MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,332 COMMITMENTS 2,060 5,000 120 19,152 16,212 21,332 21,332 0 0 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,376) 200 1,520 -320 1,496 176 1,376 1,376 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 23.4 0.6 89.8 76.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 9 1 8 8 11 17 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,540 COMMITMENTS 1,365 890 2,094 8,351 8,924 11,809 11,908 731 632 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 935) 63 -101 205 669 843 936 947 -2 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 7.1 16.7 66.6 71.2 94.2 95.0 5.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 8 10 14 25 24 39 42 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,539 COMMITMENTS 14,419 3,107 16,946 16,521 19,351 47,885 39,403 4,654 13,136 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 365) 432 293 255 -126 -124 561 424 -196 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 5.9 32.3 31.4 36.8 91.1 75.0 8.9 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 17 23 27 30 32 62 67 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,770 COMMITMENTS 734 354 3,114 8,272 8,635 12,121 12,104 650 667 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,070) 139 153 228 742 648 1,108 1,029 -38 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 2.8 24.4 64.8 67.6 94.9 94.8 5.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 8 11 29 23 41 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,224 COMMITMENTS 66,064 67,688 87,121 112,943 94,143 266,128 248,952 19,096 36,272 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 11,640) 3,083 963 7,721 1,380 3,161 12,184 11,844 -543 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 23.7 30.5 39.6 33.0 93.3 87.3 6.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 93 85 117 75 77 233 221 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,082 COMMITMENTS 104,663 71,232 97,815 143,735 164,556 346,213 333,603 31,869 44,479 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,392) -952 -3,708 -1,102 -1,696 1,473 -3,749 -3,336 -1,643 -2,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 18.8 25.9 38.0 43.5 91.6 88.2 8.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 127 102 149 130 137 337 320 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,354 COMMITMENTS 2,608 1,626 538 1,644 3,007 4,790 5,170 1,564 1,184 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -483) 15 32 -217 -316 -201 -518 -386 35 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 25.6 8.5 25.9 47.3 75.4 81.4 24.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 21 13 11 15 20 43 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,654 COMMITMENTS 13,315 11,598 15,791 18,938 12,906 48,045 40,296 7,609 15,358 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 458) 143 -574 -247 475 281 371 -541 87 998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 20.8 28.4 34.0 23.2 86.3 72.4 13.7 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 53 64 64 59 60 155 153 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,965 COMMITMENTS 0 3,367 181 3,669 876 3,849 4,424 1,116 541 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 137) 0 164 -11 93 -16 82 137 55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 67.8 3.6 73.9 17.6 77.5 89.1 22.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 9 4 14 5 18 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,103 COMMITMENTS 2,160 13,068 6,228 29,887 16,170 38,275 35,466 827 3,636 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 99) 166 431 -150 193 5 210 287 -111 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 33.4 15.9 76.4 41.4 97.9 90.7 2.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 8 21 15 32 36 52 60 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,128 COMMITMENTS 8,433 2,861 12 9,845 15,538 18,290 18,411 1,838 1,717 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 356) -652 482 0 974 -225 322 257 34 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.9 14.2 0.1 48.9 77.2 90.9 91.5 9.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 7 2 3 7 16 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 186,460 COMMITMENTS 22,341 74,128 23,120 111,793 51,525 157,254 148,772 29,206 37,688 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,659) -13,951 4,408 -1,253 15,096 -4,237 -108 -1,082 -1,551 -577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 39.8 12.4 60.0 27.6 84.3 79.8 15.7 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 18 50 20 35 29 66 86 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 93,412 COMMITMENTS 9,599 50,615 1,533 75,725 13,136 86,857 65,284 6,555 28,128 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,557) -3,643 -1,025 -37 1,415 -20 -2,265 -1,082 708 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 54.2 1.6 81.1 14.1 93.0 69.9 7.0 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 22 4 13 14 23 37 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 146,176 COMMITMENTS 60,956 55,081 3,968 77,491 80,130 142,414 139,178 3,762 6,997 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -5,283) -877 -19,406 -422 -3,707 15,299 -5,007 -4,530 -276 -753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 37.7 2.7 53.0 54.8 97.4 95.2 2.