MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 17,398 COMMITMENTS 2,320 4,480 360 14,598 12,438 17,278 17,278 120 120 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 900) -240 240 0 1,140 660 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 25.8 2.1 83.9 71.5 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 10 1 5 8 7 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,365 COMMITMENTS 782 1,538 1,691 6,834 5,976 9,306 9,204 1,059 1,161 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 398) 66 124 12 234 182 312 318 86 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 14.8 16.3 65.9 57.7 89.8 88.8 10.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 13 12 21 19 34 37 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,193 COMMITMENTS 12,542 5,297 14,126 14,359 15,508 41,027 34,932 4,166 10,261 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,879) 715 280 1,031 123 808 1,870 2,120 9 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 11.7 31.3 31.8 34.3 90.8 77.3 9.2 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 24 18 26 34 30 70 62 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,222 COMMITMENTS 963 510 3,018 8,382 8,428 12,364 11,956 858 1,266 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 328) 26 -44 87 150 125 263 168 64 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 3.9 22.8 63.4 63.7 93.5 90.4 6.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 9 11 25 20 38 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,449 COMMITMENTS 64,378 52,185 96,337 108,472 103,800 269,187 252,322 25,263 42,127 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 12,402) 1,419 3,228 11,022 204 -2,529 12,644 11,720 -243 682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 17.7 32.7 36.8 35.3 91.4 85.7 8.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 115 95 136 90 89 270 265 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 419,916 COMMITMENTS 122,571 34,785 110,410 152,498 215,524 385,479 360,720 34,437 59,196 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 878) -10,271 6,869 8,684 1,674 -12,488 87 3,065 791 -2,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 8.3 26.3 36.3 51.3 91.8 85.9 8.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456) 152 98 164 140 165 368 369 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,127 COMMITMENTS 3,645 1,264 801 1,140 3,682 5,586 5,747 1,541 1,380 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 241) 112 62 78 196 154 387 295 -146 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 17.7 11.2 16.0 51.7 78.4 80.6 21.6 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 33 10 11 16 21 54 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 67,655 COMMITMENTS 17,675 12,991 20,283 17,966 13,874 55,924 47,148 11,731 20,507 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,916) -697 2,152 2,175 1,104 -636 2,581 3,691 335 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 19.2 30.0 26.6 20.5 82.7 69.7 17.3 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 67 61 78 68 77 182 183 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,115 COMMITMENTS 270 2,871 240 2,493 688 3,003 3,799 1,112 316 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -18) 0 64 -31 3 -38 -28 -5 10 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 69.8 5.8 60.6 16.7 73.0 92.3 27.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 7 5 13 6 21 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 40,848 COMMITMENTS 2,014 11,635 7,276 30,518 17,564 39,808 36,476 1,040 4,373 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -366) 33 224 -303 -99 23 -369 -56 3 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 28.5 17.8 74.7 43.0 97.5 89.3 2.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 13 18 14 30 37 52 60 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,873 COMMITMENTS 18,823 256 48 8,079 27,690 26,950 27,994 1,923 879 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -18,524) -3,470 0 -8 -14,700 -18,256 -18,178 -18,264 -346 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.2 0.9 0.2 28.0 95.9 93.3 97.0 6.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 14 2 1 4 5 18 8 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 204,712 COMMITMENTS 77,749 49,456 21,405 71,503 98,234 170,657 169,096 34,055 35,616 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 29,967) 17,786 11,805 590 14,530 14,508 32,907 26,903 -2,940 3,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 24.2 10.5 34.9 48.0 83.4 82.6 16.6 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 21 35 24 32 30 69 73 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,739 COMMITMENTS 17,431 25,677 145 15,432 4,555 33,008 30,377 11,731 14,362 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -18,881) 241 1,915 -2,673 -13,797 -17,453 -16,229 -18,211 -2,652 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 57.4 0.3 34.5 10.2 73.8 67.9 26.2 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 13 14 2 11 8 25 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 183,454 COMMITMENTS 105,856 39,102 1,551 69,104 138,729 176,511 179,382 6,943 4,072 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -13,576) -8,121 12,038 -3,103 -1,508 -22,431 -12,732 -13,496 -843 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.7 21.3 0.8 37.7 75.6 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 78 35 8 13 27 94 67 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 201,793 COMMITMENTS 71,508 47,122 23,827 69,363 106,874 164,699 177,823 37,094 23,969 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -43,885) 3,608 -12,050 -3,115 -43,106 -27,230 -42,613 -42,394 -1,273 -1,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 23.4 11.8 34.4 53.0 81.6 88.1 18.