MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders - Futures Only, March 14, 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 : 22,120: 3,560 5,464 640 17,540 15,636 21,740 21,740: 380 380 Old : 22,120: 3,560 5,464 640 17,540 15,636 21,740 21,740: 380 380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 412: 520 340 -120 12 192 412 412: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 24.7 2.9 79.3 70.7 98.3 98.3: 1.7 1.7 Old : 100.0: 16.1 24.7 2.9 79.3 70.7 98.3 98.3: 1.7 1.7 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: 4 5 3 6 8 12 16: Old : 22: 4 5 3 6 8 12 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 : 85.4 55.6 96.1 86.9 84.0 53.9 85.6 78.1 Old : 85.4 55.6 96.1 86.9 84.0 53.9 85.6 78.1 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 14, 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 : 5,420: 1,497 1,156 433 2,700 2,970 4,630 4,559: 790 861 Old : 5,420: 1,497 1,156 433 2,700 2,970 4,630 4,559: 790 861 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 313: 156 -100 112 2 265 270 277: 43 36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 21.3 8.0 49.8 54.8 85.4 84.1: 14.6 15.9 Old : 100.0: 27.6 21.3 8.0 49.8 54.8 85.4 84.1: 14.6 15.9 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 : 37: 5 9 8 17 20 28 31: Old : 37: 5 9 8 17 20 28 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 : 54.2 35.9 67.0 51.7 52.2 32.3 60.4 45.4 Old : 54.2 35.9 67.0 51.7 52.2 32.3 60.4 45.4 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 14, 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 : 33,563: 22,150 8,391 1,579 7,395 16,654 31,124 26,624: 2,439 6,939 Old : 33,563: 22,150 8,391 1,579 7,395 16,654 31,124 26,624: 2,439 6,939 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 1,509: 685 1,070 258 493 341 1,436 1,669: 73 -160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 25.0 4.7 22.0 49.6 92.7 79.3: 7.3 20.7 Old : 100.0: 66.0 25.0 4.7 22.0 49.6 92.7 79.3: 7.3 20.7 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 : 73: 16 26 19 15 25 43 58: Old : 73: 16 26 19 15 25 43 58: 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 : 65.6 32.1 80.1 43.9 65.3 32.1 79.3 43.8 Old : 65.6 32.1 80.1 43.9 65.3 32.1 79.3 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 14, 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 : 7,378: 1,481 779 619 4,605 5,425 6,705 6,823: 673 555 Old : 7,378: 1,481 779 619 4,605 5,425 6,705 6,823: 673 555 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 188: 96 72 -132 245 199 209 139: -21 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 10.6 8.4 62.4 73.5 90.9 92.5: 9.1 7.5 Old : 100.0: 20.1 10.6 8.4 62.4 73.5 90.9 92.5: 9.1 7.5 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 : 44: 12 4 8 22 21 36 31: Old : 44: 12 4 8 22 21 36 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 : 37.3 40.2 54.3 64.3 36.1 38.1 51.1 60.5 Old : 37.3 40.2 54.3 64.3 36.1 38.1 51.1 60.5 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 14, 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 : 216,584: 74,621 44,329 38,396 81,286 99,905 194,303 182,630: 22,281 33,954 Old : 196,609: 67,845 46,205 31,396 77,653 87,886 176,894 165,487: 19,715 31,122 Other: 19,975: 12,598 3,946 1,178 3,633 12,019 17,409 17,143: 2,566 2,832 : : : : : Changes in Commitments from: March 7, 2017 : : 3: -723 -596 1,437 -414 418 300 1,259: -297 -1,256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.5 20.5 17.7 37.5 46.1 89.7 84.3: 10.3 15.7 Old : 100.0: 34.5 23.5 16.0 39.5 44.7 90.0 84.2: 10.0 15.8 Other: 100.0: 63.1 19.8 5.9 18.2 60.2 87.2 85.8: 12.8 14.2 : : : :# Traders : Number of Traders in Each Category : All : 272: 90 70 111 60 76 213 212: Old : 269: 89 75 103 49 76 194 209: Other: 92: 22 22 14 23 36 56 63: :---------------------------------------------------------------------------------------------------- : 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 : 17.3 19.5 29.0 28.4 17.3 19.1 28.3 27.8 Old : 16.9 20.3 29.0 28.3 16.9 19.8 28.2 27.1 Other: 50.2 38.0 62.9 52.8 50.2 38.0 61.9 51.7 