CURRENCY FUTURES AND OPTIONS WEEKLY STATISTICS FROM: 11/01/2017 TO: 11/01/2017 CURRENCY DERIVATIVES Open Interest Previous Day's Closing Price MTM Price Product Contract Details Date Call/ Put Strike Spot Rate ZAR Converted Amount $ / R On 13-January-17 11/01/2017 13.64040 390 Any day expiry 13.85920 $ / R On 11-January-17 11/01/2017 0.03172 0 Any day expiry 0.15680 C 13.70 $ / R On 11-January-17 11/01/2017 0.09132 0 Any day expiry 0.00000 P 13.70 $ / R On 13-January-17 11/01/2017 0.02251 0 Any day expiry 0.04482 C 13.95 $ / R On 13-January-17 11/01/2017 0.33211 2,000 Any day expiry 0.13562 P 13.95 $ / R On 13-January-17 11/01/2017 0.00006 2,000 Any day expiry 0.00001 C 16.17 $ / R On 13-January-17 11/01/2017 2.52966 0 Any day expiry 2.31081 P 16.17 $ / R On 20-January-17 11/01/2017 13.65540 184 Any day expiry 13.86980 $ / R On 20-January-17 11/01/2017 0.13056 0 Any day expiry 0.24730 C 13.71 $ / R On 20-January-17 11/01/2017 0.18517 0 Any day expiry 0.08750 P 13.71 $ / R On 17-January-17 11/01/2017 0.01109 0 Any day expiry 0.02337 C 14.23 $ / R On 17-January-17 11/01/2017 0.59209 0 Any day expiry 0.38697 P 14.23 $ / R On 18-January-17 11/01/2017 0.01031 5,000 Any day expiry 0.02174 C 14.28 $ / R On 18-January-17 11/01/2017 0.63921 0 Any day expiry 0.43424 P 14.28 Page 1 of 22 2017/01/11, 06:08:02PM
Transcript
CURRENCY FUTURES AND OPTIONS WEEKLY STATISTICS
FROM: 11/01/2017 TO: 11/01/2017
CURRENCY DERIVATIVES
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 13-January-17 11/01/2017 13.64040 390Any day expiry 13.85920
$ / R On 11-January-17 11/01/2017 0.03172 0Any day expiry 0.15680C 13.70
$ / R On 11-January-17 11/01/2017 0.09132 0Any day expiry 0.00000P 13.70
$ / R On 13-January-17 11/01/2017 0.02251 0Any day expiry 0.04482C 13.95
$ / R On 13-January-17 11/01/2017 0.33211 2,000Any day expiry 0.13562P 13.95
$ / R On 13-January-17 11/01/2017 0.00006 2,000Any day expiry 0.00001C 16.17
$ / R On 13-January-17 11/01/2017 2.52966 0Any day expiry 2.31081P 16.17
$ / R On 20-January-17 11/01/2017 13.65540 184Any day expiry 13.86980
$ / R On 20-January-17 11/01/2017 0.13056 0Any day expiry 0.24730C 13.71
$ / R On 20-January-17 11/01/2017 0.18517 0Any day expiry 0.08750P 13.71
$ / R On 17-January-17 11/01/2017 0.01109 0Any day expiry 0.02337C 14.23
$ / R On 17-January-17 11/01/2017 0.59209 0Any day expiry 0.38697P 14.23
$ / R On 18-January-17 11/01/2017 0.01031 5,000Any day expiry 0.02174C 14.28
$ / R On 18-January-17 11/01/2017 0.63921 0Any day expiry 0.43424P 14.28
Page 1 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 27-January-17 11/01/2017 13.67410 1,289Any day expiry 13.88370
$ / R On 27-January-17 11/01/2017 0.29942 0Any day expiry 0.45288C 13.50
$ / R On 27-January-17 11/01/2017 0.12532 60Any day expiry 0.06918P 13.50
$ / R On 27-January-17 11/01/2017 0.15483 0Any day expiry 0.24589C 13.80
$ / R On 27-January-17 11/01/2017 0.28073 1,000Any day expiry 0.16219P 13.80
$ / R On 26-January-17 11/01/2017 0.08105 30,000Any day expiry 0.13012C 14.03
$ / R On 26-January-17 11/01/2017 0.43965 0Any day expiry 0.27952P 14.03
$ / R On 23-January-17 11/01/2017 0.05265 0Any day expiry 0.09366C 14.06
$ / R On 23-January-17 11/01/2017 0.44925 0Any day expiry 0.28046P 14.06
$ / R On 25-January-17 11/01/2017 0.06010 0Any day expiry 0.09811C 14.10
$ / R On 25-January-17 11/01/2017 0.49130 1,000Any day expiry 0.32061P 14.10
$ / R On 27-January-17 11/01/2017 0.03239 1,000Any day expiry 0.05021C 14.41
$ / R On 27-January-17 11/01/2017 0.76829 0Any day expiry 0.57651P 14.41
$ / R On 27-January-17 11/01/2017 0.00811 60Any day expiry 0.01324C 15.00
$ / R On 27-January-17 11/01/2017 1.33401 0Any day expiry 1.12954P 15.00
$ / R On 25-January-17 11/01/2017 0.00110 1,000Any day expiry 0.00202C 15.89
$ / R On 25-January-17 11/01/2017 2.22230 0Any day expiry 2.01452P 15.89
$ / R On 31-January-17 11/01/2017 13.68480 2,339Any day expiry 13.89630
$ / R On 31-January-17 11/01/2017 0.12401 0Any day expiry 0.18696C 13.98
$ / R On 31-January-17 11/01/2017 0.41921 0Any day expiry 0.27066P 13.98
$ / R On 31-January-17 11/01/2017 0.08504 0Any day expiry 0.12900C 14.15
$ / R On 31-January-17 11/01/2017 0.55024 210Any day expiry 0.38270P 14.15
$ / R On 30-January-17 11/01/2017 0.07350 0Any day expiry 0.11260C 14.18
$ / R On 30-January-17 11/01/2017 0.57140 0Any day expiry 0.39940P 14.18
$ / R On 31-January-17 11/01/2017 0.00970 210Any day expiry 0.01508C 15.07
$ / R On 31-January-17 11/01/2017 1.39490 0Any day expiry 1.18878P 15.07
$ / R On 17-February-17 11/01/2017 13.72990 340Any day expiry 13.94760
$ / R On 17-February-17 11/01/2017 0.13301 0Any day expiry 0.18106C 14.32
$ / R On 17-February-17 11/01/2017 0.72311 1,500Any day expiry 0.55346P 14.32
$ / R On 17-February-17 11/01/2017 0.04301 1,500Any day expiry 0.05850C 15.03
$ / R On 17-February-17 11/01/2017 1.34311 0Any day expiry 1.14090P 15.03
$ / R On 24-February-17 11/01/2017 13.74780 3,920Any day expiry 13.96600
$ / R On 24-February-17 11/01/2017 0.47641 0Any day expiry 0.61503C 13.50
$ / R On 24-February-17 11/01/2017 0.22861 60Any day expiry 0.14903P 13.50
$ / R On 24-February-17 11/01/2017 0.04507 60Any day expiry 0.06030C 15.20
$ / R On 24-February-17 11/01/2017 1.49727 0Any day expiry 1.29430P 15.20
Page 2 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 01-March-17 11/01/2017 13.76060 0Any day expiry 13.97910
$ / R On 27-February-17 11/01/2017 0.36174 0Any day expiry 0.47499C 13.74
$ / R On 27-February-17 11/01/2017 0.34624 0Any day expiry 0.24109P 13.74
$ / R On 01-March-17 11/01/2017 0.23745 0Any day expiry 0.31036C 14.10
$ / R On 01-March-17 11/01/2017 0.57685 0Any day expiry 0.43126P 14.10
$ / R On 28-February-17 11/01/2017 0.19666 0Any day expiry 0.25808C 14.23
$ / R On 28-February-17 11/01/2017 0.66856 0Any day expiry 0.51158P 14.23
$ / R On 13-March-17 11/01/2017 13.79140 459,787Foreign Exchange Future 14.01050
$ / R On 13-March-17 11/01/2017 1.61115 0Foreign Exchange Future 1.82489C 12.20
$ / R On 13-March-17 11/01/2017 0.01975 250Foreign Exchange Future 0.01439P 12.20
$ / R On 13-March-17 11/01/2017 1.32687 0Foreign Exchange Future 1.53328C 12.50
$ / R On 13-March-17 11/01/2017 0.03547 1,500Foreign Exchange Future 0.02278P 12.50
$ / R On 13-March-17 11/01/2017 0.89962 0Foreign Exchange Future 1.08032C 13.00
$ / R On 13-March-17 11/01/2017 0.10822 95,797Foreign Exchange Future 0.06982P 13.00
$ / R On 13-March-17 11/01/2017 0.87616 0Foreign Exchange Future 1.05502C 13.03
$ / R On 13-March-17 11/01/2017 0.11476 1,000Foreign Exchange Future 0.07452P 13.03
$ / R On 13-March-17 11/01/2017 0.82256 0Foreign Exchange Future 0.99693C 13.10
$ / R On 13-March-17 11/01/2017 0.13116 4,800Foreign Exchange Future 0.08643P 13.10
$ / R On 13-March-17 11/01/2017 0.75056 0Foreign Exchange Future 0.91640C 13.20
$ / R On 13-March-17 11/01/2017 0.15916 2,000Foreign Exchange Future 0.10590P 13.20
$ / R On 13-March-17 11/01/2017 0.71599 0Foreign Exchange Future 0.87729C 13.25
$ / R On 13-March-17 11/01/2017 0.17459 100Foreign Exchange Future 0.11679P 13.25
$ / R On 13-March-17 11/01/2017 0.70919 0Foreign Exchange Future 0.86956C 13.26
$ / R On 13-March-17 11/01/2017 0.17779 1,000Foreign Exchange Future 0.11906P 13.26
$ / R On 13-March-17 11/01/2017 0.55794 0Foreign Exchange Future 0.69651C 13.50
$ / R On 13-March-17 11/01/2017 0.26654 2,000Foreign Exchange Future 0.18601P 13.50
$ / R On 13-March-17 11/01/2017 0.47525 2,400Foreign Exchange Future 0.59964C 13.65
$ / R On 13-March-17 11/01/2017 0.33385 0Foreign Exchange Future 0.23914P 13.65
$ / R On 13-March-17 11/01/2017 0.44972 1,603Foreign Exchange Future 0.56934C 13.70
$ / R On 13-March-17 11/01/2017 0.35832 0Foreign Exchange Future 0.25884P 13.70
$ / R On 13-March-17 11/01/2017 0.42519 0Foreign Exchange Future 0.54003C 13.75
$ / R On 13-March-17 11/01/2017 0.38379 0Foreign Exchange Future 0.27953P 13.75
