BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,824 COMMITMENTS 700 1,162 233 4,923 4,903 5,856 6,298 968 526 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 26) -4 31 38 16 -34 50 35 -24 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 17.0 3.4 72.1 71.8 85.8 92.3 14.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 10 8 18 17 27 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,645 COMMITMENTS 11,988 6,588 1,062 7,264 11,203 20,314 18,853 2,331 3,792 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,138) 802 673 34 142 641 978 1,348 160 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 29.1 4.7 32.1 49.5 89.7 83.3 10.3 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 25 17 19 22 25 59 49 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,797 COMMITMENTS 956 1,110 425 4,934 4,904 6,315 6,439 482 358 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 171) -34 285 28 189 32 183 345 -12 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 16.3 6.3 72.6 72.1 92.9 94.7 7.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 10 9 25 20 37 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,279 COMMITMENTS 59,373 74,045 60,291 104,559 76,534 224,223 210,870 19,056 32,409 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -5,359) -194 220 -5,336 1,438 -381 -4,092 -5,497 -1,267 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 30.4 24.8 43.0 31.5 92.2 86.7 7.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 80 108 118 66 76 220 251 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 358,064 COMMITMENTS 109,283 97,979 60,048 152,681 159,372 322,012 317,399 36,052 40,665 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -2,466) -1,323 5,434 -6,128 3,125 -1,854 -4,326 -2,548 1,860 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 27.4 16.8 42.6 44.5 89.9 88.6 10.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 102 125 127 123 148 304 339 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,874 COMMITMENTS 3,833 1,599 399 787 3,452 5,019 5,450 1,855 1,424 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 19) 0 23 146 -45 -180 101 -11 -82 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 23.3 5.8 11.4 50.2 73.0 79.3 27.0 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 36 14 8 11 20 53 39 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,068 COMMITMENTS 14,243 15,382 7,877 15,424 11,642 37,544 34,901 8,524 11,167 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,648) 978 1,033 969 -413 -7 1,534 1,995 114 -347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 33.4 17.1 33.5 25.3 81.5 75.8 18.5 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 41 68 51 48 51 122 148 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,335 COMMITMENTS 65 2,487 23 2,456 652 2,544 3,162 791 173 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 96) -16 26 3 308 58 295 87 -199 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 74.6 0.7 73.6 19.6 76.3 94.8 23.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 5 2 12 4 16 10 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,670 COMMITMENTS 1,519 12,122 378 21,079 10,018 22,976 22,518 694 1,152 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 824) -39 277 31 677 403 669 711 155 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 51.2 1.6 89.1 42.3 97.1 95.1 2.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 10 15 7 21 23 37 39 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,991 COMMITMENTS 12,309 1,446 7 12,393 23,345 24,709 24,798 2,282 2,193 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -2,326) -1,178 -2,663 7 -1,681 0 -2,852 -2,656 526 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 5.4 0.0 45.9 86.5 91.5 91.9 8.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 6 1 6 6 16 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,708 COMMITMENTS 30,419 54,075 4,385 64,838 37,415 99,642 95,875 29,066 32,833 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -169) -2,737 -2,942 747 1,448 1,502 -542 -693 373 524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 42.0 3.4 50.4 29.1 77.4 74.5 22.6 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 24 29 16 25 24 58 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 103,691 COMMITMENTS 25,724 62,117 388 71,193 10,894 97,305 73,399 6,386 30,292 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 5,791) 34 3,825 316 5,241 914 5,591 5,055 200 736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 59.9 0.4 68.7 10.5 93.8 70.8 6.2 29.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 31 2 16 13 26 45 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 183,354 COMMITMENTS 86,288 33,510 1,615 89,930 143,588 177,833 178,713 5,521 4,641 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -16,402) -23,623 -213 706 7,998 -18,371 -14,919 -17,878 -1,483 1,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 18.3 0.9 49.0 78.3 97.0 97.5 3.