BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,712 COMMITMENTS 555 1,405 351 5,829 5,058 6,735 6,814 977 898 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 44) -12 -33 66 -42 8 12 41 32 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 18.2 4.6 75.6 65.6 87.3 88.4 12.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 12 9 20 17 31 33 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,530 COMMITMENTS 12,160 8,855 1,177 9,059 10,144 22,396 20,176 2,134 4,354 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 456) 203 -210 220 45 271 468 281 -12 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.6 36.1 4.8 36.9 41.4 91.3 82.3 8.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 23 16 20 22 48 50 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,628 COMMITMENTS 828 1,680 557 6,555 5,386 7,940 7,623 688 1,005 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 131) -14 -28 -13 157 155 130 114 1 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 19.5 6.5 76.0 62.4 92.0 88.4 8.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 11 8 21 20 31 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,313 COMMITMENTS 71,058 67,999 53,939 95,429 83,498 220,426 205,436 18,887 33,877 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -347) -2,166 2,128 880 1,220 -2,856 -66 152 -281 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 28.4 22.5 39.9 34.9 92.1 85.8 7.9 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 89 115 120 70 86 233 271 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 356,975 COMMITMENTS 120,726 75,584 59,646 145,704 178,307 326,076 313,537 30,899 43,438 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -187) 3,028 14,313 -1,572 -2,507 -10,221 -1,051 2,520 864 -2,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 21.2 16.7 40.8 49.9 91.3 87.8 8.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420) 109 115 126 116 148 304 331 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,688 COMMITMENTS 3,885 1,664 309 856 3,368 5,050 5,341 1,638 1,347 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 218) 162 12 10 -21 77 151 99 67 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 24.9 4.6 12.8 50.4 75.5 79.9 24.5 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 30 12 7 12 21 47 37 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,113 COMMITMENTS 18,764 16,857 10,952 14,859 11,984 44,575 39,793 9,538 14,320 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -530) -929 123 837 -80 -423 -172 537 -358 -1,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 31.2 20.2 27.5 22.1 82.4 73.5 17.6 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 48 73 68 43 61 137 172 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,675 COMMITMENTS 124 2,935 31 2,497 519 2,652 3,485 1,023 190 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 7) 0 11 1 15 -8 16 4 -9 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 79.9 0.8 67.9 14.1 72.2 94.8 27.8 5.2 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 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,612 COMMITMENTS 2,061 14,575 423 24,607 11,128 27,091 26,126 521 1,486 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 378) 52 181 -8 360 109 404 282 -26 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 52.8 1.5 89.1 40.3 98.1 94.6 1.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 11 17 9 20 27 39 45 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,550 COMMITMENTS 18,882 216 48 7,643 27,589 26,573 27,853 1,977 697 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -624) -72 -562 0 -276 -2 -348 -564 -276 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.1 0.8 0.2 26.8 96.6 93.1 97.6 6.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 17 2 1 4 5 21 8 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,509 COMMITMENTS 29,558 61,430 4,822 64,223 31,105 98,603 97,357 28,906 30,152 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -59) -3,960 862 136 950 700 -2,874 1,698 2,815 -1,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 48.2 3.8 50.4 24.4 77.3 76.4 22.7 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 28 35 15 27 20 65 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,734 COMMITMENTS 17,908 27,819 161 19,921 5,175 37,990 33,155 10,744 15,579 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,085) 1,916 2,382 -4 3,264 1,214 5,176 3,592 -1,091 493 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 57.1 0.3 40.9 10.6 78.0 68.0 22.0 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 16 2 13 9 27 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 209,945 COMMITMENTS 136,812 37,732 352 64,044 169,006 201,208 207,090 8,737 2,855 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 9,998) 6,548 -2,745 -71 3,302 13,322 9,779 10,506 219 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.2 18.0 0.2 30.5 80.5 95.8 98.6 4.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 101 29 3 12 25 113 57 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 172,017 COMMITMENTS 86,643 46,305 3,055 45,117 99,602 134,815 148,962 37,202 23,055 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -4,930) -3,596 -9,758 234 -663 5,328 -4,025 -4,196 -905 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 26.9 1.8 26.2 57.9 78.4 86.6 21.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 47 24 18 29 38 83 73 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,818 COMMITMENTS 48,053 44,481 3,095 63,665 74,952 114,813 122,528 34,005 26,290 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -13,220) -8,491 -15,731 -1,539 -1,239 2,625 -11,269 -14,645 -1,951 1,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 29.9 2.1 42.8 50.4 77.1 82.3 22.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 35 31 16 35 33 78 72 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 493,677 COMMITMENTS 221,327 86,946 10,852 185,288 346,555 417,467 444,353 76,210 49,324 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -20,372) -13,329 -6,646 1,494 -2,337 -14,506 -14,172 -19,658 -6,200 -714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 17.6 2.2 37.5 70.2 84.6 90.0 15.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 108 51 48 72 58 193 146 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,675 COMMITMENTS 13,041 3,917 26 9,175 27,646 22,242 31,589 14,433 5,086 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 127) 47 -191 -42 -133 42 -128 -191 255 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 10.7 0.1 25.0 75.4 60.6 86.1 39.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 5 3 10 10 21 16 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,426 COMMITMENTS 4,372 27,160 0 23,702 2,022 28,074 29,182 2,352 1,244 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -1,874) -4,953 3,822 -302 3,517 -5,586 -1,738 -2,066 -136 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 89.3 0.0 77.9 6.6 92.3 95.9 7.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 8 0 6 4 14 12 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,079 COMMITMENTS 32,948 14,571 359 8,792 27,497 42,099 42,427 4,980 4,652 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 351) 199 61 44 121 289 364 394 -13 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.0 31.0 0.8 18.7 58.4 89.4 90.1 10.