MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 16,328 COMMITMENTS 2,420 3,380 360 13,548 12,588 16,328 16,328 0 0 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 20.7 2.2 83.0 77.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 6 3 6 10 12 16 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,911 COMMITMENTS 1,006 993 1,940 7,010 7,242 9,956 10,175 955 736 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 735) 101 -47 203 516 498 820 653 -85 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 9.1 17.8 64.2 66.4 91.2 93.3 8.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 8 7 13 23 22 36 37 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,293 COMMITMENTS 13,548 5,364 13,503 14,729 18,572 41,780 37,439 5,513 9,854 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,618) 25 -823 1,691 819 655 2,535 1,523 83 1,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 11.3 28.6 31.1 39.3 88.3 79.2 11.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 30 14 24 35 31 74 60 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,110 COMMITMENTS 816 497 2,959 7,725 8,000 11,500 11,457 609 653 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 301) 64 -198 214 111 272 389 289 -88 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 4.1 24.4 63.8 66.1 95.0 94.6 5.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 8 11 28 22 41 36 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,171 COMMITMENTS 60,715 69,092 95,700 112,370 89,365 268,784 254,157 24,387 39,014 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -470) 90 3,320 -481 -1,544 -5,271 -1,934 -2,431 1,465 1,961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 23.6 32.6 38.3 30.5 91.7 86.7 8.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 93 101 129 87 81 251 257 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 431,625 COMMITMENTS 108,137 88,361 118,934 161,162 174,715 388,234 382,011 43,392 49,615 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -747) 942 587 2,968 -4,135 -1,748 -224 1,807 -523 -2,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 20.5 27.6 37.3 40.5 89.9 88.5 10.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453) 140 115 162 163 164 382 375 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,535 COMMITMENTS 3,811 1,276 932 935 3,888 5,679 6,096 1,856 1,438 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 50) 5 -71 28 46 173 80 130 -30 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 16.9 12.4 12.4 51.6 75.4 80.9 24.6 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 33 14 11 13 21 54 42 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,112 COMMITMENTS 12,271 15,463 16,370 18,575 12,726 47,215 44,559 10,897 13,553 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 608) 119 793 181 308 264 608 1,238 1 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 26.6 28.2 32.0 21.9 81.2 76.7 18.8 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 54 68 65 70 58 161 167 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,242 COMMITMENTS 0 2,841 184 3,003 797 3,187 3,822 1,055 421 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 262) 0 194 21 168 18 189 233 73 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 67.0 4.3 70.8 18.8 75.1 90.1 24.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 8 5 14 6 19 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,593 COMMITMENTS 1,689 10,845 5,426 26,264 15,217 33,379 31,488 1,214 3,105 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 996) 25 237 183 766 622 975 1,042 21 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 31.3 15.7 75.9 44.0 96.5 91.0 3.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 17 11 29 34 48 53 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,493 COMMITMENTS 12,302 946 12 11,597 23,223 23,911 24,181 2,582 2,312 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -498) -7 -500 5 -796 -122 -798 -617 300 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 3.6 0.0 43.8 87.7 90.3 91.3 9.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 5 2 6 6 17 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,976 COMMITMENTS 23,899 49,635 20,141 79,594 56,304 123,633 126,079 33,342 30,897 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 6,861) -5,171 -3,512 3,778 6,063 10,204 4,670 10,469 2,191 -3,608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 31.6 12.8 50.7 35.9 78.8 80.3 21.2 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 21 35 23 31 29 69 70 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 106,096 COMMITMENTS 25,386 63,002 1,261 72,931 12,466 99,578 76,729 6,518 29,366 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 643) -338 503 303 895 1,245 860 2,051 -217 -1,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 59.4 1.2 68.7 11.7 93.9 72.3 6.1 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 9 32 3 15 17 26 50 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 185,237 COMMITMENTS 78,769 47,157 4,455 96,773 128,236 179,997 179,847 5,240 5,389 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,043) -7,521 13,714 2,706 6,210 -16,053 1,395 367 -352 676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 25.5 2.4 52.2 69.2 97.2 97.1 2.