Equities Market Overview

Equities Market Overview Equity F&O Volume: Last 5 Trade Days Equity F&O Open Interest: Last 5 Trade Days Trade Date F&O Volume 09/25/2018 1,972,292 09/24/2018 2,327,554 09/21/2018 3,011,268 09/20/2018 3,619,681 09/19/2018 3,725,529 Trade Date F&O Open Interest 09/25/2018 9,110,969 09/24/2018 9,004,112 09/21/2018 9,970,356 09/20/2018 11,413,704 09/19/2018 11,198,115 "The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 1 of 8

Equities Market Update: Market Overview All S&P 500 s Volume: Last 5 Trade Days All S&P 500 s Open Interest: Last 5 Trade Days s s 09/25/2018 115,226 193,316 37.35% 62.65% 308,542 09/24/2018 144,803 262,871 35.52% 64.48% 407,674 09/21/2018 246,612 383,772 39.12% 60.88% 630,384 09/20/2018 304,267 440,975 40.83% 59.17% 745,242 09/19/2018 176,970 401,423 30.60% 69.40% 578,393 s s 09/25/2018 1,539,627 2,999,515 33.92% 66.08% 4,539,142 09/24/2018 1,514,680 2,942,229 33.98% 66.02% 4,456,909 09/21/2018 1,483,754 2,867,635 34.10% 65.90% 4,351,389 09/20/2018 1,823,222 3,928,675 31.70% 68.30% 5,751,897 09/19/2018 1,794,846 3,786,529 32.16% 67.84% 5,581,375 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 2 of 8

Equities Market Update: Market Overview VOLUME: ES: E-mini SP 500 options ($50 multiplier) on Trade Date: 25/09/2018 Symbol Volume Volume s s E5C & E5A ES 19,008 28,636 39.90% 60.10% 47,644 EW 33,665 41,896 44.55% 55.45% 75,561 EW1,E1C & E1A 14,648 21,156 40.91% 59.09% 35,804 EW2,E2C & E2A 3,626 11,048 24.71% 75.29% 14,674 EW3,E3C & E3A 31,127 57,630 35.07% 64.93% 88,757 EW4,E4C & E4A 11,693 19,280 37.75% 62.25% 30,973 113,767 179,646 38.77% 61.23% 293,413 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 3 of 8

Equities Market Update: Market Overview VOLUME: SP: Standard 500 options ($250 multiplier) Trade Date: 25/09/2018 Symbol Volume Volume s s EV 624 6,883 8.31% 91.69% 7,507 EV1,S1C & S1A 400 3,734 9.68% 90.32% 4,134 EV2,S2C & S2A 225 20 91.84% 8.16% 245 EV3,S3C & S3A 7 933 0.74% 99.26% 940 EV4,S4C & S4A 0 0 0.00% 0.00% 0 S5C & S5A SP 203 2,100 8.81% 91.19% 2,303 1,459 13,670 9.64% 90.36% 15,129 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 4 of 8

Equities Market Update: Market Overview Top S&P 500 s On 09/25/2018 Top s Products On: 09/25/2018 Top Traded Strikes for Select Products Traded On: 09/25/2018 Product Short Desc Month Volume EW EOM EW3 O P OCT18 30,440 EOM EMINI S&P P SEP18 29,183 EOM EMINI S&P C SEP18 24,878 EW EOM EW3 O C OCT18 23,429 EW EOM EW3 O P NOV18 21,824 EOW1 MINI S&P P OCT18 18,275 MDW MID E4C O P SEP18 17,316 EMINI S&P PUT DEC18 15,728 EMINI S&P CALL DEC18 12,182 EOW1 MINI S&P C OCT18 11,476 EOW2 MINI S&P P OCT18 11,048 MDW MID E4C O C SEP18 10,436 EW EOM EW3 O C NOV18 6,645 EMINI S&P PUT MAR19 6,567 EOM EMINI S&P P OCT18 5,752 ES s Month Strike Volume EMINI S&P PUT SEP19 1700 2,506 EMINI S&P PUT MAR19 2200 2,099 EMINI S&P CALL DEC18 2965 1,738 EMINI S&P CALL MAR19 2200 1,590 EMINI S&P PUT DEC18 2600 1,454 Weeklies EW1,2,3 & 4 Month Strike Volume EW EOM EW3 O C OCT18 2975 2,501 EW EOM EW3 O C OCT18 2960 2,448 EW EOM EW3 O P OCT18 2875 2,352 EW EOM EW3 O P JAN19 2175 2,304 EW EOM EW3 O P OCT18 2900 1,787 EOM s Month Strike Volume EOM EMINI S&P C SEP18 2900 4,842 EOM EMINI S&P C SEP18 2950 4,000 EOM EMINI S&P C SEP18 2965 3,069 EOM EMINI S&P P SEP18 2900 3,022 EOM EMINI S&P C SEP18 2940 2,214 SP s Month Strike Volume S&P 500 PUT DEC18 2100 1,000 S&P 500 CALL MAR19 3500 200 S&P 500 PUT MAR19 1500 100 S&P 500 CALL DEC18 3000 2 Weeklies EV1,2,3 & 4 Month Strike Volume EOW1 S&P 500 P OCT18 2200 1,275 EOW1 S&P 500 P OCT18 2600 825 EV EOM EV3 O P OCT18 2300 800 EOW1 S&P 500 P OCT18 2700 500 YP s Month Strike Volume SP EFLEX CALL MAR1915 10000 180 SP EFLEX CALL DEC1821 10000 70 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 5 of 8

