MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders - Futures Only, March 21, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 25 METRIC TONS) : : : : All : 23,272: 3,580 6,108 720 18,892 16,384 23,192 23,212: 80 60 Old : 23,272: 3,580 6,108 720 18,892 16,384 23,192 23,212: 80 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,152: 20 644 80 1,352 748 1,452 1,472: -300 -320 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 26.2 3.1 81.2 70.4 99.7 99.7: 0.3 0.3 Old : 100.0: 15.4 26.2 3.1 81.2 70.4 99.7 99.7: 0.3 0.3 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: 3 7 4 8 8 14 18: Old : 23: 3 7 4 8 8 14 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 : 83.4 55.8 96.7 87.3 81.0 54.9 82.2 73.9 Old : 83.4 55.8 96.7 87.3 81.0 54.9 82.2 73.9 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 21, 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 : 5,934: 1,674 1,181 432 2,940 3,419 5,046 5,032: 888 902 Old : 5,934: 1,674 1,181 432 2,940 3,419 5,046 5,032: 888 902 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 514: 177 25 -1 240 449 416 473: 98 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 19.9 7.3 49.5 57.6 85.0 84.8: 15.0 15.2 Old : 100.0: 28.2 19.9 7.3 49.5 57.6 85.0 84.8: 15.0 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 : 38: 6 8 8 18 20 29 31: Old : 38: 6 8 8 18 20 29 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 : 55.6 34.0 67.3 49.1 54.1 30.2 61.9 43.0 Old : 55.6 34.0 67.3 49.1 54.1 30.2 61.9 43.0 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 21, 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 : 35,214: 23,138 10,015 1,376 7,917 16,973 32,431 28,364: 2,783 6,850 Old : 35,214: 23,138 10,015 1,376 7,917 16,973 32,431 28,364: 2,783 6,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,651: 988 1,624 -203 522 319 1,307 1,740: 344 -89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 28.4 3.9 22.5 48.2 92.1 80.5: 7.9 19.5 Old : 100.0: 65.7 28.4 3.9 22.5 48.2 92.1 80.5: 7.9 19.5 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 : 78: 16 29 21 16 27 45 64: Old : 78: 16 29 21 16 27 45 64: 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 : 64.3 31.8 79.9 44.3 64.1 31.8 79.5 44.2 Old : 64.3 31.8 79.9 44.3 64.1 31.8 79.5 44.2 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 21, 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 : 7,483: 1,414 869 635 4,761 5,360 6,810 6,864: 673 619 Old : 7,483: 1,414 869 635 4,761 5,360 6,810 6,864: 673 619 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 105: -67 90 16 156 -65 105 41: 0 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 11.6 8.5 63.6 71.6 91.0 91.7: 9.0 8.3 Old : 100.0: 18.9 11.6 8.5 63.6 71.6 91.0 91.7: 9.0 8.3 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 : 45: 12 5 8 23 21 37 32: Old : 45: 12 5 8 23 21 37 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 : 37.5 39.6 53.9 63.6 36.2 37.5 51.0 59.5 Old : 37.5 39.6 53.9 63.6 36.2 37.5 51.0 59.5 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 21, 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 : 217,286: 75,714 41,491 37,526 82,121 103,568 195,361 182,585: 21,925 34,701 Old : 195,641: 68,598 43,224 30,251 77,794 90,608 176,643 164,083: 18,998 31,558 Other: 21,645: 12,894 4,045 1,497 4,327 12,960 18,718 18,502: 2,927 3,143 : : : : : Changes in Commitments from: March 14, 2017 : : 702: 1,093 -2,838 -870 835 3,663 1,058 -45: -356 747 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 19.1 17.3 37.8 47.7 89.9 84.0: 10.1 16.0 Old : 100.0: 35.1 22.1 15.5 39.8 46.3 90.3 83.9: 9.7 16.1 Other: 100.0: 59.6 18.7 6.9 20.0 59.9 86.5 85.5: 13.5 14.5 : : : :# Traders : Number of Traders in Each Category : All : 270: 96 62 104 65 78 220 202: Old : 268: 98 66 96 53 77 200 199: Other: 94: 20 25 16 26 38 58 68: :---------------------------------------------------------------------------------------------------- : 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 : 17.6 21.3 28.6 29.8 17.6 20.2 28.1 28.5 Old : 17.1 22.3 29.2 29.9 17.1 21.1 28.7 27.9 Other: 47.8 36.5 60.4 50.4 47.7 36.5 59.8 49.3 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, March 21, 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 : 367,767: 145,983 42,807 67,417 123,101 203,364 336,501 313,588: 31,266 54,179 Old : 367,767: 145,983 42,807 67,417 123,101 203,364 336,501 313,588: 31,266 54,179 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 17,893: 10,015 227 5,154 4,041 10,595 19,210 15,976: -1,317 1,917 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 11.6 18.3 33.5 55.3 91.5 85.3: 8.5 14.7 Old : 100.0: 39.7 11.6 18.3 33.5 55.3 91.5 85.3: 8.5 14.