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, March 14, 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 : 349,874: 135,968 42,580 62,263 119,060 192,769 317,291 297,612: 32,583 52,262 Old : 349,874: 135,968 42,580 62,263 119,060 192,769 317,291 297,612: 32,583 52,262 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 11,017: 4,202 956 5,613 -275 3,281 9,540 9,850: 1,477 1,167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 12.2 17.8 34.0 55.1 90.7 85.1: 9.3 14.9 Old : 100.0: 38.9 12.2 17.8 34.0 55.1 90.7 85.1: 9.3 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 : 436: 139 81 133 108 156 319 330: Old : 436: 139 81 133 108 156 319 330: 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 : 13.1 18.9 23.3 26.8 13.0 18.6 22.6 24.7 Old : 13.1 18.9 23.3 26.8 13.0 18.6 22.6 24.7 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 14, 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 : 4,957: 2,719 1,257 449 456 2,245 3,624 3,951: 1,333 1,006 Old : 4,957: 2,719 1,257 449 456 2,245 3,624 3,951: 1,333 1,006 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -769: -644 -16 45 -23 -509 -622 -480: -147 -289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 25.4 9.1 9.2 45.3 73.1 79.7: 26.9 20.3 Old : 100.0: 54.9 25.4 9.1 9.2 45.3 73.1 79.7: 26.9 20.3 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 : 58: 27 9 8 13 17 45 32: Old : 58: 27 9 8 13 17 45 32: 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 : 30.2 33.5 41.5 52.4 29.9 33.2 39.1 50.3 Old : 30.2 33.5 41.5 52.4 29.9 33.2 39.1 50.3 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 14, 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 : 49,791: 19,999 11,447 8,142 14,867 12,956 43,008 32,545: 6,783 17,246 Old : 49,791: 19,999 11,447 8,142 14,867 12,956 43,008 32,545: 6,783 17,246 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -217: 1,382 -1,329 337 -1,280 -36 439 -1,028: -656 811 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 23.0 16.4 29.9 26.0 86.4 65.4: 13.6 34.6 Old : 100.0: 40.2 23.0 16.4 29.9 26.0 86.4 65.4: 13.6 34.6 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 : 206: 57 53 54 45 67 140 146: Old : 206: 57 53 54 45 67 140 146: 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 : 25.6 9.5 39.0 17.3 22.9 7.9 33.3 13.6 Old : 25.6 9.5 39.0 17.3 22.9 7.9 33.3 13.6 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 14, 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 : 6,369: 471 5,582 126 4,535 321 5,132 6,029: 1,237 340 Old : 6,369: 471 5,582 126 4,535 321 5,132 6,029: 1,237 340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 53: 27 176 -10 -38 -119 -21 47: 74 6 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 87.6 2.0 71.2 5.0 80.6 94.7: 19.4 5.3 Old : 100.0: 7.4 87.6 2.0 71.2 5.0 80.6 94.7: 19.4 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 : 22: 7 4 4 11 3 18 11: Old : 22: 7 4 4 11 3 18 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 : 54.7 87.6 70.4 94.3 54.7 87.6 70.4 91.3 Old : 54.7 87.6 70.4 94.3 54.7 87.6 70.4 91.3 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 14, 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 : 29,476: 7,864 20,915 285 20,863 6,809 29,012 28,009: 464 1,467 Old : 29,476: 7,864 20,915 285 20,863 6,809 29,012 28,009: 464 1,467 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 1,050: 261 683 17 808 201 1,086 901: -36 149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 71.0 1.0 70.8 23.1 98.4 95.0: 1.6 5.0 Old : 100.0: 26.7 71.0 1.0 70.8 23.1 98.4 95.0: 1.6 5.0 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 : 62: 18 10 5 23 20 41 35: Old : 62: 18 10 5 23 20 41 35: 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 : 44.8 67.8 66.5 82.4 44.8 67.8 65.9 82.3 Old : 44.8 67.8 66.5 82.4 44.8 67.8 65.9 82.3 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 14, 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 : 33,946: 18,169 750 101 13,733 32,274 32,003 33,125: 1,943 821 Old : 33,946: 18,169 750 101 13,733 32,274 32,003 33,125: 1,943 821 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 1,219: 534 -163 77 2,610 