MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,452 COMMITMENTS 3,600 4,892 800 18,812 17,460 23,212 23,152 240 300 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 652) 200 60 0 452 532 652 592 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 20.9 3.4 80.2 74.4 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 12 3 8 6 14 20 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,842 COMMITMENTS 268 893 422 4,421 3,714 5,111 5,029 731 813 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 132) 38 74 -12 127 16 153 78 -21 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 15.3 7.2 75.7 63.6 87.5 86.1 12.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 11 9 18 18 29 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,582 COMMITMENTS 14,155 10,234 848 10,770 13,208 25,773 24,290 2,809 4,292 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,293) 438 548 10 595 610 1,043 1,168 250 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.5 35.8 3.0 37.7 46.2 90.2 85.0 9.8 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 21 24 22 19 22 50 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,330 COMMITMENTS 1,102 1,058 460 4,918 5,215 6,480 6,733 850 597 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 84) -5 -50 5 55 68 55 23 29 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 14.4 6.3 67.1 71.1 88.4 91.9 11.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 6 7 20 17 32 26 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 250,548 COMMITMENTS 97,577 46,367 35,284 99,474 127,384 232,335 209,035 18,213 41,513 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,286) -1,163 -357 1,330 843 267 1,010 1,240 276 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 18.5 14.1 39.7 50.8 92.7 83.4 7.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 100 76 113 55 86 226 227 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,955 COMMITMENTS 162,888 34,144 50,109 138,164 242,246 351,161 326,499 27,794 52,456 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -821) -1,821 -576 -3,936 3,816 3,642 -1,941 -870 1,120 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 9.0 13.2 36.5 63.9 92.7 86.2 7.3 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 138 77 127 96 177 306 336 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,401 COMMITMENTS 3,425 1,927 400 927 2,994 4,752 5,321 1,649 1,080 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -439) -372 -105 -41 -59 -351 -472 -497 33 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.5 30.1 6.2 14.5 46.8 74.2 83.1 25.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 34 14 7 13 23 52 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,361 COMMITMENTS 28,303 13,270 9,740 11,283 15,324 49,326 38,334 7,035 18,027 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -136) 1 -443 -580 520 634 -59 -389 -77 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 23.5 17.3 20.0 27.2 87.5 68.0 12.5 32.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 60 54 53 37 73 136 159 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,952 COMMITMENTS 182 3,002 13 2,627 596 2,822 3,611 1,130 341 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 105) 53 86 -5 335 29 383 110 -278 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 76.0 0.3 66.5 15.1 71.4 91.4 28.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 6 4 11 6 16 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,950 COMMITMENTS 1,425 13,670 848 24,202 10,917 26,475 25,435 475 1,515 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,082) 77 478 95 901 517 1,073 1,090 9 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 50.7 3.1 89.8 40.5 98.2 94.4 1.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 10 17 13 21 23 40 44 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,012 COMMITMENTS 22,241 5,798 95 25,178 42,034 47,514 47,927 1,498 1,085 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 6,109) 6,307 4,197 51 309 2,042 6,667 6,290 -558 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 11.8 0.2 51.4 85.8 96.9 97.8 3.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 13 4 2 7 8 21 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,257 COMMITMENTS 67,882 22,224 3,896 35,966 97,790 107,744 123,910 37,513 21,347 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,661) 558 25 -355 1,736 1,374 1,939 1,044 -278 617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 15.3 2.7 24.8 67.3 74.2 85.3 25.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 39 17 14 20 23 63 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,544 COMMITMENTS 17,581 47,765 746 55,140 7,692 73,467 56,203 6,077 23,341 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -3,362) -3,240 -2,796 -139 100 519 -3,279 -2,416 -83 -946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 60.0 0.9 69.3 9.7 92.4 70.7 7.6 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 12 22 3 11 8 25 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 171,485 COMMITMENTS 112,966 23,400 1,548 50,180 143,607 164,694 168,555 6,791 2,930 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -8,045) 2,922 -6,258 -599 -10,929 -488 -8,606 -7,345 561 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.9 13.6 0.9 29.3 83.7 96.0 98.3 4.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 63 38 8 19 22 83 67 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 178,230 COMMITMENTS 66,549 61,976 10,519 69,411 82,682 146,479 155,177 31,751 23,053 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 2,391) 8,191 3,318 61 -5,720 408 2,532 3,787 -141 -1,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 34.8 5.9 38.9 46.4 82.2 87.1 17.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 42 28 19 29 41 81 79 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 244,536 COMMITMENTS 39,793 150,433 7,628 178,434 47,467 225,855 205,528 18,681 39,008 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -16,483) -4,589 -16,551 -623 -13,291 2,523 -18,503 -14,651 2,020 -1,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 61.5 3.1 73.0 19.4 92.4 84.0 7.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 23 39 19 32 39 64 90 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 495,561 COMMITMENTS 205,160 115,479 21,603 189,056 310,897 415,819 447,979 79,742 47,582 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 30,254) 9,251 15,007 539 14,002 18,768 23,792 34,314 6,462 -4,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 23.3 4.4 38.1 62.7 83.9 90.4 16.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 105 49 43 68 64 185 145 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 38,688 COMMITMENTS 15,231 6,502 953 9,768 27,944 25,952 35,399 12,736 3,289 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,971) 2,368 1,144 95 -820 666 1,643 1,905 328 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 16.8 2.5 25.2 72.2 67.1 91.5 32.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 11 7 5 10 6 24 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,277 COMMITMENTS 9,252 4,952 687 14,743 19,844 24,682 25,483 1,595 794 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 3,505) -4,143 -249 525 7,144 2,985 3,526 3,261 -21 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 18.8 2.6 56.1 75.5 93.9 97.0 6.