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 45 66 12 15 23 68 93 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 227,428 COMMITMENTS 38,572 70,343 33,674 130,732 79,364 202,978 183,381 24,451 44,047 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 18,374) 716 7,946 2,898 16,587 3,675 20,201 14,519 -1,828 3,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 30.9 14.8 57.5 34.9 89.2 80.6 10.8 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 33 38 31 31 41 79 95 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 195,765 COMMITMENTS 46,681 87,623 24,110 100,756 43,588 171,547 155,320 24,218 40,444 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 13,713) 4,629 8,825 1,461 9,532 1,472 15,621 11,758 -1,908 1,956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 44.8 12.3 51.5 22.3 87.6 79.3 12.4 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 34 48 34 39 35 90 100 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 581,181 COMMITMENTS 183,127 153,238 67,185 254,152 295,947 504,464 516,370 76,717 64,811 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,386) -2,121 -5,615 2,336 78 6,971 294 3,692 3,092 -306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 26.4 11.6 43.7 50.9 86.8 88.8 13.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 97 91 75 83 78 211 213 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,281 COMMITMENTS 10,830 4,525 293 8,970 24,891 20,093 29,709 13,188 3,572 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 13) -626 330 0 -26 76 -652 406 665 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 13.6 0.9 27.0 74.8 60.4 89.3 39.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 7 3 9 10 19 18 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,280 COMMITMENTS 5,880 34,436 252 37,801 8,397 43,933 43,085 1,347 2,195 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -4,406) -2,913 -3,154 65 -1,228 -1,170 -4,076 -4,259 -330 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 76.1 0.6 83.5 18.5 97.0 95.2 3.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 17 4 5 8 18 28 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,676 COMMITMENTS 14,522 40,926 458 35,812 5,470 50,792 46,854 2,884 6,822 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 8,650) -376 8,466 170 8,195 -93 7,989 8,543 661 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 76.2 0.9 66.7 10.2 94.6 87.3 5.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 16 58 8 16 11 38 71 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 25,573,001 COMMITMENTS 803,118 3501863 10973651 13156268 9762251 24933037 24237765 639,964 1335236 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 371,644) -36,485 283,410 238,038 162,157 -143,725 363,710 377,722 7,935 -6,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 13.7 42.9 51.4 38.2 97.5 94.8 2.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 53 119 133 116 127 262 296 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,514 COMMITMENTS 1,680 2,089 48 0 0 1,728 2,137 786 377 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -173) -28 -42 -92 0 0 -120 -134 -53 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.8 83.1 1.9 0.0 0.0 68.7 85.0 31.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 13 17 3 0 0 16 17 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 5,921 COMMITMENTS 1 1,846 1,849 3,621 1,866 5,471 5,561 450 360 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 31.2 31.2 61.2 31.5 92.4 93.9 7.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 10 8 4 6 12 19 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 749,817 COMMITMENTS 107,886 73,496 120,242 427,238 468,444 655,366 662,183 94,451 87,634 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,505) -7,745 -1,637 952 1,143 -3,871 -5,651 -4,556 4,146 3,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 9.8 16.0 57.0 62.5 87.4 88.3 12.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645) 176 132 161 248 258 490 486 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 77,375 COMMITMENTS 5,629 2,566 10,004 42,228 33,159 57,861 45,728 19,514 31,647 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 235) -209 -1,049 -890 915 -1,460 -184 -3,398 418 3,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 3.3 12.9 54.6 42.9 74.8 59.1 25.2 40.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 16 10 21 21 23 47 45 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| 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: 26,187 COMMITMENTS 11,803 0 0 12,159 25,494 23,962 25,494 2,225 693 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 4,462) 4,793 0 0 -157 4,292 4,636 4,292 -174 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 0.0 0.0 46.4 97.4 91.5 97.4 8.