MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 25 METRIC TONS) : : : : All : 23,188: 2,920 5,204 760 19,168 16,884 22,848 22,848: 340 340 Old : 23,188: 2,920 5,204 760 19,168 16,884 22,848 22,848: 340 340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : -1,168: 500 -300 80 -1,208 -848 -628 -1,068: -540 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 22.4 3.3 82.7 72.8 98.5 98.5: 1.5 1.5 Old : 100.0: 12.6 22.4 3.3 82.7 72.8 98.5 98.5: 1.5 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 6 5 4 7 8 15 17: Old : 24: 6 5 4 7 8 15 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.6 58.0 94.7 86.7 81.7 55.7 83.4 77.5 Old : 85.6 58.0 94.7 86.7 81.7 55.7 83.4 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 5,565: 1,500 1,414 379 2,852 2,866 4,731 4,659: 834 906 Old : 5,565: 1,500 1,414 379 2,852 2,866 4,731 4,659: 834 906 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 257: 83 -114 82 58 247 223 215: 34 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.0 25.4 6.8 51.2 51.5 85.0 83.7: 15.0 16.3 Old : 100.0: 27.0 25.4 6.8 51.2 51.5 85.0 83.7: 15.0 16.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 4 9 9 17 19 29 30: Old : 37: 4 9 9 17 19 29 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 33.3 67.3 50.8 53.2 30.7 62.7 46.5 Old : 54.1 33.3 67.3 50.8 53.2 30.7 62.7 46.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 34,790: 22,876 6,903 1,591 7,725 18,345 32,192 26,839: 2,598 7,951 Old : 34,790: 22,876 6,903 1,591 7,725 18,345 32,192 26,839: 2,598 7,951 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 2,361: 2,043 1,053 185 289 651 2,517 1,889: -156 472 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.8 19.8 4.6 22.2 52.7 92.5 77.1: 7.5 22.9 Old : 100.0: 65.8 19.8 4.6 22.2 52.7 92.5 77.1: 7.5 22.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 75: 20 23 22 16 25 49 57: Old : 75: 20 23 22 16 25 49 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 34.1 79.4 47.1 66.5 34.1 78.7 46.7 Old : 66.7 34.1 79.4 47.1 66.5 34.1 78.7 46.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 44,000 LBS.) : : : : All : 7,815: 1,380 1,070 930 4,814 5,154 7,124 7,154: 691 661 Old : 7,815: 1,380 1,070 930 4,814 5,154 7,124 7,154: 691 661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 325: 215 194 -235 164 245 144 204: 181 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 13.7 11.9 61.6 66.0 91.2 91.5: 8.8 8.5 Old : 100.0: 17.7 13.7 11.9 61.6 66.0 91.2 91.5: 8.8 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 11 6 11 19 18 34 31: Old : 43: 11 6 11 19 18 34 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 36.6 53.5 58.4 35.6 31.5 49.2 51.6 Old : 36.5 36.6 53.5 58.4 35.6 31.5 49.2 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 220,881: 78,949 41,915 36,840 83,397 107,712 199,186 186,467: 21,695 34,414 Old : 207,989: 74,712 44,880 30,993 82,343 99,314 188,048 175,187: 19,941 32,802 Other: 12,892: 9,749 2,547 335 1,054 8,398 11,138 11,280: 1,754 1,612 : : : : : Changes in Commitments from: February 21, 2017 : : -8,748: -4,047 204 -134 -2,223 -8,247 -6,404 -8,177: -2,344 -571 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.7 19.0 16.7 37.8 48.8 90.2 84.4: 9.8 15.6 Old : 100.0: 35.9 21.6 14.9 39.6 47.7 90.4 84.2: 9.6 15.8 Other: 100.0: 75.6 19.8 2.6 8.2 65.1 86.4 87.5: 13.6 12.5 : : : :# Traders : Number of Traders in Each Category : All : 285: 97 74 103 55 75 212 212: Old : 285: 96 82 102 52 74 208 211: Other: 78: 23 18 5 10 33 34 56: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.8 21.3 29.6 30.3 16.2 20.9 27.1 29.8 Old : 17.1 21.3 29.3 29.3 15.2 20.9 26.7 28.7 Other: 66.4 43.4 73.0 56.1 66.3 43.4 72.3 56.1 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 335,075: 131,697 41,506 54,853 119,078 188,838 305,628 285,197: 29,447 49,878 Old : 335,075: 131,697 41,506 54,853 119,078 188,838 305,628 285,197: 29,447 49,878 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 8,108: 3,193 1,371 5,897 -2,816 2,503 6,274 9,771: 1,834 -1,663 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 12.4 16.4 35.5 56.4 91.2 85.1: 8.8 14.9 Old : 100.0: 39.3 12.4 16.4 35.5 56.4 91.2 85.1: 8.8 14.