MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,332 COMMITMENTS 2,060 5,000 120 19,152 16,212 21,332 21,332 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,376) 200 1,520 -320 1,496 176 1,376 1,376 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 23.4 0.6 89.8 76.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 9 1 8 8 11 17 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,035 COMMITMENTS 1,170 1,278 274 5,905 5,951 7,349 7,503 686 532 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 464) 73 -50 71 296 460 440 481 24 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 15.9 3.4 73.5 74.1 91.5 93.4 8.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 10 10 23 21 35 36 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,252 COMMITMENTS 13,377 6,635 1,637 7,386 10,434 22,400 18,706 1,852 5,546 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 484) 549 730 -63 50 -346 536 321 -52 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 27.4 6.7 30.5 43.0 92.4 77.1 7.6 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 17 21 18 18 24 46 52 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,993 COMMITMENTS 930 985 350 5,196 5,092 6,476 6,427 517 566 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 440) 134 255 1 353 153 488 409 -48 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 14.1 5.0 74.3 72.8 92.6 91.9 7.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 11 9 25 21 36 36 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,067 COMMITMENTS 66,672 87,899 44,083 105,108 70,226 215,863 202,208 16,204 29,859 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,728) 4,220 5,433 -392 564 -761 4,392 4,280 -664 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 37.9 19.0 45.3 30.3 93.0 87.1 7.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 78 92 92 52 73 192 204 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,072 COMMITMENTS 106,011 82,572 56,515 133,403 148,620 295,929 287,707 27,143 35,365 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,315) -1,091 -5,504 173 -2,346 2,147 -3,264 -3,184 -1,051 -1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 25.6 17.5 41.3 46.0 91.6 89.1 8.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 105 103 112 98 126 271 289 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,063 COMMITMENTS 2,608 1,759 322 1,595 2,835 4,525 4,916 1,538 1,147 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -142) -10 -39 25 -215 -77 -200 -91 58 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 29.0 5.3 26.3 46.8 74.6 81.1 25.4 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 19 14 8 15 19 41 38 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,837 COMMITMENTS 13,303 13,388 9,641 17,511 11,069 40,455 34,098 6,382 12,739 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 553) -371 232 -368 1,003 -217 264 -353 289 906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 28.6 20.6 37.4 23.6 86.4 72.8 13.6 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 47 63 53 35 47 119 135 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,147 COMMITMENTS 82 3,197 5 3,106 684 3,193 3,886 954 261 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 124) -1 144 -4 82 -9 77 131 47 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 77.1 0.1 74.9 16.5 77.0 93.7 23.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 6 1 13 3 16 10 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,532 COMMITMENTS 2,304 13,826 749 23,085 10,670 26,138 25,245 394 1,287 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 543) 238 438 0 382 184 620 622 -77 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 52.1 2.8 87.0 40.2 98.5 95.1 1.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 9 17 11 21 27 38 47 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,128 COMMITMENTS 8,433 2,861 12 9,845 15,538 18,290 18,411 1,838 1,717 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 356) -652 482 0 974 -225 322 257 34 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 14.2 0.1 48.9 77.2 90.9 91.5 9.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 7 2 3 7 16 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,341 COMMITMENTS 26,934 76,382 3,962 100,077 41,926 130,973 122,270 27,368 36,071 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -892) -13,932 2,717 608 13,805 -3,437 481 -112 -1,373 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 48.2 2.5 63.2 26.5 82.7 77.2 17.3 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 20 46 11 30 20 57 70 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 91,196 COMMITMENTS 9,599 50,093 867 74,477 12,586 84,943 63,546 6,253 27,650 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,737) -3,643 -1,180 -3 1,254 -108 -2,392 -1,291 655 -446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 54.9 1.0 81.7 13.8 93.1 69.7 6.9 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 7 21 4 12 13 22 35 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 145,233 COMMITMENTS 60,815 54,900 3,884 76,822 79,552 141,521 138,336 3,712 6,897 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,268) -960 -19,385 -406 -3,632 15,282 -4,998 -4,509 -270 -759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 37.8 2.7 52.9 54.8 97.4 95.3 2.