MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,002 COMMITMENTS 320 3,856 484 21,198 17,662 22,002 22,002 0 0 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,120) 0 120 0 2,120 2,000 2,120 2,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 17.5 2.2 96.3 80.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 10 2 8 9 11 20 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,379 COMMITMENTS 1,013 681 1,913 6,844 7,034 9,770 9,628 609 751 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -229) -101 6 36 -84 -145 -149 -103 -80 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 6.6 18.4 65.9 67.8 94.1 92.8 5.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 12 12 29 21 41 38 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,968 COMMITMENTS 14,262 3,884 11,789 13,690 16,232 39,742 31,905 4,227 12,063 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 397) -319 -548 468 224 205 373 125 24 272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 8.8 26.8 31.1 36.9 90.4 72.6 9.6 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 25 17 31 38 36 75 72 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,144 COMMITMENTS 1,360 510 1,897 5,959 6,934 9,216 9,341 928 803 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -61) -60 76 20 -22 -232 -63 -136 2 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 5.0 18.7 58.7 68.4 90.9 92.1 9.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 11 13 23 20 36 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 301,676 COMMITMENTS 75,603 54,486 113,742 88,167 93,777 277,511 262,005 24,165 39,671 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,109) -866 -2,182 2,814 425 705 2,373 1,338 -264 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 18.1 37.7 29.2 31.1 92.0 86.8 8.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 111 91 138 78 85 265 251 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 367,657 COMMITMENTS 117,231 24,907 87,707 129,928 202,414 334,865 315,027 32,792 52,630 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 23,731) 8,940 -9,627 10,734 3,451 17,834 23,125 18,941 606 4,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 6.8 23.9 35.3 55.1 91.1 85.7 8.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 145 96 157 126 149 357 330 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,129 COMMITMENTS 1,197 1,209 380 1,412 1,760 2,989 3,349 1,140 780 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -194) 37 -43 -75 -203 -168 -241 -287 46 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 29.3 9.2 34.2 42.6 72.4 81.1 27.6 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 10 8 13 12 30 27 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,773 COMMITMENTS 19,452 13,074 17,460 17,886 14,328 54,798 44,863 7,974 17,910 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 4,907) 3,561 -493 2,045 -376 1,045 5,230 2,597 -323 2,310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 20.8 27.8 28.5 22.8 87.3 71.5 12.7 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 76 53 66 52 51 163 144 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,214 COMMITMENTS 181 3,027 516 3,415 1,234 4,112 4,777 1,102 438 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 114) 100 8 24 -12 47 113 79 1 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 58.0 9.9 65.5 23.7 78.9 91.6 21.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 7 6 17 6 24 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,703 COMMITMENTS 2,791 12,536 4,099 22,144 10,953 29,034 27,588 669 2,115 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 797) 5 116 171 559 540 735 827 62 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 42.2 13.8 74.6 36.9 97.7 92.9 2.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 10 20 15 29 30 51 53 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,468 COMMITMENTS 4,809 8,639 0 19,185 15,077 23,994 23,716 1,474 1,752 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -6,819) -3,388 3,336 0 -3,099 -9,654 -6,487 -6,318 -332 -501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 33.9 0.0 75.3 59.2 94.2 93.1 5.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 12 13 0 5 3 17 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,282 COMMITMENTS 25,711 55,055 13,556 99,417 42,695 138,684 111,306 29,598 56,976 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -7,374) -2,359 -470 -554 -3,699 -25,862 -6,612 -26,886 -762 19,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 32.7 8.1 59.1 25.4 82.4 66.1 17.6 33.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 21 47 24 30 28 70 81 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,377 COMMITMENTS 9,881 27,982 699 33,462 9,462 44,043 38,143 11,334 17,234 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -25,616) 2,157 -14,705 -3,898 -25,250 -3,739 -26,991 -22,342 1,375 -3,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 50.5 1.3 60.4 17.1 79.5 68.9 20.5 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 18 5 11 14 24 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 200,999 COMMITMENTS 112,234 71,697 1,027 80,037 124,848 193,297 197,572 7,702 3,427 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -44,579) 10,952 -14,992 -7,826 -48,297 -21,670 -45,170 -44,487 592 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.8 35.7 0.5 39.8 62.1 96.2 98.3 3.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 73 39 7 12 19 90 60 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 282,732 COMMITMENTS 37,912 113,062 29,903 194,242 94,261 262,057 237,226 20,674 45,506 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -45,047) -34,289 -16,397 -2,240 -4,548 -25,385 -41,076 -44,023 -3,970 -1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 40.0 10.6 68.7 33.3 92.7 83.9 7.