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 430: 138 83 124 100 151 303 321: Old : 430: 138 83 124 100 151 303 321: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.3 20.1 23.6 28.1 13.3 19.6 23.5 25.8 Old : 13.3 20.1 23.6 28.1 13.3 19.6 23.5 25.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 5,888: 3,256 1,151 505 467 2,937 4,228 4,593: 1,660 1,295 Old : 5,888: 3,256 1,151 505 467 2,937 4,228 4,593: 1,660 1,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 632: 555 -318 130 -42 572 643 384: -11 248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 19.5 8.6 7.9 49.9 71.8 78.0: 28.2 22.0 Old : 100.0: 55.3 19.5 8.6 7.9 49.9 71.8 78.0: 28.2 22.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 28 9 11 11 23 48 39: Old : 66: 28 9 11 11 23 48 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.6 27.3 36.2 43.5 23.6 27.3 34.9 43.2 Old : 23.6 27.3 36.2 43.5 23.6 27.3 34.9 43.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 50,958: 19,008 12,253 8,956 15,853 13,283 43,817 34,492: 7,141 16,466 Old : 50,958: 19,008 12,253 8,956 15,853 13,283 43,817 34,492: 7,141 16,466 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 2: -836 -215 -935 1,820 747 49 -403: -47 405 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 24.0 17.6 31.1 26.1 86.0 67.7: 14.0 32.3 Old : 100.0: 37.3 24.0 17.6 31.1 26.1 86.0 67.7: 14.0 32.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 203: 52 49 56 47 64 137 147: Old : 203: 52 49 56 47 64 137 147: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.5 11.9 39.9 19.3 22.6 8.2 32.5 13.7 Old : 25.5 11.9 39.9 19.3 22.6 8.2 32.5 13.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 44,000 LBS.) : : : : All : 6,590: 414 5,581 165 4,765 455 5,344 6,201: 1,246 389 Old : 6,590: 414 5,581 165 4,765 455 5,344 6,201: 1,246 389 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 703: 198 770 8 456 4 662 782: 41 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 84.7 2.5 72.3 6.9 81.1 94.1: 18.9 5.9 Old : 100.0: 6.3 84.7 2.5 72.3 6.9 81.1 94.1: 18.9 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 5 5 4 12 4 18 12: Old : 22: 5 5 4 12 4 18 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 84.5 71.8 92.9 55.8 84.5 71.4 90.2 Old : 55.8 84.5 71.8 92.9 55.8 84.5 71.4 90.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 28,427: 7,423 20,530 285 20,063 6,774 27,771 27,589: 656 838 Old : 28,427: 7,423 20,530 285 20,063 6,774 27,771 27,589: 656 838 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 2,767: 793 2,066 106 1,867 555 2,766 2,727: 1 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 72.2 1.0 70.6 23.8 97.7 97.1: 2.3 2.9 Old : 100.0: 26.1 72.2 1.0 70.6 23.8 97.7 97.1: 2.3 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 18 6 6 23 19 41 31: Old : 57: 18 6 6 23 19 41 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 70.0 65.8 84.6 45.7 70.0 65.0 84.4 Old : 45.7 70.0 65.8 84.6 45.7 70.0 65.0 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 29,183: 18,310 1,113 0 9,025 27,162 27,335 28,275: 1,848 908 Old : 29,183: 18,310 1,113 0 9,025 27,162 27,335 28,275: 1,848 908 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : -796: -865 -402 0 100 -352 -765 -754: -31 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 3.8 0.0 30.9 93.1 93.7 96.9: 6.3 3.1 Old : 100.0: 62.7 3.8 0.0 30.9 93.1 93.7 96.9: 6.3 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 11 6 0 7 9 18 15: Old : 31: 11 6 0 7 9 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.8 79.4 88.2 92.1 81.8 79.4 88.2 92.1 Old : 81.8 79.4 88.2 92.1 81.8 79.4 88.2 92.