MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,360 COMMITMENTS 1,860 5,776 164 19,318 15,312 21,342 21,252 18 108 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 27.0 0.8 90.4 71.7 99.9 99.5 0.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 10 1 6 7 9 17 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,207 COMMITMENTS 1,238 1,213 179 4,254 4,408 5,671 5,800 536 407 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,305) -120 -121 -29 -1,051 -1,092 -1,200 -1,242 -105 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 19.5 2.9 68.5 71.0 91.4 93.4 8.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 11 8 22 19 34 32 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,868 COMMITMENTS 12,427 6,763 1,474 6,154 7,756 20,055 15,993 1,813 5,875 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,972) -1,786 -1,296 -237 -731 -1,110 -2,754 -2,643 -218 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.8 30.9 6.7 28.1 35.5 91.7 73.1 8.3 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 25 16 16 20 40 54 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,683 COMMITMENTS 1,227 1,041 198 4,720 4,971 6,145 6,210 538 473 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -930) 67 -44 -211 -746 -732 -890 -987 -40 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 15.6 3.0 70.6 74.4 91.9 92.9 8.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 7 8 23 18 35 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 240,654 COMMITMENTS 80,557 108,038 52,261 89,455 52,961 222,273 213,260 18,381 27,394 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 336) 4,363 5,306 -2,441 -3,975 -3,167 -2,053 -302 2,389 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 44.9 21.7 37.2 22.0 92.4 88.6 7.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 93 123 111 54 65 222 243 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 301,335 COMMITMENTS 106,467 43,823 42,422 124,271 174,804 273,160 261,049 28,175 40,286 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -8,485) -3,169 -10,654 -2,282 -4,113 2,761 -9,564 -10,175 1,079 1,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 14.5 14.1 41.2 58.0 90.6 86.6 9.4 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 113 92 116 98 128 278 286 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,019 COMMITMENTS 1,723 1,446 261 1,719 2,372 3,703 4,079 1,316 940 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -178) -317 -117 12 90 -65 -215 -170 37 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 28.8 5.2 34.2 47.3 73.8 81.3 26.2 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 9 9 12 11 33 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,164 COMMITMENTS 15,721 14,642 12,460 19,378 13,431 47,559 40,533 7,605 14,631 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 418) -529 -424 -526 1,279 1,103 224 153 194 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 26.5 22.6 35.1 24.3 86.2 73.5 13.8 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 54 61 63 48 54 140 150 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,647 COMMITMENTS 73 2,856 7 2,719 661 2,799 3,524 848 123 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -559) -31 -399 7 -426 -96 -450 -488 -109 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 78.3 0.2 74.6 18.1 76.7 96.6 23.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 2 13 4 17 9 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,258 COMMITMENTS 3,007 12,959 464 19,399 8,761 22,870 22,184 388 1,074 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -3,042) -128 -1,622 -21 -2,736 -1,174 -2,885 -2,817 -157 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 55.7 2.0 83.4 37.7 98.3 95.4 1.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 16 8 21 19 41 39 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,429 COMMITMENTS 13,386 5,725 4 10,175 18,450 23,565 24,179 1,864 1,250 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,229) -1,082 -1,004 -14 -14 -325 -1,110 -1,343 -119 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 22.5 0.0 40.0 72.6 92.7 95.1 7.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 6 1 3 7 13 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 144,934 COMMITMENTS 33,269 58,167 3,233 79,517 49,789 116,019 111,189 28,915 33,745 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 4,681) 9,590 2,919 -175 -5,340 36 4,075 2,780 606 1,901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 40.1 2.2 54.9 34.4 80.0 76.7 20.0 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 24 44 17 32 22 65 74 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 90,930 COMMITMENTS 5,728 51,836 22 79,109 13,001 84,859 64,859 6,071 26,071 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -169) -462 1,224 -157 961 -274 342 793 -511 -962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 57.0 0.0 87.0 14.3 93.3 71.3 6.7 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 27 2 14 15 22 42 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 198,476 COMMITMENTS 108,066 74,806 1,363 81,713 117,717 191,142 193,886 7,334 4,590 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 8,709) 10,591 3,846 208 -3,040 4,302 7,759 8,356 950 353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 37.7 0.7 41.2 59.3 96.3 97.7 3.