MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders - Futures Only, March 07, 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 : 21,708: 3,040 5,124 760 17,528 15,444 21,328 21,328: 380 380 Old : 21,708: 3,040 5,124 760 17,528 15,444 21,328 21,328: 380 380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1,480: 120 -80 0 -1,640 -1,440 -1,520 -1,520: 40 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.0 23.6 3.5 80.7 71.1 98.2 98.2: 1.8 1.8 Old : 100.0: 14.0 23.6 3.5 80.7 71.1 98.2 98.2: 1.8 1.8 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 : 22: 4 5 4 7 8 13 17: Old : 22: 4 5 4 7 8 13 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 : 84.4 56.8 95.1 86.6 83.0 54.9 84.1 78.0 Old : 84.4 56.8 95.1 86.6 83.0 54.9 84.1 78.0 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, March 07, 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 : 5,107: 1,341 1,256 321 2,698 2,705 4,360 4,282: 747 825 Old : 5,107: 1,341 1,256 321 2,698 2,705 4,360 4,282: 747 825 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -458: -159 -158 -58 -154 -161 -371 -377: -87 -81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 24.6 6.3 52.8 53.0 85.4 83.8: 14.6 16.2 Old : 100.0: 26.3 24.6 6.3 52.8 53.0 85.4 83.8: 14.6 16.2 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 : 37: 5 9 8 16 19 27 30: Old : 37: 5 9 8 16 19 27 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 : 54.0 36.2 67.5 52.3 51.9 32.8 62.5 48.0 Old : 54.0 36.2 67.5 52.3 51.9 32.8 62.5 48.0 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, March 07, 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 : 32,054: 21,465 7,321 1,321 6,902 16,313 29,688 24,955: 2,366 7,099 Old : 32,054: 21,465 7,321 1,321 6,902 16,313 29,688 24,955: 2,366 7,099 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -2,736: -1,411 418 -270 -823 -2,032 -2,504 -1,884: -232 -852 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 22.8 4.1 21.5 50.9 92.6 77.9: 7.4 22.1 Old : 100.0: 67.0 22.8 4.1 21.5 50.9 92.6 77.9: 7.4 22.1 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 : 72: 17 24 19 16 25 45 56: Old : 72: 17 24 19 16 25 45 56: 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 : 67.9 32.7 81.4 44.4 67.6 32.7 80.5 43.8 Old : 67.9 32.7 81.4 44.4 67.6 32.7 80.5 43.8 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, March 07, 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 : 7,190: 1,385 707 751 4,360 5,226 6,496 6,684: 694 506 Old : 7,190: 1,385 707 751 4,360 5,226 6,496 6,684: 694 506 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -625: 5 -363 -179 -454 72 -628 -470: 3 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 9.8 10.4 60.6 72.7 90.3 93.0: 9.7 7.0 Old : 100.0: 19.3 9.8 10.4 60.6 72.7 90.3 93.0: 9.7 7.0 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 : 43: 12 4 8 20 20 34 30: Old : 43: 12 4 8 20 20 34 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 : 37.6 40.6 54.8 64.9 36.4 38.9 49.8 59.0 Old : 37.6 40.6 54.8 64.9 36.4 38.9 49.8 59.0 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, March 07, 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 : 216,581: 75,344 44,925 36,959 81,700 99,487 194,003 181,371: 22,578 35,210 Old : 201,596: 70,441 47,918 30,361 80,083 89,872 180,885 168,151: 20,711 33,445 Other: 14,985: 10,756 2,860 745 1,617 9,615 13,118 13,220: 1,867 1,765 : : : : : Changes in Commitments from: February 28, 2017 : : -4,300: -3,605 3,010 119 -1,697 -8,225 -5,183 -5,096: 883 796 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 20.7 17.1 37.7 45.9 89.6 83.7: 10.4 16.3 Old : 100.0: 34.9 23.8 15.1 39.7 44.6 89.7 83.4: 10.3 16.6 Other: 100.0: 71.8 19.1 5.0 10.8 64.2 87.5 88.2: 12.5 11.8 : : : :# Traders : Number of Traders in Each Category : All : 280: 92 75 115 60 77 220 217: Old : 278: 90 83 109 54 76 208 214: Other: 89: 23 21 12 17 34 52 59: :---------------------------------------------------------------------------------------------------- : 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 : 17.5 19.6 29.2 28.4 16.6 19.2 27.4 28.0 Old : 16.6 19.8 28.9 27.5 15.8 19.4 27.0 26.8 Other: 60.9 41.2 