MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 19,122 COMMITMENTS 80 3,496 244 18,798 15,382 19,122 19,122 0 0 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -906) 0 -440 80 -986 -546 -906 -906 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 18.3 1.3 98.3 80.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 10 2 8 8 11 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,466 COMMITMENTS 1,076 556 1,541 6,231 6,665 8,849 8,762 617 704 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -556) -165 -100 75 -446 -559 -536 -585 -20 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 5.9 16.3 65.8 70.4 93.5 92.6 6.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 9 13 27 20 40 37 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,408 COMMITMENTS 13,897 5,165 10,432 12,398 14,705 36,727 30,302 4,681 11,106 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -7,680) -3,295 -1,497 -3,216 -1,335 -2,270 -7,846 -6,983 166 -697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 12.5 25.2 29.9 35.5 88.7 73.2 11.3 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 25 14 29 36 33 71 66 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,569 COMMITMENTS 1,011 409 1,827 5,799 6,708 8,637 8,945 932 625 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -1,600) -259 -201 -456 -990 -912 -1,705 -1,568 105 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 4.3 19.1 60.6 70.1 90.3 93.5 9.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 10 12 23 20 36 34 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,217 COMMITMENTS 79,731 61,852 111,883 97,005 98,865 288,619 272,600 22,598 38,617 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 13,727) 6,490 -3,158 7,695 -3,214 9,563 10,971 14,100 2,756 -373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 19.9 36.0 31.2 31.8 92.7 87.6 7.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 120 95 143 81 86 273 267 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 347,575 COMMITMENTS 111,621 32,601 75,535 130,030 193,469 317,186 301,605 30,390 45,970 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 5,733) 2,815 1,990 3,406 -407 223 5,814 5,619 -81 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 9.4 21.7 37.4 55.7 91.3 86.8 8.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 140 86 146 130 148 338 320 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,516 COMMITMENTS 1,273 1,251 353 1,828 2,132 3,454 3,737 1,062 779 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -569) -175 -24 -216 -201 -351 -592 -591 23 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 27.7 7.8 40.5 47.2 76.5 82.7 23.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 15 9 9 15 17 34 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,697 COMMITMENTS 14,844 13,589 14,030 19,043 13,722 47,918 41,342 7,779 14,355 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -3,905) 466 1,166 -3,681 -975 -867 -4,190 -3,382 285 -523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 24.4 25.2 34.2 24.6 86.0 74.2 14.0 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 61 52 58 46 45 140 131 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,737 COMMITMENTS 52 2,865 334 3,281 1,130 3,666 4,329 1,071 408 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -818) 6 -597 -32 -593 -112 -619 -741 -199 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 60.5 7.0 69.3 23.8 77.4 91.4 22.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 7 5 15 6 21 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,109 COMMITMENTS 2,460 11,063 3,650 20,285 10,138 26,395 24,851 714 2,258 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -6,470) -437 -2,912 -966 -5,134 -1,963 -6,537 -5,841 67 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 40.8 13.5 74.8 37.4 97.4 91.7 2.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 14 14 14 27 28 48 49 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,753 COMMITMENTS 7,827 3,100 48 18,320 22,555 26,195 25,703 1,558 2,050 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 4,119) 189 511 -62 3,953 3,559 4,080 4,008 39 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 11.2 0.2 66.0 81.3 94.4 92.6 5.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 9 1 7 6 16 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 171,179 COMMITMENTS 32,202 59,744 15,405 91,323 60,477 138,930 135,625 32,249 35,554 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 2,384) -389 1,803 -507 3,082 -1,981 2,186 -685 198 3,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 34.9 9.0 53.3 35.3 81.2 79.2 18.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 21 48 21 31 32 67 87 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 82,117 COMMITMENTS 7,973 47,904 1,125 63,906 13,974 73,003 63,003 9,114 19,114 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -4,463) 2,089 -2,478 409 -7,781 582 -5,284 -1,487 821 -2,976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 58.3 1.4 77.8 17.0 88.9 76.7 11.1 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 29 5 18 17 32 46 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 220,760 COMMITMENTS 103,856 91,276 718 108,502 124,633 213,076 216,627 7,684 4,133 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 3,508) -2,163 4,681 -881 6,444 -510 3,400 3,291 108 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 41.3 0.3 49.1 56.5 96.5 98.1 3.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 64 35 4 13 22 80 58 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 318,418 COMMITMENTS 66,014 132,128 33,625 193,226 106,226 292,865 271,979 25,553 46,440 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 3,917) 5,361 -2,694 1,611 -452 5,927 6,521 4,844 -2,604 -927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 41.5 10.6 60.7 33.4 92.0 85.4 8.