MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 18,358 COMMITMENTS 2,320 4,720 360 15,558 13,158 18,238 18,238 120 120 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 960) 0 240 0 960 720 960 960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 25.7 2.0 84.7 71.7 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 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,511 COMMITMENTS 826 1,516 1,720 6,915 6,244 9,462 9,481 1,049 1,030 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 145) 44 -22 30 82 268 156 277 -10 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 14.4 16.4 65.8 59.4 90.0 90.2 10.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 10 12 21 20 34 38 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,145 COMMITMENTS 12,647 5,167 14,749 14,489 15,676 41,885 35,592 4,260 10,554 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 952) 105 -130 623 130 167 858 660 94 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 11.2 32.0 31.4 34.0 90.8 77.1 9.2 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 19 25 30 34 30 73 65 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,646 COMMITMENTS 949 616 3,076 8,771 8,812 12,796 12,503 850 1,143 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 424) -14 106 58 389 384 432 548 -8 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 4.5 22.5 64.3 64.6 93.8 91.6 6.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 10 11 25 21 38 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,213 COMMITMENTS 67,031 57,678 107,561 110,139 105,245 284,731 270,484 25,482 39,729 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 15,764) 2,653 5,493 11,224 1,667 1,445 15,544 18,161 220 -2,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 18.6 34.7 35.5 33.9 91.8 87.2 8.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 129 94 139 93 96 280 282 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 431,158 COMMITMENTS 114,948 49,123 118,455 160,737 204,502 394,140 372,081 37,018 59,077 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 11,242) -7,623 14,338 8,045 8,239 -11,022 8,661 11,361 2,581 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 11.4 27.5 37.3 47.4 91.4 86.3 8.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426) 130 98 155 147 156 357 348 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,211 COMMITMENTS 3,721 1,174 917 968 3,783 5,606 5,875 1,606 1,336 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 84) 76 -90 116 -173 101 20 127 64 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.6 16.3 12.7 13.4 52.5 77.7 81.5 22.3 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 32 9 11 16 21 54 38 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,415 COMMITMENTS 17,489 14,823 23,483 18,303 14,050 59,274 52,356 12,140 19,059 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 3,759) -186 1,832 3,200 337 176 3,350 5,207 409 -1,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 20.8 32.9 25.6 19.7 83.0 73.3 17.0 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 72 69 83 73 72 189 192 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,293 COMMITMENTS 277 2,968 267 2,636 714 3,180 3,949 1,113 345 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 178) 7 97 27 143 26 177 149 1 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 69.1 6.2 61.4 16.6 74.1 92.0 25.9 8.0 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 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 41,231 COMMITMENTS 2,104 12,095 7,171 30,883 17,598 40,158 36,864 1,073 4,367 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 383) 90 459 -105 366 34 350 388 33 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 29.3 17.4 74.9 42.7 97.4 89.4 2.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 19 14 30 37 53 60 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,174 COMMITMENTS 18,954 778 48 7,919 27,591 26,921 28,417 2,253 757 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 301) 131 522 0 -160 -99 -29 423 330 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.0 2.7 0.2 27.1 94.6 92.3 97.4 7.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 13 3 1 4 5 17 9 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,934 COMMITMENTS 32,509 58,671 18,576 72,202 40,206 123,288 117,454 27,646 33,481 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -53,778) -45,240 9,215 -2,829 699 -58,029 -47,369 -51,643 -6,409 -2,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 38.9 12.3 47.8 26.6 81.7 77.8 18.3 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 26 35 27 31 29 73 76 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,119 COMMITMENTS 15,992 25,437 165 16,657 3,961 32,814 29,563 12,305 15,556 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 380) -1,439 -240 20 1,225 -594 -194 -814 574 1,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 56.4 0.4 36.9 8.8 72.7 65.5 27.3 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 14 3 13 7 29 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 200,884 COMMITMENTS 130,250 40,648 538 61,565 156,237 192,353 197,424 8,532 3,461 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 17,431) 24,394 1,546 -1,013 -7,540 17,508 15,842 18,042 1,589 -611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.8 20.2 0.3 30.6 77.8 95.8 98.3 4.