435 3,584 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 1,360) 711 1,577 0 2 -74 713 1,503 647 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 30.3 0.7 46.6 60.2 79.2 91.1 20.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 15 9 1 16 12 32 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,788 COMMITMENTS 16,514 10,496 659 26,336 16,526 43,509 27,681 9,279 25,107 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 821) 799 954 76 1,906 -2,275 2,781 -1,245 -1,960 2,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 19.9 1.2 49.9 31.3 82.4 52.4 17.6 47.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 27 10 5 27 22 56 35 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| 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: 92,956 COMMITMENTS 10,538 2,010 25,271 57,103 65,675 92,912 92,956 44 0 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -2,972) -212 0 -1,830 -930 -1,142 -2,972 -2,972 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 2.2 27.2 61.4 70.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 1 1 14 17 20 19
Updated January 5, 2018