MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,168 COMMITMENTS 3,000 4,220 960 17,968 16,748 21,928 21,928 240 240 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,720) 0 -360 -320 -2,400 -2,040 -2,720 -2,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 19.0 4.3 81.1 75.6 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 9 4 7 6 14 17 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,292 COMMITMENTS 75 675 379 4,142 3,655 4,596 4,709 696 583 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -548) -44 88 -36 -536 -648 -616 -596 68 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 12.8 7.2 78.3 69.1 86.8 89.0 13.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 10 9 14 18 24 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,351 COMMITMENTS 11,389 9,476 569 9,060 9,072 21,018 19,117 2,333 4,234 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,661) -77 522 -602 -842 -1,445 -1,521 -1,525 -140 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.8 40.6 2.4 38.8 38.9 90.0 81.9 10.0 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 21 14 20 20 44 48 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,105 COMMITMENTS 1,078 1,138 356 4,780 4,955 6,214 6,449 891 656 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -207) 93 34 -136 -173 -266 -216 -368 9 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 16.0 5.0 67.3 69.7 87.5 90.8 12.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 6 6 19 16 29 24 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,132 COMMITMENTS 116,596 57,207 35,314 99,194 134,129 251,104 226,650 19,028 43,482 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 6,704) 6,263 -1,095 1,301 703 5,776 8,267 5,982 -1,563 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 21.2 13.1 36.7 49.7 93.0 83.9 7.0 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 102 102 118 62 92 240 258 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 382,837 COMMITMENTS 178,816 40,058 50,418 128,990 239,003 358,224 329,479 24,613 53,358 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 28,366) 11,360 111 12,605 2,976 12,687 26,941 25,403 1,425 2,963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 10.5 13.2 33.7 62.4 93.6 86.1 6.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425) 149 75 114 86 169 290 323 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,911 COMMITMENTS 3,934 1,995 416 932 3,462 5,282 5,873 1,629 1,038 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 136) 327 224 74 47 50 448 348 -312 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 28.9 6.0 13.5 50.1 76.4 85.0 23.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 37 18 8 15 27 58 49 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 65,612 COMMITMENTS 33,930 17,491 11,052 12,622 16,609 57,604 45,152 8,008 20,460 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,123) 1,649 858 488 -314 7 1,823 1,353 300 770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 26.7 16.8 19.2 25.3 87.8 68.8 12.2 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 77 65 62 47 75 166 176 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,349 COMMITMENTS 127 2,511 15 2,044 471 2,186 2,997 1,163 352 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 75.0 0.4 61.0 14.1 65.3 89.5 34.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 7 2 9 5 12 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,834 COMMITMENTS 1,038 10,876 590 19,720 8,971 21,348 20,437 486 1,397 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -215) -74 -123 -9 -156 -230 -239 -362 24 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 49.8 2.7 90.3 41.1 97.8 93.6 2.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 10 15 8 21 20 37 37 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,709 COMMITMENTS 28,738 11,084 44 23,938 42,025 52,720 53,153 1,989 1,556 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,519) 1,624 -133 0 68 1,503 1,692 1,370 -173 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 20.3 0.1 43.8 76.8 96.4 97.2 3.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 17 5 1 6 8 23 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,706 COMMITMENTS 75,460 24,571 4,724 32,552 94,493 112,736 123,788 34,970 23,918 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -9,836) -8,849 -1,899 324 531 -9,306 -7,994 -10,881 -1,842 1,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 16.6 3.2 22.0 64.0 76.3 83.8 23.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 41 19 16 17 23 63 53 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,116 COMMITMENTS 19,568 44,678 1,033 51,975 7,403 72,576 53,114 6,540 26,002 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 4,399) -1,433 3,006 -224 7,013 261 5,356 3,043 -957 1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 56.5 1.3 65.7 9.4 91.7 67.1 8.3 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 10 23 4 8 9 21 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,429 COMMITMENTS 88,731 31,756 2,280 80,251 139,158 171,262 173,194 6,167 4,235 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 123) 1,511 -218 359 -1,298 335 572 476 -449 -353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.0 17.9 1.3 45.2 78.4 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 45 49 12 19 23 69 79 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 177,968 COMMITMENTS 50,403 59,601 9,830 86,580 81,087 146,813 150,518 31,155 27,450 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -7,155) -15,079 -4,636 -552 8,477 -2,792 -7,154 -7,980 -1 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 33.5 5.5 48.6 45.6 82.5 84.6 17.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 36 29 25 29 43 80 83 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 287,936 COMMITMENTS 54,336 182,184 8,598 206,955 51,547 269,889 242,329 18,047 45,607 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 10,230) -249 8,730 -1,554 10,248 3,457 8,445 10,633 1,785 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 63.3 3.0 71.9 17.9 93.7 84.2 6.3 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 29 48 19 29 38 66 97 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 446,502 COMMITMENTS 181,335 95,880 21,063 173,294 272,122 375,692 389,065 70,810 57,437 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 6,118) 7,665 -5,693 -721 -1,216 14,480 5,728 8,066 390 -1,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 21.5 4.7 38.8 60.9 84.1 87.1 15.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 99 52 41 58 63 167 148 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,000 COMMITMENTS 12,010 3,809 839 10,216 26,718 23,065 31,366 11,935 3,634 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 31) 311 -1,135 -22 -106 654 183 -503 -152 534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 10.9 2.4 29.2 76.3 65.9 89.6 34.1 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 5 4 10 6 21 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,992 COMMITMENTS 15,058 4,922 77 7,104 18,385 22,239 23,384 1,753 608 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -10,784) -4,802 1,488 -916 -4,756 -11,532 -10,474 -10,960 -310 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.8 20.5 0.3 29.6 76.6 92.7 97.5 7.