$ / R On 13-March-17 11/01/2017 0.32266 501Foreign Exchange Future 0.40863C 14.00
$ / R On 13-March-17 11/01/2017 0.53126 11,320Foreign Exchange Future 0.39813P 14.00
$ / R On 13-March-17 11/01/2017 0.28855 0Foreign Exchange Future 0.36626C 14.10
$ / R On 13-March-17 11/01/2017 0.59715 46,000Foreign Exchange Future 0.45576P 14.10
$ / R On 13-March-17 11/01/2017 0.22998 200Foreign Exchange Future 0.29269C 14.30
$ / R On 13-March-17 11/01/2017 0.73858 30,000Foreign Exchange Future 0.58219P 14.30
$ / R On 13-March-17 11/01/2017 0.20504 7,300Foreign Exchange Future 0.26107C 14.40
Page 3 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 13-March-17 11/01/2017 0.81364 29,152Foreign Exchange Future 0.65057P 14.40
$ / R On 13-March-17 11/01/2017 0.19580 100Foreign Exchange Future 0.24930C 14.44
$ / R On 13-March-17 11/01/2017 0.84440 100Foreign Exchange Future 0.67880P 14.44
$ / R On 13-March-17 11/01/2017 0.18268 23,750Foreign Exchange Future 0.23257C 14.50
$ / R On 13-March-17 11/01/2017 0.89128 0Foreign Exchange Future 0.72207P 14.50
$ / R On 13-March-17 11/01/2017 0.15895 2,000Foreign Exchange Future 0.20216C 14.62
$ / R On 13-March-17 11/01/2017 0.98755 0Foreign Exchange Future 0.81166P 14.62
$ / R On 13-March-17 11/01/2017 0.15350 0Foreign Exchange Future 0.19517C 14.65
$ / R On 13-March-17 11/01/2017 1.01210 0Foreign Exchange Future 0.83467P 14.65
$ / R On 13-March-17 11/01/2017 0.11745 1,000Foreign Exchange Future 0.14925C 14.88
$ / R On 13-March-17 11/01/2017 1.20605 0Foreign Exchange Future 1.01875P 14.88
$ / R On 13-March-17 11/01/2017 0.11342 1,000Foreign Exchange Future 0.14412C 14.91
$ / R On 13-March-17 11/01/2017 1.23202 0Foreign Exchange Future 1.04362P 14.91
$ / R On 13-March-17 11/01/2017 0.10701 3,000Foreign Exchange Future 0.13595C 14.96
$ / R On 13-March-17 11/01/2017 1.27561 0Foreign Exchange Future 1.08545P 14.96
$ / R On 13-March-17 11/01/2017 0.10214 1,206Foreign Exchange Future 0.12976C 15.00
$ / R On 13-March-17 11/01/2017 1.31074 0Foreign Exchange Future 1.11926P 15.00
$ / R On 13-March-17 11/01/2017 0.09094 7,300Foreign Exchange Future 0.11548C 15.10
$ / R On 13-March-17 11/01/2017 1.39954 0Foreign Exchange Future 1.20498P 15.10
$ / R On 13-March-17 11/01/2017 0.07810 0Foreign Exchange Future 0.09927C 15.23
$ / R On 13-March-17 11/01/2017 1.51670 90Foreign Exchange Future 1.31877P 15.23
$ / R On 13-March-17 11/01/2017 0.06833 0Foreign Exchange Future 0.08738C 15.34
$ / R On 13-March-17 11/01/2017 1.61693 0Foreign Exchange Future 1.41688P 15.34
$ / R On 13-March-17 11/01/2017 0.06750 0Foreign Exchange Future 0.08637C 15.35
$ / R On 13-March-17 11/01/2017 1.62610 0Foreign Exchange Future 1.42587P 15.35
$ / R On 13-March-17 11/01/2017 0.06668 0Foreign Exchange Future 0.08538C 15.36
$ / R On 13-March-17 11/01/2017 1.63528 7,160Foreign Exchange Future 1.43488P 15.36
$ / R On 13-March-17 11/01/2017 0.05764 30,000Foreign Exchange Future 0.07396C 15.48
$ / R On 13-March-17 11/01/2017 1.74624 0Foreign Exchange Future 1.54346P 15.48
$ / R On 13-March-17 11/01/2017 0.05626 1,000Foreign Exchange Future 0.07218C 15.50
$ / R On 13-March-17 11/01/2017 1.76486 0Foreign Exchange Future 1.56168P 15.50
$ / R On 13-March-17 11/01/2017 0.04416 0Foreign Exchange Future 0.05661C 15.70
$ / R On 13-March-17 11/01/2017 1.95276 6,370Foreign Exchange Future 1.74611P 15.70
$ / R On 13-March-17 11/01/2017 0.04208 0Foreign Exchange Future 0.05393C 15.74
$ / R On 13-March-17 11/01/2017 1.99068 3,200Foreign Exchange Future 1.78343P 15.74
$ / R On 13-March-17 11/01/2017 0.03914 180Foreign Exchange Future 0.05014C 15.80
$ / R On 13-March-17 11/01/2017 2.04774 0Foreign Exchange Future 1.83964P 15.80
$ / R On 13-March-17 11/01/2017 0.03080 11,320Foreign Exchange Future 0.03939C 16.00
$ / R On 13-March-17 11/01/2017 2.23940 0Foreign Exchange Future 2.02889P 16.00
$ / R On 13-March-17 11/01/2017 0.02373 29,152Foreign Exchange Future 0.03028C 16.22
Page 4 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 13-March-17 11/01/2017 2.45233 0Foreign Exchange Future 2.23978P 16.22
$ / R On 13-March-17 11/01/2017 0.01712 1,000Foreign Exchange Future 0.02177C 16.50
$ / R On 13-March-17 11/01/2017 2.72572 0Foreign Exchange Future 2.51127P 16.50
$ / R On 13-March-17 11/01/2017 0.01305 0Foreign Exchange Future 0.01631C 16.75
$ / R On 13-March-17 11/01/2017 2.97165 1,800Foreign Exchange Future 2.75581P 16.75
$ / R On 13-March-17 11/01/2017 0.01007 18,186Foreign Exchange Future 0.01246C 17.00
$ / R On 13-March-17 11/01/2017 3.21867 0Foreign Exchange Future 3.00196P 17.00
$ / R On 13-March-17 11/01/2017 0.00739 46,000Foreign Exchange Future 0.00907C 17.31
$ / R On 13-March-17 11/01/2017 3.52599 0Foreign Exchange Future 3.30857P 17.31
$ / R On 13-March-17 11/01/2017 0.00191 90Foreign Exchange Future 0.00275C 18.43
$ / R On 13-March-17 11/01/2017 4.64051 0Foreign Exchange Future 4.42225P 18.43
$ / R On 13-March-17 11/01/2017 0.00188 7,160Foreign Exchange Future 0.00271C 18.44
$ / R On 13-March-17 11/01/2017 4.65048 0Foreign Exchange Future 4.43221P 18.44
$ / R On 13-March-17 11/01/2017 0.00075 6,370Foreign Exchange Future 0.00109C 19.00
$ / R On 13-March-17 11/01/2017 5.20935 0Foreign Exchange Future 4.99059P 19.00
$ / R On 13-March-17 11/01/2017 0.00039 3,200Foreign Exchange Future 0.00058C 19.38
$ / R On 13-March-17 11/01/2017 5.58899 0Foreign Exchange Future 5.37008P 19.38
$ / R On 13-March-17 11/01/2017 0.00001 0Foreign Exchange Future 0.00002C 21.24
$ / R On 13-March-17 11/01/2017 7.44861 0Foreign Exchange Future 7.22952P 21.24
$ / R On 13-March-17 11/01/2017 0.00001 1,800Foreign Exchange Future 0.00001C 21.42
$ / R On 13-March-17 11/01/2017 7.62861 0Foreign Exchange Future 7.40951P 21.42
$ / R On 31-March-17 11/01/2017 13.83800 3,883Any day expiry 14.05780
$ / R On 29-March-17 11/01/2017 0.61100 0Any day expiry 0.74569C 13.50
$ / R On 29-March-17 11/01/2017 0.31440 60Any day expiry 0.22989P 13.50
$ / R On 31-March-17 11/01/2017 0.22178 0Any day expiry 0.27313C 14.62
$ / R On 31-March-17 11/01/2017 1.00378 0Any day expiry 0.83533P 14.62
$ / R On 29-March-17 11/01/2017 0.09002 60Any day expiry 0.11177C 15.44
$ / R On 29-March-17 11/01/2017 1.73342 0Any day expiry 1.53597P 15.44
$ / R On 13-April-17 11/01/2017 13.87170 280Any day expiry 14.09190
$ / R On 13-April-17 11/01/2017 0.47987 0Any day expiry 0.58206C 13.94
$ / R On 13-April-17 11/01/2017 0.54817 0Any day expiry 0.43016P 13.94
$ / R On 12-April-17 11/01/2017 0.47161 0Any day expiry 0.57230C 13.95
$ / R On 12-April-17 11/01/2017 0.55251 1,000Any day expiry 0.43300P 13.95
$ / R On 12-April-17 11/01/2017 0.03393 1,000Any day expiry 0.03984C 17.02
$ / R On 12-April-17 11/01/2017 3.18483 0Any day expiry 2.97054P 17.02
$ / R On 21-April-17 11/01/2017 13.89230 70Any day expiry 14.11290
$ / R On 21-April-17 11/01/2017 0.37683 0Any day expiry 0.45201C 14.31
Page 5 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 21-April-17 11/01/2017 0.79453 0Any day expiry 0.64911P 14.31
$ / R On 18-April-17 11/01/2017 0.34070 0Any day expiry 0.41036C 14.39
$ / R On 18-April-17 11/01/2017 0.84610 0Any day expiry 0.69536P 14.39
$ / R On 25-April-17 11/01/2017 13.90260 0Any day expiry 14.12330
$ / R On 25-April-17 11/01/2017 0.74623 0Any day expiry 0.88405C 13.50
$ / R On 25-April-17 11/01/2017 0.34363 60Any day expiry 0.26075P 13.50
$ / R On 25-April-17 11/01/2017 0.58973 0Any day expiry 0.70390C 13.80
$ / R On 25-April-17 11/01/2017 0.48713 1,000Any day expiry 0.38060P 13.80
$ / R On 25-April-17 11/01/2017 0.46220 0Any day expiry 0.55160C 14.10
$ / R On 25-April-17 11/01/2017 0.65960 1,000Any day expiry 0.52830P 14.10
$ / R On 25-April-17 11/01/2017 0.21179 1,000Any day expiry 0.25242C 15.06
$ / R On 25-April-17 11/01/2017 1.36919 0Any day expiry 1.18912P 15.06
$ / R On 25-April-17 11/01/2017 0.12681 60Any day expiry 0.15156C 15.69
$ / R On 25-April-17 11/01/2017 1.91421 0Any day expiry 1.71826P 15.69