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 53 44 9 14 23 70 73 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,648 COMMITMENTS 61,361 55,740 7,943 91,070 96,114 160,374 159,797 30,274 30,851 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,846) -833 2,534 -1,251 6,204 868 4,120 2,151 -2,274 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 29.2 4.2 47.8 50.4 84.1 83.8 15.9 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 39 32 20 28 40 76 84 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 163,411 COMMITMENTS 64,926 61,246 3,457 69,058 65,583 137,441 130,286 25,970 33,125 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 5,835) 13,114 3,972 -320 -5,771 -501 7,023 3,151 -1,188 2,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 37.5 2.1 42.3 40.1 84.1 79.7 15.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 34 37 21 37 35 79 85 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 505,114 COMMITMENTS 219,317 104,203 12,321 201,322 330,265 432,960 446,789 72,154 58,325 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -10,018) -7,284 -1,893 657 -210 -12,436 -6,837 -13,672 -3,181 3,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 20.6 2.4 39.9 65.4 85.7 88.5 14.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 99 58 48 72 63 181 161 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,107 COMMITMENTS 12,215 5,053 360 8,838 26,195 21,413 31,608 13,694 3,499 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 8) -259 -41 45 -41 -131 -255 -127 263 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 14.4 1.0 25.2 74.6 61.0 90.0 39.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 8 5 9 9 22 19 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,889 COMMITMENTS 7,635 33,320 86 30,517 4,366 38,238 37,772 1,651 2,117 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 442) 418 361 79 -121 -216 376 224 66 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 83.5 0.2 76.5 10.9 95.9 94.7 4.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 15 2 6 8 20 25 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,874 COMMITMENTS 28,754 26,801 440 27,040 26,376 56,234 53,617 3,640 6,257 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 10,149) -250 10,343 182 9,943 -1,005 9,875 9,520 274 629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 44.8 0.7 45.2 44.1 93.9 89.5 6.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 28 43 8 13 10 45 57 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,193 COMMITMENTS 9,384 2,874 451 1,121 7,551 10,956 10,876 1,237 1,317 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,713) 1,785 1,706 -34 -74 4 1,677 1,676 36 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.0 23.6 3.7 9.2 61.9 89.9 89.2 10.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 11 10 1 1 4 13 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 16,163,582 COMMITMENTS 906,344 4709472 3162587 11477367 6948731 15546298 14820790 617,284 1342792 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -386,294) -55,387 -292,553 65,848 -368,650 -86,523 -358,189 -313,228 -28,105 -73,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 29.1 19.6 71.0 43.0 96.2 91.7 3.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 48 112 132 119 136 260 309 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,505 COMMITMENTS 1,675 2,052 26 0 0 1,701 2,078 804 427 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 20) 0 -23 6 0 0 6 -17 14 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.9 81.9 1.0 0.0 0.0 67.9 83.0 32.1 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 16 2 0 0 13 17 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 710,995 COMMITMENTS 104,912 62,727 34,024 443,893 500,247 582,829 596,998 128,166 113,997 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 14,499) 409 -8,119 3,840 6,437 14,852 10,686 10,573 3,812 3,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 8.8 4.8 62.4 70.4 82.0 84.0 18.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 146 111 79 236 235 413 394 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 99,871 COMMITMENTS 10,636 8,212 127 70,726 24,805 81,489 33,144 18,382 66,727 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,255) 556 -682 -32 266 -593 790 -1,307 465 2,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 8.2 0.1 70.8 24.8 81.6 33.2 18.4 66.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 13 3 27 8 34 22 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| 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: 25,448 COMMITMENTS 0 2,531 0 24,653 22,254 24,653 24,785 795 663 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -437) 0 -6 0 -195 -247 -195 -253 -242 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.9 0.0 96.9 87.4 96.9 97.4 3.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 10 13 10 16 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| 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: 29,085 COMMITMENTS 9,652 538 0 17,293 27,826 26,945 28,364 2,140 721 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 6,157) 6,134 0 0 92 6,136 6,226 6,136 -69 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 1.8 0.0 59.5 95.7 92.6 97.5 7.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 1 0 12 12 20 13 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,055,622 COMMITMENTS 532,588 333,783 108,278 1865836 2377209 2506702 2819270 548,920 236,352 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 66,218) -1,926 -38,376 20,552 30,856 77,225 49,482 59,401 16,736 6,817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 10.9 3.5 61.1 77.8 82.0 92.3 18.