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 64 40 9 13 22 82 66 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 219,746 COMMITMENTS 43,930 102,782 2,666 148,285 72,046 194,881 177,494 24,865 42,252 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 29,450) 8,929 20,395 255 18,524 3,877 27,708 24,527 1,742 4,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 46.8 1.2 67.5 32.8 88.7 80.8 11.3 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 25 50 17 28 34 63 91 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 187,902 COMMITMENTS 46,136 108,943 4,018 118,196 31,838 168,350 144,799 19,552 43,103 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -9,664) -1,880 -7,530 287 -7,815 -1,066 -9,408 -8,309 -256 -1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 58.0 2.1 62.9 16.9 89.6 77.1 10.4 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 23 48 15 35 31 65 87 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 507,186 COMMITMENTS 177,923 167,358 9,554 238,559 264,653 426,036 441,565 81,150 65,621 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 7,465) 3,374 15,634 -46 6,577 -13,923 9,905 1,665 -2,440 5,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 33.0 1.9 47.0 52.2 84.0 87.1 16.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 89 81 40 80 67 178 179 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,915 COMMITMENTS 11,256 6,893 532 8,749 24,054 20,537 31,479 14,378 3,436 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 532) 285 1,407 -17 -51 -359 217 1,031 315 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 19.7 1.5 25.1 68.9 58.8 90.2 41.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 8 3 9 10 22 19 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 25,898 COMMITMENTS 10,838 1,305 649 8,464 18,801 19,951 20,755 5,947 5,143 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 203) 785 25 2 133 -8 920 19 -717 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 5.0 2.5 32.7 72.6 77.0 80.1 23.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 3 3 10 7 19 11 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,896 COMMITMENTS 7,437 24,642 3 21,944 3,957 29,384 28,602 1,512 2,294 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -10,447) -280 -4,451 -700 -9,531 -5,272 -10,511 -10,423 64 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 79.8 0.0 71.0 12.8 95.1 92.6 4.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 14 1 5 7 17 22 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,319 COMMITMENTS 14,051 38,578 216 34,151 5,503 48,418 44,297 2,901 7,022 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -497) -403 444 -991 264 -119 -1,130 -666 633 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 75.2 0.4 66.5 10.7 94.3 86.3 5.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 15 54 7 13 8 31 66 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,900 COMMITMENTS 7,942 5,620 0 1,764 4,041 9,706 9,661 1,194 1,239 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 151) -22 55 -25 0 112 -47 142 198 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.9 51.6 0.0 16.2 37.1 89.0 88.6 11.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 13 0 3 3 6 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,039,548 COMMITMENTS 853,513 3939297 2604882 10004922 6224883 13463317 12769062 576,231 1270486 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -11,724) 14,195 -7,527 64,559 -120,197 -85,393 -41,443 -28,361 29,719 16,637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 28.1 18.6 71.3 44.3 95.9 91.0 4.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 38 115 112 106 119 227 276 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,732 COMMITMENTS 1,616 1,982 316 0 85 1,932 2,383 800 349 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -331) -365 -451 49 0 0 -316 -402 -15 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.2 72.5 11.6 0.0 3.1 70.7 87.2 29.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 11 21 6 0 1 16 23 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 9,674 COMMITMENTS 1,103 1,146 2,161 6,343 6,126 9,607 9,433 67 241 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 857) 29 -134 706 104 254 839 826 18 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 11.8 22.3 65.6 63.3 99.3 97.5 0.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 10 7 5 19 17 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 13,100 COMMITMENTS 211 4,291 2,930 9,856 5,614 12,997 12,835 103 265 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,265) -31 -411 -86 -834 -717 -951 -1,214 -314 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 32.8 22.4 75.2 42.9 99.2 98.0 0.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 10 10 5 7 15 20 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 631,017 COMMITMENTS 109,633 73,229 22,713 409,378 450,983 541,724 546,924 89,293 84,093 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 15,758) 1,235 1,185 820 11,357 6,894 13,412 8,899 2,346 6,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 11.6 3.6 64.9 71.5 85.8 86.7 14.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590) 139 126 94 222 233 393 421 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 64,923 COMMITMENTS 5,876 2,519 165 44,342 30,606 50,383 33,290 14,540 31,633 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 2,190) 495 -567 133 2,727 -644 3,355 -1,078 -1,165 3,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 3.9 0.3 68.3 47.1 77.6 51.3 22.4 48.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 8 2 19 12 28 21 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| 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: 25,516 COMMITMENTS 11,346 325 0 11,587 24,696 22,933 25,021 2,583 495 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -1,031) -357 -86 0 -420 -888 -777 -974 -254 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 1.3 0.0 45.4 96.8 89.9 98.1 10.