BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,362 COMMITMENTS 967 709 1,523 6,016 6,460 8,507 8,692 855 671 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,417) -11 -274 -361 -971 -730 -1,343 -1,365 -74 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 7.6 16.3 64.3 69.0 90.9 92.8 9.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 9 12 24 23 36 36 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,086 COMMITMENTS 12,530 3,519 11,815 13,040 16,457 37,385 31,791 4,701 10,295 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -5,462) -946 -1,999 -1,967 -1,566 -1,863 -4,480 -5,830 -982 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 8.4 28.1 31.0 39.1 88.8 75.5 11.2 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 23 18 24 28 29 65 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,782 COMMITMENTS 686 423 2,659 6,921 7,153 10,266 10,234 516 548 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,474) -144 -74 -352 -886 -937 -1,381 -1,363 -93 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 3.9 24.7 64.2 66.3 95.2 94.9 4.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 6 11 12 29 22 43 37 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,858 COMMITMENTS 59,119 68,990 96,148 109,280 86,187 264,547 251,325 23,312 36,533 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -731) 1,047 -234 42 -1,611 -1,013 -522 -1,205 -209 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 24.0 33.4 38.0 29.9 91.9 87.3 8.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 85 112 132 84 84 252 260 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 384,468 COMMITMENTS 106,561 85,338 92,278 148,561 160,759 347,400 338,375 37,068 46,092 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -40,317) -2,825 -2,634 -21,361 -11,636 -12,266 -35,822 -36,261 -4,495 -4,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 22.2 24.0 38.6 41.8 90.4 88.0 9.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434) 142 103 156 142 144 359 346 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,429 COMMITMENTS 3,336 1,360 846 1,373 3,568 5,555 5,773 1,874 1,655 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 116) 33 6 -45 230 48 218 8 -102 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 18.3 11.4 18.5 48.0 74.8 77.7 25.2 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 28 12 12 16 21 53 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,052 COMMITMENTS 13,063 12,851 13,333 16,724 11,418 43,119 37,601 7,932 13,451 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -1,658) 768 -1,069 -370 -985 -359 -587 -1,798 -1,071 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 25.2 26.1 32.8 22.4 84.5 73.7 15.5 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 54 58 61 64 57 152 151 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,996 COMMITMENTS 0 2,636 154 2,784 759 2,938 3,550 1,058 446 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -435) 0 -269 -34 -437 -103 -470 -406 35 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 66.0 3.9 69.7 19.0 73.5 88.8 26.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 7 4 13 6 17 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,535 COMMITMENTS 1,599 10,522 4,534 24,196 13,443 30,329 28,499 1,205 3,036 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -3,375) -19 -329 -857 -2,411 -2,238 -3,287 -3,425 -88 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 33.4 14.4 76.7 42.6 96.2 90.4 3.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 9 15 12 25 35 42 54 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,480 COMMITMENTS 12,444 798 225 11,785 23,784 24,454 24,807 3,026 2,673 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 958) 26 17 212 486 681 724 910 234 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.3 2.9 0.8 42.9 86.6 89.0 90.3 11.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 4 3 6 8 16 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 183,873 COMMITMENTS 31,963 48,978 21,479 101,007 79,850 154,449 150,308 29,424 33,565 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 12,242) 367 4,312 1,116 11,335 6,060 12,818 11,488 -576 754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 26.6 11.7 54.9 43.4 84.0 81.7 16.0 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 24 31 23 33 29 69 71 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 103,214 COMMITMENTS 16,261 55,862 1,213 79,057 16,177 96,531 73,253 6,683 29,962 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -6,145) -3,429 -7,564 -73 1,759 371 -1,744 -7,267 -4,401 1,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 54.1 1.2 76.6 15.7 93.5 71.0 6.5 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 8 28 4 15 16 25 46 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 203,383 COMMITMENTS 69,986 81,027 8,115 120,859 106,868 198,961 196,010 4,423 7,373 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 20,581) -3,246 26,242 3,200 20,513 -10,169 20,467 19,272 114 1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 39.8 4.0 59.4 52.5 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 37 74 11 19 21 65 97 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 292,697 COMMITMENTS 72,728 65,254 43,824 147,221 145,210 263,772 254,287 28,925 38,410 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 33,114) 7,125 9,010 1,306 29,159 20,779 37,591 31,095 -4,477 2,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 22.3 15.0 50.3 49.6 90.1 86.9 9.