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 28 55 23 32 44 70 112 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,300 COMMITMENTS 42,416 99,230 25,352 123,538 43,780 191,306 168,362 23,994 46,938 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -455) -1,580 3,285 -1,533 907 -4,662 -2,206 -2,910 1,751 2,456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 46.1 11.8 57.4 20.3 88.9 78.2 11.1 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 30 43 27 41 37 84 94 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 622,348 COMMITMENTS 173,735 163,313 65,680 289,626 320,950 529,040 549,943 93,307 72,405 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 6,524) -252 -15,612 2,082 2,522 20,800 4,352 7,270 2,173 -746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 26.2 10.6 46.5 51.6 85.0 88.4 15.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 89 83 74 86 81 204 210 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,590 COMMITMENTS 10,416 7,479 557 8,660 23,634 19,633 31,670 15,957 3,920 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -494) -455 -1,252 -52 -96 -40 -603 -1,344 109 850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 21.0 1.6 24.3 66.4 55.2 89.0 44.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 7 4 9 9 21 17 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 27,900 COMMITMENTS 10,714 2,820 686 9,934 19,414 21,334 22,920 6,566 4,980 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 10.1 2.5 35.6 69.6 76.5 82.2 23.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 5 10 8 17 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 50,184 COMMITMENTS 14,925 31,696 923 32,657 14,216 48,505 46,835 1,679 3,349 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 3,563) 1,140 -118 778 1,664 2,699 3,582 3,359 -19 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 63.2 1.8 65.1 28.3 96.7 93.3 3.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 13 24 4 6 9 22 34 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,781 COMMITMENTS 16,291 41,185 851 36,071 7,252 53,213 49,288 2,568 6,493 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 1,217) -154 813 83 988 330 917 1,226 300 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 73.8 1.5 64.7 13.0 95.4 88.4 4.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 22 57 9 14 11 40 74 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,589 COMMITMENTS 6,502 5,128 3 2,384 2,015 8,889 7,146 700 2,443 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 1,620) 1,747 1,500 3 -34 -79 1,716 1,424 -96 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.8 53.5 0.0 24.9 21.0 92.7 74.5 7.3 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 12 1 6 6 11 19 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 26,651,954 COMMITMENTS 847,279 3278861 11977929 13222083 10102288 26047291 25359079 604,663 1292876 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 43,134) 29,707 58,492 -40,492 52,068 -20,975 41,283 -2,976 1,851 46,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 12.3 44.9 49.6 37.9 97.7 95.1 2.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 69 113 149 121 134 278 318 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,707 COMMITMENTS 1,862 2,184 25 0 145 1,887 2,354 820 353 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -133) -53 -170 -41 0 55 -94 -156 -39 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.8 80.7 0.9 0.0 5.4 69.7 87.0 30.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 16 19 3 0 1 18 21 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 11,192 COMMITMENTS 1,777 1,185 3,314 6,058 6,459 11,149 10,958 43 234 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 876) 187 -188 595 88 478 870 885 6 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 10.6 29.6 54.1 57.7 99.6 97.9 0.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 4 10 7 7 20 19 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 11,785 COMMITMENTS 567 1,635 3,774 7,392 6,318 11,733 11,727 52 58 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -5,011) -1,240 -2,656 508 -4,257 -2,137 -4,989 -4,285 -22 -726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 13.9 32.0 62.7 53.6 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 5 8 4 9 13 18 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 896,686 COMMITMENTS 109,083 77,822 183,100 494,681 535,589 786,864 796,511 109,822 100,175 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 7,545) -2,886 -3,761 2,179 3,891 10,421 3,184 8,838 4,361 -1,293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 8.7 20.4 55.2 59.7 87.8 88.8 12.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655) 171 136 177 259 272 511 504 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 111,465 COMMITMENTS 6,606 4,681 19,474 60,269 48,109 86,348 72,264 25,116 39,201 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -3,580) -2,424 -959 -2,509 18 231 -4,915 -3,236 1,335 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 4.2 17.5 54.1 43.2 77.5 64.8 22.5 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 13 12 20 21 24 46 44 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| 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: 20,221 COMMITMENTS 5,870 0 0 9,801 19,511 15,671 19,511 4,550 710 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 2,014) -319 0 0 -62 2,774 -381 2,774 2,395 -760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 0.0 0.0 48.5 96.5 77.5 96.5 22.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 6 12 9 12 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| 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: 21,006 COMMITMENTS 694 0 0 18,175 20,275 18,869 20,275 2,137 731 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -106) -252 0 0 224 -100 -28 -100 -78 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 0.0 86.5 96.5 89.8 96.5 10.