$ / R On 25-April-17 11/01/2017 0.05786 1,000Any day expiry 0.06883C 16.67
$ / R On 25-April-17 11/01/2017 2.82526 0Any day expiry 2.61553P 16.67
$ / R On 26-May-17 11/01/2017 13.98240 0Any day expiry 14.20440
$ / R On 26-May-17 11/01/2017 0.86710 0Any day expiry 1.00316C 13.50
$ / R On 26-May-17 11/01/2017 0.38470 60Any day expiry 0.29876P 13.50
$ / R On 26-May-17 11/01/2017 0.15894 60Any day expiry 0.18425C 15.97
$ / R On 26-May-17 11/01/2017 2.14654 0Any day expiry 1.94985P 15.97
$ / R On 19-June-17 11/01/2017 14.04410 202,529Foreign Exchange Future 14.26710
$ / R On 19-June-17 11/01/2017 1.49564 0Foreign Exchange Future 1.67745C 12.71
$ / R On 19-June-17 11/01/2017 0.16154 17,600Foreign Exchange Future 0.12035P 12.71
$ / R On 19-June-17 11/01/2017 1.27791 0Foreign Exchange Future 1.44397C 13.00
$ / R On 19-June-17 11/01/2017 0.23381 69,520Foreign Exchange Future 0.17687P 13.00
$ / R On 19-June-17 11/01/2017 0.77957 0Foreign Exchange Future 0.89435C 13.83
$ / R On 19-June-17 11/01/2017 0.56547 2,280Foreign Exchange Future 0.45725P 13.83
$ / R On 19-June-17 11/01/2017 0.76043 0Foreign Exchange Future 0.87282C 13.87
$ / R On 19-June-17 11/01/2017 0.58633 30,000Foreign Exchange Future 0.47572P 13.87
$ / R On 19-June-17 11/01/2017 0.70096 0Foreign Exchange Future 0.80567C 14.00
$ / R On 19-June-17 11/01/2017 0.65686 69,000Foreign Exchange Future 0.53857P 14.00
$ / R On 19-June-17 11/01/2017 0.65439 0Foreign Exchange Future 0.75217C 14.11
$ / R On 19-June-17 11/01/2017 0.72029 2,850Foreign Exchange Future 0.59507P 14.11
$ / R On 19-June-17 11/01/2017 0.64631 0Foreign Exchange Future 0.74277C 14.13
$ / R On 19-June-17 11/01/2017 0.73221 17,600Foreign Exchange Future 0.60567P 14.13
$ / R On 19-June-17 11/01/2017 0.62653 0Foreign Exchange Future 0.71969C 14.18
Page 6 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 19-June-17 11/01/2017 0.76243 1,400Foreign Exchange Future 0.63259P 14.18
$ / R On 19-June-17 11/01/2017 0.60731 0Foreign Exchange Future 0.69721C 14.23
$ / R On 19-June-17 11/01/2017 0.79321 2,000Foreign Exchange Future 0.66011P 14.23
$ / R On 19-June-17 11/01/2017 0.57052 0Foreign Exchange Future 0.65491C 14.33
$ / R On 19-June-17 11/01/2017 0.85642 3,000Foreign Exchange Future 0.71781P 14.33
$ / R On 19-June-17 11/01/2017 0.51279 2,500Foreign Exchange Future 0.58866C 14.50
$ / R On 19-June-17 11/01/2017 0.96869 0Foreign Exchange Future 0.82156P 14.50
$ / R On 19-June-17 11/01/2017 0.40198 0Foreign Exchange Future 0.45970C 14.89
$ / R On 19-June-17 11/01/2017 1.24788 1,297Foreign Exchange Future 1.08260P 14.89
$ / R On 19-June-17 11/01/2017 0.29497 5,000Foreign Exchange Future 0.33505C 15.40
$ / R On 19-June-17 11/01/2017 1.65087 0Foreign Exchange Future 1.46795P 15.40
$ / R On 19-June-17 11/01/2017 0.27733 0Foreign Exchange Future 0.31516C 15.50
$ / R On 19-June-17 11/01/2017 1.73323 150Foreign Exchange Future 1.54806P 15.50
$ / R On 19-June-17 11/01/2017 0.27558 0Foreign Exchange Future 0.31324C 15.51
$ / R On 19-June-17 11/01/2017 1.74148 0Foreign Exchange Future 1.55614P 15.51
$ / R On 19-June-17 11/01/2017 0.27383 0Foreign Exchange Future 0.31134C 15.52
$ / R On 19-June-17 11/01/2017 1.74973 0Foreign Exchange Future 1.56424P 15.52
$ / R On 19-June-17 11/01/2017 0.27210 0Foreign Exchange Future 0.30945C 15.53
$ / R On 19-June-17 11/01/2017 1.75800 0Foreign Exchange Future 1.57235P 15.53
$ / R On 19-June-17 11/01/2017 0.23231 19,880Foreign Exchange Future 0.26524C 15.78
$ / R On 19-June-17 11/01/2017 1.96821 3,155Foreign Exchange Future 1.77814P 15.78
$ / R On 19-June-17 11/01/2017 0.22230 3,000Foreign Exchange Future 0.25368C 15.85
$ / R On 19-June-17 11/01/2017 2.02820 0Foreign Exchange Future 1.83658P 15.85
$ / R On 19-June-17 11/01/2017 0.22091 30,000Foreign Exchange Future 0.25207C 15.86
$ / R On 19-June-17 11/01/2017 2.03681 0Foreign Exchange Future 1.84497P 15.86
$ / R On 19-June-17 11/01/2017 0.20235 5,000Foreign Exchange Future 0.23065C 16.00
$ / R On 19-June-17 11/01/2017 2.15825 0Foreign Exchange Future 1.96355P 16.00
$ / R On 19-June-17 11/01/2017 0.19012 1,400Foreign Exchange Future 0.21652C 16.10
$ / R On 19-June-17 11/01/2017 2.24602 0Foreign Exchange Future 2.04942P 16.10
$ / R On 19-June-17 11/01/2017 0.17867 69,520Foreign Exchange Future 0.20330C 16.20
$ / R On 19-June-17 11/01/2017 2.33457 0Foreign Exchange Future 2.13620P 16.20
$ / R On 19-June-17 11/01/2017 0.17217 2,850Foreign Exchange Future 0.19579C 16.26
$ / R On 19-June-17 11/01/2017 2.38807 0Foreign Exchange Future 2.18869P 16.26
$ / R On 19-June-17 11/01/2017 0.12929 2,000Foreign Exchange Future 0.14631C 16.73
$ / R On 19-June-17 11/01/2017 2.81519 0Foreign Exchange Future 2.60921P 16.73
$ / R On 19-June-17 11/01/2017 0.07251 0Foreign Exchange Future 0.07728C 18.05
$ / R On 19-June-17 11/01/2017 4.07841 0Foreign Exchange Future 3.86018P 18.05
$ / R On 19-June-17 11/01/2017 0.06988 1,297Foreign Exchange Future 0.07431C 18.15
$ / R On 19-June-17 11/01/2017 4.17578 0Foreign Exchange Future 3.95721P 18.15
$ / R On 19-June-17 11/01/2017 0.05005 150Foreign Exchange Future 0.05947C 18.65
Page 7 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 19-June-17 11/01/2017 4.65595 0Foreign Exchange Future 4.44237P 18.65
$ / R On 19-June-17 11/01/2017 0.02204 3,155Foreign Exchange Future 0.02642C 19.71
$ / R On 19-June-17 11/01/2017 5.68794 0Foreign Exchange Future 5.46932P 19.71
$ / R On 28-June-17 11/01/2017 14.06730 0Any day expiry 14.29070
$ / R On 28-June-17 11/01/2017 0.98513 0Any day expiry 1.12206C 13.50
$ / R On 28-June-17 11/01/2017 0.41783 60Any day expiry 0.33136P 13.50
$ / R On 28-June-17 11/01/2017 0.19180 60Any day expiry 0.21720C 16.24
$ / R On 28-June-17 11/01/2017 2.36450 0Any day expiry 2.16650P 16.24
$ / R On 12-July-17 11/01/2017 14.10330 0Any day expiry 14.32730
$ / R On 12-July-17 11/01/2017 0.80279 0Any day expiry 0.91181C 13.95
$ / R On 12-July-17 11/01/2017 0.64949 1,000Any day expiry 0.53451P 13.95
$ / R On 12-July-17 11/01/2017 0.09671 1,000Any day expiry 0.10383C 17.98
$ / R On 12-July-17 11/01/2017 3.97341 0Any day expiry 3.75653P 17.98
$ / R On 21-July-17 11/01/2017 14.12640 70Any day expiry 14.35080
$ / R On 21-July-17 11/01/2017 0.59366 0Any day expiry 0.67253C 14.56
$ / R On 21-July-17 11/01/2017 1.02726 0Any day expiry 0.88173P 14.56
$ / R On 27-July-17 11/01/2017 14.14180 0Any day expiry 14.36640
$ / R On 27-July-17 11/01/2017 1.08491 0Any day expiry 1.22367C 13.50
$ / R On 27-July-17 11/01/2017 0.44311 60Any day expiry 0.35727P 13.50
$ / R On 27-July-17 11/01/2017 0.21301 60Any day expiry 0.23780C 16.53
$ / R On 27-July-17 11/01/2017 2.60121 0Any day expiry 2.40140P 16.53
$ / R On 29-August-17 11/01/2017 14.22640 0Any day expiry 14.45250
$ / R On 29-August-17 11/01/2017 1.19438 0Any day expiry 1.33525C 13.50
$ / R On 29-August-17 11/01/2017 0.46798 60Any day expiry 0.38275P 13.50
$ / R On 29-August-17 11/01/2017 0.23702 60Any day expiry 0.26240C 16.84
$ / R On 29-August-17 11/01/2017 2.85062 0Any day expiry 2.64990P 16.84
$ / R On 18-September-17 11/01/2017 14.27770 6,282Foreign Exchange Future 14.50470
$ / R On 18-September-17 11/01/2017 1.75986 0Foreign Exchange Future 1.92861C 12.75
$ / R On 18-September-17 11/01/2017 0.23216 2,000Foreign Exchange Future 0.17391P 12.75
$ / R On 18-September-17 11/01/2017 1.58245 0Foreign Exchange Future 1.74539C 13.00
$ / R On 18-September-17 11/01/2017 0.30475 3,099Foreign Exchange Future 0.24069P 13.00
$ / R On 18-September-17 11/01/2017 1.31926 0Foreign Exchange Future 1.46638C 13.40
$ / R On 18-September-17 11/01/2017 0.44156 500Foreign Exchange Future 0.36168P 13.40
$ / R On 18-September-17 11/01/2017 1.12009 0Foreign Exchange Future 1.24679C 13.75
$ / R On 18-September-17 11/01/2017 0.59239 2,000Foreign Exchange Future 0.49209P 13.75