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 135,442: 63,125 33,035 1,863 37,216 74,841 102,204 109,739: 33,238 25,703 Old : 135,442: 63,125 33,035 1,863 37,216 74,841 102,204 109,739: 33,238 25,703 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 3,920: 4,345 -1,161 385 -1,075 4,030 3,655 3,254: 265 666 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.6 24.4 1.4 27.5 55.3 75.5 81.0: 24.5 19.0 Old : 100.0: 46.6 24.4 1.4 27.5 55.3 75.5 81.0: 24.5 19.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 87: 29 23 14 22 26 57 57: Old : 87: 29 23 14 22 26 57 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.9 45.4 41.4 54.3 29.7 45.3 40.8 54.1 Old : 29.9 45.4 41.4 54.3 29.7 45.3 40.8 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 46,601: 3,569 15,383 604 34,027 13,521 38,200 29,508: 8,401 17,093 Old : 46,601: 3,569 15,383 604 34,027 13,521 38,200 29,508: 8,401 17,093 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : -1,797: -3,376 -498 31 1,055 -1,113 -2,290 -1,580: 493 -217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 33.0 1.3 73.0 29.0 82.0 63.3: 18.0 36.7 Old : 100.0: 7.7 33.0 1.3 73.0 29.0 82.0 63.3: 18.0 36.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 6 15 8 13 10 22 30: Old : 40: 6 15 8 13 10 22 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 32.7 72.8 43.9 59.5 32.6 72.3 43.8 Old : 59.5 32.7 72.8 43.9 59.5 32.6 72.3 43.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 194,858: 39,057 84,840 12,100 136,487 92,932 187,644 189,872: 7,214 4,986 Old : 194,858: 39,057 84,840 12,100 136,487 92,932 187,644 189,872: 7,214 4,986 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 1,443: 3,932 -6,766 -933 -1,960 9,794 1,039 2,095: 404 -652 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 43.5 6.2 70.0 47.7 96.3 97.4: 3.7 2.6 Old : 100.0: 20.0 43.5 6.2 70.0 47.7 96.3 97.4: 3.7 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 134: 53 43 12 17 25 80 73: Old : 134: 53 43 12 17 25 80 73: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 41.2 68.5 59.0 51.8 40.6 66.4 56.2 Old : 51.8 41.2 68.5 59.0 51.8 40.6 66.4 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 226,882: 43,329 114,000 6,054 151,463 71,641 200,846 191,695: 26,036 35,187 Old : 226,882: 43,329 114,000 6,054 151,463 71,641 200,846 191,695: 26,036 35,187 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 13,169: 5,076 9,395 1,481 6,497 1,527 13,054 12,403: 115 766 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 50.2 2.7 66.8 31.6 88.5 84.5: 11.5 15.5 Old : 100.0: 19.1 50.2 2.7 66.8 31.6 88.5 84.5: 11.5 15.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 122: 23 48 21 27 45 65 99: Old : 122: 23 48 21 27 45 65 99: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 33.7 67.1 45.2 60.5 32.8 66.5 44.1 Old : 60.8 33.7 67.1 45.2 60.5 32.8 66.5 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 204,602: 29,012 79,029 5,780 150,880 77,620 185,672 162,429: 18,930 42,173 Old : 204,602: 29,012 79,029 5,780 150,880 77,620 185,672 162,429: 18,930 42,173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : -621: -942 -1,087 3,334 -4,658 -3,777 -2,266 -1,530: 1,645 909 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 38.6 2.8 73.7 37.9 90.7 79.4: 9.3 20.6 Old : 100.0: 14.2 38.6 2.8 73.7 37.9 90.7 79.4: 9.3 20.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 121: 27 43 18 32 33 68 85: Old : 121: 27 43 18 32 33 68 85: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 37.4 62.5 50.1 50.4 36.1 62.2 48.5 Old : 50.4 37.4 62.5 50.1 50.4 36.1 62.2 48.