3,456 3,221 3,370: -2,002 -2,151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 2.2 0.3 40.5 95.1 94.3 97.6: 5.7 2.4 Old : 100.0: 53.5 2.2 0.3 40.5 95.1 94.3 97.6: 5.7 2.4 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 : 31: 12 5 1 8 9 20 15: Old : 31: 12 5 1 8 9 20 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 : 73.2 81.8 84.2 94.2 65.2 68.0 71.4 77.4 Old : 73.2 81.8 84.2 94.2 65.2 68.0 71.4 77.4 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 14, 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 : 176,379: 74,620 53,162 2,118 73,482 86,268 150,220 141,548: 26,159 34,831 Old : 176,379: 74,620 53,162 2,118 73,482 86,268 150,220 141,548: 26,159 34,831 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 28,778: 9,004 16,766 -5,552 29,476 13,803 32,928 25,017: -4,150 3,761 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 30.1 1.2 41.7 48.9 85.2 80.3: 14.8 19.7 Old : 100.0: 42.3 30.1 1.2 41.7 48.9 85.2 80.3: 14.8 19.7 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 : 102: 30 29 13 26 31 60 70: Old : 102: 30 29 13 26 31 60 70: 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 : 36.0 35.3 56.5 45.2 31.7 20.3 40.4 28.9 Old : 36.0 35.3 56.5 45.2 31.7 20.3 40.4 28.9 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 14, 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 : 45,623: 12,950 21,947 687 25,176 3,608 38,813 26,242: 6,810 19,381 Old : 45,623: 12,950 21,947 687 25,176 3,608 38,813 26,242: 6,810 19,381 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -10,885: 232 -787 -407 -10,186 -8,999 -10,361 -10,193: -524 -692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 48.1 1.5 55.2 7.9 85.1 57.5: 14.9 42.5 Old : 100.0: 28.4 48.1 1.5 55.2 7.9 85.1 57.5: 14.9 42.5 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 : 42: 11 17 6 10 5 25 24: Old : 42: 11 17 6 10 5 25 24: 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 26.8 69.0 39.1 51.8 26.7 68.8 39.0 Old : 51.8 26.8 69.0 39.1 51.8 26.7 68.8 39.0 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 14, 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 : 169,900: 51,271 56,738 921 110,820 108,674 163,012 166,333: 6,888 3,567 Old : 169,900: 51,271 56,738 921 110,820 108,674 163,012 166,333: 6,888 3,567 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -39,554: 12,564 -24,727 -10,978 -40,111 -2,787 -38,525 -38,492: -1,029 -1,062 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 33.4 0.5 65.2 64.0 95.9 97.9: 4.1 2.1 Old : 100.0: 30.2 33.4 0.5 65.2 64.0 95.9 97.9: 4.1 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 : 134: 55 43 9 17 26 77 73: Old : 134: 55 43 9 17 26 77 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 : 57.5 46.3 74.4 63.8 57.5 46.3 74.4 63.8 Old : 57.5 46.3 74.4 63.8 57.5 46.3 74.4 63.8 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 14, 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 : 259,945: 42,367 149,484 3,547 187,680 65,561 233,594 218,592: 26,351 41,353 Old : 259,945: 42,367 149,484 3,547 187,680 65,561 233,594 218,592: 26,351 41,353 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -2,567: -19,480 6,200 -794 20,246 -9,536 -28 -4,130: -2,539 1,563 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 57.5 1.4 72.2 25.2 89.9 84.1: 10.1 15.9 Old : 100.0: 16.3 57.5 1.4 72.2 25.2 89.9 84.1: 10.1 15.9 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 : 123: 27 48 14 24 38 59 92: Old : 123: 27 48 14 24 38 59 92: 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 : 65.8 34.4 72.0 46.3 65.3 33.6 71.4 45.5 Old : 65.8 34.4 72.0 46.3 65.3 33.6 71.4 45.5 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 14, 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 : 202,647: 35,563 106,860 2,546 148,132 48,390 186,241 157,796: 16,406 44,851 Old : 202,647: 35,563 106,860 2,546 148,132 48,390 186,241 157,796: 16,406 44,851 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -15,335: -3,640 12,957 -4,089 -7,943 -22,838 -15,672 -13,970: 337 -1,365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 52.7 1.3 73.1 23.9 91.9 77.9: 8.1 22.1 Old : 