BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,008 COMMITMENTS 768 887 115 4,406 4,441 5,289 5,443 719 565 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -980) 41 -358 -37 -847 -539 -843 -934 -137 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 14.8 1.9 73.3 73.9 88.0 90.6 12.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 8 5 22 18 30 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,703 COMMITMENTS 11,924 4,430 1,490 6,072 10,847 19,486 16,767 2,217 4,936 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,553) -679 -1,981 125 -1,506 -804 -2,060 -2,660 -493 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 20.4 6.9 28.0 50.0 89.8 77.3 10.2 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 26 14 17 15 23 48 47 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,061 COMMITMENTS 863 758 409 4,350 4,461 5,622 5,628 439 433 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -900) -140 -142 -68 -634 -645 -842 -855 -58 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 12.5 6.7 71.8 73.6 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 10 9 26 20 39 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,817 COMMITMENTS 59,661 80,798 58,403 101,465 68,099 219,529 207,300 19,288 31,517 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,670) 1,091 1,021 -2,498 -1,639 -2,172 -3,046 -3,649 -624 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 33.8 24.5 42.5 28.5 91.9 86.8 8.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 67 115 113 63 78 211 246 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,678 COMMITMENTS 107,208 94,415 56,521 139,354 146,681 303,083 297,617 32,595 38,061 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -16,960) -3,646 -3,015 -2,662 -8,342 -9,570 -14,650 -15,247 -2,310 -1,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 28.1 16.8 41.5 43.7 90.3 88.7 9.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 120 107 121 113 132 299 315 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,821 COMMITMENTS 3,354 1,556 411 1,248 3,304 5,013 5,271 1,808 1,550 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 200) 34 -44 11 246 96 291 63 -91 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 22.8 6.0 18.3 48.4 73.5 77.3 26.5 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 28 11 7 15 20 49 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,060 COMMITMENTS 13,537 13,571 8,061 15,089 10,386 36,687 32,018 6,373 11,042 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,019) 440 -755 -708 -879 -519 -1,147 -1,982 -872 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 31.5 18.7 35.0 24.1 85.2 74.4 14.8 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 48 61 51 44 48 125 136 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,347 COMMITMENTS 71 2,505 10 2,384 589 2,465 3,104 882 243 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -333) -1 -237 -12 -377 -89 -390 -338 57 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 74.8 0.3 71.2 17.6 73.6 92.7 26.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 1 12 4 15 10 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,066 COMMITMENTS 1,460 11,585 552 20,236 9,770 22,248 21,907 818 1,159 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -2,091) -23 -934 41 -2,108 -1,273 -2,090 -2,166 -1 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 50.2 2.4 87.7 42.4 96.5 95.0 3.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 10 11 8 18 25 34 38 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,480 COMMITMENTS 12,444 798 225 11,785 23,784 24,454 24,807 3,026 2,673 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 958) 26 17 212 486 681 724 910 234 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 2.9 0.8 42.9 86.6 89.0 90.3 11.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 4 3 6 8 16 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,317 COMMITMENTS 35,266 51,305 4,955 90,417 70,056 130,638 126,316 27,679 32,001 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 10,822) 2,570 2,919 -514 9,124 7,740 11,180 10,145 -358 677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 32.4 3.1 57.1 44.3 82.5 79.8 17.5 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 24 30 17 27 25 60 63 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 100,867 COMMITMENTS 16,349 55,565 476 77,895 15,444 94,720 71,485 6,147 29,382 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -6,323) -3,395 -7,610 -54 1,539 2 -1,910 -7,662 -4,413 1,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 55.1 0.5 77.2 15.3 93.9 70.9 6.1 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 8 27 2 15 14 24 42 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 202,098 COMMITMENTS 69,986 81,096 7,911 119,881 105,929 197,778 194,936 4,320 7,162 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 20,427) -3,246 26,200 3,176 20,412 -10,201 20,342 19,175 85 1,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 40.1 3.9 59.3 52.4 97.9 96.5 2.