MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 8,200 COMMITMENTS 280 1,442 1,401 5,670 4,681 7,351 7,523 849 677 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -399) -22 85 39 -525 -586 -508 -462 110 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 17.6 17.1 69.1 57.1 89.6 91.7 10.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 10 11 21 18 33 32 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 44,881 COMMITMENTS 12,350 4,089 13,984 14,237 16,274 40,571 34,346 4,310 10,535 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,740) -427 -1,352 -379 -837 -731 -1,643 -2,462 -97 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 9.1 31.2 31.7 36.3 90.4 76.5 9.6 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 20 30 34 32 68 69 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED 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: 11,950 COMMITMENTS 1,281 315 2,652 6,913 8,151 10,846 11,118 1,104 832 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -836) 170 -91 -384 -543 -513 -756 -988 -79 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 2.6 22.2 57.9 68.2 90.8 93.0 9.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 8 4 8 23 20 34 29 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED 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: 4,658 COMMITMENTS 152 582 1,905 2,001 922 4,057 3,409 600 1,249 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -623) -80 6 -20 -465 -231 -565 -245 -58 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 12.5 40.9 43.0 19.8 87.1 73.2 12.9 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 5 8 8 6 17 14 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 323,067 COMMITMENTS 115,158 37,646 82,375 104,155 152,972 301,688 272,993 21,379 50,075 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 7,517) 5,479 -2,239 3,130 619 5,884 9,228 6,775 -1,710 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 11.7 25.5 32.2 47.3 93.4 84.5 6.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 100 116 144 88 102 292 277 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 440,316 COMMITMENTS 177,984 19,094 99,801 135,230 256,439 413,015 375,333 27,301 64,983 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 28,957) 11,807 1,157 13,233 2,710 11,384 27,750 25,775 1,208 3,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 4.3 22.7 30.7 58.2 93.8 85.2 6.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445) 158 80 144 121 181 348 349 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 7,452 COMMITMENTS 3,886 1,644 932 982 3,771 5,801 6,347 1,651 1,105 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 280) 296 152 220 73 143 589 515 -309 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.2 22.1 12.5 13.2 50.6 77.8 85.2 22.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 37 18 14 16 29 63 53 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 75,308 COMMITMENTS 34,204 13,870 18,954 13,271 18,922 66,428 51,746 8,880 23,562 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 3,281) 1,396 316 1,589 -133 250 2,852 2,155 429 1,127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 18.4 25.2 17.6 25.1 88.2 68.7 11.8 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 91 58 83 63 91 204 196 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED 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: 4,253 COMMITMENTS 199 2,380 335 2,278 1,076 2,812 3,791 1,441 462 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 56.0 7.9 53.6 25.3 66.1 89.1 33.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 5 10 7 16 16 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 33,747 COMMITMENTS 861 10,192 5,974 26,092 13,866 32,926 30,031 821 3,716 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,074) 2 87 380 569 246 951 713 123 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 30.2 17.7 77.3 41.1 97.6 89.0 2.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 21 15 28 28 48 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 169,178 COMMITMENTS 74,253 23,828 15,632 42,391 104,191 132,277 143,651 36,902 25,527 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -19,842) -9,600 -349 -5,981 -1,605 -14,513 -17,185 -20,843 -2,657 1,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.9 14.1 9.2 25.1 61.6 78.2 84.9 21.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 42 20 22 22 27 72 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 85,331 COMMITMENTS 20,310 46,880 4,528 53,929 7,734 78,767 59,143 6,565 26,189 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 4,857) -1,430 3,032 122 7,135 359 5,827 3,513 -970 1,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 54.9 5.3 63.2 9.1 92.3 69.3 7.7 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 22 4 9 10 22 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 179,734 COMMITMENTS 89,144 32,336 3,552 80,783 139,519 173,478 175,407 6,255 4,327 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -80) 1,718 321 -153 -1,134 125 430 292 -510 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 18.0 2.0 44.9 77.6 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 46 50 13 19 26 70 84 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 217,543 COMMITMENTS 51,504 59,571 32,609 100,585 96,156 184,699 188,336 32,844 29,207 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -22,956) -8,566 -2,804 -11,671 -2,652 -8,523 -22,889 -22,998 -67 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 27.4 15.0 46.2 44.2 84.9 86.6 15.