100.0: 17.5 52.7 1.3 73.1 23.9 91.9 77.9: 8.1 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 : 125: 29 48 10 27 34 62 86: Old : 125: 29 48 10 27 34 62 86: 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 : 54.8 36.8 65.1 46.9 54.1 36.8 64.5 46.3 Old : 54.8 36.8 65.1 46.9 54.1 36.8 64.5 46.3 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 14, 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 : 381,474: 148,272 189,299 9,409 166,321 128,708 324,002 327,416: 57,472 54,058 Old : 381,474: 148,272 189,299 9,409 166,321 128,708 324,002 327,416: 57,472 54,058 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -53,835: 10,610 -7,864 -1,878 -62,014 -32,856 -53,282 -42,598: -553 -11,237 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 49.6 2.5 43.6 33.7 84.9 85.8: 15.1 14.2 Old : 100.0: 38.9 49.6 2.5 43.6 33.7 84.9 85.8: 15.1 14.2 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 : 238: 70 84 34 55 58 140 161: Old : 238: 70 84 34 55 58 140 161: 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 : 35.1 27.3 45.8 39.1 34.9 27.2 45.4 38.9 Old : 35.1 27.3 45.8 39.1 34.9 27.2 45.4 38.9 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 14, 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 : 33,794: 15,555 5,323 382 5,919 23,787 21,856 29,492: 11,938 4,302 Old : 33,794: 15,555 5,323 382 5,919 23,787 21,856 29,492: 11,938 4,302 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -3,909: 1,353 2,034 97 -546 875 904 3,006: -4,813 -6,915 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 15.8 1.1 17.5 70.4 64.7 87.3: 35.3 12.7 Old : 100.0: 46.0 15.8 1.1 17.5 70.4 64.7 87.3: 35.3 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 : 24: 8 5 2 8 8 17 14: Old : 24: 8 5 2 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 : 42.5 76.8 53.1 84.6 41.9 76.8 52.2 83.9 Old : 42.5 76.8 53.1 84.6 41.9 76.8 52.2 83.9 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 14, 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 : 28,865: 19,629 3,784 231 6,968 24,178 26,828 28,193: 2,037 672 Old : 28,865: 19,629 3,784 231 6,968 24,178 26,828 28,193: 2,037 672 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -2,378: -2,631 -540 211 148 -2,013 -2,272 -2,342: -106 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.0 13.1 0.8 24.1 83.8 92.9 97.7: 7.1 2.3 Old : 100.0: 68.0 13.1 0.8 24.1 83.8 92.9 97.7: 7.1 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 : 32: 14 11 2 4 6 19 18: Old : 32: 14 11 2 4 6 19 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 : 77.0 82.2 85.9 90.3 77.0 80.4 85.1 88.4 Old : 77.0 82.2 85.9 90.3 77.0 80.4 85.1 88.4 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 14, 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 : 34,986: 19,509 25,114 60 11,330 5,927 30,899 31,101: 4,087 3,885 Old : 34,986: 19,509 25,114 60 11,330 5,927 30,899 31,101: 4,087 3,885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -16,419: -7,698 -6,518 -1,164 -5,805 -8,956 -14,667 -16,638: -1,752 219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.8 71.8 0.2 32.4 16.9 88.3 88.9: 11.7 11.1 Old : 100.0: 55.8 71.8 0.2 32.4 16.9 88.3 88.9: 11.7 11.1 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 : 59: 20 23 3 10 9 31 34: Old : 59: 20 23 3 10 9 31 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 : 33.0 57.0 54.3 69.0 33.0 57.0 53.5 66.7 Old : 33.0 57.0 54.3 69.0 33.0 57.0 53.5 66.7 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 14, 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 : 26,628: 5,656 1,487 4,418 15,304 19,763 25,378 25,668: 1,250 960 Old : 26,628: 5,656 1,487 4,418 15,304 19,763 25,378 25,668: 1,250 960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -2,188: -2,798 225 -1,353 1,927 -1,210 -2,224 -2,338: 36 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 5.6 16.6 57.5 74.2 95.3 96.4: 4.7 3.6 Old : 100.0: 21.2 5.6 16.6 57.5 74.2 95.3 96.4: 4.7 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 : 24: 11 4 2 7 5 18 11: Old : 24: 11 4 2 7 5 18 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 : 78.1 87.9 87.0 95.5 40.5 54.0 