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 44 66 11 14 21 65 91 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,402 COMMITMENTS 43,775 72,556 5,394 113,538 63,906 162,707 141,856 21,695 42,546 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 14,779) 2,284 9,484 -975 15,695 2,610 17,004 11,119 -2,225 3,660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 39.3 2.9 61.6 34.7 88.2 76.9 11.8 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 28 38 21 29 35 68 83 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 168,360 COMMITMENTS 49,990 88,720 3,277 92,429 36,730 145,696 128,727 22,664 39,633 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 14,794) 5,560 10,069 552 10,486 1,799 16,598 12,420 -1,804 2,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 52.7 1.9 54.9 21.8 86.5 76.5 13.5 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 33 43 24 33 31 75 89 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 487,131 COMMITMENTS 189,005 152,258 12,078 215,126 263,065 416,209 427,401 70,922 59,730 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 5,748) -1,142 -3,985 218 2,451 8,550 1,527 4,783 4,221 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 31.3 2.5 44.2 54.0 85.4 87.7 14.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 96 78 42 78 69 185 178 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,281 COMMITMENTS 10,830 4,525 293 8,970 24,891 20,093 29,709 13,188 3,572 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 13) -626 330 0 -26 76 -652 406 665 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 13.6 0.9 27.0 74.8 60.4 89.3 39.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 7 3 9 10 19 18 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,280 COMMITMENTS 5,880 34,436 252 37,801 8,397 43,933 43,085 1,347 2,195 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,406) -2,913 -3,154 65 -1,228 -1,170 -4,076 -4,259 -330 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 76.1 0.6 83.5 18.5 97.0 95.2 3.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 17 4 5 8 18 28 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,676 COMMITMENTS 14,522 40,926 458 35,812 5,470 50,792 46,854 2,884 6,822 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 8,650) -376 8,466 170 8,195 -93 7,989 8,543 661 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 76.2 0.9 66.7 10.2 94.6 87.3 5.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 16 58 8 16 11 38 71 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,990,406 COMMITMENTS 809,109 4009690 2452390 10108109 6246863 13369608 12708943 620,798 1281463 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 110,801) -102,148 256,980 73,374 121,971 -210,396 93,197 119,958 17,604 -9,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 28.7 17.5 72.3 44.7 95.6 90.8 4.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 40 108 112 103 119 225 270 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,514 COMMITMENTS 1,680 2,089 48 0 0 1,728 2,137 786 377 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -173) -28 -42 -92 0 0 -120 -134 -53 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.8 83.1 1.9 0.0 0.0 68.7 85.0 31.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 13 17 3 0 0 16 17 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 5,921 COMMITMENTS 1 1,846 1,849 3,621 1,866 5,471 5,561 450 360 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 31.2 31.2 61.2 31.5 92.4 93.9 7.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 10 8 4 6 12 19 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 591,994 COMMITMENTS 110,650 73,386 20,390 378,127 422,493 509,167 516,269 82,827 75,724 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -195) -6,819 -2,085 559 1,603 -2,399 -4,657 -3,925 4,462 3,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 12.4 3.4 63.9 71.4 86.0 87.2 14.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596) 150 117 80 223 233 403 400 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 56,432 COMMITMENTS 5,579 1,911 1 36,055 27,224 41,635 29,136 14,797 27,296 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,647) -200 -1,307 -200 1,439 -708 1,039 -2,215 608 3,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 3.4 0.0 63.9 48.2 73.8 51.6 26.2 48.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 6 1 13 13 22 20 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| 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: 26,187 COMMITMENTS 11,803 0 0 12,159 25,494 23,962 25,494 2,225 693 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4,462) 4,793 0 0 -157 4,292 4,636 4,292 -174 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 0.0 0.0 46.4 97.4 91.5 97.4 8.