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 50 21 22 33 45 91 80 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 191,584 COMMITMENTS 47,459 69,185 24,058 85,455 68,102 156,972 161,346 34,612 30,238 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -118,277) 1,207 -56,565 2,492 -118,094 -64,617 -114,395 -118,691 -3,881 414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 36.1 12.6 44.6 35.5 81.9 84.2 18.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 41 30 30 41 36 96 82 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 570,580 COMMITMENTS 214,957 88,928 49,059 218,796 379,879 482,812 517,865 87,768 52,714 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -83,577) -15,596 -3,338 -13,066 -38,398 -45,462 -67,059 -61,865 -16,518 -21,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 15.6 8.6 38.3 66.6 84.6 90.8 15.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 114 64 65 78 67 212 178 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,511 COMMITMENTS 10,589 5,649 26 9,019 25,594 19,634 31,269 14,877 3,242 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -5,184) -1,707 -2,972 -713 -429 119 -2,849 -3,566 -2,335 -1,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 16.4 0.1 26.1 74.2 56.9 90.6 43.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 5 3 9 9 19 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,821 COMMITMENTS 4,635 17,130 233 15,675 4,440 20,543 21,803 2,278 1,018 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 171) 790 -33 233 -837 -174 186 26 -15 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 75.1 1.0 68.7 19.5 90.0 95.5 10.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 12 6 1 5 4 17 11 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,482 COMMITMENTS 31,078 11,452 429 7,641 28,418 39,148 40,299 5,334 4,183 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -22,390) -3,611 -26,053 140 -18,389 3,614 -21,860 -22,299 -530 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.9 25.7 1.0 17.2 63.9 88.0 90.6 12.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 42 22 6 9 10 53 36 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,272 COMMITMENTS 9,331 1,983 482 0 8,032 9,813 10,497 1,459 775 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -400) -108 158 -10 -203 -468 -321 -320 -79 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 82.8 17.6 4.3 0.0 71.3 87.1 93.1 12.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 8 1 0 4 9 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 32,080,832 COMMITMENTS 819,217 3739362 16090506 14545857 10869503 31455579 30699372 625,253 1381460 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -3,733,877) 29,228 136,284 -2595244 -1127219 -1194105 -3693234 -3653064 -40,644 -80,813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 11.7 50.2 45.3 33.9 98.1 95.7 1.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 53 136 156 123 137 290 328 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 749,405 COMMITMENTS 97,390 78,705 112,139 452,702 482,978 662,231 673,822 87,174 75,583 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -308,572) -15,920 -22,934 -51,571 -224,365 -208,599 -291,857 -283,104 -16,715 -25,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 10.5 15.0 60.4 64.4 88.4 89.9 11.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629) 169 127 147 249 251 480 463 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 56,276 COMMITMENTS 4,579 2,984 11,159 20,468 20,891 36,205 35,034 20,070 21,242 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -67,895) -1,307 -13,462 -7,828 -52,984 -40,208 -62,118 -61,498 -5,777 -6,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 5.3 19.8 36.4 37.1 64.3 62.3 35.7 37.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 12 15 22 24 24 49 48 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 25,085 COMMITMENTS 0 1,624 0 23,804 22,962 23,804 24,586 1,281 499 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -7,987) 0 0 0 -7,916 -7,951 -7,916 -7,951 -71 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 0.0 94.9 91.5 94.9 98.0 5.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 9 11 9 13 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| 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: 11,184 COMMITMENTS 1,822 0 0 7,560 10,685 9,382 10,685 1,802 499 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -4,448) 372 0 0 -4,373 -4,388 -4,001 -4,388 -447 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 0.0 0.0 67.6 95.5 83.9 95.5 16.