48.4 56.2 Old : 78.1 87.9 87.0 95.5 40.5 54.0 48.4 56.2 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, March 14, 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 :12,331,481: 331,192 3,311,414 2,300,447 9,125,250 5,495,916 11,756,889 11,107,777: 574,592 1,223,704 Old :12,331,481: 331,192 3,311,414 2,300,447 9,125,250 5,495,916 11,756,889 11,107,777: 574,592 1,223,704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : :-1,044,112: -82,756 7,041 -292,612 -626,526 -668,269 -1,001,894 -953,840: -42,218 -90,272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 26.9 18.7 74.0 44.6 95.3 90.1: 4.7 9.9 Old : 100.0: 2.7 26.9 18.7 74.0 44.6 95.3 90.1: 4.7 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 : 296: 32 112 111 112 133 234 281: Old : 296: 32 112 111 112 133 234 281: 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 : 42.8 15.8 55.1 24.1 38.8 12.3 46.2 17.6 Old : 42.8 15.8 55.1 24.1 38.8 12.3 46.2 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, March 14, 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 : 801,763: 138,375 97,652 43,287 530,425 579,453 712,087 720,391: 89,676 81,371 Old : 801,763: 138,375 97,652 43,287 530,425 579,453 712,087 720,391: 89,676 81,371 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 59,242: 9,792 3,543 3,003 45,890 59,340 58,685 65,886: 557 -6,644 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 12.2 5.4 66.2 72.3 88.8 89.9: 11.2 10.1 Old : 100.0: 17.3 12.2 5.4 66.2 72.3 88.8 89.9: 11.2 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 : 616: 124 149 90 247 262 419 457: Old : 616: 124 149 90 247 262 419 457: 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 : 14.0 15.2 23.0 22.9 10.3 11.7 18.0 17.0 Old : 14.0 15.2 23.0 22.9 10.3 11.7 18.0 17.0 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 14, 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 : 93,286: 19,037 10,687 1,039 44,570 60,811 64,646 72,537: 28,640 20,749 Old : 93,286: 19,037 10,687 1,039 44,570 60,811 64,646 72,537: 28,640 20,749 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -2,949: 3,125 1,721 -2,551 -6,870 1,383 -6,296 553: 3,347 -3,502 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 11.5 1.1 47.8 65.2 69.3 77.8: 30.7 22.2 Old : 100.0: 20.4 11.5 1.1 47.8 65.2 69.3 77.8: 30.7 22.2 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 : 53: 10 4 6 23 27 35 35: Old : 53: 10 4 6 23 27 35 35: 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 : 38.3 36.0 50.0 55.0 38.0 34.4 48.3 51.8 Old : 38.3 36.0 50.0 55.0 38.0 34.4 48.3 51.8 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 14, 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 : 3,542,383: 649,218 487,353 158,709 2,429,276 2,593,209 3,237,203 3,239,271: 305,180 303,112 Old : 3,542,383: 649,218 487,353 158,709 2,429,276 2,593,209 3,237,203 3,239,271: 305,180 303,112 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 310,956: 33,700 9,472 27,409 263,798 289,783 324,907 326,664: -13,951 -15,708 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 13.8 4.5 68.6 73.2 91.4 91.4: 8.6 8.6 Old : 100.0: 18.3 13.8 4.5 68.6 73.2 91.4 91.4: 8.6 8.6 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 : 610: 121 150 85 242 259 408 453: Old : 610: 121 150 85 242 259 408 453: 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 : 14.0 16.6 23.5 23.8 9.7 12.7 17.4 18.4 Old : 14.0 16.6 23.5 23.8 9.7 12.7 17.4 18.4 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 14, 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 : 102,751: 21,525 3,078 1,146 66,195 95,391 88,866 99,615: 13,885 3,136 Old : 102,751: 21,525 3,078 1,146 66,195 95,391 88,866 99,615: 13,885 3,136 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 7,065: 233 -253 -946 6,910 8,508 6,197 7,309: 868 -244 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 3.0 1.1 64.4 92.8 86.5 96.9: 13.5 3.1 Old : 100.0: 20.9 3.0 1.1 64.4 92.8 86.5 96.9: 13.5 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 : 82: 13 5 6 49 35 65 44: Old : 82: 13 5 6 49 35 65 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 : 38.9 42.4 