MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 20,496 COMMITMENTS 1,860 5,216 164 18,472 15,116 20,496 20,496 0 0 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -864) 0 -560 0 -846 -196 -846 -756 -18 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 25.4 0.8 90.1 73.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 10 1 7 8 10 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,497 COMMITMENTS 1,250 1,020 184 4,485 4,831 5,919 6,035 578 462 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 290) 12 -193 5 231 423 248 235 42 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 15.7 2.8 69.0 74.4 91.1 92.9 8.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 10 8 22 19 34 32 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,645 COMMITMENTS 13,276 6,620 1,333 6,393 8,544 21,002 16,497 1,643 6,148 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 777) 849 -143 -141 239 788 947 504 -170 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 29.2 5.9 28.2 37.7 92.7 72.9 7.3 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 20 27 14 17 25 46 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,725 COMMITMENTS 1,229 1,070 186 4,759 4,955 6,174 6,211 551 514 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 42) 2 29 -12 39 -16 29 1 13 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 15.9 2.8 70.8 73.7 91.8 92.4 8.2 7.6 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 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 233,484 COMMITMENTS 80,964 105,845 49,058 88,063 51,617 218,085 206,520 15,399 26,964 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -7,170) 407 -2,193 -3,203 -1,392 -1,344 -4,188 -6,740 -2,982 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 45.3 21.0 37.7 22.1 93.4 88.5 6.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 88 120 111 53 65 213 237 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,012 COMMITMENTS 104,397 43,794 39,317 126,033 176,275 269,747 259,386 29,265 39,626 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -2,323) -2,070 -29 -3,105 1,762 1,471 -3,413 -1,663 1,090 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 14.6 13.1 42.1 59.0 90.2 86.7 9.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 101 93 108 102 137 265 293 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,613 COMMITMENTS 1,514 1,417 278 1,641 2,088 3,433 3,783 1,180 830 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -406) -209 -29 17 -78 -284 -270 -296 -136 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 30.7 6.0 35.6 45.3 74.4 82.0 25.6 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 16 11 9 10 11 30 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,493 COMMITMENTS 14,795 14,136 9,229 18,127 12,148 42,151 35,513 7,342 13,980 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -5,671) -926 -506 -3,231 -1,251 -1,283 -5,408 -5,020 -263 -651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 28.6 18.6 36.6 24.5 85.2 71.8 14.8 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 51 54 54 46 51 128 136 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,771 COMMITMENTS 73 2,928 7 2,798 715 2,878 3,650 893 121 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 124) 0 72 0 79 54 79 126 45 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 77.6 0.2 74.2 19.0 76.3 96.8 23.7 3.2 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 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,441 COMMITMENTS 3,088 13,069 496 19,458 8,686 23,042 22,251 399 1,190 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 183) 81 110 32 59 -75 172 67 11 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 55.8 2.1 83.0 37.1 98.3 94.9 1.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 15 15 8 22 17 41 36 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,030 COMMITMENTS 7,070 1,815 4 11,132 16,470 18,206 18,289 1,824 1,741 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -5,399) -6,316 -3,910 0 957 -1,980 -5,359 -5,890 -40 491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 9.1 0.0 55.6 82.2 90.9 91.3 9.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 7 1 5 6 16 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 144,705 COMMITMENTS 30,627 56,825 3,414 80,789 49,506 114,830 109,745 29,875 34,960 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -229) -2,642 -1,342 181 1,272 -283 -1,189 -1,444 960 1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 39.3 2.4 55.8 34.2 79.4 75.8 20.6 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 22 41 17 28 24 57 75 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 90,768 COMMITMENTS 5,424 51,273 474 78,697 12,922 84,595 64,669 6,173 26,099 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -162) -304 -563 452 -412 -79 -264 -190 102 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 56.5 0.5 86.7 14.2 93.2 71.2 6.8 28.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 26 4 14 15 23 41 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 207,354 COMMITMENTS 112,980 81,906 918 85,951 121,207 199,849 204,031 7,505 3,323 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 8,878) 4,914 7,100 -445 4,238 3,490 8,707 10,145 171 -1,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.5 39.5 0.4 41.5 58.5 96.4 98.4 3.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 70 34 9 13 22 87 61 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 245,490 COMMITMENTS 60,028 120,769 2,870 158,369 73,815 221,267 197,454 24,223 48,036 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 25,744) 16,098 17,987 204 10,084 1,769 26,386 19,960 -642 5,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 49.2 1.2 64.5 30.1 90.1 80.4 9.