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 37 74 9 18 20 62 96 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 239,409 COMMITMENTS 78,577 71,232 9,481 125,986 122,187 214,044 202,900 25,365 36,509 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 33,631) 7,520 9,652 1,265 28,964 20,954 37,749 31,871 -4,118 1,760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 29.8 4.0 52.6 51.0 89.4 84.8 10.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 33 36 21 27 40 70 89 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 146,448 COMMITMENTS 52,060 55,497 5,619 62,362 52,615 120,041 113,731 26,407 32,717 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -24,891) -11,122 -15,721 -1,117 -11,244 -4,452 -23,483 -21,290 -1,408 -3,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 37.9 3.8 42.6 35.9 82.0 77.7 18.0 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 35 32 17 35 34 76 77 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 576,287 COMMITMENTS 239,904 150,668 18,557 248,379 342,981 506,840 512,206 69,447 64,081 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 24,036) 8,977 12,778 5,129 20,435 4,004 34,541 21,911 -10,505 2,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 26.1 3.2 43.1 59.5 87.9 88.9 12.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 99 72 50 76 64 192 171 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,028 COMMITMENTS 14,011 4,341 338 9,104 27,668 23,453 32,347 13,575 4,681 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 370) 316 -13 54 105 88 475 129 -105 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 11.7 0.9 24.6 74.7 63.3 87.4 36.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 6 4 9 9 21 17 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,457 COMMITMENTS 7,064 37,326 115 33,378 3,158 40,557 40,599 1,900 1,858 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -10,722) -6,281 -1,343 -225 -4,315 -8,618 -10,821 -10,186 99 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 87.9 0.3 78.6 7.4 95.5 95.6 4.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 19 3 5 8 19 29 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,065 COMMITMENTS 33,307 28,924 1,139 25,033 25,708 59,479 55,771 2,586 6,294 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -458) 2,362 -620 650 -3,399 -238 -387 -208 -71 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 46.6 1.8 40.3 41.4 95.8 89.9 4.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 22 41 7 14 11 39 56 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,143 COMMITMENTS 9,729 2,688 678 578 7,300 10,985 10,666 1,158 1,477 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 62) 261 -461 336 -642 -11 -45 -136 107 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.1 22.1 5.6 4.8 60.1 90.5 87.8 9.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 6 4 3 4 15 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 15,359,979 COMMITMENTS 813,895 4271283 3054519 10851789 6687120 14720203 14012922 639,776 1347057 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -283,941) -34,772 -100,808 -73,599 -169,281 -97,386 -277,652 -271,793 -6,289 -12,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 27.8 19.9 70.6 43.5 95.8 91.2 4.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 47 106 118 110 129 237 286 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,556 COMMITMENTS 1,713 2,179 27 0 0 1,740 2,206 816 350 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -158) 17 -74 -31 0 0 -14 -105 -144 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 85.3 1.1 0.0 0.0 68.1 86.3 31.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 15 2 0 0 13 16 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 764,297 COMMITMENTS 106,347 64,213 31,121 480,210 535,498 617,678 630,832 146,619 133,466 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 5,917) 7,031 -6,464 -1,232 -754 8,345 5,046 649 871 5,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 8.4 4.1 62.8 70.1 80.8 82.5 19.2 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562) 144 96 90 238 230 415 384 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 115,774 COMMITMENTS 13,483 3,776 368 83,697 27,015 97,548 31,159 18,226 84,615 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -706) 504 -5,380 103 276 363 883 -4,914 -1,589 4,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 3.3 0.3 72.3 23.3 84.3 26.9 15.7 73.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 10 2 27 9 33 20 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 25,476 COMMITMENTS 0 2,545 0 24,666 22,118 24,666 24,663 810 813 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 625) 0 10 0 1,591 422 1,591 432 -966 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.0 0.0 96.8 86.8 96.8 96.8 3.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 11 12 11 15 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 24,813 COMMITMENTS 7,901 0 1 14,513 24,220 22,415 24,221 2,398 592 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -4,000) -3,812 0 1 -293 -2,594 -4,104 -2,593 104 -1,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.8 0.0 0.0 58.5 97.6 90.3 97.6 9.