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 39 29 34 32 48 88 95 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 319,857 COMMITMENTS 51,563 183,050 25,311 223,115 63,819 299,990 272,180 19,867 47,677 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -372) 779 11,841 -9,581 7,134 -2,374 -1,667 -114 1,295 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 57.2 7.9 69.8 20.0 93.8 85.1 6.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 25 53 26 32 38 71 103 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 528,613 COMMITMENTS 179,299 99,792 62,781 210,227 301,677 452,307 464,250 76,306 64,363 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,353) 9,358 208 -9,390 -2,738 8,599 -2,769 -583 -583 -2,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 18.9 11.9 39.8 57.1 85.6 87.8 14.4 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 100 63 64 67 65 190 171 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 23,388,226 COMMITMENTS 1031808 3333780 10311488 11507762 8517069 22851058 22162336 537,168 1225890 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 171,226) 45,155 345,787 -95,336 198,150 -92,727 147,970 157,724 23,256 13,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 14.3 44.1 49.2 36.4 97.7 94.8 2.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 60 127 149 129 147 284 336 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 951,385 COMMITMENTS 121,118 94,434 166,536 566,492 583,926 854,146 844,896 97,239 106,488 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 30,392) 3,682 8,461 7,101 14,695 4,668 25,478 20,230 4,914 10,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 9.9 17.5 59.5 61.4 89.8 88.8 10.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722) 204 171 226 249 267 544 574 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 152,189 COMMITMENTS 11,531 13,018 34,695 79,648 73,314 125,874 121,027 26,315 31,163 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 4,665) 1,333 3,003 -5,452 7,844 688 3,726 -1,761 939 6,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 8.6 22.8 52.3 48.2 82.7 79.5 17.3 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 18 14 26 32 33 63 61 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,995,978 COMMITMENTS 614,473 473,621 592,666 2434219 2553063 3641358 3619350 354,620 376,629 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 128,639) 29,324 44,867 45,186 34,254 19,902 108,763 109,955 19,876 18,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 11.9 14.8 60.9 63.9 91.1 90.6 8.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 701) 195 168 213 241 259 523 553 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 59,747 COMMITMENTS 19,131 13,046 3,906 29,362 34,259 52,399 51,212 7,348 8,535 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,345) -2,248 354 263 3,665 658 1,679 1,275 -335 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 21.8 6.5 49.1 57.3 87.7 85.7 12.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 77 84 36 71 83 169 182 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 298,735 COMMITMENTS 95,657 65,232 19,530 146,809 171,296 261,996 256,058 36,739 42,677 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 6,724) -11,241 1,771 1,315 18,323 3,292 8,396 6,377 -1,673 346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 21.8 6.5 49.1 57.3 87.7 85.7 12.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 77 84 36 71 83 169 182 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 146,645 COMMITMENTS 76,253 31,722 11,851 28,758 75,974 116,862 119,548 29,783 27,097 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -13,464) -5,611 -1,608 -7,323 -866 -5,013 -13,800 -13,944 336 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.0 21.6 8.1 19.6 51.8 79.7 81.5 20.3 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 39 20 18 20 25 64 58 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED 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: 547,432 COMMITMENTS 155,928 151,487 13,298 356,976 368,603 526,202 533,387 21,231 14,045 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,345) -3,087 3,077 2,307 -2,039 -5,563 -2,818 -178 1,473 -1,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 27.7 2.4 65.2 67.3 96.1 97.4 3.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 78 42 26 106 111 192 171 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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