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 22 54 17 29 35 62 95 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 185,834 COMMITMENTS 49,369 107,737 3,449 111,729 31,519 164,547 142,705 21,287 43,129 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -2,068) 3,233 -1,206 -569 -6,467 -319 -3,803 -2,094 1,735 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 58.0 1.9 60.1 17.0 88.5 76.8 11.5 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 28 44 19 35 32 73 85 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 526,571 COMMITMENTS 188,428 190,217 10,195 246,723 257,030 445,346 457,442 81,225 69,129 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 19,385) 10,505 22,859 641 8,164 -7,623 19,310 15,877 75 3,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 36.1 1.9 46.9 48.8 84.6 86.9 15.4 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 97 82 40 81 70 187 184 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,427 COMMITMENTS 11,009 9,174 524 8,789 23,593 20,322 33,291 16,105 3,136 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,512) -247 2,281 -8 40 -461 -215 1,812 1,727 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 25.2 1.4 24.1 64.8 55.8 91.4 44.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 8 3 9 9 21 18 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,986 COMMITMENTS 12,443 1,956 648 8,547 18,766 21,638 21,370 6,348 6,616 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 2,088) 1,605 651 -1 83 -35 1,687 615 401 1,473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 7.0 2.3 30.5 67.1 77.3 76.4 22.7 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 3 10 7 18 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,400 COMMITMENTS 7,661 24,787 4 22,204 4,036 29,869 28,827 1,531 2,573 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 504) 224 145 1 260 79 485 225 19 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 78.9 0.0 70.7 12.9 95.1 91.8 4.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 16 2 6 8 19 26 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 56,128 COMMITMENTS 15,723 42,416 726 36,454 5,868 52,903 49,010 3,225 7,118 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 4,809) 1,672 3,838 510 2,303 365 4,485 4,713 324 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 75.6 1.3 64.9 10.5 94.3 87.3 5.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 20 60 9 13 10 37 75 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,889 COMMITMENTS 8,356 4,803 0 1,764 3,962 10,120 8,765 769 2,124 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -11) 414 -817 0 0 -79 414 -896 -425 885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.7 44.1 0.0 16.2 36.4 92.9 80.5 7.1 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 13 0 3 4 8 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,946,092 COMMITMENTS 950,596 3857378 2638052 9806008 6255742 13394656 12751172 551,436 1194920 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -93,456) 97,083 -81,919 33,170 -198,914 30,859 -68,661 -17,890 -24,795 -75,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 27.7 18.9 70.3 44.9 96.0 91.4 4.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 47 105 118 110 123 237 283 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,983 COMMITMENTS 2,203 2,425 75 0 77 2,278 2,577 705 406 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 251) 587 443 -241 0 -8 346 194 -95 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.9 81.3 2.5 0.0 2.6 76.4 86.4 23.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 15 21 4 0 1 17 24 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 10,194 COMMITMENTS 1,123 1,409 2,518 6,493 6,023 10,134 9,950 60 244 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 520) 20 263 357 150 -103 527 517 -7 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 13.8 24.7 63.7 59.1 99.4 97.6 0.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 8 9 7 6 18 17 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 17,027 COMMITMENTS 280 4,004 4,606 12,093 8,177 16,979 16,787 48 240 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 3,927) 69 -287 1,676 2,237 2,563 3,982 3,952 -55 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 23.5 27.1 71.0 48.0 99.7 98.6 0.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 8 10 4 7 14 22 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 628,840 COMMITMENTS 109,110 70,085 21,502 407,762 452,242 538,374 543,829 90,466 85,011 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -2,177) -523 -3,143 -1,211 -1,616 1,260 -3,349 -3,095 1,173 918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 11.1 3.4 64.8 71.9 85.6 86.5 14.4 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596) 150 112 87 231 237 406 411 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 64,919 COMMITMENTS 5,817 2,732 32 44,556 28,500 50,405 31,264 14,514 33,655 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -4) -59 213 -133 214 -2,106 22 -2,026 -26 2,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 4.2 0.0 68.6 43.9 77.6 48.2 22.4 51.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 8 1 17 12 25 21 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| 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: 25,533 COMMITMENTS 11,350 326 0 11,437 24,881 22,787 25,207 2,746 326 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 17) 4 1 0 -150 185 -146 186 163 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 1.3 0.0 44.8 97.4 89.2 98.7 10.