Equities Market Update: Market Overview OI: - Breakdown for E-mini S&P 500 s on Trade Date: 25/09/2018 Symbol OI OI s s E5C & E5A ES 541,188 1,030,496 34.43% 65.57% 1,571,684 EW 481,701 818,338 37.05% 62.95% 1,300,039 EW1,E1C & E1A 57,269 155,597 26.90% 73.10% 212,866 EW2,E2C & E2A 27,865 62,270 30.91% 69.09% 90,135 EW3,E3C & E3A 305,442 682,568 30.91% 69.09% 988,010 EW4,E4C & E4A 13,900 15,716 46.93% 53.07% 29,616 1,427,365 2,764,985 34.05% 65.95% 4,192,350 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 6 of 8

Equities Market Update: Market Overview OI: - Breakdown for SP-Standard S&P 500 s on Trade Date: 25/09/2018 Symbol OI OI s s EV 28,622 99,294 22.38% 77.62% 127,916 EV1,S1C & S1A 835 8,359 9.08% 90.92% 9,194 EV2,S2C & S2A 1,067 1,362 43.93% 56.07% 2,429 EV3,S3C & S3A 45,949 48,084 48.86% 51.14% 94,033 EV4,S4C & S4A 135 135 50.00% 50.00% 270 S5C & S5A SP 14,895 15,959 48.28% 51.72% 30,854 91,503 173,193 34.57% 65.43% 264,696 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 7 of 8

Equities Market Update: Market Overview OPEN INTEREST: Top Equity s on Trade Date: 25/09/2018 Top Open Interest Products On: 09/25/2018 Top Open Interest by Strike On: 09/25/2018 Product Short Desc Month Open Interest OI Diff EMINI S&P PUT DEC18 587,679 2380 EOM EMINI S&P P SEP18 409,640 5356 EW EOM EW3 O P OCT18 388,690 3307 EMINI S&P PUT MAR19 309,433 2070 EMINI S&P CALL DEC18 302,538 1077 EW EOM EW3 O P NOV18 265,467 5561 EOM EMINI S&P C SEP18 183,735-1722 EW EOM EW3 O C OCT18 180,419 3230 EMINI S&P CALL MAR19 177,542 1833 EOM EMINI S&P P OCT18 158,677 1829 EOW1 MINI S&P P OCT18 133,495 5500 EMINI S&P PUT JUN19 127,783 1826 EOM EMINI S&P C OCT18 115,463 82 EOM EMINI S&P P NOV18 112,663 917 EW EOM EW3 O C NOV18 111,658 2958 ES s Month Strike OI OI Diff EMINI S&P PUT DEC18 1650 36,585 UNCHG EMINI S&P PUT MAR19 1750 35,513 UNCHG EMINI S&P PUT DEC18 2650 23,243 55 EMINI S&P CALL DEC18 3200 22,326 UNCHG EMINI S&P PUT DEC18 2700 21,114 15 Weeklies EW1,2,3 & 4 Month Strike OI OI Diff EW EOM EW3 O P OCT18 2700 14,007 690 EW EOM EW3 O P OCT18 2800 12,723-69 EW EOM EW3 O P NOV18 2785 11,742 2 EW EOM EW3 O P NOV18 2190 11,353 UNCHG EW EOM EW3 O C NOV18 2190 10,900 UNCHG EOM s Month Strike OI OI Diff EOM EMINI S&P P NOV18 2650 25,739 UNCHG EOM EMINI S&P P SEP18 2800 17,355 66 EOM EMINI S&P C OCT18 2950 16,798 4 EOM EMINI S&P P SEP18 2650 16,566-19 EOM EMINI S&P C OCT18 3000 15,939 2 SP s Month Strike OI OI Diff S&P 500 CALL DEC18 3100 4,257 UNCHG S&P 500 PUT DEC18 2200 3,270 950 S&P 500 PUT DEC18 2700 2,010 UNCHG S&P 500 CALL DEC18 2925 2,003 UNCHG Weeklies EV1,2,3 & 4 Month Strike OI OI Diff EV EOM EV3 O P NOV18 2200 7,006 UNCHG EV EOM EV3 O P OCT18 2200 5,130-6 EV EOM EV3 O C OCT18 2925 4,695 UNCHG EV EOM EV3 O C NOV18 3075 4,200 UNCHG EV EOM EV3 O C OCT18 3000 4,113-1 YP s Month Strike OI OI Diff SP EFLEX CALL DEC1821 10000 1,944 60 SP EFLEX CALL MAR1915 10000 910 180 The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2007 CME Group Inc. All rights reserved. Page 8 of 8

All data as of the date of the report, except where otherwise noted. The information within this brochure has been complied by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. Although every attempt has been made to ensure the accuracy of the information within this presentation, CME Group assumes no responsibility for any errors or omissions. CME Group is the trademark of CME Group, Inc. The Globe logo, Globex, E-mini and CME are trademarks of Chicago Mercantile Exchange, Inc. CBOT is the trademark of the Board of Trade of the City of Chicago Inc. Standard & Poor s is a trademark of The McGraw-Hill Companies, Inc. and has been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property of their respective owners. All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, CBOT, NYMEX and CME Group rules. Current rules should be consulted in all cases concerning contract specifications. This communication does not constitute a Prospectus, nor is it a recommendation to buy, sell or retain any specific investment or to utilise or refrain from utilising any particular service. This communication is for the exclusive use of Eligible Counterparties and Professional Clients only and must not be relied upon by Private Clients who should take independent financial advice. Circulation should be restricted accordingly. Chicago Mercantile Exchange Inc. is a Recognised Overseas Clearing House (ROCH) recognised by the Bank of England. Chicago Mercantile Exchange Inc., Board of Trade of the City of Chicago, and New York Mercantile Exchange, are Recognised Overseas Investment Exchanges (ROIEs) recognised by the Financial Conduct Authority. Issued by CME Marketing Europe Limited which is authorised and regulated by the Financial Conduct Authority. 2015 CME Group. All rights reserved.