Page 8 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 18-September-17 11/01/2017 1.11494 0Foreign Exchange Future 1.24088C 13.76
$ / R On 18-September-17 11/01/2017 0.59724 960Foreign Exchange Future 0.49618P 13.76
$ / R On 18-September-17 11/01/2017 0.90024 0Foreign Exchange Future 1.00343C 14.22
$ / R On 18-September-17 11/01/2017 0.84254 110Foreign Exchange Future 0.71873P 14.22
$ / R On 18-September-17 11/01/2017 0.85902 0Foreign Exchange Future 0.95777C 14.32
$ / R On 18-September-17 11/01/2017 0.90132 110Foreign Exchange Future 0.77307P 14.32
$ / R On 18-September-17 11/01/2017 0.80067 0Foreign Exchange Future 0.89290C 14.47
$ / R On 18-September-17 11/01/2017 0.99297 150Foreign Exchange Future 0.85820P 14.47
$ / R On 18-September-17 11/01/2017 0.72211 0Foreign Exchange Future 0.80517C 14.69
$ / R On 18-September-17 11/01/2017 1.13441 0Foreign Exchange Future 0.99047P 14.69
$ / R On 18-September-17 11/01/2017 0.33143 960Foreign Exchange Future 0.36616C 16.40
$ / R On 18-September-17 11/01/2017 2.45373 0Foreign Exchange Future 2.26146P 16.40
$ / R On 18-September-17 11/01/2017 0.27760 110Foreign Exchange Future 0.30599C 16.80
$ / R On 18-September-17 11/01/2017 2.79990 0Foreign Exchange Future 2.60129P 16.80
$ / R On 18-September-17 11/01/2017 0.25450 650Foreign Exchange Future 0.28017C 17.00
$ / R On 18-September-17 11/01/2017 2.97680 0Foreign Exchange Future 2.77547P 17.00
$ / R On 18-September-17 11/01/2017 0.25123 110Foreign Exchange Future 0.27652C 17.03
$ / R On 18-September-17 11/01/2017 3.00353 0Foreign Exchange Future 2.80182P 17.03
$ / R On 18-September-17 11/01/2017 0.22105 0Foreign Exchange Future 0.23878C 17.37
$ / R On 18-September-17 11/01/2017 3.31335 0Foreign Exchange Future 3.10408P 17.37
$ / R On 18-September-17 11/01/2017 0.22029 0Foreign Exchange Future 0.23776C 17.38
$ / R On 18-September-17 11/01/2017 3.32259 0Foreign Exchange Future 3.11306P 17.38
$ / R On 18-September-17 11/01/2017 0.21954 0Foreign Exchange Future 0.23675C 17.39
$ / R On 18-September-17 11/01/2017 3.33184 0Foreign Exchange Future 3.12205P 17.39
$ / R On 18-September-17 11/01/2017 0.18020 3,099Foreign Exchange Future 0.19266C 18.00
$ / R On 18-September-17 11/01/2017 3.90250 0Foreign Exchange Future 3.68796P 18.00
$ / R On 18-September-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1000.00
$ / R On 18-September-17 11/01/2017 985.72230 0Foreign Exchange Future 985.49530P 1000.00
$ / R On 27-September-17 11/01/2017 14.30070 0Any day expiry 14.52820
$ / R On 27-September-17 11/01/2017 1.28843 0Any day expiry 1.43030C 13.50
$ / R On 27-September-17 11/01/2017 0.48773 60Any day expiry 0.40210P 13.50
$ / R On 27-September-17 11/01/2017 0.25633 60Any day expiry 0.28121C 17.13
$ / R On 27-September-17 11/01/2017 3.08563 0Any day expiry 2.88301P 17.13
$ / R On 27-October-17 11/01/2017 14.37770 0Any day expiry 14.60640
$ / R On 27-October-17 11/01/2017 1.38414 0Any day expiry 1.52728C 13.50
$ / R On 27-October-17 11/01/2017 0.50644 60Any day expiry 0.42088P 13.50
$ / R On 23-October-17 11/01/2017 0.78049 0Any day expiry 0.86317C 14.81
$ / R On 23-October-17 11/01/2017 1.22309 0Any day expiry 1.07717P 14.81
Page 9 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 27-October-17 11/01/2017 0.27537 60Any day expiry 0.29923C 17.45
$ / R On 27-October-17 11/01/2017 3.34767 0Any day expiry 3.14283P 17.45
$ / R On 28-November-17 11/01/2017 14.45970 0Any day expiry 14.68980
$ / R On 28-November-17 11/01/2017 1.48186 0Any day expiry 1.62748C 13.50
$ / R On 28-November-17 11/01/2017 0.52216 60Any day expiry 0.43768P 13.50
$ / R On 28-November-17 11/01/2017 0.30343 60Any day expiry 0.32452C 17.74
$ / R On 28-November-17 11/01/2017 3.58373 0Any day expiry 3.37472P 17.74
$ / R On 18-December-17 11/01/2017 14.51100 15,492Foreign Exchange Future 14.74190
$ / R On 18-December-17 11/01/2017 1.63382 0Foreign Exchange Future 1.78741C 13.35
$ / R On 18-December-17 11/01/2017 0.47282 52,000Foreign Exchange Future 0.39551P 13.35
$ / R On 18-December-17 11/01/2017 1.61509 0Foreign Exchange Future 1.76741C 13.38
$ / R On 18-December-17 11/01/2017 0.48409 0Foreign Exchange Future 0.40551P 13.38
$ / R On 22-December-17 11/01/2017 1.55392 0Any day expiry 1.70193C 13.50
$ / R On 22-December-17 11/01/2017 0.53272 60Any day expiry 0.44963P 13.50
$ / R On 18-December-17 11/01/2017 1.27017 0Foreign Exchange Future 1.38958C 14.00
$ / R On 18-December-17 11/01/2017 0.75917 33,000Foreign Exchange Future 0.64768P 14.00
$ / R On 18-December-17 11/01/2017 1.22771 0Foreign Exchange Future 1.34335C 14.09
$ / R On 18-December-17 11/01/2017 0.80671 16,000Foreign Exchange Future 0.69145P 14.09
$ / R On 18-December-17 11/01/2017 1.20019 0Foreign Exchange Future 1.31337C 14.15
$ / R On 18-December-17 11/01/2017 0.83919 16,000Foreign Exchange Future 0.72147P 14.15
$ / R On 18-December-17 11/01/2017 1.18666 0Foreign Exchange Future 1.29863C 14.18
$ / R On 18-December-17 11/01/2017 0.85566 16,000Foreign Exchange Future 0.73673P 14.18
$ / R On 18-December-17 11/01/2017 1.05169 0Foreign Exchange Future 1.15114C 14.50
$ / R On 18-December-17 11/01/2017 1.04069 2,055Foreign Exchange Future 0.90924P 14.50
$ / R On 18-December-17 11/01/2017 1.03971 0Foreign Exchange Future 1.13821C 14.53
$ / R On 18-December-17 11/01/2017 1.05871 22,000Foreign Exchange Future 0.92631P 14.53
$ / R On 18-December-17 11/01/2017 0.60293 0Foreign Exchange Future 0.65633C 16.00
$ / R On 18-December-17 11/01/2017 2.09193 0Foreign Exchange Future 1.91443P 16.00
$ / R On 18-December-17 11/01/2017 0.49520 52,000Foreign Exchange Future 0.53875C 16.55
$ / R On 18-December-17 11/01/2017 2.53420 0Foreign Exchange Future 2.34685P 16.55
$ / R On 18-December-17 11/01/2017 0.45078 22,000Foreign Exchange Future 0.48964C 16.82
$ / R On 18-December-17 11/01/2017 2.75978 0Foreign Exchange Future 2.56774P 16.82
$ / R On 18-December-17 11/01/2017 0.40561 16,000Foreign Exchange Future 0.43972C 17.13
$ / R On 18-December-17 11/01/2017 3.02461 0Foreign Exchange Future 2.82782P 17.13
$ / R On 18-December-17 11/01/2017 0.40020 16,000Foreign Exchange Future 0.43374C 17.17
$ / R On 18-December-17 11/01/2017 3.05920 0Foreign Exchange Future 2.86184P 17.17
$ / R On 18-December-17 11/01/2017 0.39620 16,000Foreign Exchange Future 0.42932C 17.20
$ / R On 18-December-17 11/01/2017 3.08520 0Foreign Exchange Future 2.88742P 17.20
Page 10 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R On 18-December-17 11/01/2017 0.39094 33,000Foreign Exchange Future 0.42351C 17.24
$ / R On 18-December-17 11/01/2017 3.11994 0Foreign Exchange Future 2.92161P 17.24
$ / R On 18-December-17 11/01/2017 0.38449 0Foreign Exchange Future 0.41638C 17.29
$ / R On 18-December-17 11/01/2017 3.16349 0Foreign Exchange Future 2.96448P 17.29
$ / R On 18-December-17 11/01/2017 0.38322 0Foreign Exchange Future 0.41498C 17.30
$ / R On 18-December-17 11/01/2017 3.17222 0Foreign Exchange Future 2.97308P 17.30
$ / R On 18-December-17 11/01/2017 0.38195 0Foreign Exchange Future 0.41358C 17.31
$ / R On 18-December-17 11/01/2017 3.18095 0Foreign Exchange Future 2.98168P 17.31
$ / R On 22-December-17 11/01/2017 0.31950 60Any day expiry 0.34046C 18.02
$ / R On 22-December-17 11/01/2017 3.81830 0Any day expiry 3.60816P 18.02
$ / R On 18-December-17 11/01/2017 0.31093 2,055Foreign Exchange Future 0.32951C 18.06
$ / R On 18-December-17 11/01/2017 3.85993 0Foreign Exchange Future 3.64761P 18.06
$ / R On 19-March-18 11/01/2017 14.74800 70Foreign Exchange Future 14.97870
$ / R On 19-March-18 11/01/2017 0.53797 0Foreign Exchange Future 0.57631C 17.49
$ / R On 19-March-18 11/01/2017 3.27997 0Foreign Exchange Future 3.08761P 17.49
$ / R On 19-March-18 11/01/2017 0.53650 0Foreign Exchange Future 0.57471C 17.50
$ / R On 19-March-18 11/01/2017 3.28850 0Foreign Exchange Future 3.09601P 17.50
$ / R On 19-March-18 11/01/2017 0.53503 0Foreign Exchange Future 0.57311C 17.51