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582) 147 108 76 230 231 405 387 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| 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: 31,635 COMMITMENTS 3,815 0 0 25,579 30,958 29,394 30,958 2,241 677 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 240) -31 0 0 203 87 172 87 68 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 0.0 80.9 97.9 92.9 97.9 7.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 0 0 12 13 19 13 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 8,048 COMMITMENTS 600 700 0 6,093 6,688 6,693 7,388 1,355 660 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -24) 0 0 0 92 -131 92 -131 -116 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 8.7 0.0 75.7 83.1 83.2 91.8 16.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 9 8 10 10 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| 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: 10,798 COMMITMENTS 2,855 1,517 0 6,298 8,675 9,153 10,192 1,645 606 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 307) 619 0 0 -290 511 329 511 -22 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 14.0 0.0 58.3 80.3 84.8 94.4 15.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 0 8 13 12 14 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| 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: 27,297 COMMITMENTS 200 1,351 0 26,007 25,385 26,207 26,736 1,090 561 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -1,662) 0 0 0 -1,699 -1,620 -1,699 -1,620 37 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.9 0.0 95.3 93.0 96.0 97.9 4.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 8 14 9 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 77,138 COMMITMENTS 15,246 3,900 89 51,001 69,057 66,336 73,046 10,802 4,092 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 476) 718 194 14 -655 343 77 551 399 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 5.1 0.1 66.1 89.5 86.0 94.7 14.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 13 7 3 41 34 56 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,660 COMMITMENTS 14,091 14,099 421 28,425 26,034 42,937 40,554 6,723 9,106 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,651) 1,697 382 -499 777 475 1,975 358 676 2,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 28.4 0.8 57.2 52.4 86.5 81.7 13.5 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 61 70 16 78 97 146 176 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 248,298 COMMITMENTS 70,456 70,494 2,105 142,124 130,170 214,685 202,769 33,613 45,529 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 13,256) 8,487 1,912 -2,496 3,883 2,373 9,874 1,789 3,382 11,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 28.4 0.8 57.2 52.4 86.5 81.7 13.5 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 61 70 16 78 97 146 176 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 173,515 COMMITMENTS 72,514 95,620 2,679 79,458 35,162 154,651 133,461 18,864 40,054 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 13,291) 9,763 16,103 -970 7,737 -3,051 16,530 12,082 -3,239 1,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 55.1 1.5 45.8 20.3 89.1 76.9 10.9 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 20 39 15 17 20 44 67 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 514,010 COMMITMENTS 142,876 91,289 7,875 342,308 399,166 493,059 498,330 20,951 15,680 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,104) 15,053 491 -7,529 -6,809 7,995 715 957 389 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 17.8 1.5 66.6 77.7 95.9 96.9 4.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 72 49 19 112 111 190 173 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 44,659 COMMITMENTS 15,731 5,032 1,122 21,488 34,976 38,341 41,130 6,318 3,529 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -547) -826 -374 124 65 -60 -637 -310 90 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 11.3 2.5 48.1 78.3 85.9 92.1 14.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 18 4 2 16 9 34 15 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,995 COMMITMENTS 12,583 15,628 841 39,349 26,215 52,773 42,684 9,222 19,311 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -4,935) -526 -605 -144 -3,467 -3,553 -4,137 -4,302 -798 -633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 25.2 1.4 63.5 42.3 85.1 68.9 14.9 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 18 6 27 15 45 35 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 05/15/18 | --------------------------------------------------------------| 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: 108,970 COMMITMENTS 30,890 2,940 23,266 54,763 82,671 108,919 108,877 51 93 CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 362) 798 0 22 -460 340 360 362 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 2.7 21.4 50.3 75.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 1 2 14 16 24 19
Updated May 18, 2018