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 92 27 6 12 29 107 59 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 223,936 COMMITMENTS 87,991 54,175 28,094 68,173 115,024 184,259 197,293 39,677 26,643 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 22,143) 16,483 7,053 4,267 -1,190 8,150 19,560 19,470 2,583 2,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 24.2 12.5 30.4 51.4 82.3 88.1 17.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 50 24 29 31 44 93 85 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 197,468 COMMITMENTS 56,491 59,528 26,132 76,716 84,664 159,339 170,324 38,129 27,144 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 5,883) 9,032 -9,657 2,073 -8,738 16,562 2,367 8,978 3,516 -3,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 30.1 13.2 38.8 42.9 80.7 86.3 19.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 46 28 30 39 36 96 83 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 591,839 COMMITMENTS 226,695 94,360 50,690 227,416 390,604 504,801 535,654 87,038 56,185 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 21,260) 11,739 5,432 1,631 8,620 10,726 21,990 17,788 -730 3,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 15.9 8.6 38.4 66.0 85.3 90.5 14.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 124 50 66 82 69 218 174 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 36,548 COMMITMENTS 12,994 4,108 68 9,308 27,604 22,370 31,780 14,178 4,768 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,037) 2,405 -1,541 42 289 2,010 2,736 511 -699 1,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 11.2 0.2 25.5 75.5 61.2 87.0 38.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 5 4 10 10 21 17 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,300 COMMITMENTS 9,325 23,338 302 20,185 7,608 29,812 31,248 2,488 1,052 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,479) 4,690 6,208 69 4,510 3,168 9,269 9,445 210 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 72.3 0.9 62.5 23.6 92.3 96.7 7.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 8 2 5 6 15 15 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,728 COMMITMENTS 32,749 14,510 315 8,671 27,208 41,735 42,033 4,993 4,695 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,246) 1,671 3,058 -114 1,030 -1,210 2,587 1,734 -341 512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.1 31.1 0.7 18.6 58.2 89.3 90.0 10.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 44 21 3 9 8 54 31 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 11,206 COMMITMENTS 9,043 1,203 562 0 8,799 9,605 10,564 1,601 642 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -66) -288 -780 80 0 767 -208 67 142 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.7 10.7 5.0 0.0 78.5 85.7 94.3 14.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 7 1 0 5 8 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 31,417,960 COMMITMENTS 903,298 3933764 15238410 14645225 10861664 30786933 30033838 631,028 1384123 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -662,872) 84,081 194,401 -852,096 99,368 -7,839 -668,647 -665,534 5,775 2,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 12.5 48.5 46.6 34.6 98.0 95.6 2.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 44 149 156 127 136 294 328 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 860,874 COMMITMENTS 111,189 70,868 146,321 492,413 548,951 749,922 766,140 110,952 94,734 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 111,469) 13,798 -7,837 34,181 39,711 65,973 87,691 92,318 23,778 19,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 8.2 17.0 57.2 63.8 87.1 89.0 12.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634) 176 127 152 245 256 481 475 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 85,461 COMMITMENTS 6,207 8,109 16,573 40,349 23,321 63,130 48,003 22,331 37,458 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 29,185) 1,629 5,125 5,414 19,881 2,430 26,924 12,969 2,261 16,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 9.5 19.4 47.2 27.3 73.9 56.2 26.1 43.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 15 13 21 26 22 52 45 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 25,248 COMMITMENTS 0 1,624 0 24,274 22,951 24,274 24,575 974 673 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 163) 0 0 0 470 -11 470 -11 -307 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 0.0 96.1 90.9 96.1 97.3 3.