$ / R On 19-March-18 11/01/2017 3.29703 0Foreign Exchange Future 3.10441P 17.51
$ / R On 18-June-18 11/01/2017 14.98640 70Foreign Exchange Future 15.21550
$ / R On 18-June-18 11/01/2017 2.04057 0Foreign Exchange Future 2.18153C 13.64
$ / R On 18-June-18 11/01/2017 0.69417 70,530Foreign Exchange Future 0.60603P 13.64
$ / R On 18-June-18 11/01/2017 0.69305 0Foreign Exchange Future 0.73675C 17.69
$ / R On 18-June-18 11/01/2017 3.39665 0Foreign Exchange Future 3.21125P 17.69
$ / R On 18-June-18 11/01/2017 0.69141 0Foreign Exchange Future 0.73500C 17.70
$ / R On 18-June-18 11/01/2017 3.40501 0Foreign Exchange Future 3.21950P 17.70
$ / R On 18-June-18 11/01/2017 0.68976 0Foreign Exchange Future 0.73326C 17.71
$ / R On 18-June-18 11/01/2017 3.41336 0Foreign Exchange Future 3.22776P 17.71
$ / R MAXI On 13-March-17 11/01/2017 13.79140 480Foreign Exchange Future 14.01050
$ / R MAXI On 13-March-17 11/01/2017 0.01017 0Foreign Exchange Future 0.01259C 16.99
$ / R MAXI On 13-March-17 11/01/2017 3.20877 0Foreign Exchange Future 2.99209P 16.99
$ / R MAXI On 13-March-17 11/01/2017 0.01007 0Foreign Exchange Future 0.01246C 17.00
$ / R MAXI On 13-March-17 11/01/2017 3.21867 0Foreign Exchange Future 3.00196P 17.00
$ / R MAXI On 13-March-17 11/01/2017 0.00997 0Foreign Exchange Future 0.01233C 17.01
$ / R MAXI On 13-March-17 11/01/2017 3.22857 0Foreign Exchange Future 3.01183P 17.01
$ / R MAXI On 19-June-17 11/01/2017 14.04410 54Foreign Exchange Future 14.26710
Page 11 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
$ / R MAXI On 19-June-17 11/01/2017 0.16089 0Foreign Exchange Future 0.18277C 16.37
$ / R MAXI On 19-June-17 11/01/2017 2.48679 0Foreign Exchange Future 2.28567P 16.37
$ / R MAXI On 19-June-17 11/01/2017 0.15991 0Foreign Exchange Future 0.18164C 16.38
$ / R MAXI On 19-June-17 11/01/2017 2.49581 0Foreign Exchange Future 2.29454P 16.38
$ / R MAXI On 19-June-17 11/01/2017 0.15893 0Foreign Exchange Future 0.18051C 16.39
$ / R MAXI On 19-June-17 11/01/2017 2.50483 0Foreign Exchange Future 2.30341P 16.39
$ / R MAXI On 18-September-17 11/01/2017 14.27770 0Foreign Exchange Future 14.50470
$ / R MAXI On 18-September-17 11/01/2017 0.58583 0Foreign Exchange Future 0.65126C 15.14
$ / R MAXI On 18-September-17 11/01/2017 1.44813 0Foreign Exchange Future 1.28656P 15.14
$ / R MAXI On 18-September-17 11/01/2017 0.58317 0Foreign Exchange Future 0.64820C 15.15
$ / R MAXI On 18-September-17 11/01/2017 1.45547 0Foreign Exchange Future 1.29350P 15.15
$ / R MAXI On 18-September-17 11/01/2017 0.58052 0Foreign Exchange Future 0.64515C 15.16
$ / R MAXI On 18-September-17 11/01/2017 1.46282 0Foreign Exchange Future 1.30045P 15.16
£ / R On 31-January-17 11/01/2017 16.65250 30Any day expiry 16.83140
£ / R On 31-January-17 11/01/2017 0.25494 0Any day expiry 0.31599C 16.86
£ / R On 31-January-17 11/01/2017 0.46244 0Any day expiry 0.34459P 16.86
£ / R On 28-February-17 11/01/2017 16.75330 48Any day expiry 16.94050
£ / R On 28-February-17 11/01/2017 0.17019 0Any day expiry 0.19956C 17.89
£ / R On 28-February-17 11/01/2017 1.30689 0Any day expiry 1.14906P 17.89
£ / R On 13-March-17 11/01/2017 16.79840 45,108Foreign Exchange Future 16.98600
£ / R On 13-March-17 11/01/2017 0.47207 500Foreign Exchange Future 0.54368C 17.00
£ / R On 13-March-17 11/01/2017 0.67367 0Foreign Exchange Future 0.55768P 17.00
£ / R On 13-March-17 11/01/2017 0.13496 1,200Foreign Exchange Future 0.15522C 18.50
£ / R On 13-March-17 11/01/2017 1.83656 0Foreign Exchange Future 1.66922P 18.50
£ / R On 13-March-17 11/01/2017 0.07890 600Foreign Exchange Future 0.09628C 19.00
£ / R On 13-March-17 11/01/2017 2.28050 0Foreign Exchange Future 2.11028P 19.00
£ / R On 13-March-17 11/01/2017 0.02399 1,200Foreign Exchange Future 0.02140C 21.00
£ / R On 13-March-17 11/01/2017 4.22559 0Foreign Exchange Future 4.03540P 21.00
£ / R On 13-March-17 11/01/2017 0.00541 0Foreign Exchange Future 0.00544C 23.74
£ / R On 13-March-17 11/01/2017 6.94701 0Foreign Exchange Future 6.75944P 23.74
£ / R On 13-March-17 11/01/2017 0.00536 0Foreign Exchange Future 0.00538C 23.75
£ / R On 13-March-17 11/01/2017 6.95696 0Foreign Exchange Future 6.76938P 23.75
£ / R On 13-March-17 11/01/2017 0.00531 0Foreign Exchange Future 0.00533C 23.76
£ / R On 13-March-17 11/01/2017 6.96691 0Foreign Exchange Future 6.77933P 23.76
£ / R On 31-March-17 11/01/2017 16.86560 162Any day expiry 17.05420
£ / R On 31-March-17 11/01/2017 0.25294 0Any day expiry 0.28567C 18.18
Page 12 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
£ / R On 31-March-17 11/01/2017 1.56734 0Any day expiry 1.41147P 18.18
£ / R On 13-April-17 11/01/2017 17.03450 49Any day expiry 17.10350
£ / R On 13-April-17 11/01/2017 0.00000 0Any day expiry 0.71654C 17.03
£ / R On 13-April-17 11/01/2017 0.00000 0Any day expiry 0.64304P 17.03
£ / R On 25-April-17 11/01/2017 16.95670 73Any day expiry 17.14660
£ / R On 25-April-17 11/01/2017 0.00508 0Any day expiry 0.00499C 23.98
£ / R On 25-April-17 11/01/2017 7.02838 0Any day expiry 6.83839P 23.98
£ / R On 19-June-17 11/01/2017 17.15240 32,002Foreign Exchange Future 17.34440
£ / R On 19-June-17 11/01/2017 0.02841 0Foreign Exchange Future 0.03425C 24.02
£ / R On 19-June-17 11/01/2017 6.89601 0Foreign Exchange Future 6.70985P 24.02
£ / R On 19-June-17 11/01/2017 0.02822 0Foreign Exchange Future 0.03403C 24.03
£ / R On 19-June-17 11/01/2017 6.90582 0Foreign Exchange Future 6.71963P 24.03
£ / R On 19-June-17 11/01/2017 0.02804 0Foreign Exchange Future 0.03382C 24.04
£ / R On 19-June-17 11/01/2017 6.91564 0Foreign Exchange Future 6.72942P 24.04
£ / R On 18-September-17 11/01/2017 17.48260 462Foreign Exchange Future 17.67950
£ / R On 18-September-17 11/01/2017 0.90436 0Foreign Exchange Future 0.97867C 17.99
£ / R On 18-September-17 11/01/2017 1.41176 0Foreign Exchange Future 1.28917P 17.99
£ / R On 18-September-17 11/01/2017 0.90092 0Foreign Exchange Future 0.97495C 18.00
£ / R On 18-September-17 11/01/2017 1.41832 0Foreign Exchange Future 1.29545P 18.00
£ / R On 18-September-17 11/01/2017 0.89750 0Foreign Exchange Future 0.97124C 18.01
£ / R On 18-September-17 11/01/2017 1.42490 0Foreign Exchange Future 1.30174P 18.01
£ / R On 18-December-17 11/01/2017 17.81790 5,755Foreign Exchange Future 18.01900
£ / R On 18-December-17 11/01/2017 0.14338 0Foreign Exchange Future 0.15717C 25.14
£ / R On 18-December-17 11/01/2017 7.46548 0Foreign Exchange Future 7.27817P 25.14
£ / R On 18-December-17 11/01/2017 0.14285 0Foreign Exchange Future 0.15659C 25.15
£ / R On 18-December-17 11/01/2017 7.47495 0Foreign Exchange Future 7.28759P 25.15
£ / R On 18-December-17 11/01/2017 0.14232 0Foreign Exchange Future 0.15601C 25.16
£ / R On 18-December-17 11/01/2017 7.48442 0Foreign Exchange Future 7.29701P 25.16
¥ / R On 13-March-17 11/01/2017 0.11956 341Foreign Exchange Future 0.12048
¥ / R On 13-March-17 11/01/2017 0.00034 0Foreign Exchange Future 0.00039C 0.14
¥ / R On 13-March-17 11/01/2017 0.02078 0Foreign Exchange Future 0.01991P 0.14
¥ / R On 13-March-17 11/01/2017 0.00006 0Foreign Exchange Future 0.00007C 0.15
¥ / R On 13-March-17 11/01/2017 0.03050 0Foreign Exchange Future 0.02959P 0.15
¥ / R On 13-March-17 11/01/2017 0.00001 0Foreign Exchange Future 0.00001C 0.16
¥ / R On 13-March-17 11/01/2017 0.04045 0Foreign Exchange Future 0.03953P 0.16
Page 13 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
¥ / R On 19-June-17 11/01/2017 0.12238 3,761Foreign Exchange Future 0.12332
¥ / R On 19-June-17 11/01/2017 0.00094 0Foreign Exchange Future 0.00103C 0.15
¥ / R On 19-June-17 11/01/2017 0.02856 0Foreign Exchange Future 0.02772P 0.15
¥ / R On 19-June-17 11/01/2017 0.00038 0Foreign Exchange Future 0.00042C 0.16
¥ / R On 19-June-17 11/01/2017 0.03799 0Foreign Exchange Future 0.03710P 0.16
¥ / R On 19-June-17 11/01/2017 0.00014 0Foreign Exchange Future 0.00016C 0.17
¥ / R On 19-June-17 11/01/2017 0.04776 0Foreign Exchange Future 0.04684P 0.17