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 23 49 20 35 45 69 103 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 227,703 COMMITMENTS 46,212 114,280 21,483 137,555 40,365 205,250 176,128 22,452 51,574 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 10,614) 799 11,946 2,210 11,359 -8,632 14,368 5,524 -3,754 5,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 50.2 9.4 60.4 17.7 90.1 77.4 9.9 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 27 46 22 37 35 71 96 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 525,299 COMMITMENTS 170,707 165,112 41,693 227,391 252,488 439,790 459,293 85,509 66,006 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -87,187) 2,095 10,597 -8,207 -72,407 -82,518 -78,519 -80,128 -8,668 -7,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 31.4 7.9 43.3 48.1 83.7 87.4 16.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 98 78 67 84 84 205 207 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,679 COMMITMENTS 11,628 3,133 689 8,205 28,381 20,522 32,203 15,157 3,476 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -511) 2,237 -3,198 -840 52 4,956 1,449 918 -1,960 -1,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 8.8 1.9 23.0 79.5 57.5 90.3 42.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 10 3 3 8 8 20 12 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,914 COMMITMENTS 8,138 2,675 3,048 10,850 14,171 22,036 19,894 7,878 10,020 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -5,034) -2,052 -168 2,008 -6,597 -12,286 -6,641 -10,446 1,607 5,412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 8.9 10.2 36.3 47.4 73.7 66.5 26.3 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 5 11 8 18 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,305 COMMITMENTS 9,494 35,494 7 30,028 3,157 39,529 38,658 1,776 2,647 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -532) 221 -339 -104 -400 14 -283 -429 -249 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 85.9 0.0 72.7 7.6 95.7 93.6 4.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 13 20 1 5 8 19 28 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,429 COMMITMENTS 11,021 43,010 900 43,348 7,423 55,269 51,333 2,160 6,096 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -2,240) -8,387 955 -604 7,389 -1,588 -1,602 -1,237 -638 -1,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 74.9 1.6 75.5 12.9 96.2 89.4 3.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 18 57 6 12 10 32 71 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,256 COMMITMENTS 3,639 6,032 0 4,943 1,140 8,582 7,172 674 2,084 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -4,155) -3,635 -38 -1,836 1,339 -2,013 -4,132 -3,887 -23 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 65.2 0.0 53.4 12.3 92.7 77.5 7.3 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 12 0 5 2 11 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 25,172,506 COMMITMENTS 897,452 3329218 11239460 12440954 9336669 24577866 23905347 594,640 1267160 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -2,732,263) -56,354 -296,027 -1420877 -1212496 -981,629 -2689727 -2698534 -42,535 -33,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 13.2 44.6 49.4 37.1 97.6 95.0 2.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 69 112 147 119 130 277 312 BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (5 Bitcoins) OPEN INTEREST: 2,742 COMMITMENTS 1,656 2,037 228 0 139 1,884 2,404 858 338 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 31) -90 -68 6 0 -4 -84 -66 115 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.4 74.3 8.3 0.0 5.1 68.7 87.7 31.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 10 19 5 0 1 14 21 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($2,500 x Contract IMM Index) OPEN INTEREST: 12,440 COMMITMENTS 3,052 1,317 3,693 5,657 7,190 12,402 12,200 38 240 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 691) 1,047 219 -241 -117 717 689 695 2 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 10.6 29.7 45.5 57.8 99.7 98.1 0.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 6 9 6 7 19 18 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($4,167 x Contract IMM Index) OPEN INTEREST: 17,533 COMMITMENTS 574 1,967 6,162 10,729 9,282 17,465 17,411 68 122 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,085) 88 22 986 984 1,038 2,058 2,046 27 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 11.2 35.1 61.2 52.9 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 6 8 7 9 16 18 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 985,132 COMMITMENTS 108,325 81,288 196,660 571,990 606,073 876,975 884,020 108,157 101,112 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 85,388) 1,785 -928 10,501 73,525 73,381 85,811 82,954 -422 2,434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 8.3 20.0 58.1 61.5 89.0 89.7 11.0 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675) 171 151 198 275 274 540 530 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 110,713 COMMITMENTS 5,814 5,703 22,368 58,768 49,260 86,949 77,330 23,763 33,382 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,588) -1,004 171 4,161 169 4,457 3,327 8,789 -738 -6,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 5.2 20.2 53.1 44.5 78.5 69.8 21.5 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 12 17 25 27 28 56 53 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| 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: 21,898 COMMITMENTS 1,449 0 0 18,122 21,202 19,571 21,202 2,327 696 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,798) -4,411 0 0 6,969 3,006 2,558 3,006 240 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.0 0.0 82.8 96.8 89.4 96.8 10.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 12 14 16 14 E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| 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: 25,248 COMMITMENTS 742 0 0 22,324 24,543 23,066 24,543 2,182 705 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 4,352) 80 0 0 4,384 4,324 4,464 4,324 -112 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 0.0 88.4 97.2 91.4 97.2 8.