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 34 37 30 31 42 81 95 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,172 COMMITMENTS 44,710 53,759 32,006 77,199 62,297 153,914 148,062 28,257 34,110 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -27,820) -11,873 -19,352 347 -14,611 -4,498 -26,137 -23,502 -1,683 -4,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 29.5 17.6 42.4 34.2 84.5 81.3 15.5 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 38 35 32 38 36 88 91 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 700,377 COMMITMENTS 220,497 148,787 93,591 307,839 386,450 621,928 628,828 78,449 71,549 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 13,233) 8,664 11,613 51 17,153 767 25,868 12,431 -12,636 802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 21.2 13.4 44.0 55.2 88.8 89.8 11.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 102 85 74 83 73 217 202 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,028 COMMITMENTS 14,011 4,341 338 9,104 27,668 23,453 32,347 13,575 4,681 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 370) 316 -13 54 105 88 475 129 -105 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 11.7 0.9 24.6 74.7 63.3 87.4 36.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 6 4 9 9 21 17 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,457 COMMITMENTS 7,064 37,326 115 33,378 3,158 40,557 40,599 1,900 1,858 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -10,722) -6,281 -1,343 -225 -4,315 -8,618 -10,821 -10,186 99 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 87.9 0.3 78.6 7.4 95.5 95.6 4.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 19 3 5 8 19 29 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 62,065 COMMITMENTS 33,307 28,924 1,139 25,033 25,708 59,479 55,771 2,586 6,294 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -458) 2,362 -620 650 -3,399 -238 -387 -208 -71 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.7 46.6 1.8 40.3 41.4 95.8 89.9 4.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 22 41 7 14 11 39 56 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,143 COMMITMENTS 9,729 2,688 678 578 7,300 10,985 10,666 1,158 1,477 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 62) 261 -461 336 -642 -11 -45 -136 107 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 80.1 22.1 5.6 4.8 60.1 90.5 87.8 9.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 11 6 4 3 4 15 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 29,674,813 COMMITMENTS 821,519 3376275 13873135 14297496 10990123 28992150 28239533 682,663 1435281 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,111,302) 49,582 260,161 650,174 426,915 190,433 1126671 1100768 -15,370 10,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 11.4 46.8 48.2 37.0 97.7 95.2 2.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 65 112 140 123 134 274 309 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,556 COMMITMENTS 1,713 2,179 27 0 0 1,740 2,206 816 350 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -158) 17 -74 -31 0 0 -14 -105 -144 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.0 85.3 1.1 0.0 0.0 68.1 86.3 31.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 15 2 0 0 13 16 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 922,300 COMMITMENTS 102,777 63,474 128,204 533,935 584,652 764,916 776,330 157,384 145,970 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 3,870) 5,267 -6,430 -1,964 232 6,669 3,535 -1,725 335 5,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 6.9 13.9 57.9 63.4 82.9 84.2 17.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610) 161 123 158 258 246 490 458 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 139,394 COMMITMENTS 13,832 4,517 11,226 91,347 34,434 116,406 50,177 22,988 89,217 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -89) 670 -4,922 57 570 580 1,297 -4,284 -1,386 4,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 3.2 8.1 65.5 24.7 83.5 36.0 16.5 64.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 13 14 20 32 25 57 48 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 25,476 COMMITMENTS 0 2,545 0 24,666 22,118 24,666 24,663 810 813 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 625) 0 10 0 1,591 422 1,591 432 -966 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.0 0.0 96.8 86.8 96.8 96.8 3.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 11 12 11 15 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 24,813 COMMITMENTS 7,901 0 1 14,513 24,220 22,415 24,221 2,398 592 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -4,000) -3,812 0 1 -293 -2,594 -4,104 -2,593 104 -1,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 0.0 0.0 58.5 97.6 90.3 97.6 9.