¥ / R On 18-September-17 11/01/2017 0.12504 0Foreign Exchange Future 0.12600
¥ / R On 18-September-17 11/01/2017 0.00238 0Foreign Exchange Future 0.00258C 0.15
¥ / R On 18-September-17 11/01/2017 0.02734 0Foreign Exchange Future 0.02658P 0.15
¥ / R On 18-September-17 11/01/2017 0.00141 0Foreign Exchange Future 0.00154C 0.16
¥ / R On 18-September-17 11/01/2017 0.03637 0Foreign Exchange Future 0.03554P 0.16
¥ / R On 18-September-17 11/01/2017 0.00084 0Foreign Exchange Future 0.00092C 0.17
¥ / R On 18-September-17 11/01/2017 0.04580 0Foreign Exchange Future 0.04492P 0.17
€ / R On 25-January-17 11/01/2017 14.48930 67Any day expiry 14.55060
€ / R On 25-January-17 11/01/2017 0.08970 0Any day expiry 0.10175C 14.81
€ / R On 25-January-17 11/01/2017 0.41040 0Any day expiry 0.36115P 14.81
€ / R On 23-January-17 11/01/2017 0.05343 0Any day expiry 0.05959C 14.91
€ / R On 23-January-17 11/01/2017 0.48073 0Any day expiry 0.42429P 14.91
€ / R On 31-January-17 11/01/2017 14.50890 12Any day expiry 14.57360
€ / R On 31-January-17 11/01/2017 0.04115 0Any day expiry 0.04500C 15.30
€ / R On 31-January-17 11/01/2017 0.83225 0Any day expiry 0.77140P 15.30
€ / R On 24-February-17 11/01/2017 14.59330 2,000Any day expiry 14.66430
€ / R On 24-February-17 11/01/2017 0.06560 0Any day expiry 0.06909C 15.76
€ / R On 24-February-17 11/01/2017 1.23230 0Any day expiry 1.16479P 15.76
€ / R On 28-February-17 11/01/2017 14.60680 35Any day expiry 14.67790
€ / R On 28-February-17 11/01/2017 0.17161 0Any day expiry 0.18358C 15.17
€ / R On 28-February-17 11/01/2017 0.73481 0Any day expiry 0.67568P 15.17
€ / R On 13-March-17 11/01/2017 14.65030 85,499Foreign Exchange Future 14.72190
€ / R On 13-March-17 11/01/2017 1.03960 0Foreign Exchange Future 1.09857C 13.69
€ / R On 13-March-17 11/01/2017 0.07930 1,000Foreign Exchange Future 0.06667P 13.69
€ / R On 13-March-17 11/01/2017 0.59481 0Foreign Exchange Future 0.63793C 14.30
€ / R On 13-March-17 11/01/2017 0.24451 0Foreign Exchange Future 0.21603P 14.30
€ / R On 13-March-17 11/01/2017 0.34268 0Foreign Exchange Future 0.36680C 14.80
Page 14 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
€ / R On 13-March-17 11/01/2017 0.49238 0Foreign Exchange Future 0.44490P 14.80
€ / R On 15-March-17 11/01/2017 0.26476 0Any day expiry 0.28204C 15.06
€ / R On 15-March-17 11/01/2017 0.66706 0Any day expiry 0.61264P 15.06
€ / R On 13-March-17 11/01/2017 0.08239 680Foreign Exchange Future 0.08620C 16.00
€ / R On 13-March-17 11/01/2017 1.43209 0Foreign Exchange Future 1.36430P 16.00
€ / R On 13-March-17 11/01/2017 0.01813 0Foreign Exchange Future 0.01776C 17.17
€ / R On 13-March-17 11/01/2017 2.53783 0Foreign Exchange Future 2.46586P 17.17
€ / R On 13-March-17 11/01/2017 0.00775 0Foreign Exchange Future 0.00772C 18.69
€ / R On 13-March-17 11/01/2017 4.04745 0Foreign Exchange Future 3.97582P 18.69
€ / R On 13-March-17 11/01/2017 0.00773 0Foreign Exchange Future 0.00771C 18.70
€ / R On 13-March-17 11/01/2017 4.05743 0Foreign Exchange Future 3.98581P 18.70
€ / R On 13-March-17 11/01/2017 0.00772 0Foreign Exchange Future 0.00771C 18.71
€ / R On 13-March-17 11/01/2017 4.06742 0Foreign Exchange Future 3.99581P 18.71
€ / R On 31-March-17 11/01/2017 14.71650 8Any day expiry 14.78880
€ / R On 31-March-17 11/01/2017 0.28640 0Any day expiry 0.30258C 15.22
€ / R On 31-March-17 11/01/2017 0.78990 0Any day expiry 0.73378P 15.22
€ / R On 13-April-17 11/01/2017 14.80700 43Any day expiry 14.83710
€ / R On 13-April-17 11/01/2017 0.00000 0Any day expiry 0.52016C 14.80
€ / R On 13-April-17 11/01/2017 0.00000 0Any day expiry 0.48306P 14.80
€ / R On 19-June-17 11/01/2017 14.99720 80,116Foreign Exchange Future 15.07090
€ / R On 19-June-17 11/01/2017 1.17994 0Foreign Exchange Future 1.23012C 14.11
€ / R On 19-June-17 11/01/2017 0.29274 0Foreign Exchange Future 0.26922P 14.11
€ / R On 19-June-17 11/01/2017 0.30376 0Foreign Exchange Future 0.31222C 16.26
€ / R On 19-June-17 11/01/2017 1.56656 0Foreign Exchange Future 1.50132P 16.26
€ / R On 19-June-17 11/01/2017 0.05194 0Foreign Exchange Future 0.05234C 19.18
€ / R On 19-June-17 11/01/2017 4.23474 0Foreign Exchange Future 4.16144P 19.18
€ / R On 19-June-17 11/01/2017 0.05168 0Foreign Exchange Future 0.05208C 19.19
€ / R On 19-June-17 11/01/2017 4.24448 0Foreign Exchange Future 4.17118P 19.19
€ / R On 19-June-17 11/01/2017 0.05141 0Foreign Exchange Future 0.05181C 19.20
€ / R On 19-June-17 11/01/2017 4.25421 0Foreign Exchange Future 4.18091P 19.20
€ / R On 18-September-17 11/01/2017 15.32380 1,356Foreign Exchange Future 15.40000
€ / R On 18-September-17 11/01/2017 0.16682 0Foreign Exchange Future 0.16233C 19.46
€ / R On 18-September-17 11/01/2017 4.30302 0Foreign Exchange Future 4.22233P 19.46
€ / R On 18-September-17 11/01/2017 0.16646 0Foreign Exchange Future 0.16196C 19.47
€ / R On 18-September-17 11/01/2017 4.31266 0Foreign Exchange Future 4.23196P 19.47
€ / R On 18-September-17 11/01/2017 0.16610 0Foreign Exchange Future 0.16159C 19.48
Page 15 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
€ / R On 18-September-17 11/01/2017 4.32230 0Foreign Exchange Future 4.24159P 19.48
€ / R On 18-December-17 11/01/2017 15.65820 154Foreign Exchange Future 15.73870
€ / R On 18-December-17 11/01/2017 0.44113 0Foreign Exchange Future 0.46493C 18.05
€ / R On 18-December-17 11/01/2017 2.83293 0Foreign Exchange Future 2.77623P 18.05
€ / R On 18-December-17 11/01/2017 0.43964 0Foreign Exchange Future 0.46389C 18.06
€ / R On 18-December-17 11/01/2017 2.84144 0Foreign Exchange Future 2.78519P 18.06
€ / R On 18-December-17 11/01/2017 0.43815 0Foreign Exchange Future 0.46286C 18.07
€ / R On 18-December-17 11/01/2017 2.84995 0Foreign Exchange Future 2.79416P 18.07
€ / R On 18-December-17 11/01/2017 0.18029 0Foreign Exchange Future 0.14371C 21.41
€ / R On 18-December-17 11/01/2017 5.93209 0Foreign Exchange Future 5.81501P 21.41
AU$ / R On 13-March-17 11/01/2017 10.14750 18,874Foreign Exchange Future 10.31610
AU$ / R On 13-March-17 11/01/2017 0.00529 0Foreign Exchange Future 0.00752C 11.94
AU$ / R On 13-March-17 11/01/2017 1.79779 0Foreign Exchange Future 1.63142P 11.94
AU$ / R On 13-March-17 11/01/2017 0.00519 0Foreign Exchange Future 0.00738C 11.95
AU$ / R On 13-March-17 11/01/2017 1.80769 0Foreign Exchange Future 1.64128P 11.95
AU$ / R On 13-March-17 11/01/2017 0.00509 0Foreign Exchange Future 0.00724C 11.96
AU$ / R On 13-March-17 11/01/2017 1.81759 0Foreign Exchange Future 1.65114P 11.96
AU$ / R On 19-June-17 11/01/2017 10.31020 124Foreign Exchange Future 10.48120
AU$ / R On 19-June-17 11/01/2017 0.04849 0Foreign Exchange Future 0.05917C 12.05
AU$ / R On 19-June-17 11/01/2017 1.78829 0Foreign Exchange Future 1.62797P 12.05
AU$ / R On 19-June-17 11/01/2017 0.04791 0Foreign Exchange Future 0.05845C 12.06
AU$ / R On 19-June-17 11/01/2017 1.79771 0Foreign Exchange Future 1.63725P 12.06
AU$ / R On 19-June-17 11/01/2017 0.04734 0Foreign Exchange Future 0.05774C 12.07
AU$ / R On 19-June-17 11/01/2017 1.80714 0Foreign Exchange Future 1.64654P 12.07
AU$ / R On 18-September-17 11/01/2017 10.46320 225Foreign Exchange Future 10.63720
AU$ / R On 18-September-17 11/01/2017 0.10457 0Foreign Exchange Future 0.12209C 12.17
AU$ / R On 18-September-17 11/01/2017 1.81137 0Foreign Exchange Future 1.65489P 12.17
AU$ / R On 18-September-17 11/01/2017 0.10366 0Foreign Exchange Future 0.12100C 12.18
AU$ / R On 18-September-17 11/01/2017 1.82046 0Foreign Exchange Future 1.66380P 12.18
AU$ / R On 18-September-17 11/01/2017 0.10275 0Foreign Exchange Future 0.11992C 12.19
AU$ / R On 18-September-17 11/01/2017 1.82955 0Foreign Exchange Future 1.67272P 12.19
AU$ / R On 18-December-17 11/01/2017 10.61690 33Foreign Exchange Future 10.79330
AU$ / R On 18-December-17 11/01/2017 0.22587 0Foreign Exchange Future 0.25882C 11.86
AU$ / R On 18-December-17 11/01/2017 1.46897 0Foreign Exchange Future 1.32552P 11.86
