MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 19,404 COMMITMENTS 2,560 4,000 640 15,944 14,524 19,144 19,164 260 240 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,940) -360 700 360 1,920 880 1,920 1,940 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 20.6 3.3 82.2 74.9 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 11 3 6 8 11 20 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,782 COMMITMENTS 755 1,863 1,366 5,463 4,110 7,584 7,339 1,198 1,443 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,054) 27 167 85 785 787 898 1,039 155 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 21.2 15.6 62.2 46.8 86.4 83.6 13.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 12 10 18 19 29 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,806 COMMITMENTS 13,199 3,206 17,356 16,474 17,164 47,029 37,726 4,776 14,080 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 611) 576 1,026 -488 326 663 414 1,201 197 -591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 6.2 33.5 31.8 33.1 90.8 72.8 9.2 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 20 25 26 30 26 62 65 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,937 COMMITMENTS 830 448 2,753 7,516 7,595 11,099 10,796 839 1,141 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -32) -80 99 -106 145 4 -42 -3 9 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.8 23.1 63.0 63.6 93.0 90.4 7.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 10 11 23 22 37 34 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 289,845 COMMITMENTS 95,545 25,870 71,706 99,564 144,453 266,815 242,029 23,030 47,816 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -1,766) -326 -1,078 405 -1,926 -1,784 -1,847 -2,458 81 692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 8.9 24.7 34.4 49.8 92.1 83.5 7.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 126 69 131 81 101 270 251 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 404,794 COMMITMENTS 124,564 28,965 98,588 148,692 222,399 371,844 349,951 32,950 54,842 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 7,959) -2,746 3,418 6,517 2,485 -990 6,256 8,946 1,703 -987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 7.2 24.4 36.7 54.9 91.9 86.5 8.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 141 89 155 150 170 368 355 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,651 COMMITMENTS 4,238 1,737 884 1,033 4,127 6,155 6,748 1,496 903 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 868) 199 1 303 403 682 905 987 -37 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.4 22.7 11.6 13.5 53.9 80.4 88.2 19.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 36 16 10 16 27 60 46 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 64,384 COMMITMENTS 22,684 11,345 17,523 15,021 16,022 55,229 44,890 9,155 19,493 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 696) 13 5 29 710 1,315 751 1,348 -55 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 17.6 27.2 23.3 24.9 85.8 69.7 14.2 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 64 54 78 64 76 178 170 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,782 COMMITMENTS 463 3,091 376 2,686 826 3,525 4,294 1,257 488 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 127) 1 136 -3 29 -11 26 121 101 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 64.6 7.9 56.2 17.3 73.7 89.8 26.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 8 5 10 5 19 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 46,590 COMMITMENTS 1,796 13,472 8,386 35,183 19,204 45,364 41,061 1,226 5,528 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 780) 3 737 112 590 -13 705 836 75 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 28.9 18.0 75.5 41.2 97.4 88.1 2.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 9 28 16 26 32 48 63 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 62,510 COMMITMENTS 34,115 7,005 0 26,428 54,456 60,543 61,461 1,967 1,049 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,058) 1,749 601 0 300 1,572 2,049 2,173 9 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.6 11.2 0.0 42.3 87.1 96.9 98.3 3.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 19 5 0 5 8 24 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 180,830 COMMITMENTS 60,540 42,371 13,031 63,461 103,653 137,033 159,054 43,797 21,775 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 14,287) 2,162 2,568 297 10,977 8,868 13,436 11,733 851 2,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 23.4 7.2 35.1 57.3 75.8 88.0 24.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 30 26 22 30 23 74 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 70,566 COMMITMENTS 14,351 35,340 81 47,373 14,899 61,805 50,320 8,762 20,246 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -6,936) -4,172 -5,181 -4,089 -243 2,757 -8,505 -6,513 1,568 -423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 50.1 0.1 67.1 21.1 87.6 71.3 12.4 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 9 20 3 12 16 22 38 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 172,806 COMMITMENTS 82,790 36,023 1,184 83,086 131,330 167,060 168,536 5,746 4,270 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -11,643) 4,087 -12,930 -149 -16,476 2,284 -12,538 -10,795 895 -848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.9 20.8 0.7 48.1 76.0 96.7 97.5 3.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 53 48 5 19 19 74 70 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 266,411 COMMITMENTS 85,688 55,398 26,801 112,596 156,550 225,085 238,749 41,325 27,662 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 31,356) -550 -3,404 7,645 24,942 25,566 32,038 29,808 -682 1,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 20.8 10.1 42.3 58.8 84.5 89.6 15.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 52 26 24 32 42 95 81 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 267,386 COMMITMENTS 36,413 158,501 18,689 183,098 56,801 238,200 233,991 29,185 33,394 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 12,613) -503 -5,205 5,098 260 16,214 4,854 16,107 7,758 -3,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 59.3 7.0 68.5 21.2 89.1 87.5 10.9 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 24 45 26 36 42 81 92 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 689,429 COMMITMENTS 244,054 105,706 69,598 274,842 452,416 588,495 627,721 100,935 61,709 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 58,300) 3,455 7,576 18,550 26,457 22,471 48,462 48,596 9,838 9,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 15.3 10.1 39.9 65.6 85.4 91.0 14.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 119 54 65 80 66 219 165 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 39,084 COMMITMENTS 14,595 6,653 187 10,088 28,083 24,870 34,923 14,214 4,161 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 275) -1,428 1,419 -682 1,175 -696 -935 41 1,210 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 17.0 0.5 25.8 71.9 63.6 89.4 36.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 6 4 12 10 23 18 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,760 COMMITMENTS 11,589 8,343 145 7,119 16,012 18,853 24,500 9,907 4,260 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 29.0 0.5 24.8 55.7 65.6 85.2 34.