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 0 0 13 10 19 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,677,808 COMMITMENTS 529,737 361,756 97,565 1710358 1976345 2337660 2435666 340,148 242,142 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -9,210) -38,602 -9,397 9,302 821 -8,456 -28,479 -8,551 19,269 -659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 13.5 3.6 63.9 73.8 87.3 91.0 12.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592) 148 117 79 222 229 400 395 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| 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: 27,441 COMMITMENTS 2,354 0 0 23,292 26,571 25,646 26,571 1,795 870 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,414) 47 0 0 -869 -1,320 -822 -1,320 -592 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 0.0 84.9 96.8 93.5 96.8 6.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 0 11 10 16 10 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 12,546 COMMITMENTS 2,500 1,512 107 8,334 10,439 10,941 12,058 1,605 488 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 852) -422 95 107 1,543 881 1,228 1,083 -376 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 12.1 0.9 66.4 83.2 87.2 96.1 12.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 8 12 12 14 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| 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: 27,970 COMMITMENTS 174 1,351 91 26,412 24,140 26,677 25,582 1,293 2,388 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,569) 174 0 91 2,080 1,115 2,345 1,206 224 1,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.8 0.3 94.4 86.3 95.4 91.5 4.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 13 10 14 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 83,894 COMMITMENTS 21,405 2,318 1,167 48,493 77,011 71,065 80,496 12,829 3,398 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,817) 757 -1,253 174 -3,843 -1,353 -2,912 -2,432 95 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 2.8 1.4 57.8 91.8 84.7 95.9 15.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 17 5 6 43 33 61 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,460 COMMITMENTS 18,144 14,914 846 22,053 25,455 41,043 41,215 7,417 7,246 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,362) 2,405 1,881 31 -1,033 -195 1,403 1,716 -41 -354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 30.8 1.7 45.5 52.5 84.7 85.0 15.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 66 61 26 68 92 145 168 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 242,301 COMMITMENTS 90,720 74,568 4,229 110,267 127,276 205,216 206,073 37,085 36,228 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,810) 12,026 9,403 153 -5,164 -977 7,015 8,579 -205 -1,769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 30.8 1.7 45.5 52.5 84.7 85.0 15.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 66 61 26 68 92 145 168 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,049 COMMITMENTS 35,061 74,291 3,331 85,361 22,815 123,753 100,437 17,296 40,612 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,254) 1,956 208 221 1,477 1,689 3,654 2,118 -400 1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 52.7 2.4 60.5 16.2 87.7 71.2 12.3 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 18 39 13 22 20 47 65 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 557,938 COMMITMENTS 157,784 107,057 11,501 363,123 421,449 532,408 540,007 25,530 17,931 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 7,962) -5,249 6,114 -69 13,988 1,523 8,670 7,568 -708 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 19.2 2.1 65.1 75.5 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 76 54 22 123 111 207 179 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,852 COMMITMENTS 5,846 13,922 213 19,828 14,208 25,887 28,343 5,965 3,509 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,185) -140 2,083 -1 2,213 592 2,072 2,674 113 -489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 43.7 0.7 62.3 44.6 81.3 89.0 18.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 11 3 16 11 30 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,109 COMMITMENTS 20,183 3,516 1,328 24,005 23,531 45,516 28,375 8,593 25,734 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 956) 2,412 -170 348 -2,072 1,714 688 1,892 268 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 6.5 2.5 44.4 43.5 84.1 52.4 15.9 47.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 22 9 5 20 27 43 40 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| 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: 112,537 COMMITMENTS 12,837 2,740 250 99,418 109,454 112,505 112,444 32 93 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -427) -80 0 0 -347 -427 -427 -427 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.4 0.2 88.3 97.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 1 1 16 18 25 20
Updated July 6, 2018