AU$ / R On 18-December-17 11/01/2017 0.22422 0Foreign Exchange Future 0.25697C 11.87
AU$ / R On 18-December-17 11/01/2017 1.47732 0Foreign Exchange Future 1.33367P 11.87
Page 16 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
AU$ / R On 18-December-17 11/01/2017 0.22258 0Foreign Exchange Future 0.25514C 11.88
AU$ / R On 18-December-17 11/01/2017 1.48568 0Foreign Exchange Future 1.34184P 11.88
CAD/ R On 13-March-17 11/01/2017 10.44910 237Foreign Exchange Future 10.58110
CAD/ R On 13-March-17 11/01/2017 0.00485 0Foreign Exchange Future 0.00534C 12.73
CAD/ R On 13-March-17 11/01/2017 2.28575 0Foreign Exchange Future 2.15424P 12.73
CAD/ R On 13-March-17 11/01/2017 0.00483 0Foreign Exchange Future 0.00531C 12.74
CAD/ R On 13-March-17 11/01/2017 2.29573 0Foreign Exchange Future 2.16421P 12.74
CAD/ R On 13-March-17 11/01/2017 0.00480 0Foreign Exchange Future 0.00529C 12.75
CAD/ R On 13-March-17 11/01/2017 2.30570 0Foreign Exchange Future 2.17419P 12.75
CAD/ R On 19-June-17 11/01/2017 10.65260 0Foreign Exchange Future 10.78640
CAD/ R On 19-June-17 11/01/2017 0.14867 0Foreign Exchange Future 0.17023C 11.73
CAD/ R On 19-June-17 11/01/2017 1.22607 0Foreign Exchange Future 1.11383P 11.73
CAD/ R On 19-June-17 11/01/2017 0.14711 0Foreign Exchange Future 0.16849C 11.74
CAD/ R On 19-June-17 11/01/2017 1.23451 0Foreign Exchange Future 1.12209P 11.74
CAD/ R On 19-June-17 11/01/2017 0.14556 0Foreign Exchange Future 0.16675C 11.75
CAD/ R On 19-June-17 11/01/2017 1.24296 0Foreign Exchange Future 1.13035P 11.75
CAD/ R On 18-September-17 11/01/2017 10.84300 0Foreign Exchange Future 10.97940
CAD/ R On 18-September-17 11/01/2017 0.39717 0Foreign Exchange Future 0.44387C 11.28
CAD/ R On 18-September-17 11/01/2017 0.83416 0Foreign Exchange Future 0.74447P 11.28
CAD/ R On 18-September-17 11/01/2017 0.39402 0Foreign Exchange Future 0.44036C 11.29
CAD/ R On 18-September-17 11/01/2017 0.84102 0Foreign Exchange Future 0.75096P 11.29
CAD/ R On 18-September-17 11/01/2017 0.39090 0Foreign Exchange Future 0.43688C 11.30
CAD/ R On 18-September-17 11/01/2017 0.84790 0Foreign Exchange Future 0.75748P 11.30
CHF / R On 13-March-17 11/01/2017 13.65220 1,356Foreign Exchange Future 13.74050
CHF / R On 13-March-17 11/01/2017 0.01435 0Foreign Exchange Future 0.01340C 17.05
CHF / R On 13-March-17 11/01/2017 3.41215 0Foreign Exchange Future 3.32290P 17.05
CHF / R On 13-March-17 11/01/2017 0.01432 0Foreign Exchange Future 0.01339C 17.06
CHF / R On 13-March-17 11/01/2017 3.42212 0Foreign Exchange Future 3.33289P 17.06
CHF / R On 13-March-17 11/01/2017 0.01429 0Foreign Exchange Future 0.01337C 17.07
CHF / R On 13-March-17 11/01/2017 3.43209 0Foreign Exchange Future 3.34287P 17.07
CHF / R On 19-June-17 11/01/2017 13.99220 0Foreign Exchange Future 14.08160
CHF / R On 19-June-17 11/01/2017 0.19373 0Foreign Exchange Future 0.20356C 15.87
CHF / R On 19-June-17 11/01/2017 2.07153 0Foreign Exchange Future 1.99196P 15.87
CHF / R On 19-June-17 11/01/2017 0.19245 0Foreign Exchange Future 0.20220C 15.88
CHF / R On 19-June-17 11/01/2017 2.08025 0Foreign Exchange Future 2.00060P 15.88
CHF / R On 19-June-17 11/01/2017 0.19118 0Foreign Exchange Future 0.20086C 15.89
Page 17 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
CHF / R On 19-June-17 11/01/2017 2.08898 0Foreign Exchange Future 2.00926P 15.89
CHF / R On 18-September-17 11/01/2017 14.31320 0Foreign Exchange Future 14.40630
CHF / R On 18-September-17 11/01/2017 0.51916 0Foreign Exchange Future 0.53775C 15.38
CHF / R On 18-September-17 11/01/2017 1.58596 0Foreign Exchange Future 1.51145P 15.38
CHF / R On 18-September-17 11/01/2017 0.51677 0Foreign Exchange Future 0.53524C 15.39
CHF / R On 18-September-17 11/01/2017 1.59357 0Foreign Exchange Future 1.51894P 15.39
CHF / R On 18-September-17 11/01/2017 0.51439 0Foreign Exchange Future 0.53274C 15.40
CHF / R On 18-September-17 11/01/2017 1.60119 0Foreign Exchange Future 1.52644P 15.40
CNH / R On 13-March-17 11/01/2017 1.98110 10Foreign Exchange Future 2.00660
CNH / R On 13-March-17 11/01/2017 0.00129 0Foreign Exchange Future 0.00152C 2.48
CNH / R On 13-March-17 11/01/2017 0.50019 0Foreign Exchange Future 0.47492P 2.48
CNH / R On 13-March-17 11/01/2017 0.00127 0Foreign Exchange Future 0.00153C 2.49
CNH / R On 13-March-17 11/01/2017 0.51017 0Foreign Exchange Future 0.48493P 2.49
CNH / R On 13-March-17 11/01/2017 0.00126 0Foreign Exchange Future 0.00153C 2.50
CNH / R On 13-March-17 11/01/2017 0.52016 0Foreign Exchange Future 0.49493P 2.50
CNH / R On 19-June-17 11/01/2017 1.99480 0Foreign Exchange Future 2.02000
CNH / R On 19-June-17 11/01/2017 0.02776 0Foreign Exchange Future 0.03085C 2.24
CNH / R On 19-June-17 11/01/2017 0.27296 0Foreign Exchange Future 0.25085P 2.24
CNH / R On 19-June-17 11/01/2017 0.02646 0Foreign Exchange Future 0.02937C 2.25
CNH / R On 19-June-17 11/01/2017 0.28166 0Foreign Exchange Future 0.25937P 2.25
CNH / R On 19-June-17 11/01/2017 0.02523 0Foreign Exchange Future 0.02796C 2.26
CNH / R On 19-June-17 11/01/2017 0.29043 0Foreign Exchange Future 0.26796P 2.26
CNH / R On 18-September-17 11/01/2017 2.01040 0Foreign Exchange Future 2.03640
CNH / R On 18-September-17 11/01/2017 0.06903 0Foreign Exchange Future 0.07659C 2.14
CNH / R On 18-September-17 11/01/2017 0.19863 0Foreign Exchange Future 0.18019P 2.14
CNH / R On 18-September-17 11/01/2017 0.06640 0Foreign Exchange Future 0.07356C 2.15
CNH / R On 18-September-17 11/01/2017 0.20600 0Foreign Exchange Future 0.18716P 2.15
CNH / R On 18-September-17 11/01/2017 0.06385 0Foreign Exchange Future 0.07075C 2.16
CNH / R On 18-September-17 11/01/2017 0.21345 0Foreign Exchange Future 0.19435P 2.16
DKK / R On 13-March-17 11/01/2017 1.97630 0Foreign Exchange Future 1.98640
DKK / R On 13-March-17 11/01/2017 0.00436 0Foreign Exchange Future 0.00487C 2.26
DKK / R On 13-March-17 11/01/2017 0.28806 0Foreign Exchange Future 0.27847P 2.26
DKK / R On 13-March-17 11/01/2017 0.00410 0Foreign Exchange Future 0.00457C 2.27
DKK / R On 13-March-17 11/01/2017 0.29780 0Foreign Exchange Future 0.28817P 2.27
DKK / R On 13-March-17 11/01/2017 0.00387 0Foreign Exchange Future 0.00429C 2.28
DKK / R On 13-March-17 11/01/2017 0.30757 0Foreign Exchange Future 0.29789P 2.28
Page 18 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
DKK / R On 19-June-17 11/01/2017 2.02380 0Foreign Exchange Future 2.03370
DKK / R On 19-June-17 11/01/2017 0.04677 0Foreign Exchange Future 0.04899C 2.16
DKK / R On 19-June-17 11/01/2017 0.18297 0Foreign Exchange Future 0.17529P 2.16
DKK / R On 19-June-17 11/01/2017 0.04445 0Foreign Exchange Future 0.04655C 2.17
DKK / R On 19-June-17 11/01/2017 0.19065 0Foreign Exchange Future 0.18285P 2.17
DKK / R On 19-June-17 11/01/2017 0.04224 0Foreign Exchange Future 0.04423C 2.18
DKK / R On 19-June-17 11/01/2017 0.19844 0Foreign Exchange Future 0.19053P 2.18
HK$/R On 13-March-17 11/01/2017 1.77940 15,930Foreign Exchange Future 1.80760
HK$/R On 13-March-17 11/01/2017 0.00214 0Foreign Exchange Future 0.00268C 2.14
HK$/R On 13-March-17 11/01/2017 0.36274 0Foreign Exchange Future 0.33508P 2.14
HK$/R On 13-March-17 11/01/2017 0.00197 0Foreign Exchange Future 0.00246C 2.15
HK$/R On 13-March-17 11/01/2017 0.37257 0Foreign Exchange Future 0.34486P 2.15
HK$/R On 13-March-17 11/01/2017 0.00186 0Foreign Exchange Future 0.00233C 2.16
HK$/R On 13-March-17 11/01/2017 0.38246 0Foreign Exchange Future 0.35473P 2.16
HK$/R On 19-June-17 11/01/2017 1.81280 0Foreign Exchange Future 1.84100
HK$/R On 19-June-17 11/01/2017 0.04183 0Foreign Exchange Future 0.04779C 1.96
HK$/R On 19-June-17 11/01/2017 0.18903 0Foreign Exchange Future 0.16679P 1.96
HK$/R On 19-June-17 11/01/2017 0.03989 0Foreign Exchange Future 0.04554C 1.97
HK$/R On 19-June-17 11/01/2017 0.19709 0Foreign Exchange Future 0.17454P 1.97
HK$/R On 19-June-17 11/01/2017 0.03805 0Foreign Exchange Future 0.04340C 1.98
HK$/R On 19-June-17 11/01/2017 0.20525 0Foreign Exchange Future 0.18240P 1.98