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 0 0 13 10 19 10 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,362,209 COMMITMENTS 517,674 361,043 544,804 1925050 2176427 2987528 3082273 374,681 279,936 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -8,697) -41,464 -6,726 12,988 1,140 -12,052 -27,336 -5,789 18,639 -2,908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 10.7 16.2 57.3 64.7 88.9 91.7 11.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631) 171 128 154 243 255 475 476 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| 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: 27,441 COMMITMENTS 2,354 0 0 23,292 26,571 25,646 26,571 1,795 870 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -1,414) 47 0 0 -869 -1,320 -822 -1,320 -592 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.0 0.0 84.9 96.8 93.5 96.8 6.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 0 11 10 16 10 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| 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: 12,546 COMMITMENTS 2,500 1,512 107 8,334 10,439 10,941 12,058 1,605 488 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 852) -422 95 107 1,543 881 1,228 1,083 -376 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 12.1 0.9 66.4 83.2 87.2 96.1 12.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 8 12 12 14 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| 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: 27,970 COMMITMENTS 174 1,351 91 26,412 24,140 26,677 25,582 1,293 2,388 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,569) 174 0 91 2,080 1,115 2,345 1,206 224 1,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 4.8 0.3 94.4 86.3 95.4 91.5 4.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 13 10 14 12 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 83,894 COMMITMENTS 21,405 2,318 1,167 48,493 77,011 71,065 80,496 12,829 3,398 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -2,817) 757 -1,253 174 -3,843 -1,353 -2,912 -2,432 95 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 2.8 1.4 57.8 91.8 84.7 95.9 15.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 17 5 6 43 33 61 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,783 COMMITMENTS 18,293 14,933 2,337 23,335 26,712 43,965 43,983 7,818 7,800 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 1,392) 2,525 1,900 -28 -1,001 -95 1,496 1,777 -104 -386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 28.8 4.5 45.1 51.6 84.9 84.9 15.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 67 65 35 74 96 158 179 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,914 COMMITMENTS 91,463 74,664 11,686 116,674 133,562 219,823 219,913 39,091 39,002 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 6,959) 12,624 9,501 -139 -5,003 -475 7,481 8,887 -522 -1,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 28.8 4.5 45.1 51.6 84.9 84.9 15.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 67 65 35 74 96 158 179 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 163,872 COMMITMENTS 33,135 70,977 18,375 91,586 31,765 143,096 121,117 20,777 42,755 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 3,382) 561 -1,681 1,593 1,477 2,137 3,631 2,049 -249 1,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 43.3 11.2 55.9 19.4 87.3 73.9 12.7 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 24 35 22 25 25 57 74 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 564,786 COMMITMENTS 158,076 107,548 16,556 364,406 422,404 539,037 546,507 25,749 18,279 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 7,758) -5,011 6,233 -587 14,079 1,670 8,481 7,317 -723 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 19.0 2.9 64.5 74.8 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 76 54 27 126 111 211 183 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,852 COMMITMENTS 5,846 13,922 213 19,828 14,208 25,887 28,343 5,965 3,509 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 2,185) -140 2,083 -1 2,213 592 2,072 2,674 113 -489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 43.7 0.7 62.3 44.6 81.3 89.0 18.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 11 3 16 11 30 24 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,109 COMMITMENTS 20,183 3,516 1,328 24,005 23,531 45,516 28,375 8,593 25,734 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: 956) 2,412 -170 348 -2,072 1,714 688 1,892 268 -936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 6.5 2.5 44.4 43.5 84.1 52.4 15.9 47.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 22 9 5 20 27 43 40 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/18 | --------------------------------------------------------------| 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: 112,537 COMMITMENTS 12,837 2,740 250 99,418 109,454 112,505 112,444 32 93 CHANGES FROM 06/26/18 (CHANGE IN OPEN INTEREST: -427) -80 0 0 -347 -427 -427 -427 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 2.4 0.2 88.3 97.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 1 1 16 18 25 20
Updated July 6, 2018