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 1 0 12 10 18 11 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,830,470 COMMITMENTS 525,992 360,753 105,533 1825179 2101883 2456704 2568169 373,766 262,301 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 67,838) 7,483 12,546 -351 43,152 37,691 50,284 49,886 17,554 17,952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 12.7 3.7 64.5 74.3 86.8 90.7 13.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586) 137 126 92 219 230 388 416 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 30,297 COMMITMENTS 1,820 0 104 26,045 29,433 27,969 29,537 2,328 760 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -911) -306 0 3 -856 -855 -1,159 -852 248 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.0 0.3 86.0 97.1 92.3 97.5 7.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 0 1 8 11 13 12 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| 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: 8,660 COMMITMENTS 1,560 417 0 5,296 7,759 6,856 8,176 1,804 484 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 4.8 0.0 61.2 89.6 79.2 94.4 20.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 0 5 11 8 12 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| 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: 14,426 COMMITMENTS 2,369 1,365 14 10,526 12,482 12,909 13,861 1,517 565 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 136) -21 0 0 479 297 458 297 -322 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 9.5 0.1 73.0 86.5 89.5 96.1 10.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 1 9 13 13 15 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| 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: 30,358 COMMITMENTS 205 2,299 0 28,160 26,753 28,365 29,052 1,993 1,306 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 1,828) 205 -172 -106 1,655 1,744 1,754 1,466 74 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 7.6 0.0 92.8 88.1 93.4 95.7 6.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 0 16 10 17 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 82,913 COMMITMENTS 21,492 2,694 844 47,950 75,258 70,286 78,796 12,627 4,117 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 340) 1,344 229 -103 -584 -192 657 -66 -317 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 3.2 1.0 57.8 90.8 84.8 95.0 15.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 17 3 6 43 34 60 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,994 COMMITMENTS 18,015 10,680 642 23,591 29,897 42,248 41,220 6,746 7,775 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 1,073) -758 552 -124 2,292 81 1,410 508 -337 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 21.8 1.3 48.2 61.0 86.2 84.1 13.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 66 76 25 78 95 155 185 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 244,972 COMMITMENTS 90,075 53,402 3,210 117,955 149,486 211,240 206,098 33,732 38,874 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 5,364) -3,792 2,759 -621 11,461 404 7,048 2,542 -1,684 2,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 21.8 1.3 48.2 61.0 86.2 84.1 13.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 66 76 25 78 95 155 185 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,237 COMMITMENTS 21,364 75,904 2,099 99,840 23,223 123,303 101,226 17,934 40,011 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 3,912) -278 2,786 -752 4,751 -719 3,721 1,315 191 2,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 53.7 1.5 70.7 16.4 87.3 71.7 12.7 28.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 14 42 14 21 22 43 70 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 549,595 COMMITMENTS 142,279 129,068 11,480 371,213 390,879 524,972 531,427 24,623 18,168 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -5,631) -3,521 16,075 -1,311 528 -18,059 -4,304 -3,295 -1,327 -2,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 23.5 2.1 67.5 71.1 95.5 96.7 4.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 77 47 26 126 115 212 179 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,058 COMMITMENTS 7,189 9,847 260 17,106 17,497 24,555 27,604 5,503 2,454 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 501) 855 -1,573 7 -241 2,991 621 1,425 -120 -924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 32.8 0.9 56.9 58.2 81.7 91.8 18.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 16 10 3 16 10 34 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,610 COMMITMENTS 15,335 6,224 1,149 27,239 22,700 43,723 30,073 7,887 21,537 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: -2,816) -3,772 3,246 -30 1,723 -16,600 -2,079 -13,384 -737 10,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 12.1 2.2 52.8 44.0 84.7 58.3 15.3 41.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 19 9 5 24 24 45 36 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 08/07/18 | --------------------------------------------------------------| 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: 114,156 COMMITMENTS 13,174 2,940 250 100,700 110,873 114,124 114,063 32 93 CHANGES FROM 07/31/18 (CHANGE IN OPEN INTEREST: 279) 240 0 0 39 279 279 279 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 2.6 0.2 88.2 97.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 1 1 16 18 25 20
Updated August 10, 2018