69.0 54.1 60.9 41.2 68.2 54.1 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, March 07, 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 : 338,857: 131,766 41,624 56,650 119,335 189,488 307,751 287,762: 31,106 51,095 Old : 338,857: 131,766 41,624 56,650 119,335 189,488 307,751 287,762: 31,106 51,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 3,782: 69 118 1,797 257 650 2,123 2,565: 1,659 1,217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 12.3 16.7 35.2 55.9 90.8 84.9: 9.2 15.1 Old : 100.0: 38.9 12.3 16.7 35.2 55.9 90.8 84.9: 9.2 15.1 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 : 418: 130 85 123 103 153 300 314: Old : 418: 130 85 123 103 153 300 314: 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 : 13.5 19.6 23.9 27.7 13.3 19.2 23.5 25.4 Old : 13.5 19.6 23.9 27.7 13.3 19.2 23.5 25.4 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, March 07, 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 : 5,726: 3,363 1,273 404 479 2,754 4,246 4,431: 1,480 1,295 Old : 5,726: 3,363 1,273 404 479 2,754 4,246 4,431: 1,480 1,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -162: 107 122 -101 12 -183 18 -162: -180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 22.2 7.1 8.4 48.1 74.2 77.4: 25.8 22.6 Old : 100.0: 58.7 22.2 7.1 8.4 48.1 74.2 77.4: 25.8 22.6 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 : 63: 28 11 5 14 20 46 34: Old : 63: 28 11 5 14 20 46 34: 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 : 27.8 28.5 39.3 45.4 27.8 28.5 38.3 44.7 Old : 27.8 28.5 39.3 45.4 27.8 28.5 38.3 44.7 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, March 07, 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 : 50,008: 18,617 12,776 7,805 16,147 12,992 42,569 33,573: 7,439 16,435 Old : 50,008: 18,617 12,776 7,805 16,147 12,992 42,569 33,573: 7,439 16,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -950: -391 523 -1,151 294 -291 -1,248 -919: 298 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 25.5 15.6 32.3 26.0 85.1 67.1: 14.9 32.9 Old : 100.0: 37.2 25.5 15.6 32.3 26.0 85.1 67.1: 14.9 32.9 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 : 203: 56 51 48 51 65 137 143: Old : 203: 56 51 48 51 65 137 143: 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 : 25.4 11.3 39.4 18.8 22.3 8.0 32.2 13.7 Old : 25.4 11.3 39.4 18.8 22.3 8.0 32.2 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, March 07, 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 : 6,316: 444 5,406 136 4,573 440 5,153 5,982: 1,163 334 Old : 6,316: 444 5,406 136 4,573 440 5,153 5,982: 1,163 334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -274: 30 -175 -29 -192 -15 -191 -219: -83 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 85.6 2.2 72.4 7.0 81.6 94.7: 18.4 5.3 Old : 100.0: 7.0 85.6 2.2 72.4 7.0 81.6 94.7: 18.4 5.3 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 : 23: 6 4 3 13 4 19 11: Old : 23: 6 4 3 13 4 19 11: 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 : 55.1 85.6 69.9 93.8 55.1 85.6 69.4 91.1 Old : 55.1 85.6 69.9 93.8 55.1 85.6 69.4 91.1 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, March 07, 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 : 28,426: 7,603 20,232 268 20,055 6,608 27,926 27,108: 500 1,318 Old : 28,426: 7,603 20,232 268 20,055 6,608 27,926 27,108: 500 1,318 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -1: 180 -298 -17 -8 -166 155 -481: -156 480 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 71.2 0.9 70.6 23.2 98.2 95.4: 1.8 4.6 Old : 100.0: 26.7 71.2 0.9 70.6 23.2 98.2 95.4: 1.8 4.6 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 : 59: 17 9 5 22 19 39 33: Old : 59: 17 9 5 22 19 39 33: 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 : 45.4 68.2 66.3 83.2 45.4 68.2 65.7 83.1 Old : 45.4 68.2 66.3 83.2 45.4 68.2 65.7 83.1 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, March 07, 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 : 32,727: 17,635 913 24 11,123 28,818 28,782 29,755: 3,945 2,972 Old : 32,727: 17,635 913 24 11,123 28,818 28,782 29,755: 3,945 2,972 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 