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 45 25 3 10 8 56 35 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,396 COMMITMENTS 9,003 1,092 562 200 9,028 9,765 10,682 1,631 714 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 190) -40 -111 0 200 229 160 118 30 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.0 9.6 4.9 1.8 79.2 85.7 93.7 14.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 10 6 1 1 5 11 12 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 16,917,039 COMMITMENTS 987,811 5000977 3351623 11924727 7227376 16264161 15579976 652,878 1337063 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,202) -17,696 28,684 -80,706 38,636 45,659 -59,766 -6,363 60,968 7,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 29.6 19.8 70.5 42.7 96.1 92.1 3.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 34 127 136 121 138 266 311 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 672,875 COMMITMENTS 112,247 69,714 23,677 428,757 488,892 564,681 582,284 108,194 90,591 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 27,414) 558 449 2,642 9,782 12,029 12,982 15,120 14,432 12,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 10.4 3.5 63.7 72.7 83.9 86.5 16.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579) 144 113 73 224 236 395 395 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 62,386 COMMITMENTS 7,829 7,817 241 37,131 10,059 45,201 18,117 17,185 44,269 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 11,833) 3,656 707 -204 7,105 -1,187 10,557 -684 1,276 12,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 12.5 0.4 59.5 16.1 72.5 29.0 27.5 71.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 8 2 19 13 28 23 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| 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: 25,262 COMMITMENTS 0 1,624 0 24,362 23,239 24,362 24,863 900 399 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 14) 0 0 0 88 288 88 288 -74 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 0.0 96.4 92.0 96.4 98.4 3.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 10 12 10 14 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Energy Index p OPEN INTEREST: 13,087 COMMITMENTS 2,117 0 1 9,018 12,445 11,136 12,446 1,951 641 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 1,585) -50 0 1 1,665 1,510 1,616 1,511 -31 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 0.0 0.0 68.9 95.1 85.1 95.1 14.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 1 9 9 13 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,052,445 COMMITMENTS 564,314 351,711 74,957 1958131 2394167 2597402 2820835 455,043 231,610 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 77,903) -3,448 10,752 2,186 13,387 66,080 12,125 79,018 65,778 -1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 11.5 2.5 64.1 78.4 85.1 92.4 14.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577) 142 114 67 220 233 388 388 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| 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: 35,425 COMMITMENTS 13,767 320 0 19,268 34,740 33,035 35,060 2,390 365 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,855) -24 0 0 5,134 5,087 5,110 5,087 -255 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 0.9 0.0 54.4 98.1 93.3 99.0 6.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 1 0 8 14 16 15 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| 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: 25,589 COMMITMENTS 0 1,785 0 24,474 23,087 24,474 24,872 1,115 717 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 2,026) 0 0 0 1,887 2,038 1,887 2,038 139 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 0.0 95.6 90.2 95.6 97.2 4.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 10 10 10 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 78,804 COMMITMENTS 12,930 2,412 909 54,269 70,957 68,108 74,278 10,696 4,526 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -191) -2,276 599 -233 1,903 -394 -606 -28 415 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 3.1 1.2 68.9 90.0 86.4 94.3 13.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 10 6 4 44 33 56 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,750 COMMITMENTS 15,224 18,382 1,060 27,562 25,179 43,846 44,622 6,904 6,128 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 3,853) 409 7,081 -263 3,581 -2,351 3,727 4,467 127 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 36.2 2.1 54.3 49.6 86.4 87.9 13.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 69 65 16 71 85 146 160 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 253,749 COMMITMENTS 76,118 91,910 5,301 137,812 125,897 219,231 223,108 34,518 30,641 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 19,267) 2,043 35,407 -1,316 17,907 -11,754 18,634 22,337 633 -3,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 36.2 2.1 54.3 49.6 86.4 87.9 13.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 69 65 16 71 85 146 160 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,830 COMMITMENTS 46,152 46,227 3,214 36,814 31,908 86,180 81,349 22,650 27,481 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 4,033) -4,920 3,229 -289 7,759 -188 2,550 2,752 1,483 1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 42.5 3.0 33.8 29.3 79.2 74.7 20.8 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 25 27 12 20 15 50 49 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 482,368 COMMITMENTS 108,418 89,822 11,137 345,619 365,692 465,174 466,651 17,194 15,717 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 424) -11,907 -5,548 883 12,788 5,385 1,764 720 -1,340 -296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 18.6 2.3 71.7 75.8 96.4 96.7 3.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 67 43 23 113 98 187 157 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,359 COMMITMENTS 15,415 4,487 896 21,544 36,119 37,855 41,502 6,504 2,857 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,953) -3,431 -145 884 -841 -2,492 -3,388 -1,753 435 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 10.1 2.0 48.6 81.4 85.3 93.6 14.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 4 3 17 11 32 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,511 COMMITMENTS 15,479 11,583 941 39,413 34,066 55,833 46,590 8,678 17,921 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: -2,283) 1,478 130 -160 -3,463 3,357 -2,145 3,327 -138 -5,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 18.0 1.5 61.1 52.8 86.5 72.2 13.5 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 22 12 3 23 17 46 31 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 04/03/18 | --------------------------------------------------------------| 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: 107,179 COMMITMENTS 27,066 2,940 23,711 56,356 80,435 107,133 107,086 46 93 CHANGES FROM 03/27/18 (CHANGE IN OPEN INTEREST: 80) -34 0 40 72 40 78 80 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 2.7 22.1 52.6 75.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 1 2 14 16 26 19
Updated April 6, 2018