MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 18,358 COMMITMENTS 2,320 4,720 360 15,558 13,158 18,238 18,238 120 120 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 960) 0 240 0 960 720 960 960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 25.7 2.0 84.7 71.7 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 10 1 5 8 7 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,668 COMMITMENTS 567 1,438 285 5,871 5,050 6,723 6,773 945 895 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 116) 18 -9 -3 113 216 128 204 -12 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 18.8 3.7 76.6 65.9 87.7 88.3 12.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 13 8 19 18 30 33 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,074 COMMITMENTS 11,957 9,065 957 9,014 9,873 21,928 19,895 2,146 4,179 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 752) 448 497 221 0 -24 669 694 83 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 37.7 4.0 37.4 41.0 91.1 82.6 8.9 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 16 25 18 20 22 50 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,497 COMMITMENTS 842 1,708 570 6,398 5,231 7,810 7,509 687 988 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 269) 9 -8 28 246 352 283 372 -14 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 20.1 6.7 75.3 61.6 91.9 88.4 8.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 12 8 20 19 30 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,660 COMMITMENTS 73,224 65,871 53,059 94,209 86,354 220,492 205,284 19,168 34,376 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,395) 6,388 7,390 -121 -310 576 5,957 7,845 -562 -2,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 27.5 22.1 39.3 36.0 92.0 85.7 8.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 94 112 123 70 88 239 268 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 357,162 COMMITMENTS 117,698 61,271 61,218 148,211 188,528 327,127 311,017 30,035 46,145 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 700) -5,452 11,403 834 4,770 -10,638 152 1,599 548 -899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 17.2 17.1 41.5 52.8 91.6 87.1 8.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409) 111 103 130 113 145 302 323 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,470 COMMITMENTS 3,723 1,652 299 877 3,291 4,899 5,242 1,571 1,228 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 52) 99 -39 67 -194 78 -28 106 80 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.5 25.5 4.6 13.6 50.9 75.7 81.0 24.3 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 29 11 6 13 21 47 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,643 COMMITMENTS 19,693 16,734 10,115 14,939 12,407 44,747 39,256 9,896 15,387 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,076) 803 1,919 1,136 90 271 2,029 3,326 47 -1,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 30.6 18.5 27.3 22.7 81.9 71.8 18.1 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 56 72 68 48 61 147 172 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,668 COMMITMENTS 124 2,924 30 2,482 527 2,636 3,481 1,032 187 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 64) 4 83 2 71 -5 77 80 -13 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 79.7 0.8 67.7 14.4 71.9 94.9 28.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 3 12 4 17 11 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,234 COMMITMENTS 2,009 14,394 431 24,247 11,019 26,687 25,844 547 1,390 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 547) 94 335 17 400 169 511 521 36 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 52.9 1.6 89.0 40.5 98.0 94.9 2.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 10 17 9 21 26 39 44 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,174 COMMITMENTS 18,954 778 48 7,919 27,591 26,921 28,417 2,253 757 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 301) 131 522 0 -160 -99 -29 423 330 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.0 2.7 0.2 27.1 94.6 92.3 97.4 7.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 3 1 4 5 17 9 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,568 COMMITMENTS 33,518 60,568 4,686 63,273 30,405 101,477 95,659 26,091 31,909 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -52,672) -45,226 6,384 -1,577 -746 -55,358 -47,549 -50,551 -5,123 -2,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 47.5 3.7 49.6 23.8 79.5 75.0 20.5 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 27 34 18 29 24 68 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,649 COMMITMENTS 15,992 25,437 165 16,657 3,961 32,814 29,563 11,835 15,086 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 344) -1,439 -240 20 1,225 -594 -194 -814 538 1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 57.0 0.4 37.3 8.9 73.5 66.2 26.5 33.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 14 3 13 7 29 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 199,947 COMMITMENTS 130,264 40,477 423 60,742 155,684 191,429 196,584 8,518 3,363 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,410) 24,394 1,452 -966 -7,627 17,549 15,801 18,035 1,609 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 20.2 0.2 30.4 77.9 95.7 98.3 4.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 93 26 5 11 26 106 55 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,947 COMMITMENTS 90,239 56,063 2,821 45,780 94,274 138,840 153,158 38,107 23,789 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,764) 18,814 8,445 797 -4,629 6,215 14,982 15,457 2,782 2,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 31.7 1.6 25.9 53.3 78.5 86.6 21.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 48 24 20 27 38 83 74 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 162,038 COMMITMENTS 56,544 60,212 4,634 64,904 72,327 126,082 137,173 35,956 24,865 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,788) 8,642 -9,689 416 -10,467 14,359 -1,409 5,086 3,197 -3,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 37.2 2.9 40.1 44.6 77.8 84.7 22.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 45 26 16 38 32 87 70 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 514,049 COMMITMENTS 234,656 93,592 9,358 187,625 361,061 431,639 464,011 82,410 50,038 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,085) 15,222 6,897 -2,081 4,201 9,097 17,342 13,913 -257 3,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 18.2 1.8 36.5 70.2 84.0 90.3 16.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 121 38 44 75 56 203 132 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,548 COMMITMENTS 12,994 4,108 68 9,308 27,604 22,370 31,780 14,178 4,768 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,037) 2,405 -1,541 42 289 2,010 2,736 511 -699 1,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 11.2 0.2 25.5 75.5 61.2 87.0 38.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 5 4 10 10 21 17 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,300 COMMITMENTS 9,325 23,338 302 20,185 7,608 29,812 31,248 2,488 1,052 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,479) 4,690 6,208 69 4,510 3,168 9,269 9,445 210 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 72.3 0.9 62.5 23.6 92.3 96.7 7.