3,544: -675 -200 24 2,098 1,656 1,447 1,480: 2,097 2,064 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.9 2.8 0.1 34.0 88.1 87.9 90.9: 12.1 9.1 Old : 100.0: 53.9 2.8 0.1 34.0 88.1 87.9 90.9: 12.1 9.1 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 : 28: 9 5 1 6 9 16 14: Old : 28: 9 5 1 6 9 16 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 : 72.9 76.1 83.7 87.1 72.5 70.5 78.0 80.5 Old : 72.9 76.1 83.7 87.1 72.5 70.5 78.0 80.5 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, March 07, 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 : 147,601: 65,616 36,396 7,670 44,006 72,465 117,292 116,531: 30,309 31,070 Old : 147,601: 65,616 36,396 7,670 44,006 72,465 117,292 116,531: 30,309 31,070 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 12,159: 2,491 3,361 5,807 6,790 -2,376 15,088 6,792: -2,929 5,367 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 24.7 5.2 29.8 49.1 79.5 79.0: 20.5 21.0 Old : 100.0: 44.5 24.7 5.2 29.8 49.1 79.5 79.0: 20.5 21.0 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 : 92: 32 22 13 22 29 58 62: Old : 92: 32 22 13 22 29 58 62: 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 : 27.1 36.7 42.0 46.0 26.3 33.1 38.5 41.5 Old : 27.1 36.7 42.0 46.0 26.3 33.1 38.5 41.5 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, March 07, 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 : 56,508: 12,718 22,734 1,094 35,362 12,607 49,174 36,435: 7,334 20,073 Old : 56,508: 12,718 22,734 1,094 35,362 12,607 49,174 36,435: 7,334 20,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 9,907: 9,149 7,351 490 1,335 -914 10,974 6,927: -1,067 2,980 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 40.2 1.9 62.6 22.3 87.0 64.5: 13.0 35.5 Old : 100.0: 22.5 40.2 1.9 62.6 22.3 87.0 64.5: 13.0 35.5 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 : 49: 10 19 7 13 11 27 34: Old : 49: 10 19 7 13 11 27 34: 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 26.0 69.5 37.2 51.8 25.4 68.7 36.4 Old : 51.8 26.0 69.5 37.2 51.8 25.4 68.7 36.4 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, March 07, 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 : 209,454: 38,707 81,465 11,899 150,931 111,461 201,537 204,825: 7,917 4,629 Old : 209,454: 38,707 81,465 11,899 150,931 111,461 201,537 204,825: 7,917 4,629 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 14,596: -350 -3,375 -201 14,444 18,529 13,893 14,953: 703 -357 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 38.9 5.7 72.1 53.2 96.2 97.8: 3.8 2.2 Old : 100.0: 18.5 38.9 5.7 72.1 53.2 96.2 97.8: 3.8 2.2 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 : 140: 60 39 12 20 28 89 72: Old : 140: 60 39 12 20 28 89 72: 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 : 55.5 40.2 71.1 60.9 47.4 38.1 61.2 53.8 Old : 55.5 40.2 71.1 60.9 47.4 38.1 61.2 53.8 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, March 07, 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 : 262,512: 61,847 143,284 4,341 167,434 75,097 233,622 222,722: 28,890 39,790 Old : 262,512: 61,847 143,284 4,341 167,434 75,097 233,622 222,722: 28,890 39,790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 35,630: 18,518 29,284 -1,713 15,971 3,456 32,776 31,027: 2,854 4,603 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 54.6 1.7 63.8 28.6 89.0 84.8: 11.0 15.2 Old : 100.0: 23.6 54.6 1.7 63.8 28.6 89.0 84.8: 11.0 15.2 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 : 126: 26 50 17 26 42 62 99: Old : 126: 26 50 17 26 42 62 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 : 60.4 32.3 68.8 43.3 60.4 31.6 67.7 42.5 Old : 60.4 32.3 68.8 43.3 60.4 31.6 67.7 42.5 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, March 07, 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 : 217,982: 39,203 93,903 6,635 156,075 71,228 201,913 171,766: 16,069 46,216 Old : 217,982: 39,203 93,903 6,635 156,075 71,228 201,913 171,766: 16,069 46,216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 13,380: 10,191 14,874 855 5,195 -6,392 16,241 9,337: -2,861 4,043 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 43.1 3.0 