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 1 10 11 15 12 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,242,617 COMMITMENTS 514,421 352,285 103,663 1982567 2542416 2600651 2998364 641,966 244,253 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 33,114) 13,372 -24,685 12,591 -5,148 39,909 20,815 27,815 12,299 5,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 10.9 3.2 61.1 78.4 80.2 92.5 19.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559) 141 98 87 230 227 405 379 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 33,548 COMMITMENTS 3,102 0 408 28,174 32,405 31,684 32,813 1,864 735 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,334) 1 0 -51 1,698 1,473 1,648 1,422 -314 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 1.2 84.0 96.6 94.4 97.8 5.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 0 1 13 13 20 14 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 10,032 COMMITMENTS 2,614 1,417 0 4,676 7,915 7,290 9,332 2,742 700 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -466) 29 -113 0 -1,462 -212 -1,433 -325 967 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 14.1 0.0 46.6 78.9 72.7 93.0 27.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 7 14 10 15 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 28,917 COMMITMENTS 0 1,351 0 27,761 26,841 27,761 28,192 1,156 725 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,898) 0 0 0 1,743 1,904 1,743 1,904 155 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.0 96.0 92.8 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 9 17 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 84,105 COMMITMENTS 18,576 3,871 327 53,829 76,083 72,732 80,281 11,373 3,824 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 2,207) 1,118 66 -103 1,218 2,542 2,233 2,505 -26 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 4.6 0.4 64.0 90.5 86.5 95.5 13.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 15 7 5 46 38 63 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,941 COMMITMENTS 14,344 12,122 719 30,027 31,873 45,091 44,714 6,851 7,227 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,684) 587 -362 170 537 1,634 1,294 1,442 391 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 23.3 1.4 57.8 61.4 86.8 86.1 13.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 71 65 27 87 90 169 171 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 259,707 COMMITMENTS 71,722 60,608 3,597 150,134 159,365 225,453 223,570 34,254 36,137 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 8,422) 2,935 -1,808 849 2,685 8,170 6,469 7,211 1,953 1,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 23.3 1.4 57.8 61.4 86.8 86.1 13.2 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 71 65 27 87 90 169 171 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,872 COMMITMENTS 51,719 71,927 3,092 70,654 34,052 125,465 109,071 18,407 34,801 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -12,101) -6,937 -9,964 283 -3,202 1,518 -9,856 -8,163 -2,245 -3,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 50.0 2.1 49.1 23.7 87.2 75.8 12.8 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 25 33 12 20 20 50 60 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 563,371 COMMITMENTS 164,971 95,580 10,388 364,109 440,919 539,468 546,887 23,903 16,484 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 14,768) -915 2,294 1,554 15,962 10,679 16,601 14,527 -1,833 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 17.0 1.8 64.6 78.3 95.8 97.1 4.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 74 55 24 117 113 201 182 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 49,016 COMMITMENTS 18,008 6,022 3,444 20,284 35,617 41,736 45,083 7,280 3,933 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 4,922) 2,031 433 3,155 -362 335 4,824 3,923 98 999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 12.3 7.0 41.4 72.7 85.1 92.0 14.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 19 5 11 15 9 38 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 78,322 COMMITMENTS 10,740 22,659 4,674 40,845 28,246 56,259 55,579 22,063 22,743 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 16,012) -4,167 755 3,306 3,918 895 3,057 4,956 12,955 11,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 28.9 6.0 52.2 36.1 71.8 71.0 28.2 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 13 17 9 28 24 48 43 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 110,630 COMMITMENTS 33,985 2,940 23,306 53,283 84,191 110,574 110,437 56 193 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -375) 95 0 75 -550 -550 -380 -475 5 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 2.7 21.1 48.2 76.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 1 2 14 17 24 20
Updated June 8, 2018