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 14 9 2 5 5 19 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 52,072 COMMITMENTS 18,943 30,130 680 28,662 15,939 48,285 46,749 3,787 5,323 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 2,462) -2,820 2,660 -106 5,438 175 2,512 2,729 -50 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 57.9 1.3 55.0 30.6 92.7 89.8 7.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 29 38 7 15 10 45 54 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,757 COMMITMENTS 13,430 4,140 10 7,309 16,266 20,749 20,416 1,008 1,341 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 528) 640 -274 0 -169 534 471 260 57 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.7 19.0 0.0 33.6 74.8 95.4 93.8 4.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 14 6 1 5 5 20 11 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,846,756 COMMITMENTS 835,354 3367144 2377897 9131077 5933328 12344328 11678369 502,428 1168387 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 212,732) -69,332 233,479 15,945 242,948 -47,601 189,561 201,823 23,171 10,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 26.2 18.5 71.1 46.2 96.1 90.9 3.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 44 113 118 117 138 243 303 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 715,963 COMMITMENTS 118,541 90,839 32,398 485,980 506,948 636,920 630,185 79,043 85,777 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 14,760) 4,212 8,528 1,473 6,511 -3,948 12,196 6,053 2,564 8,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 12.7 4.5 67.9 70.8 89.0 88.0 11.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638) 146 153 85 231 242 413 444 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 67,082 COMMITMENTS 8,037 9,762 0 40,788 35,157 48,825 44,919 18,257 22,163 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 3,418) 300 1,777 0 3,982 -3,714 4,282 -1,937 -864 5,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 14.6 0.0 60.8 52.4 72.8 67.0 27.2 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 11 7 0 18 21 29 28 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,244,403 COMMITMENTS 608,031 460,894 106,481 2225961 2358957 2940473 2926332 303,930 318,071 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 56,708) 26,969 41,166 -44 12,643 -1,172 39,568 39,950 17,140 16,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 14.2 3.3 68.6 72.7 90.6 90.2 9.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629) 143 153 81 223 233 399 434 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| 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: 30,020 COMMITMENTS 12,417 0 0 14,503 29,315 26,920 29,315 3,100 705 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -53) -117 0 0 352 -136 235 -136 -288 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 0.0 0.0 48.3 97.7 89.7 97.7 10.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 0 0 9 10 18 10 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| 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: 22,475 COMMITMENTS 530 1,421 0 20,169 19,803 20,699 21,224 1,776 1,251 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -14) 0 8 0 -270 -323 -270 -315 256 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 6.3 0.0 89.7 88.1 92.1 94.4 7.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 0 12 10 13 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 92,880 COMMITMENTS 26,534 2,945 679 52,846 85,283 80,059 88,907 12,821 3,973 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 918) 217 -584 -141 678 474 754 -251 164 1,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 3.2 0.7 56.9 91.8 86.2 95.7 13.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 19 6 6 44 40 63 52 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,140 COMMITMENTS 18,802 13,053 1,611 27,877 32,777 48,290 47,441 6,850 7,699 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 747) -2,467 187 76 3,365 343 975 606 -227 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 23.7 2.9 50.6 59.4 87.6 86.0 12.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 69 82 18 67 77 146 167 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,700 COMMITMENTS 94,009 65,267 8,054 139,385 163,886 241,448 237,207 34,252 38,493 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 3,736) -12,333 934 380 16,826 1,714 4,873 3,028 -1,137 708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 23.7 2.9 50.6 59.4 87.6 86.0 12.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 69 82 18 67 77 146 167 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,196 COMMITMENTS 75,144 29,707 2,783 21,027 67,161 98,954 99,651 26,242 25,545 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -6,803) -10,278 -4,107 241 2,607 -3,702 -7,430 -7,568 627 765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.0 23.7 2.2 16.8 53.6 79.0 79.6 21.0 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 37 21 10 16 23 56 51 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 541,412 COMMITMENTS 155,287 151,019 10,384 354,769 366,141 520,440 527,544 20,972 13,868 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,421) -3,436 2,972 1,862 -2,227 -6,169 -3,801 -1,335 1,380 -1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 27.9 1.9 65.5 67.6 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 75 42 24 105 108 187 167 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,973 COMMITMENTS 17,137 12,357 462 16,951 25,415 34,550 38,234 8,423 4,739 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -549) -1,270 -1,010 -83 425 -54 -928 -1,147 379 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 28.8 1.1 39.4 59.1 80.4 89.0 19.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 17 9 3 17 14 35 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,283 COMMITMENTS 19,472 20,800 719 34,833 27,932 55,024 49,451 10,259 15,832 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -10,926) -11,045 3,367 -958 -345 -5,758 -12,348 -3,349 1,422 -7,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 31.9 1.1 53.4 42.8 84.3 75.7 15.7 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 26 26 4 30 24 57 53 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| 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: 102,695 COMMITMENTS 10,370 3,292 29,609 62,692 69,792 102,671 102,693 24 2 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -5,471) 0 -3,660 -680 -4,791 -1,131 -5,471 -5,471 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 3.2 28.8 61.0 68.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 6 2 2 13 14 21 16
Updated November 10, 2017