71.6 32.7 92.6 78.8: 7.4 21.2 Old : 100.0: 18.0 43.1 3.0 71.6 32.7 92.6 78.8: 7.4 21.2 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 : 121: 30 43 18 26 32 67 83: Old : 121: 30 43 18 26 32 67 83: 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 : 48.6 34.0 64.5 50.0 48.6 32.3 64.1 48.2 Old : 48.6 34.0 64.5 50.0 48.6 32.3 64.1 48.2 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, March 07, 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 : 435,309: 137,662 197,163 11,287 228,335 161,564 377,284 370,014: 58,025 65,295 Old : 435,309: 137,662 197,163 11,287 228,335 161,564 377,284 370,014: 58,025 65,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 3,674: -5,922 2,415 301 7,397 -850 1,776 1,866: 1,898 1,808 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 45.3 2.6 52.5 37.1 86.7 85.0: 13.3 15.0 Old : 100.0: 31.6 45.3 2.6 52.5 37.1 86.7 85.0: 13.3 15.0 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 : 241: 68 85 39 64 64 150 170: Old : 241: 68 85 39 64 64 150 170: 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 : 39.3 28.6 50.7 41.5 39.1 28.3 50.4 41.0 Old : 39.3 28.6 50.7 41.5 39.1 28.3 50.4 41.0 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, March 07, 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 : 37,703: 14,202 3,289 285 6,465 22,912 20,952 26,486: 16,751 11,217 Old : 37,703: 14,202 3,289 285 6,465 22,912 20,952 26,486: 16,751 11,217 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 6,755: 1,500 462 -458 -203 711 839 715: 5,916 6,040 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 8.7 0.8 17.1 60.8 55.6 70.2: 44.4 29.8 Old : 100.0: 37.7 8.7 0.8 17.1 60.8 55.6 70.2: 44.4 29.8 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 : 22: 8 4 3 8 8 18 13: Old : 22: 8 4 3 8 8 18 13: 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 : 37.0 62.2 45.4 69.0 36.3 61.0 44.6 67.1 Old : 37.0 62.2 45.4 69.0 36.3 61.0 44.6 67.1 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, March 07, 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 : 31,243: 22,260 4,324 20 6,820 26,191 29,100 30,535: 2,143 708 Old : 31,243: 22,260 4,324 20 6,820 26,191 29,100 30,535: 2,143 708 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 219: -416 240 0 670 -115 254 125: -35 94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 13.8 0.1 21.8 83.8 93.1 97.7: 6.9 2.3 Old : 100.0: 71.2 13.8 0.1 21.8 83.8 93.1 97.7: 6.9 2.3 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 : 30: 11 12 1 4 6 16 18: Old : 30: 11 12 1 4 6 16 18: 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 : 83.0 82.7 89.1 91.6 83.0 80.9 89.1 89.7 Old : 83.0 82.7 89.1 91.6 83.0 80.9 89.1 89.7 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, March 07, 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 : 51,405: 27,207 31,632 1,224 17,135 14,883 45,566 47,739: 5,839 3,666 Old : 51,405: 27,207 31,632 1,224 17,135 14,883 45,566 47,739: 5,839 3,666 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -5,697: -9,991 -2,629 1,004 2,599 -4,994 -6,388 -6,619: 691 922 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.9 61.5 2.4 33.3 29.0 88.6 92.9: 11.4 7.1 Old : 100.0: 52.9 61.5 2.4 33.3 29.0 88.6 92.9: 11.4 7.1 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 : 70: 26 22 7 14 14 44 41: Old : 70: 26 22 7 14 14 44 41: 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 : 28.9 55.6 46.0 71.1 28.7 55.6 45.2 68.8 Old : 28.9 55.6 46.0 71.1 28.7 55.6 45.2 68.8 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, March 07, 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 : 28,816: 8,454 1,262 5,771 13,377 20,973 27,602 28,006: 1,214 810 Old : 28,816: 8,454 1,262 5,771 13,377 20,973 27,602 28,006: 1,214 810 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 1,177: 827 0 365 349 580 1,541 945: -364 232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 4.4 20.0 46.4 72.8 95.8 97.2: 4.2 2.8 Old : 100.0: 29.3 4.4 20.0 46.4 72.8 95.8 97.2: 4.2 2.8 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 : 29: 13 3 5 9 9 23 17: Old : 29: 13 3 5 9 9 23 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 : 