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 1 10 11 15 12 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,914,528 COMMITMENTS 498,264 348,327 531,347 2212941 2751093 3242552 3630766 671,976 283,762 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 19,794) 3,873 -26,657 9,008 -1,692 30,444 11,188 12,795 8,606 6,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 8.9 13.6 56.5 70.3 82.8 92.8 17.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597) 157 118 151 251 243 474 447 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 33,548 COMMITMENTS 3,102 0 408 28,174 32,405 31,684 32,813 1,864 735 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,334) 1 0 -51 1,698 1,473 1,648 1,422 -314 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.0 1.2 84.0 96.6 94.4 97.8 5.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 0 1 13 13 20 14 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 10,032 COMMITMENTS 2,614 1,417 0 4,676 7,915 7,290 9,332 2,742 700 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -466) 29 -113 0 -1,462 -212 -1,433 -325 967 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 14.1 0.0 46.6 78.9 72.7 93.0 27.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 7 14 10 15 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 28,917 COMMITMENTS 0 1,351 0 27,761 26,841 27,761 28,192 1,156 725 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 1,898) 0 0 0 1,743 1,904 1,743 1,904 155 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.0 96.0 92.8 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 9 17 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 84,105 COMMITMENTS 18,576 3,871 327 53,829 76,083 72,732 80,281 11,373 3,824 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 2,207) 1,118 66 -103 1,218 2,542 2,233 2,505 -26 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 4.6 0.4 64.0 90.5 86.5 95.5 13.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 15 7 5 46 38 63 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,745 COMMITMENTS 14,254 12,082 3,053 31,218 32,797 48,524 47,932 7,221 7,813 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 2,277) 581 -302 499 800 1,712 1,880 1,908 397 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 21.7 5.5 56.0 58.8 87.0 86.0 13.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 70 70 39 91 94 182 182 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 278,723 COMMITMENTS 71,268 60,409 15,264 156,089 163,985 242,621 239,658 36,103 39,066 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 11,383) 2,906 -1,511 2,493 4,000 8,560 9,399 9,542 1,984 1,841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 21.7 5.5 56.0 58.8 87.0 86.0 13.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 70 70 39 91 94 182 182 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 167,852 COMMITMENTS 51,553 71,310 17,248 78,817 42,331 147,618 130,889 20,234 36,962 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -12,969) -7,204 -9,272 -243 -2,399 -25 -9,847 -9,541 -3,122 -3,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 42.5 10.3 47.0 25.2 87.9 78.0 12.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 30 33 24 22 22 59 72 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 570,551 COMMITMENTS 164,987 95,619 15,945 365,353 441,756 546,285 553,320 24,267 17,231 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 15,830) -953 2,429 2,196 16,260 10,790 17,503 15,416 -1,673 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 16.8 2.8 64.0 77.4 95.7 97.0 4.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 74 56 30 120 113 209 184 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 49,016 COMMITMENTS 18,008 6,022 3,444 20,284 35,617 41,736 45,083 7,280 3,933 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 4,922) 2,031 433 3,155 -362 335 4,824 3,923 98 999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 12.3 7.0 41.4 72.7 85.1 92.0 14.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 19 5 11 15 9 38 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 78,322 COMMITMENTS 10,740 22,659 4,674 40,845 28,246 56,259 55,579 22,063 22,743 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: 16,012) -4,167 755 3,306 3,918 895 3,057 4,956 12,955 11,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 28.9 6.0 52.2 36.1 71.8 71.0 28.2 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 13 17 9 28 24 48 43 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/18 | --------------------------------------------------------------| 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: 110,630 COMMITMENTS 33,985 2,940 23,306 53,283 84,191 110,574 110,437 56 193 CHANGES FROM 05/29/18 (CHANGE IN OPEN INTEREST: -375) 95 0 75 -550 -550 -380 -475 5 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 2.7 21.1 48.2 76.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 1 2 14 17 24 20
Updated June 8, 2018