50.4 63.3 37.0 40.6 47.6 60.0 Old : 38.9 42.4 50.4 63.3 37.0 40.6 47.6 60.0 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 14, 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 : 60,922: 24,038 9,215 1,696 27,608 42,829 53,342 53,740: 7,579 7,181 Old : 60,922: 24,038 9,215 1,696 27,608 42,829 53,342 53,740: 7,579 7,181 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 14,066: -63 72 185 12,523 12,764 12,645 13,020: 1,420 1,045 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 15.1 2.8 45.3 70.3 87.6 88.2: 12.4 11.8 Old : 100.0: 39.5 15.1 2.8 45.3 70.3 87.6 88.2: 12.4 11.8 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 : 242: 73 53 26 72 83 157 150: Old : 242: 73 53 26 72 83 157 150: 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 : 27.3 32.8 39.7 44.4 18.8 19.6 26.1 28.9 Old : 27.3 32.8 39.7 44.4 18.8 19.6 26.1 28.9 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 14, 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 : 304,608: 120,192 46,076 8,479 138,041 214,146 266,712 268,701: 37,896 35,907 Old : 304,608: 120,192 46,076 8,479 138,041 214,146 266,712 268,701: 37,896 35,907 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : 70,328: -315 358 925 62,616 63,819 63,226 65,102: 7,102 5,226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 15.1 2.8 45.3 70.3 87.6 88.2: 12.4 11.8 Old : 100.0: 39.5 15.1 2.8 45.3 70.3 87.6 88.2: 12.4 11.8 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 : 242: 73 53 26 72 83 157 150: Old : 242: 73 53 26 72 83 157 150: 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 : 27.3 32.8 39.7 44.4 18.8 19.6 26.1 28.9 Old : 27.3 32.8 39.7 44.4 18.8 19.6 26.1 28.9 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 14, 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 : 114,008: 73,553 30,288 2,877 11,853 57,341 88,283 90,506: 25,725 23,502 Old : 114,008: 73,553 30,288 2,877 11,853 57,341 88,283 90,506: 25,725 23,502 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -39,357: -11,668 -3,955 -7,407 -17,127 -27,013 -36,202 -38,375: -3,155 -982 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 26.6 2.5 10.4 50.3 77.4 79.4: 22.6 20.6 Old : 100.0: 64.5 26.6 2.5 10.4 50.3 77.4 79.4: 22.6 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 : 90: 33 26 11 16 20 56 50: Old : 90: 33 26 11 16 20 56 50: 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 : 33.8 38.9 48.2 53.7 33.8 38.9 48.2 52.8 Old : 33.8 38.9 48.2 53.7 33.8 38.9 48.2 52.8 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 14, 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 : 33,999: 12,624 6,868 0 13,033 18,179 25,657 25,047: 8,342 8,952 Old : 33,999: 12,624 6,868 0 13,033 18,179 25,657 25,047: 8,342 8,952 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -16,130: 364 1,239 -4,896 -10,191 -8,247 -14,723 -11,904: -1,407 -4,226 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 20.2 0.0 38.3 53.5 75.5 73.7: 24.5 26.3 Old : 100.0: 37.1 20.2 0.0 38.3 53.5 75.5 73.7: 24.5 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 : 47: 18 7 0 15 9 33 16: Old : 47: 18 7 0 15 9 33 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 : 37.1 55.5 48.5 67.8 37.1 55.5 48.5 67.8 Old : 37.1 55.5 48.5 67.8 37.1 55.5 48.5 67.8 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 14, 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 : 55,786: 19,711 6,240 1,075 23,921 11,897 44,707 19,212: 11,079 36,574 Old : 55,786: 19,711 6,240 1,075 23,921 11,897 44,707 19,212: 11,079 36,574 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 7, 2017 : : -23,946: 1,969 -21,851 -3,117 -11,678 -7,891 -12,826 -32,859: -11,120 8,913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 11.2 1.9 42.9 21.3 80.1 34.4: 19.9 65.6 Old : 100.0: 35.3 11.2 1.9 42.9 21.3 80.1 34.4: 19.9 65.6 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 : 67: 21 9 4 25 19 48 30: Old : 67: 21 9 4 25 19 48 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 : 26.6 12.8 41.1 19.7 26.6 11.7 41.1 17.5 Old : 26.6 12.8 41.1 19.7 26.6 11.7 41.1 17.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2017