71.7 85.0 82.0 93.3 29.7 47.5 37.5 48.7 Old : 71.7 85.0 82.0 93.3 29.7 47.5 37.5 48.7 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, March 07, 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 :13,375,593: 413,948 3,304,373 2,593,059 9,751,776 6,164,185 12,758,783 12,061,617: 616,810 1,313,976 Old :13,375,593: 413,948 3,304,373 2,593,059 9,751,776 6,164,185 12,758,783 12,061,617: 616,810 1,313,976 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 656,314: 20,367 230,913 232,759 347,907 90,680 601,033 554,352: 55,281 101,962 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 24.7 19.4 72.9 46.1 95.4 90.2: 4.6 9.8 Old : 100.0: 3.1 24.7 19.4 72.9 46.1 95.4 90.2: 4.6 9.8 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 : 302: 35 111 114 121 135 243 288: Old : 302: 35 111 114 121 135 243 288: 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 : 41.8 15.9 53.6 24.6 37.8 12.1 43.9 17.0 Old : 41.8 15.9 53.6 24.6 37.8 12.1 43.9 17.0 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, March 07, 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 : 742,520: 128,582 94,109 40,283 484,536 520,113 653,401 654,505: 89,119 88,015 Old : 742,520: 128,582 94,109 40,283 484,536 520,113 653,401 654,505: 89,119 88,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 24,898: 12,556 -1,618 -1,227 10,880 30,886 22,209 28,041: 2,689 -3,143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 12.7 5.4 65.3 70.0 88.0 88.1: 12.0 11.9 Old : 100.0: 17.3 12.7 5.4 65.3 70.0 88.0 88.1: 12.0 11.9 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 : 623: 132 151 89 240 250 415 450: Old : 623: 132 151 89 240 250 415 450: 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 : 12.2 17.1 21.3 23.9 10.4 12.0 18.1 17.8 Old : 12.2 17.1 21.3 23.9 10.4 12.0 18.1 17.8 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, March 07, 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 : 96,235: 15,912 8,966 3,590 51,440 59,428 70,942 71,984: 25,293 24,251 Old : 96,235: 15,912 8,966 3,590 51,440 59,428 70,942 71,984: 25,293 24,251 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 2,123: 4,809 835 -4,442 2,904 9,916 3,271 6,309: -1,148 -4,186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 9.3 3.7 53.5 61.8 73.7 74.8: 26.3 25.2 Old : 100.0: 16.5 9.3 3.7 53.5 61.8 73.7 74.8: 26.3 25.2 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 : 58: 13 3 7 24 28 39 37: Old : 58: 13 3 7 24 28 39 37: 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 : 33.4 33.7 47.4 51.2 33.0 32.5 46.6 47.5 Old : 33.4 33.7 47.4 51.2 33.0 32.5 46.6 47.5 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, March 07, 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 : 3,231,427: 615,518 477,881 131,300 2,165,478 2,303,426 2,912,296 2,912,607: 319,131 318,820 Old : 3,231,427: 615,518 477,881 131,300 2,165,478 2,303,426 2,912,296 2,912,607: 319,131 318,820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 113,876: 36,907 -14,096 17,904 39,881 104,851 94,692 108,659: 19,184 5,217 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 14.8 4.1 67.0 71.3 90.1 90.1: 9.9 9.9 Old : 100.0: 19.0 14.8 4.1 67.0 71.3 90.1 90.1: 9.9 9.9 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 : 615: 129 152 81 232 244 400 440: Old : 615: 129 152 81 232 244 400 440: 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 : 13.5 19.0 23.2 26.1 10.8 13.0 18.7 19.2 Old : 13.5 19.0 23.2 26.1 10.8 13.0 18.7 19.2 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, March 07, 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 : 95,686: 21,292 3,331 2,092 59,285 86,883 82,669 92,306: 13,017 3,380 Old : 95,686: 21,292 3,331 2,092 59,285 86,883 82,669 92,306: 13,017 3,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -597: -786 -153 73 -624 -462 -1,337 -542: 740 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 3.5 2.2 62.0 90.8 86.4 96.5: 13.6 3.5 Old : 100.0: 22.3 3.5 2.2 62.0 90.8 86.4 96.5: 13.6 3.5 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 : 85: 15 5 6 48 34 64 44: Old : 85: 15 5 6 48 34 64 44: 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 : 39.4 43.6 