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 10 10 13 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,465,646 COMMITMENTS 474,038 388,585 494,922 2161169 2310433 3130129 3193940 335,517 271,706 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,203,383) -122,667 -96,955 -169,120 -856,906 -841,954 -1148693 -1108029 -54,690 -95,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 11.2 14.3 62.4 66.7 90.3 92.2 9.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617) 163 123 141 244 250 466 455 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| 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: 28,224 COMMITMENTS 14,270 0 0 11,161 27,763 25,431 27,763 2,793 461 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -5,755) 849 0 0 -6,202 -5,411 -5,353 -5,411 -402 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 0.0 0.0 39.5 98.4 90.1 98.4 9.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 0 0 7 11 17 11 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Technology Ind OPEN INTEREST: 10,650 COMMITMENTS 2,494 1,108 0 6,757 9,127 9,251 10,235 1,399 415 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -7,893) -18 0 0 -7,706 -7,020 -7,724 -7,020 -169 -873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 10.4 0.0 63.4 85.7 86.9 96.1 13.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 8 11 11 12 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| 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: 21,193 COMMITMENTS 0 1,785 0 20,239 18,629 20,239 20,414 954 779 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -10,892) 0 0 0 -6,667 -10,680 -6,667 -10,680 -4,225 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.4 0.0 95.5 87.9 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 10 10 10 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 79,891 COMMITMENTS 16,389 3,108 928 51,609 71,565 68,926 75,601 10,965 4,290 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -9,925) 216 -619 54 -9,521 -9,089 -9,251 -9,654 -674 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 3.9 1.2 64.6 89.6 86.3 94.6 13.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 13 7 3 43 33 57 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,330 COMMITMENTS 14,104 11,654 2,986 24,692 27,600 41,782 42,240 7,548 7,090 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -14,393) 273 1,657 -1,509 -12,640 -13,907 -13,877 -13,759 -517 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 23.6 6.1 50.1 56.0 84.7 85.6 15.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 68 61 30 77 84 159 161 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 246,651 COMMITMENTS 70,520 58,269 14,929 123,461 138,001 208,910 211,199 37,741 35,451 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -71,965) 1,366 8,286 -7,547 -63,201 -69,534 -69,383 -68,795 -2,583 -3,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 23.6 6.1 50.1 56.0 84.7 85.6 15.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 68 61 30 77 84 159 161 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 123,082 COMMITMENTS 54,365 34,967 18,858 26,273 42,776 99,496 96,601 23,586 26,481 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -3,691) 16,681 -3,730 -3 -15,283 -1,407 1,396 -5,140 -5,087 1,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 28.4 15.3 21.3 34.8 80.8 78.5 19.2 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 36 24 23 28 21 68 64 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 489,785 COMMITMENTS 126,148 101,553 16,079 327,934 357,766 470,161 475,397 19,624 14,388 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -119,722) 6,247 -14,279 -14,014 -98,736 -76,556 -106,504 -104,850 -13,218 -14,872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 20.7 3.3 67.0 73.0 96.0 97.1 4.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 66 50 28 109 103 186 170 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 46,789 COMMITMENTS 17,776 7,803 12 22,416 35,582 40,204 43,397 6,585 3,392 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: -1,889) -1,718 -3,189 -410 461 2,407 -1,667 -1,192 -222 -697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 16.7 0.0 47.9 76.0 85.9 92.8 14.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 16 7 1 18 12 34 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,396 COMMITMENTS 16,847 5,296 1,155 41,623 31,617 59,625 38,068 8,771 30,328 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 3,344) 81 -1,645 93 3,426 3,883 3,600 2,331 -256 1,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 7.7 1.7 60.9 46.2 87.2 55.7 12.8 44.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 10 4 28 17 51 28 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| 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: 107,871 COMMITMENTS 26,202 2,940 24,593 57,033 80,245 107,828 107,778 43 93 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 833) 375 0 78 378 731 831 809 2 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 2.7 22.8 52.9 74.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 1 2 14 16 26 19
Updated March 23, 2018