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 43 59 12 16 24 67 87 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 232,409 COMMITMENTS 54,250 46,307 36,494 106,178 118,903 196,921 201,704 35,488 30,705 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -3,708) -7,110 -6,844 2,490 -1,182 2,251 -5,802 -2,103 2,093 -1,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 19.9 15.7 45.7 51.2 84.7 86.8 15.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 42 29 28 29 41 83 87 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,914 COMMITMENTS 67,707 73,959 31,067 89,684 67,893 188,458 172,920 27,455 42,994 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 14,767) 7,908 14,629 1,341 6,349 -9,366 15,598 6,604 -831 8,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 34.3 14.4 41.5 31.4 87.3 80.1 12.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 35 40 30 36 37 83 95 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 626,265 COMMITMENTS 208,495 116,672 76,917 260,625 369,266 546,037 562,855 80,229 63,411 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 29,850) 2,614 10,724 11,420 15,610 8,174 29,644 30,317 206 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 18.6 12.3 41.6 59.0 87.2 89.9 12.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 109 79 77 80 69 214 201 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,309 COMMITMENTS 12,395 4,706 356 8,897 26,438 21,648 31,500 13,661 3,809 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 202) 180 -347 -4 59 243 235 -108 -33 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 13.3 1.0 25.2 74.9 61.3 89.2 38.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 10 7 4 9 9 21 18 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,228 COMMITMENTS 10,097 35,438 49 30,374 4,382 40,520 39,869 1,708 2,359 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,339) 2,462 2,118 -37 -143 16 2,282 2,097 57 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 83.9 0.1 71.9 10.4 96.0 94.4 4.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 15 2 6 9 19 26 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 60,456 COMMITMENTS 27,077 28,440 446 30,170 25,753 57,693 54,639 2,763 5,817 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 582) -1,677 1,639 6 3,130 -623 1,459 1,022 -877 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 47.0 0.7 49.9 42.6 95.4 90.4 4.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 24 41 9 14 11 43 56 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,294 COMMITMENTS 10,291 4,010 344 1,500 7,617 12,135 11,971 1,159 1,323 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 1,101) 907 1,136 -107 379 66 1,179 1,095 -78 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.4 30.2 2.6 11.3 57.3 91.3 90.0 8.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 11 1 2 5 12 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 30,695,790 COMMITMENTS 838,834 3621242 14457282 14776778 11218514 30072895 29297038 622,895 1398752 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -308,673) -73,484 -100,795 -126,010 -72,787 -77,368 -272,281 -304,173 -36,392 -4,499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 11.8 47.1 48.1 36.5 98.0 95.4 2.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 64 118 143 127 136 283 318 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,684 COMMITMENTS 1,785 2,228 50 0 0 1,835 2,278 849 406 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 179) 110 176 24 0 0 134 200 45 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.5 83.0 1.9 0.0 0.0 68.4 84.9 31.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 15 16 3 0 0 16 18 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 878,625 COMMITMENTS 99,142 61,004 124,257 510,320 565,512 733,718 750,772 144,907 127,852 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -4,650) -1,537 -1,340 -15,683 7,432 11,275 -9,788 -5,748 5,138 1,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 6.9 14.1 58.1 64.4 83.5 85.4 16.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618) 170 114 145 257 246 486 447 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 128,582 COMMITMENTS 11,847 9,877 10,901 82,034 32,539 104,783 53,317 23,799 75,265 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 3,323) 790 1,691 -1,499 3,232 -551 2,523 -359 799 3,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 7.7 8.5 63.8 25.3 81.5 41.5 18.5 58.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 15 13 20 29 22 54 46 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| 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: 25,435 COMMITMENTS 0 2,535 0 24,668 22,306 24,668 24,841 767 594 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -13) 0 4 0 15 52 15 56 -28 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.0 0.0 97.0 87.7 97.0 97.7 3.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 10 12 10 15 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| 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: 28,293 COMMITMENTS 9,650 538 0 16,507 26,849 26,157 27,387 2,136 906 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -792) -2 0 0 -786 -977 -788 -977 -4 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 1.9 0.0 58.3 94.9 92.5 96.8 7.