51.3 64.4 39.3 43.4 49.2 64.2 Old : 39.4 43.6 51.3 64.4 39.3 43.4 49.2 64.2 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, March 07, 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 : 46,856: 24,101 9,144 1,511 15,085 30,065 40,697 40,720: 6,159 6,136 Old : 46,856: 24,101 9,144 1,511 15,085 30,065 40,697 40,720: 6,159 6,136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -996: -1,613 187 363 252 -1,495 -997 -945: 2 -51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 19.5 3.2 32.2 64.2 86.9 86.9: 13.1 13.1 Old : 100.0: 51.4 19.5 3.2 32.2 64.2 86.9 86.9: 13.1 13.1 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 : 246: 73 56 23 70 73 157 138: Old : 246: 73 56 23 70 73 157 138: 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 : 25.4 24.5 35.3 38.1 25.1 24.4 33.3 36.7 Old : 25.4 24.5 35.3 38.1 25.1 24.4 33.3 36.7 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, March 07, 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 : 234,280: 120,507 45,718 7,554 75,425 150,327 203,486 203,599: 30,794 30,681 Old : 234,280: 120,507 45,718 7,554 75,425 150,327 203,486 203,599: 30,794 30,681 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : -4,979: -8,063 935 1,817 1,259 -7,477 -4,987 -4,725: 8 -254 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.4 19.5 3.2 32.2 64.2 86.9 86.9: 13.1 13.1 Old : 100.0: 51.4 19.5 3.2 32.2 64.2 86.9 86.9: 13.1 13.1 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 : 246: 73 56 23 70 73 157 138: Old : 246: 73 56 23 70 73 157 138: 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 : 25.4 24.5 35.3 38.1 25.1 24.4 33.3 36.7 Old : 25.4 24.5 35.3 38.1 25.1 24.4 33.3 36.7 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, March 07, 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 : 153,365: 85,221 34,243 10,284 28,980 84,354 124,485 128,881: 28,880 24,484 Old : 153,365: 85,221 34,243 10,284 28,980 84,354 124,485 128,881: 28,880 24,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 11,451: -10,475 -9,538 7,732 14,931 12,244 12,188 10,438: -737 1,013 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.6 22.3 6.7 18.9 55.0 81.2 84.0: 18.8 16.0 Old : 100.0: 55.6 22.3 6.7 18.9 55.0 81.2 84.0: 18.8 16.0 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 : 98: 39 24 15 24 24 70 57: Old : 98: 39 24 15 24 24 70 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 : 33.1 47.8 45.5 59.1 28.6 43.8 38.9 50.5 Old : 33.1 47.8 45.5 59.1 28.6 43.8 38.9 50.5 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, March 07, 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 : 50,129: 12,260 5,629 4,896 23,224 26,426 40,380 36,951: 9,749 13,178 Old : 50,129: 12,260 5,629 4,896 23,224 26,426 40,380 36,951: 9,749 13,178 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 18,086: 1,988 -88 4,757 10,591 7,750 17,336 12,419: 750 5,667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 11.2 9.8 46.3 52.7 80.6 73.7: 19.4 26.3 Old : 100.0: 24.5 11.2 9.8 46.3 52.7 80.6 73.7: 19.4 26.3 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 : 51: 18 7 7 19 10 42 21: Old : 51: 18 7 7 19 10 42 21: 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 : 40.3 49.3 52.7 63.5 30.3 40.1 38.7 45.8 Old : 40.3 49.3 52.7 63.5 30.3 40.1 38.7 45.8 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, March 07, 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 : 79,732: 17,742 28,091 4,192 35,599 19,788 57,533 52,071: 22,199 27,661 Old : 79,732: 17,742 28,091 4,192 35,599 19,788 57,533 52,071: 22,199 27,661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 28, 2017 : : 21,587: 262 10,193 1,775 6,120 523 8,157 12,491: 13,430 9,096 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 35.2 5.3 44.6 24.8 72.2 65.3: 27.8 34.7 Old : 100.0: 22.3 35.2 5.3 44.6 24.8 72.2 65.3: 27.8 34.7 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 : 92: 26 16 16 42 29 76 53: Old : 92: 26 16 16 42 29 76 53: 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 : 19.1 27.8 29.3 39.1 19.0 27.4 29.0 38.6 Old : 19.1 27.8 29.3 39.1 19.0 27.4 29.0 38.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2017