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 431,635: 143,584 194,748 10,986 220,938 162,414 375,508 368,148: 56,127 63,487 Old : 431,635: 143,584 194,748 10,986 220,938 162,414 375,508 368,148: 56,127 63,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 14,506: 12,603 5,516 493 720 6,445 13,816 12,454: 690 2,052 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.3 45.1 2.5 51.2 37.6 87.0 85.3: 13.0 14.7 Old : 100.0: 33.3 45.1 2.5 51.2 37.6 87.0 85.3: 13.0 14.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 247: 77 83 39 62 64 155 170: Old : 247: 77 83 39 62 64 155 170: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.8 28.6 50.3 41.4 38.5 28.6 49.9 41.3 Old : 38.8 28.6 50.3 41.4 38.5 28.6 49.9 41.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 30,948: 12,702 2,827 743 6,668 22,201 20,113 25,771: 10,835 5,177 Old : 30,948: 12,702 2,827 743 6,668 22,201 20,113 25,771: 10,835 5,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 1,801: -401 469 464 612 255 675 1,188: 1,126 613 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.0 9.1 2.4 21.5 71.7 65.0 83.3: 35.0 16.7 Old : 100.0: 41.0 9.1 2.4 21.5 71.7 65.0 83.3: 35.0 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 7 5 3 8 8 17 14: Old : 22: 7 5 3 8 8 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.5 71.6 53.3 80.4 43.6 69.9 51.9 77.6 Old : 44.5 71.6 53.3 80.4 43.6 69.9 51.9 77.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF BRL 100,000) : : : : All : 31,024: 22,676 4,084 20 6,150 26,306 28,846 30,410: 2,178 614 Old : 31,024: 22,676 4,084 20 6,150 26,306 28,846 30,410: 2,178 614 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : -6,929: -4,705 1,176 -574 -1,644 -7,525 -6,923 -6,923: -6 -6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 13.2 0.1 19.8 84.8 93.0 98.0: 7.0 2.0 Old : 100.0: 73.1 13.2 0.1 19.8 84.8 93.0 98.0: 7.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 12 11 1 3 5 16 16: Old : 29: 12 11 1 3 5 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.6 84.4 89.5 93.0 83.6 83.6 89.5 92.1 Old : 83.6 84.4 89.5 93.0 83.6 83.6 89.5 92.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 57,102: 37,198 34,261 220 14,536 19,877 51,954 54,358: 5,148 2,744 Old : 57,102: 37,198 34,261 220 14,536 19,877 51,954 54,358: 5,148 2,744 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 2,020: 1,946 2,167 -7 -96 374 1,843 2,534: 177 -514 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.1 60.0 0.4 25.5 34.8 91.0 95.2: 9.0 4.8 Old : 100.0: 65.1 60.0 0.4 25.5 34.8 91.0 95.2: 9.0 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 70: 31 19 2 14 11 47 30: Old : 70: 31 19 2 14 11 47 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 63.8 57.9 78.8 41.7 63.7 57.2 78.8 Old : 41.7 63.8 57.9 78.8 41.7 63.7 57.2 78.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF ZAR 500,000) : : : : All : 27,639: 7,627 1,262 5,406 13,028 20,393 26,061 27,061: 1,578 578 Old : 27,639: 7,627 1,262 5,406 13,028 20,393 26,061 27,061: 1,578 578 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : -2,402: 212 0 -1,379 -1,274 -1,062 -2,441 -2,441: 39 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 4.6 19.6 47.1 73.8 94.3 97.9: 5.7 2.1 Old : 100.0: 27.6 4.6 19.6 47.1 73.8 94.3 97.9: 5.7 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 13 3 1 7 6 20 10: Old : 26: 13 3 1 7 6 20 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.3 90.0 84.6 97.1 28.0 49.8 38.0 51.2 Old : 72.3 90.0 84.6 97.1 28.0 49.8 38.0 51.