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 1 0 11 10 17 11 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,819,606 COMMITMENTS 522,820 343,119 100,996 1816031 2118711 2439847 2562826 379,759 256,780 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -10,864) -3,172 -17,634 -4,537 -9,148 16,828 -16,857 -5,343 5,993 -5,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 12.2 3.6 64.4 75.1 86.5 90.9 13.5 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592) 147 113 84 229 234 402 405 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| 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: 30,284 COMMITMENTS 1,487 0 0 25,753 29,447 27,240 29,447 3,044 837 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -13) -333 0 -104 -292 14 -729 -90 716 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.0 85.0 97.2 89.9 97.2 10.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 7 12 10 12 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| 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: 8,877 COMMITMENTS 1,560 417 0 5,424 7,976 6,984 8,393 1,893 484 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 217) 0 0 0 128 217 128 217 89 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 4.7 0.0 61.1 89.9 78.7 94.5 21.3 5.5 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 08/14/18 | --------------------------------------------------------------| 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: 15,443 COMMITMENTS 2,380 1,365 14 11,345 13,298 13,739 14,677 1,704 766 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,017) 11 0 0 819 816 830 816 187 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 8.8 0.1 73.5 86.1 89.0 95.0 11.0 5.0 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 08/14/18 | --------------------------------------------------------------| 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: 30,033 COMMITMENTS 205 2,299 0 27,878 26,700 28,083 28,999 1,950 1,034 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -325) 0 0 0 -282 -53 -282 -53 -43 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 7.7 0.0 92.8 88.9 93.5 96.6 6.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 0 16 11 17 14 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 84,411 COMMITMENTS 23,614 3,809 659 46,760 76,261 71,033 80,729 13,378 3,682 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,498) 2,122 1,115 -185 -1,190 1,003 747 1,933 751 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 4.5 0.8 55.4 90.3 84.2 95.6 15.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 18 5 6 39 33 58 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,514 COMMITMENTS 17,106 9,612 908 22,822 29,031 40,836 39,551 6,678 7,963 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -1,480) -909 -1,068 266 -769 -867 -1,412 -1,668 -68 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 20.2 1.9 48.0 61.1 85.9 83.2 14.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 64 63 29 76 90 151 172 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 237,572 COMMITMENTS 85,531 48,062 4,542 114,109 145,153 204,182 197,757 33,390 39,815 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -7,400) -4,544 -5,340 1,332 -3,846 -4,333 -7,058 -8,341 -342 941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 20.2 1.9 48.0 61.1 85.9 83.2 14.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 64 63 29 76 90 151 172 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,238 COMMITMENTS 25,649 77,432 1,828 101,102 25,328 128,579 104,588 20,659 44,650 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 8,001) 4,285 1,528 -271 1,262 2,105 5,276 3,362 2,725 4,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 51.9 1.2 67.7 17.0 86.2 70.1 13.8 29.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 19 43 10 20 22 43 71 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 547,242 COMMITMENTS 142,818 128,598 11,180 369,774 386,700 523,772 526,478 23,470 20,764 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -2,353) 539 -470 -300 -1,439 -4,179 -1,200 -4,949 -1,153 2,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 23.5 2.0 67.6 70.7 95.7 96.2 4.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 75 53 23 125 114 209 181 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,916 COMMITMENTS 6,071 11,737 23 19,860 17,031 25,954 28,791 5,962 3,125 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: 1,858) -1,118 1,890 -237 2,754 -466 1,399 1,187 459 671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 36.8 0.1 62.2 53.4 81.3 90.2 18.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 9 1 17 9 32 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,877 COMMITMENTS 16,414 6,423 1,515 24,456 26,093 42,385 34,031 7,492 15,846 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -1,733) 1,079 199 366 -2,783 3,393 -1,338 3,958 -395 -5,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 12.9 3.0 49.0 52.3 85.0 68.2 15.0 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 17 11 7 23 26 42 42 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 08/14/18 | --------------------------------------------------------------| 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: 113,758 COMMITMENTS 4,674 2,940 250 108,802 110,475 113,726 113,665 32 93 CHANGES FROM 08/07/18 (CHANGE IN OPEN INTEREST: -398) -8,500 0 0 8,102 -398 -398 -398 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 2.6 0.2 95.6 97.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 8 1 1 17 18 25 20
Updated August 17, 2018