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 1 0 12 11 20 12 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,750,214 COMMITMENTS 507,692 326,854 495,558 2141426 2664864 3144676 3487276 605,538 262,939 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -39,861) -1,374 -4,893 -81,180 21,000 59,128 -61,555 -26,945 21,694 -12,916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 8.7 13.2 57.1 71.1 83.9 93.0 16.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603) 164 110 139 251 242 470 436 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| 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: 32,274 COMMITMENTS 3,821 0 0 25,986 31,668 29,807 31,668 2,467 606 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 639) 6 0 0 407 710 413 710 226 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 0.0 0.0 80.5 98.1 92.4 98.1 7.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 0 0 11 12 18 12 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| 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: 8,483 COMMITMENTS 600 700 0 6,341 7,207 6,941 7,907 1,542 576 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 435) 0 0 0 248 519 248 519 187 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 8.3 0.0 74.7 85.0 81.8 93.2 18.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 9 9 10 11 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| 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: 10,990 COMMITMENTS 2,920 1,517 0 6,362 8,633 9,282 10,150 1,708 840 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 192) 65 0 0 64 -42 129 -42 63 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 13.8 0.0 57.9 78.6 84.5 92.4 15.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 0 8 13 12 14 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 27,802 COMMITMENTS 200 1,970 0 26,540 25,102 26,740 27,072 1,062 730 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 505) 0 619 0 533 -283 533 336 -28 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 7.1 0.0 95.5 90.3 96.2 97.4 3.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 13 9 14 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 79,667 COMMITMENTS 16,762 4,110 322 51,964 71,341 69,048 75,773 10,619 3,894 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 2,529) 1,516 210 233 963 2,284 2,712 2,727 -183 -198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 5.2 0.4 65.2 89.5 86.7 95.1 13.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 15 7 4 41 34 58 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,009 COMMITMENTS 12,461 13,149 2,703 29,834 29,296 44,997 45,148 7,012 6,861 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -1,467) -1,639 -948 132 127 2,150 -1,379 1,334 -88 -2,801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 25.3 5.2 57.4 56.3 86.5 86.8 13.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 59 70 29 84 94 161 175 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 260,045 COMMITMENTS 62,303 65,743 13,514 149,168 146,482 224,984 225,738 35,061 34,307 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -7,337) -8,193 -4,741 660 636 10,751 -6,897 6,669 -440 -14,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 25.3 5.2 57.4 56.3 86.5 86.8 13.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 59 70 29 84 94 161 175 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 174,944 COMMITMENTS 55,540 76,235 16,986 82,029 39,947 154,556 133,169 20,388 41,775 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: -22,790) -16,570 -17,275 -153 -4,891 -5,400 -21,614 -22,828 -1,176 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 43.6 9.7 46.9 22.8 88.3 76.1 11.7 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 24 38 26 22 24 58 76 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 540,853 COMMITMENTS 158,094 94,155 12,839 347,415 417,285 518,347 524,279 22,506 16,574 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 19,414) 15,433 3,086 -1,180 3,748 17,161 18,001 19,066 1,413 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 17.4 2.4 64.2 77.2 95.8 96.9 4.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 74 54 27 115 114 199 185 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 45,560 COMMITMENTS 16,414 6,040 1,132 21,524 34,952 39,070 42,124 6,490 3,436 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 901) 683 1,008 10 36 -24 729 994 172 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.0 13.3 2.5 47.2 76.7 85.8 92.5 14.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 18 6 2 16 9 35 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,630 COMMITMENTS 15,665 15,967 722 39,086 25,621 55,473 42,310 10,157 23,320 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 3,635) 3,082 339 -119 -263 -594 2,700 -374 935 4,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 24.3 1.1 59.6 39.0 84.5 64.5 15.5 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 17 15 3 25 16 43 33 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/18 | --------------------------------------------------------------| 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: 109,040 COMMITMENTS 31,890 2,940 23,246 53,853 82,761 108,989 108,947 51 93 CHANGES FROM 05/15/18 (CHANGE IN OPEN INTEREST: 70) 1,000 0 -20 -910 90 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 2.7 21.3 49.4 75.9 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 1 2 14 16 24 19
Updated May 25, 2018