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 17 8 6 7 7 27 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,260 COMMITMENTS 23,960 37,982 1,127 32,751 16,550 57,838 55,659 3,422 5,601 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,523) 1,471 2,099 354 -324 -275 1,501 2,178 22 -655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 62.0 1.8 53.5 27.0 94.4 90.9 5.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 25 40 9 16 10 44 57 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,890 COMMITMENTS 13,568 3,932 42 7,252 16,784 20,862 20,758 1,028 1,132 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -967) -588 -12 10 -488 -625 -1,066 -627 99 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 18.0 0.2 33.1 76.7 95.3 94.8 4.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 14 8 3 5 5 19 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,822,855 COMMITMENTS 834,061 3443173 2644477 9790479 6476055 13269017 12563705 553,838 1259150 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 320,807) 34,187 -91,395 76,741 160,980 270,345 271,908 255,691 48,899 65,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 24.9 19.1 70.8 46.9 96.0 90.9 4.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 49 108 120 117 129 247 292 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 756,344 COMMITMENTS 119,507 96,719 33,688 511,048 533,213 664,243 663,620 92,101 92,724 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 17,389) 3,040 2,771 5,487 8,042 7,349 16,569 15,606 820 1,782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 12.8 4.5 67.6 70.5 87.8 87.7 12.2 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640) 153 145 92 230 247 420 447 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 78,758 COMMITMENTS 9,160 8,868 1,271 45,613 39,940 56,044 50,079 22,714 28,679 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 5,727) 2,755 133 671 318 3,992 3,744 4,796 1,983 931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 11.3 1.6 57.9 50.7 71.2 63.6 28.8 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 8 8 1 18 21 26 30 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| 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: 22,239 COMMITMENTS 0 268 0 20,656 21,297 20,656 21,565 1,583 674 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -19) 0 0 0 6 1,341 6 1,341 -25 -1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 92.9 95.8 92.9 97.0 7.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 11 11 11 12 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,387,929 COMMITMENTS 614,634 502,151 99,188 2327174 2466364 3040996 3067703 346,933 320,226 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 58,309) 17,745 29,509 7,760 38,618 16,783 64,123 54,052 -5,814 4,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 14.8 2.9 68.7 72.8 89.8 90.5 10.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635) 150 146 87 225 244 411 441 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| 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: 31,580 COMMITMENTS 13,886 330 0 14,704 30,904 28,590 31,234 2,990 346 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,108) 811 0 0 5 1,351 816 1,351 292 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 1.0 0.0 46.6 97.9 90.5 98.9 9.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 9 1 0 10 11 19 12 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| 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: 22,208 COMMITMENTS 754 1,188 0 19,535 20,210 20,289 21,398 1,919 810 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -400) 76 0 0 -431 -345 -355 -345 -45 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 5.3 0.0 88.0 91.0 91.4 96.4 8.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 12 11 13 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 93,662 COMMITMENTS 28,460 3,601 680 51,332 86,038 80,472 90,319 13,190 3,343 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -834) 1,396 50 -121 -1,482 -711 -207 -782 -627 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 3.8 0.7 54.8 91.9 85.9 96.4 14.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 22 7 6 45 41 67 54 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,911 COMMITMENTS 18,274 17,152 2,036 31,564 32,154 51,874 51,342 7,037 7,569 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -14) -337 1,678 -206 626 -1,500 83 -28 -98 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 29.1 3.5 53.6 54.6 88.1 87.2 11.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 77 81 25 73 83 162 178 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,553 COMMITMENTS 91,370 85,759 10,180 157,820 160,769 259,370 256,708 35,183 37,845 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -72) -1,686 8,388 -1,030 3,132 -7,500 416 -142 -488 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 29.1 3.5 53.6 54.6 88.1 87.2 11.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 77 81 25 73 83 162 178 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,805 COMMITMENTS 78,202 39,320 2,775 29,788 64,787 110,765 106,882 24,040 27,923 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,830) 68 1,003 -221 2,193 378 2,040 1,160 -210 670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 29.2 2.1 22.1 48.1 82.2 79.3 17.8 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 33 24 15 20 23 57 58 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 569,543 COMMITMENTS 162,898 155,901 11,712 372,370 387,845 546,980 555,458 22,563 14,085 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 15,063) 13,700 2,702 1,420 -1,576 10,495 13,544 14,617 1,519 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 27.4 2.1 65.4 68.1 96.0 97.5 4.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 70 52 23 116 106 196 172 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,099 COMMITMENTS 17,336 11,111 155 15,491 26,962 32,982 38,228 9,117 3,871 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -233) -397 -546 3 259 221 -135 -322 -98 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 26.4 0.4 36.8 64.0 78.3 90.8 21.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 18 8 4 17 15 36 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,744 COMMITMENTS 15,310 21,019 1,006 35,159 26,250 51,475 48,275 11,269 14,469 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 1,118) -1,326 -1,350 134 1,132 -828 -60 -2,044 1,178 3,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 33.5 1.6 56.0 41.8 82.0 76.9 18.0 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 20 9 32 22 60 46 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 11/28/17 | --------------------------------------------------------------| 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: 99,064 COMMITMENTS 10,020 5,312 26,959 62,041 66,791 99,020 99,062 44 2 CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 5.4 27.2 62.6 67.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 2 2 14 14 22 16
Updated December 1, 2017