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 4 4 9 6 17 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,875 COMMITMENTS 21,219 10,012 111 8,816 21,081 30,146 31,204 1,729 671 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 6,169) 5,749 -208 -86 470 6,535 6,133 6,241 36 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.6 31.4 0.3 27.7 66.1 94.6 97.9 5.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 10 2 6 8 23 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,780 COMMITMENTS 17,795 25,786 861 23,916 16,189 42,572 42,836 4,208 3,944 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,261) 491 -2,535 667 -644 3,559 514 1,691 747 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 55.1 1.8 51.1 34.6 91.0 91.6 9.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 36 30 4 11 13 49 46 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,117 COMMITMENTS 11,662 2,909 191 0 9,112 11,853 12,212 1,264 905 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 588) 600 742 -97 0 122 503 767 85 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 88.9 22.2 1.5 0.0 69.5 90.4 93.1 9.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 14 4 1 0 7 14 12 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 24,922,760 COMMITMENTS 1267097 3525358 11243774 11838190 8738162 24349062 23507294 573,699 1415466 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 182,134) 143,769 231,836 34,586 -2,626 -105,828 175,730 160,594 6,404 21,539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 14.1 45.1 47.5 35.1 97.7 94.3 2.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 55 118 134 121 135 261 314 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,033,314 COMMITMENTS 116,386 91,921 193,170 614,877 650,199 924,432 935,290 108,881 98,024 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 75,517) 5,558 -4,883 34,923 35,752 48,138 76,233 78,178 -716 -2,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 8.9 18.7 59.5 62.9 89.5 90.5 10.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722) 224 148 220 255 266 563 551 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 160,305 COMMITMENTS 5,593 8,610 39,297 80,454 85,845 125,344 133,752 34,961 26,553 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 23,352) 747 -487 9,692 13,231 18,876 23,670 28,082 -319 -4,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 5.4 24.5 50.2 53.6 78.2 83.4 21.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 16 14 27 29 32 58 61 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,365,042 COMMITMENTS 579,234 441,822 744,094 2672113 2821772 3995441 4007689 369,601 357,353 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 260,827) 28,326 -17,707 121,881 112,606 146,308 262,813 250,483 -1,986 10,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 10.1 17.0 61.2 64.6 91.5 91.8 8.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705) 217 142 209 249 262 544 535 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| 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: 33,799 COMMITMENTS 13,662 0 0 16,740 33,350 30,402 33,350 3,397 449 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -2) -260 0 0 264 -49 4 -49 -6 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 0.0 0.0 49.5 98.7 89.9 98.7 10.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 0 0 9 9 17 9 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| 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: 12,430 COMMITMENTS 3,915 1,183 0 7,383 10,786 11,298 11,969 1,132 461 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 9.5 0.0 59.4 86.8 90.9 96.3 9.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 0 7 9 11 10 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| 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: 25,496 COMMITMENTS 0 671 0 24,135 23,878 24,135 24,549 1,361 947 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 486) 0 -310 0 413 919 413 609 73 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 94.7 93.7 94.7 96.3 5.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 11 11 11 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 90,011 COMMITMENTS 23,270 2,210 740 52,702 83,584 76,712 86,534 13,299 3,477 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -860) 279 -666 -115 -652 -155 -488 -936 -372 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 2.5 0.8 58.6 92.9 85.2 96.1 14.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 16 5 7 45 33 61 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,546 COMMITMENTS 19,886 14,483 3,237 27,918 33,223 51,040 50,942 7,506 7,604 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 3,632) 1,529 -366 119 1,844 4,000 3,492 3,754 139 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 24.7 5.5 47.7 56.7 87.2 87.0 12.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 85 71 39 72 86 177 176 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 292,732 COMMITMENTS 99,428 72,413 16,184 139,588 166,114 255,200 254,711 37,532 38,021 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 18,158) 7,646 -1,828 597 9,219 19,999 17,462 18,768 696 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 24.7 5.5 47.7 56.7 87.2 87.0 12.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 85 71 39 72 86 177 176 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,447 COMMITMENTS 49,891 39,028 13,256 51,014 67,029 114,161 119,313 30,286 25,133 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 4,772) -2,801 -6,523 2,189 7,136 9,526 6,524 5,192 -1,753 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 27.0 9.2 35.3 46.4 79.0 82.6 21.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 38 26 23 27 26 74 66 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 566,053 COMMITMENTS 175,811 134,361 11,055 357,811 408,040 544,677 553,457 21,376 12,596 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -16,566) -486 -4,773 -212 -14,490 -8,489 -15,188 -13,474 -1,378 -3,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 23.7 2.0 63.2 72.1 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 74 46 29 115 111 204 171 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 47,198 COMMITMENTS 15,480 17,895 359 22,033 25,728 37,872 43,982 9,326 3,216 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 878) 1,332 -777 -154 -391 1,933 787 1,002 91 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 37.9 0.8 46.7 54.5 80.2 93.2 19.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 21 7 2 14 9 36 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,165 COMMITMENTS 20,769 14,386 1,589 27,201 16,419 49,559 32,394 8,606 25,771 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -3,707) -2,215 -654 175 -995 122 -3,035 -357 -672 -3,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 24.7 2.7 46.8 28.2 85.2 55.7 14.8 44.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 21 19 5 29 22 53 43 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| 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: 93,553 COMMITMENTS 14,842 2,010 24,431 54,236 67,112 93,509 93,553 44 0 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -30) 4,230 0 -1,000 -3,260 970 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 2.1 26.1 58.0 71.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 1 1 14 16 22 18
Updated January 19, 2018