HK$/R On 18-September-17 11/01/2017 1.84330 0Foreign Exchange Future 1.87170
HK$/R On 18-September-17 11/01/2017 0.07694 0Foreign Exchange Future 0.08582C 1.94
HK$/R On 18-September-17 11/01/2017 0.17364 0Foreign Exchange Future 0.15412P 1.94
HK$/R On 18-September-17 11/01/2017 0.07413 0Foreign Exchange Future 0.08264C 1.95
HK$/R On 18-September-17 11/01/2017 0.18083 0Foreign Exchange Future 0.16094P 1.95
HK$/R On 18-September-17 11/01/2017 0.07152 0Foreign Exchange Future 0.07968C 1.96
HK$/R On 18-September-17 11/01/2017 0.18822 0Foreign Exchange Future 0.16798P 1.96
KES / R On 13-March-17 11/01/2017 0.13150 0Foreign Exchange Future 0.13350
KES / R On 19-June-17 11/01/2017 0.13140 0Foreign Exchange Future 0.13350
KES / R On 18-September-17 11/01/2017 0.13150 1,382Foreign Exchange Future 0.13360
NGN / R On 13-March-17 11/01/2017 0.04040 0Foreign Exchange Future 0.04040
Page 19 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
NGN / R On 19-June-17 11/01/2017 0.03910 0Foreign Exchange Future 0.03910
NGN / R On 18-September-17 11/01/2017 0.03830 0Foreign Exchange Future 0.03830
NZ$ / R On 13-March-17 11/01/2017 9.63370 238Foreign Exchange Future 9.76650
NZ$ / R On 13-March-17 11/01/2017 0.01133 0Foreign Exchange Future 0.01357C 11.09
NZ$ / R On 13-March-17 11/01/2017 1.46763 0Foreign Exchange Future 1.33707P 11.09
NZ$ / R On 13-March-17 11/01/2017 0.01110 0Foreign Exchange Future 0.01330C 11.10
NZ$ / R On 13-March-17 11/01/2017 1.47740 0Foreign Exchange Future 1.34680P 11.10
NZ$ / R On 13-March-17 11/01/2017 0.01089 0Foreign Exchange Future 0.01305C 11.11
NZ$ / R On 13-March-17 11/01/2017 1.48719 0Foreign Exchange Future 1.35655P 11.11
NZ$ / R On 19-June-17 11/01/2017 9.78200 0Foreign Exchange Future 9.91570
NZ$ / R On 19-June-17 11/01/2017 0.10460 0Foreign Exchange Future 0.11469C 10.94
NZ$ / R On 19-June-17 11/01/2017 1.26260 0Foreign Exchange Future 1.13899P 10.94
NZ$ / R On 19-June-17 11/01/2017 0.10335 0Foreign Exchange Future 0.11329C 10.95
NZ$ / R On 19-June-17 11/01/2017 1.27135 0Foreign Exchange Future 1.14759P 10.95
NZ$ / R On 19-June-17 11/01/2017 0.10213 0Foreign Exchange Future 0.11190C 10.96
NZ$ / R On 19-June-17 11/01/2017 1.28013 0Foreign Exchange Future 1.15620P 10.96
NZ$ / R On 18-September-17 11/01/2017 9.91950 0Foreign Exchange Future 10.05620
NZ$ / R On 18-September-17 11/01/2017 0.28204 0Foreign Exchange Future 0.31214C 10.57
NZ$ / R On 18-September-17 11/01/2017 0.93254 0Foreign Exchange Future 0.82594P 10.57
NZ$ / R On 18-September-17 11/01/2017 0.27960 0Foreign Exchange Future 0.30939C 10.58
NZ$ / R On 18-September-17 11/01/2017 0.94010 0Foreign Exchange Future 0.83319P 10.58
NZ$ / R On 18-September-17 11/01/2017 0.27719 0Foreign Exchange Future 0.30667C 10.59
NZ$ / R On 18-September-17 11/01/2017 0.94769 0Foreign Exchange Future 0.84047P 10.59
PULA / R On 13-March-17 11/01/2017 1.29100 0Foreign Exchange Future 1.30670
PULA / R On 13-March-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1.42
PULA / R On 13-March-17 11/01/2017 0.12900 0Foreign Exchange Future 0.11330P 1.42
PULA / R On 13-March-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1.43
PULA / R On 13-March-17 11/01/2017 0.13900 0Foreign Exchange Future 0.12330P 1.43
PULA / R On 13-March-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1.44
PULA / R On 13-March-17 11/01/2017 0.14900 0Foreign Exchange Future 0.13330P 1.44
PULA / R On 19-June-17 11/01/2017 1.31260 0Foreign Exchange Future 1.32860
PULA / R On 19-June-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1.38
PULA / R On 19-June-17 11/01/2017 0.06740 0Foreign Exchange Future 0.05140P 1.38
PULA / R On 19-June-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1.39
PULA / R On 19-June-17 11/01/2017 0.07740 0Foreign Exchange Future 0.06140P 1.39
Page 20 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
PULA / R On 19-June-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1.40
PULA / R On 19-June-17 11/01/2017 0.08740 0Foreign Exchange Future 0.07140P 1.40
PULA / R On 18-September-17 11/01/2017 1.32930 0Foreign Exchange Future 1.34550
PULA / R On 18-September-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1.36
PULA / R On 18-September-17 11/01/2017 0.03070 0Foreign Exchange Future 0.01450P 1.36
PULA / R On 18-September-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1.37
PULA / R On 18-September-17 11/01/2017 0.04070 0Foreign Exchange Future 0.02450P 1.37
PULA / R On 18-September-17 11/01/2017 0.00000 0Foreign Exchange Future 0.00000C 1.38
PULA / R On 18-September-17 11/01/2017 0.05070 0Foreign Exchange Future 0.03450P 1.38
QUANTO £ /$ On 13-March-17 11/01/2017 1.21800 0Foreign Exchange Future 1.21240
QUANTO £ /$ On 19-June-17 11/01/2017 1.22130 8,095Foreign Exchange Future 1.21570
QUANTO £ /$ On 18-September-17 11/01/2017 1.22450 0Foreign Exchange Future 1.21890
QUANTO € / $ On 13-March-17 11/01/2017 1.06230 723Foreign Exchange Future 1.05080
QUANTO € / $ On 19-June-17 11/01/2017 1.06790 25,352Foreign Exchange Future 1.05630
QUANTO € / $ On 18-September-17 11/01/2017 1.07330 0Foreign Exchange Future 1.06170
RAIN On 13-March-17 11/01/2017 22,941.92000 0Foreign Exchange Future 23,164.21000
SGD / R On 13-March-17 11/01/2017 9.61760 342Foreign Exchange Future 9.73750
SGD / R On 13-March-17 11/01/2017 0.01246 0Foreign Exchange Future 0.01578C 10.99
SGD / R On 13-March-17 11/01/2017 1.38486 0Foreign Exchange Future 1.26828P 10.99
SGD / R On 13-March-17 11/01/2017 0.01221 0Foreign Exchange Future 0.01547C 11.00
SGD / R On 13-March-17 11/01/2017 1.39461 0Foreign Exchange Future 1.27797P 11.00
SGD / R On 13-March-17 11/01/2017 0.01197 0Foreign Exchange Future 0.01516C 11.01
SGD / R On 13-March-17 11/01/2017 1.40437 0Foreign Exchange Future 1.28766P 11.01
SGD / R On 19-June-17 11/01/2017 9.79510 0Foreign Exchange Future 9.91740
SGD / R On 19-June-17 11/01/2017 0.16576 0Foreign Exchange Future 0.19088C 10.51
SGD / R On 19-June-17 11/01/2017 0.88066 0Foreign Exchange Future 0.78348P 10.51
SGD / R On 19-June-17 11/01/2017 0.16381 0Foreign Exchange Future 0.18862C 10.52
SGD / R On 19-June-17 11/01/2017 0.88871 0Foreign Exchange Future 0.79122P 10.52
SGD / R On 19-June-17 11/01/2017 0.16188 0Foreign Exchange Future 0.18640C 10.53
SGD / R On 19-June-17 11/01/2017 0.89678 0Foreign Exchange Future 0.79900P 10.53
Page 21 of 22 2017/01/11, 06:08:02PM
Open
Interest
Previous Day's
Closing Price
MTM PriceProductContract DetailsDate Call/
Put
Strike Spot
Rate
ZAR
Converted
Amount
TRY / R On 13-March-17 11/01/2017 3.60770 83Foreign Exchange Future 3.52790
TRY / R On 13-March-17 11/01/2017 0.00134 0Foreign Exchange Future 0.00094C 4.86
TRY / R On 13-March-17 11/01/2017 1.25364 0Foreign Exchange Future 1.33304P 4.86
TRY / R On 13-March-17 11/01/2017 0.00127 0Foreign Exchange Future 0.00089C 4.87
TRY / R On 13-March-17 11/01/2017 1.26357 0Foreign Exchange Future 1.34299P 4.87
TRY / R On 13-March-17 11/01/2017 0.00121 0Foreign Exchange Future 0.00085C 4.88
TRY / R On 13-March-17 11/01/2017 1.27351 0Foreign Exchange Future 1.35295P 4.88
TRY / R On 19-June-17 11/01/2017 3.58380 0Foreign Exchange Future 3.49980
TRY / R On 19-June-17 11/01/2017 0.02018 0Foreign Exchange Future 0.01512C 4.26
TRY / R On 19-June-17 11/01/2017 0.69638 0Foreign Exchange Future 0.77532P 4.26
TRY / R On 19-June-17 11/01/2017 0.01953 0Foreign Exchange Future 0.01454C 4.27
TRY / R On 19-June-17 11/01/2017 0.70573 0Foreign Exchange Future 0.78474P 4.27
TRY / R On 19-June-17 11/01/2017 0.01891 0Foreign Exchange Future 0.01398C 4.28
TRY / R On 19-June-17 11/01/2017 0.71511 0Foreign Exchange Future 0.79418P 4.28
ZMW / R On 13-March-17 11/01/2017 1.31720 0Foreign Exchange Future 1.34650
ZMW / R On 19-June-17 11/01/2017 1.25940 0Foreign Exchange Future 1.28920
ZMW / R On 18-September-17 11/01/2017 1.21020 0Foreign Exchange Future 1.23920