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 10 11 10 13 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 11,502 COMMITMENTS 2,167 0 0 7,353 10,935 9,520 10,935 1,982 567 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 318) 345 0 0 -207 250 138 250 180 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 0.0 0.0 63.9 95.1 82.8 95.1 17.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 0 9 10 13 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,877,065 COMMITMENTS 559,694 348,585 613,950 2260318 2628151 3433961 3590685 443,104 286,380 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 411,419) 85,655 -40,000 119,027 99,150 317,718 303,832 396,746 107,587 14,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 9.0 15.8 58.3 67.8 88.6 92.6 11.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623) 169 125 147 241 254 468 468 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 30,570 COMMITMENTS 13,791 320 0 14,134 29,653 27,925 29,973 2,645 597 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,346) -479 320 0 2,973 1,890 2,494 2,210 -148 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 1.0 0.0 46.2 97.0 91.3 98.0 8.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 1 0 8 12 16 13 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 23,563 COMMITMENTS 0 1,785 0 22,587 21,049 22,587 22,834 976 729 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,370) 0 0 0 2,348 2,420 2,348 2,420 22 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.6 0.0 95.9 89.3 95.9 96.9 4.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 11 9 11 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 78,995 COMMITMENTS 15,206 1,813 1,142 52,366 71,351 68,714 74,306 10,281 4,689 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -896) -1,183 -1,295 214 757 -214 -212 -1,295 -684 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 2.3 1.4 66.3 90.3 87.0 94.1 13.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 14 4 1 46 32 60 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,224 COMMITMENTS 14,693 11,345 3,931 25,254 28,642 43,877 43,917 7,347 7,307 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 1,894) 589 -309 945 561 1,042 2,095 1,678 -201 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 22.1 7.7 49.3 55.9 85.7 85.7 14.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 69 60 26 77 87 153 166 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 256,121 COMMITMENTS 73,464 56,724 19,653 126,268 143,210 219,385 219,587 36,736 36,534 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 9,470) 2,944 -1,545 4,724 2,807 5,209 10,475 8,388 -1,005 1,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 22.1 7.7 49.3 55.9 85.7 85.7 14.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 69 60 26 77 87 153 166 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,021 COMMITMENTS 51,947 41,779 17,850 37,066 43,137 106,863 102,767 23,159 27,255 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 6,939) -2,418 6,813 -1,008 10,793 361 7,367 6,166 -427 773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 32.1 13.7 28.5 33.2 82.2 79.0 17.8 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 30 26 24 26 23 64 65 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 492,355 COMMITMENTS 120,274 94,373 18,958 334,239 362,774 473,471 476,105 18,884 16,250 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 2,570) -5,874 -7,180 2,879 6,305 5,008 3,310 708 -740 1,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 19.2 3.9 67.9 73.7 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 68 49 28 108 106 183 176 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 47,312 COMMITMENTS 18,846 4,632 12 22,385 38,611 41,243 43,255 6,069 4,057 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: 523) 1,070 -3,171 0 -31 3,029 1,039 -142 -516 665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.8 9.8 0.0 47.3 81.6 87.2 91.4 12.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 16 3 1 17 13 33 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,794 COMMITMENTS 14,001 11,453 1,101 42,876 30,709 57,978 43,263 8,816 23,531 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -1,602) -2,846 6,157 -54 1,253 -908 -1,647 5,195 45 -6,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 17.1 1.6 64.2 46.0 86.8 64.8 13.2 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 18 13 5 27 18 47 34 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/18 | --------------------------------------------------------------| 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: 107,099 COMMITMENTS 27,100 2,940 23,671 56,284 80,395 107,055 107,006 44 93 CHANGES FROM 03/20/18 (CHANGE IN OPEN INTEREST: -772) 898 0 -922 -749 150 -773 -772 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 2.7 22.1 52.6 75.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 1 2 14 16 26 19
Updated March 30, 2018