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All :12,719,279: 393,581 3,073,460 2,360,300 9,403,869 6,073,505 12,157,750 11,507,265: 561,529 1,212,014 Old :12,719,279: 393,581 3,073,460 2,360,300 9,403,869 6,073,505 12,157,750 11,507,265: 561,529 1,212,014 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 278,302: -70,946 21,827 27,765 337,581 217,473 294,400 267,065: -16,098 11,237 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 24.2 18.6 73.9 47.8 95.6 90.5: 4.4 9.5 Old : 100.0: 3.1 24.2 18.6 73.9 47.8 95.6 90.5: 4.4 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 299: 34 110 109 117 136 234 287: Old : 299: 34 110 109 117 136 234 287: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 16.8 54.5 24.7 38.5 12.6 45.4 17.6 Old : 42.0 16.8 54.5 24.7 38.5 12.6 45.4 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 717,622: 116,026 95,727 41,510 473,655 489,227 631,192 626,465: 86,430 91,158 Old : 717,622: 116,026 95,727 41,510 473,655 489,227 631,192 626,465: 86,430 91,158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 24,607: 13,866 2,007 6,095 -3,326 6,991 16,634 15,093: 7,973 9,515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 13.3 5.8 66.0 68.2 88.0 87.3: 12.0 12.7 Old : 100.0: 16.2 13.3 5.8 66.0 68.2 88.0 87.3: 12.0 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 613: 122 151 75 232 245 392 434: Old : 613: 122 151 75 232 245 392 434: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.8 16.1 22.3 22.8 11.4 12.2 19.3 17.3 Old : 12.8 16.1 22.3 22.8 11.4 12.2 19.3 17.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 94,112: 11,103 8,131 8,032 48,536 49,512 67,671 65,675: 26,441 28,437 Old : 94,112: 11,103 8,131 8,032 48,536 49,512 67,671 65,675: 26,441 28,437 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 12,388: 1,180 493 2,857 8,378 -162 12,415 3,188: -27 9,200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 8.6 8.5 51.6 52.6 71.9 69.8: 28.1 30.2 Old : 100.0: 11.8 8.6 8.5 51.6 52.6 71.9 69.8: 28.1 30.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 55: 13 5 3 24 21 38 29: Old : 55: 13 5 3 24 21 38 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.0 32.8 44.3 49.4 29.8 30.3 39.1 43.7 Old : 32.0 32.8 44.3 49.4 29.8 30.3 39.1 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 3,117,551: 578,611 491,977 113,396 2,125,597 2,198,575 2,817,604 2,803,948: 299,947 313,603 Old : 3,117,551: 578,611 491,977 113,396 2,125,597 2,198,575 2,817,604 2,803,948: 299,947 313,603 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 61,097: 70,299 14,440 9,318 -58,520 35,765 21,097 59,523: 40,000 1,574 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 15.8 3.6 68.2 70.5 90.4 89.9: 9.6 10.1 Old : 100.0: 18.6 15.8 3.6 68.2 70.5 90.4 89.9: 9.6 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 603: 118 151 71 225 240 379 426: Old : 603: 118 151 71 225 240 379 426: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.9 18.0 23.8 24.7 11.6 13.0 20.0 18.9 Old : 13.9 18.0 23.8 24.7 11.6 13.0 20.0 18.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 96,283: 22,078 3,484 2,019 59,909 87,345 84,006 92,848: 12,277 3,435 Old : 96,283: 22,078 3,484 2,019 59,909 87,345 84,006 92,848: 12,277 3,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : -1,189: -963 -709 615 -1,234 -1,112 -1,582 -1,206: 393 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 3.6 2.1 62.2 90.7 87.2 96.4: 12.8 3.6 Old : 100.0: 22.9 3.6 2.1 62.2 90.7 87.2 96.4: 12.8 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 15 5 6 48 36 64 46: Old : 88: 15 5 6 48 36 64 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.5 43.9 51.6 64.0 39.5 43.8 49.6 63.9 Old : 39.5 43.9 51.6 64.0 39.5 43.8 49.6 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 47,852: 25,714 8,957 1,147 14,833 31,561 41,695 41,665: 6,157 6,187 Old : 47,852: 25,714 8,957 1,147 14,833 31,561 41,695 41,665: 6,157 6,187 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 936: 961 79 389 -651 892 699 1,359: 237 -423 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 18.7 2.4 31.0 66.0 87.1 87.1: 12.9 12.9 Old : 100.0: 53.7 18.7 2.4 31.0 66.0 87.1 87.1: 12.9 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 252: 76 58 17 63 77 146 145: Old : 252: 76 58 17 63 77 146 145: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.3 27.6 35.6 39.0 26.2 27.4 34.7 38.8 Old : 26.3 27.6 35.6 39.0 26.2 27.4 34.7 38.