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 13 8 15 8 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,926,107 COMMITMENTS 532,529 385,849 797,986 2172064 2437399 3502578 3621234 423,528 304,873 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 55,624) -9,344 -21,049 30,471 19,366 50,952 40,494 60,375 15,130 -4,751 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 9.8 20.3 55.3 62.1 89.2 92.2 10.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641) 165 131 168 256 268 497 491 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 30,599 COMMITMENTS 1,691 0 0 25,586 29,658 27,277 29,658 3,322 941 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -418) -357 0 0 -531 -325 -888 -325 470 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.0 0.0 83.6 96.9 89.1 96.9 10.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 0 9 14 13 14 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| 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: 12,059 COMMITMENTS 2,220 370 0 7,379 10,844 9,599 11,214 2,460 845 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 882) 45 -317 0 709 866 754 549 128 333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 3.1 0.0 61.2 89.9 79.6 93.0 20.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 0 9 12 13 13 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Industrial Ind OPEN INTEREST: 12,813 COMMITMENTS 1,332 316 0 8,788 11,610 10,120 11,926 2,693 887 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 1,576) 0 0 0 42 1,626 42 1,626 1,534 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 2.5 0.0 68.6 90.6 79.0 93.1 21.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 9 10 11 11 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| 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: 16,880 COMMITMENTS 2,680 1,226 0 12,196 15,218 14,876 16,444 2,004 436 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 321) 32 -139 -14 302 871 320 718 1 -397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 7.3 0.0 72.3 90.2 88.1 97.4 11.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 0 10 13 14 14 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| 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: 33,317 COMMITMENTS 506 1,471 23 28,543 28,358 29,072 29,852 4,245 3,465 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 2,650) 0 210 23 529 93 552 326 2,098 2,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 4.4 0.1 85.7 85.1 87.3 89.6 12.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 14 13 16 16 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 84,902 COMMITMENTS 22,940 3,590 667 48,005 77,617 71,612 81,874 13,290 3,028 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -146) -87 -161 -423 285 1,583 -225 999 79 -1,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 4.2 0.8 56.5 91.4 84.3 96.4 15.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 18 6 6 45 37 64 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,593 COMMITMENTS 19,431 10,617 3,175 27,308 34,677 49,913 48,469 7,679 9,124 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 4,255) 1,507 76 191 2,176 3,257 3,874 3,524 380 730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 18.4 5.5 47.4 60.2 86.7 84.2 13.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 83 67 45 86 98 191 188 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 287,964 COMMITMENTS 97,153 53,084 15,877 136,538 173,383 249,567 242,343 38,397 45,621 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 21,273) 7,536 382 953 10,882 16,286 19,371 17,621 1,902 3,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 18.4 5.5 47.4 60.2 86.7 84.2 13.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 83 67 45 86 98 191 188 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 180,050 COMMITMENTS 27,687 76,901 16,333 112,905 41,230 156,925 134,464 23,125 45,586 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 18,242) 3,266 6,593 3,266 10,030 5,475 16,562 15,334 1,679 2,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 42.7 9.1 62.7 22.9 87.2 74.7 12.8 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 24 40 21 26 30 57 84 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 553,743 COMMITMENTS 155,400 146,315 15,534 356,129 371,013 527,063 532,863 26,680 20,880 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: -11,370) 4,474 1,766 -514 -15,650 -12,697 -11,690 -11,445 320 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 26.4 2.8 64.3 67.0 95.2 96.2 4.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 73 62 34 128 110 222 185 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,097 COMMITMENTS 8,827 12,825 420 18,842 17,183 28,089 30,428 6,008 3,669 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 1,542) 1,549 885 395 114 100 2,058 1,380 -516 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 37.6 1.2 55.3 50.4 82.4 89.2 17.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 16 11 3 16 10 35 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,889 COMMITMENTS 18,252 9,612 1,770 26,905 26,276 46,927 37,658 7,962 17,231 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 1,636) 895 1,377 571 965 1,731 2,431 3,679 -795 -2,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 17.5 3.2 49.0 47.9 85.5 68.6 14.5 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 17 18 6 28 26 48 47 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/18 | --------------------------------------------------------------| 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: 113,695 COMMITMENTS 5,115 2,940 250 108,298 110,412 113,663 113,602 32 93 CHANGES FROM 08/28/18 (CHANGE IN OPEN INTEREST: 30) 301 0 0 -271 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 2.6 0.2 95.3 97.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 1 1 17 19 25 21
Updated September 7, 2018