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 15 11 17 11 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,372,096 COMMITMENTS 543,877 409,245 840,138 2566111 2784065 3950126 4033448 421,969 338,648 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 414,001) 24,850 5,415 20,789 366,781 344,621 412,420 370,824 1,580 43,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 9.4 19.2 58.7 63.7 90.3 92.3 9.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660) 168 144 190 267 268 522 516 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| 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: 37,738 COMMITMENTS 1,642 0 0 32,500 36,498 34,142 36,498 3,596 1,240 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 8,001) -51 0 0 7,548 7,242 7,497 7,242 504 759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.0 0.0 86.1 96.7 90.5 96.7 9.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 0 13 15 17 15 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| 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: 16,950 COMMITMENTS 3,455 372 530 10,660 15,488 14,645 16,390 2,305 560 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 4,533) 706 2 530 3,326 4,144 4,562 4,676 -29 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 2.2 3.1 62.9 91.4 86.4 96.7 13.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 1 1 13 12 20 14 E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| 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: 14,161 COMMITMENTS 1,463 316 0 11,151 13,352 12,614 13,668 1,547 493 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 2.2 0.0 78.7 94.3 89.1 96.5 10.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 12 11 14 12 E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| 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: 20,092 COMMITMENTS 2,762 1,232 32 15,166 18,407 17,960 19,671 2,132 421 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 4,293) 98 6 32 4,107 4,290 4,237 4,328 56 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 6.1 0.2 75.5 91.6 89.4 97.9 10.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 1 1 11 14 16 16 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| 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: 40,164 COMMITMENTS 574 1,902 896 36,742 36,025 38,212 38,823 1,952 1,341 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 8,959) 0 404 896 8,293 7,563 9,189 8,863 -230 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 4.7 2.2 91.5 89.7 95.1 96.7 4.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 2 19 15 22 19 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 94,442 COMMITMENTS 22,109 4,350 1,650 56,550 83,589 80,309 89,589 14,133 4,853 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 8,820) -1,011 1,272 1,156 7,288 5,729 7,433 8,157 1,387 663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 4.6 1.7 59.9 88.5 85.0 94.9 15.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 17 8 9 48 36 69 50 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 66,160 COMMITMENTS 16,166 10,284 3,687 38,366 43,899 58,219 57,869 7,941 8,291 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 8,997) -1,142 -128 195 9,741 8,712 8,794 8,780 203 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 15.5 5.6 58.0 66.4 88.0 87.5 12.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 73 78 53 92 108 196 208 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 330,800 COMMITMENTS 80,831 51,418 18,433 191,831 219,495 291,094 289,346 39,705 41,453 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 44,984) -5,710 -639 976 48,704 43,562 43,970 43,898 1,014 1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 15.5 5.6 58.0 66.4 88.0 87.5 12.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 73 78 53 92 108 196 208 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 186,432 COMMITMENTS 25,415 94,084 17,934 122,828 28,382 166,177 140,400 20,256 46,033 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -13,142) -19,686 1,385 -497 13,405 -12,135 -6,778 -11,246 -6,364 -1,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 50.5 9.6 65.9 15.2 89.1 75.3 10.9 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 21 41 21 23 24 54 76 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 652,365 COMMITMENTS 155,605 153,888 22,388 438,649 448,271 616,641 624,547 35,724 27,818 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 98,735) 4,748 4,938 6,937 80,519 80,044 92,203 91,919 6,532 6,816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 23.6 3.4 67.2 68.7 94.5 95.7 5.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 76 51 43 135 117 229 194 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,753 COMMITMENTS 8,487 17,423 23 16,295 10,045 24,805 27,491 6,948 4,262 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -4,822) 762 5,832 -2,888 -2,791 -7,877 -4,917 -4,933 95 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 54.9 0.1 51.3 31.6 78.1 86.6 21.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 16 8 1 15 9 32 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,976 COMMITMENTS 26,442 9,377 1,443 26,827 25,242 54,712 36,062 8,264 26,914 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: -328) 7,346 -2,040 -5,034 2,038 -1,935 4,350 -9,009 -4,678 8,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 14.9 2.3 42.6 40.1 86.9 57.3 13.1 42.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 19 16 3 18 23 38 41 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/18 | --------------------------------------------------------------| 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: 115,801 COMMITMENTS 5,094 2,940 250 110,425 112,518 115,769 115,708 32 93 CHANGES FROM 09/11/18 (CHANGE IN OPEN INTEREST: 2,336) 175 0 0 2,161 2,336 2,336 2,336 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 2.5 0.2 95.4 97.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 1 1 17 19 24 21
Updated September 21, 2018