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 8 2 5 6 15 15 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,728 COMMITMENTS 32,749 14,510 315 8,671 27,208 41,735 42,033 4,993 4,695 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,246) 1,671 3,058 -114 1,030 -1,210 2,587 1,734 -341 512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 31.1 0.7 18.6 58.2 89.3 90.0 10.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 44 21 3 9 8 54 31 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,206 COMMITMENTS 9,043 1,203 562 0 8,799 9,605 10,564 1,601 642 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -66) -288 -780 80 0 767 -208 67 142 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.7 10.7 5.0 0.0 78.5 85.7 94.3 14.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 7 1 0 5 8 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 16,915,837 COMMITMENTS 1005507 4972293 3432329 11886091 7181717 16323927 15586339 591,910 1329498 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 430,875) 127,377 149,278 35,928 259,393 240,696 422,698 425,902 8,177 4,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 29.4 20.3 70.3 42.5 96.5 92.1 3.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 30 131 142 119 133 267 311 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 645,461 COMMITMENTS 111,689 69,265 21,036 418,975 476,863 551,699 567,164 93,762 78,297 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 61,014) 16,211 -7,684 3,907 21,246 48,504 41,364 44,728 19,649 16,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 10.7 3.3 64.9 73.9 85.5 87.9 14.5 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 135 118 72 222 234 390 391 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 50,553 COMMITMENTS 4,173 7,110 445 30,026 11,246 34,644 18,801 15,909 31,752 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,603) -144 4,663 445 16,551 -3,140 16,852 1,968 751 15,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 14.1 0.9 59.4 22.2 68.5 37.2 31.5 62.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 9 1 18 13 26 23 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 25,248 COMMITMENTS 0 1,624 0 24,274 22,951 24,274 24,575 974 673 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 163) 0 0 0 470 -11 470 -11 -307 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 0.0 96.1 90.9 96.1 97.3 3.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 10 11 10 13 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 11,502 COMMITMENTS 2,167 0 0 7,353 10,935 9,520 10,935 1,982 567 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 318) 345 0 0 -207 250 138 250 180 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 0.0 0.0 63.9 95.1 82.8 95.1 17.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 0 9 10 13 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,974,542 COMMITMENTS 567,762 340,959 72,771 1944744 2328087 2585277 2741817 389,265 232,725 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 217,053) 103,427 -40,083 -4,340 23,475 258,221 122,562 213,798 94,491 3,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 11.5 2.4 65.4 78.3 86.9 92.2 13.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576) 134 118 64 219 232 384 383 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 30,570 COMMITMENTS 13,791 320 0 14,134 29,653 27,925 29,973 2,645 597 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,346) -479 320 0 2,973 1,890 2,494 2,210 -148 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 1.0 0.0 46.2 97.0 91.3 98.0 8.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 1 0 8 12 16 13 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 23,563 COMMITMENTS 0 1,785 0 22,587 21,049 22,587 22,834 976 729 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,370) 0 0 0 2,348 2,420 2,348 2,420 22 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 0.0 95.9 89.3 95.9 96.9 4.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 11 9 11 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 78,995 COMMITMENTS 15,206 1,813 1,142 52,366 71,351 68,714 74,306 10,281 4,689 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -896) -1,183 -1,295 214 757 -214 -212 -1,295 -684 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 2.3 1.4 66.3 90.3 87.0 94.1 13.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 14 4 1 46 32 60 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,896 COMMITMENTS 14,815 11,301 1,323 23,981 27,530 40,119 40,154 6,777 6,742 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 569) 735 -348 92 130 687 957 431 -388 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 24.1 2.8 51.1 58.7 85.5 85.6 14.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 65 59 18 75 82 143 156 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 234,482 COMMITMENTS 74,075 56,503 6,617 119,905 137,651 200,597 200,771 33,885 33,711 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,844) 3,674 -1,739 458 651 3,435 4,783 2,154 -1,939 690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 24.1 2.8 51.1 58.7 85.5 85.6 14.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 65 59 18 75 82 143 156 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,797 COMMITMENTS 51,072 42,998 3,503 29,055 32,096 83,630 78,597 21,167 26,200 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 7,542) -2,678 7,173 -251 10,743 -166 7,814 6,756 -272 786 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 41.0 3.3 27.7 30.6 79.8 75.0 20.2 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 26 27 14 23 16 57 49 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 481,944 COMMITMENTS 120,325 95,370 10,254 332,831 360,307 463,410 465,931 18,534 16,013 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,310) -5,986 -6,875 1,653 6,590 4,682 2,257 -540 -947 1,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 19.8 2.1 69.1 74.8 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 65 51 23 107 104 179 171 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 47,312 COMMITMENTS 18,846 4,632 12 22,385 38,611 41,243 43,255 6,069 4,057 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 523) 1,070 -3,171 0 -31 3,029 1,039 -142 -516 665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.8 9.8 0.0 47.3 81.6 87.2 91.4 12.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 3 1 17 13 33 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,794 COMMITMENTS 14,001 11,453 1,101 42,876 30,709 57,978 43,263 8,816 23,531 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,602) -2,846 6,157 -54 1,253 -908 -1,647 5,195 45 -6,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 17.1 1.6 64.2 46.0 86.8 64.8 13.2 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 18 13 5 27 18 47 34 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 107,099 COMMITMENTS 27,100 2,940 23,671 56,284 80,395 107,055 107,006 44 93 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -772) 898 0 -922 -749 150 -773 -772 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 2.7 22.1 52.6 75.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 1 2 14 16 26 19
Updated March 30, 2018