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 239,259: 128,570 44,783 5,737 74,166 157,804 208,473 208,324: 30,786 30,935 Old : 239,259: 128,570 44,783 5,737 74,166 157,804 208,473 208,324: 30,786 30,935 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 4,682: 4,806 395 1,943 -3,254 4,458 3,495 6,796: 1,187 -2,114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 18.7 2.4 31.0 66.0 87.1 87.1: 12.9 12.9 Old : 100.0: 53.7 18.7 2.4 31.0 66.0 87.1 87.1: 12.9 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 252: 76 58 17 63 77 146 145: Old : 252: 76 58 17 63 77 146 145: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.3 27.6 35.6 39.0 26.2 27.4 34.7 38.8 Old : 26.3 27.6 35.6 39.0 26.2 27.4 34.7 38.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 141,914: 95,696 43,781 2,552 14,049 72,110 112,297 118,443: 29,617 23,471 Old : 141,914: 95,696 43,781 2,552 14,049 72,110 112,297 118,443: 29,617 23,471 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 4,478: 6,928 -11,465 838 -2,556 13,869 5,210 3,242: -732 1,236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.4 30.9 1.8 9.9 50.8 79.1 83.5: 20.9 16.5 Old : 100.0: 67.4 30.9 1.8 9.9 50.8 79.1 83.5: 20.9 16.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 92: 38 23 10 21 23 66 49: Old : 92: 38 23 10 21 23 66 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 49.7 46.7 59.7 35.3 49.1 46.6 57.6 Old : 35.3 49.7 46.7 59.7 35.3 49.1 46.6 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 32,043: 10,272 5,717 139 12,633 18,676 23,044 24,532: 8,999 7,511 Old : 32,043: 10,272 5,717 139 12,633 18,676 23,044 24,532: 8,999 7,511 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 371: 793 470 132 23 -468 948 134: -577 237 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.1 17.8 0.4 39.4 58.3 71.9 76.6: 28.1 23.4 Old : 100.0: 32.1 17.8 0.4 39.4 58.3 71.9 76.6: 28.1 23.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 13 9 2 15 8 30 17: Old : 42: 13 9 2 15 8 30 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 62.6 51.1 70.0 38.0 62.6 51.1 70.0 Old : 38.0 62.6 51.1 70.0 38.0 62.6 51.1 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 58,145: 17,480 17,898 2,417 29,479 19,265 49,376 39,580: 8,769 18,565 Old : 58,145: 17,480 17,898 2,417 29,479 19,265 49,376 39,580: 8,769 18,565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 990: 4,337 -424 95 -2,583 -50 1,849 -379: -859 1,369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.1 30.8 4.2 50.7 33.1 84.9 68.1: 15.1 31.9 Old : 100.0: 30.1 30.8 4.2 50.7 33.1 84.9 68.1: 15.1 31.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 94: 28 15 7 35 27 66 46: Old : 94: 28 15 7 35 27 66 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.2 24.1 37.7 36.8 24.1 23.9 37.6 36.5 Old : 24.2 24.1 37.7 36.8 24.1 23.9 37.6 36.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders - Futures Only, February 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 15,479: 8,565 6,420 0 6,087 8,828 14,652 15,248: 827 231 Old : 15,479: 8,565 6,420 0 6,087 8,828 14,652 15,248: 827 231 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 41.5 0.0 39.3 57.0 94.7 98.5: 5.3 1.5 Old : 100.0: 55.3 41.5 0.0 39.3 57.0 94.7 98.5: 5.3 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 6 4 0 10 2 16 6: Old : 20: 6 4 0 10 2 16 6: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.9 94.7 88.0 98.5 78.9 94.7 88.0 97.0 Old : 78.9 94.7 88.0 98.5 78.9 94.7 88.0 97.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017