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 444: 142 81 136 114 161 331 336: Old : 444: 142 81 136 114 161 331 336: 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 : 13.4 19.1 23.3 27.2 13.4 18.9 22.6 24.8 Old : 13.4 19.1 23.3 27.2 13.4 18.9 22.6 24.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, March 21, 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 : 5,037: 2,547 1,277 502 581 2,225 3,630 4,004: 1,407 1,033 Old : 5,037: 2,547 1,277 502 581 2,225 3,630 4,004: 1,407 1,033 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 80: -172 20 53 125 -20 6 53: 74 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 25.4 10.0 11.5 44.2 72.1 79.5: 27.9 20.5 Old : 100.0: 50.6 25.4 10.0 11.5 44.2 72.1 79.5: 27.9 20.5 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 : 60: 24 11 10 13 20 45 36: Old : 60: 24 11 10 13 20 45 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 33.4 40.4 52.2 28.8 32.8 37.5 50.4 Old : 29.2 33.4 40.4 52.2 28.8 32.8 37.5 50.4 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 21, 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 : 55,188: 23,213 10,888 9,435 15,938 15,270 48,586 35,593: 6,602 19,595 Old : 55,188: 23,213 10,888 9,435 15,938 15,270 48,586 35,593: 6,602 19,595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 5,397: 3,214 -559 1,293 1,071 2,314 5,578 3,048: -181 2,349 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.1 19.7 17.1 28.9 27.7 88.0 64.5: 12.0 35.5 Old : 100.0: 42.1 19.7 17.1 28.9 27.7 88.0 64.5: 12.0 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 : 227: 63 56 56 46 80 150 162: Old : 227: 63 56 56 46 80 150 162: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.8 8.7 36.2 16.2 21.6 8.0 31.2 13.6 Old : 23.8 8.7 36.2 16.2 21.6 8.0 31.2 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 21, 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 : 6,577: 556 5,830 101 4,619 360 5,276 6,291: 1,301 286 Old : 6,577: 556 5,830 101 4,619 360 5,276 6,291: 1,301 286 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 208: 85 248 -25 84 39 144 262: 64 -54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 88.6 1.5 70.2 5.5 80.2 95.7: 19.8 4.3 Old : 100.0: 8.5 88.6 1.5 70.2 5.5 80.2 95.7: 19.8 4.3 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 3 11 3 18 10: Old : 22: 7 4 3 11 3 18 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 88.6 70.5 95.2 53.8 88.6 70.5 93.3 Old : 53.8 88.6 70.5 95.2 53.8 88.6 70.5 93.3 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 21, 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 : 30,739: 7,986 22,126 312 22,019 6,815 30,317 29,253: 422 1,486 Old : 30,739: 7,986 22,126 312 22,019 6,815 30,317 29,253: 422 1,486 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,263: 122 1,211 27 1,156 6 1,305 1,244: -42 19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 72.0 1.0 71.6 22.2 98.6 95.2: 1.4 4.8 Old : 100.0: 26.0 72.0 1.0 71.6 22.2 98.6 95.2: 1.4 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 18 11 6 23 20 41 37: Old : 63: 18 11 6 23 20 41 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 : 42.5 68.3 65.0 82.5 42.5 68.3 64.5 82.4 Old : 42.5 68.3 65.0 82.5 42.5 68.3 64.5 82.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, March 21, 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 : 28,263: 19,800 1,157 0 7,136 26,366 26,936 27,523: 1,327 740 Old : 28,263: 19,800 1,157 0 7,136 26,366 26,936 27,523: 1,327 740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -5,683: 1,631 407 -101 -6,597 -5,908 -5,067 -5,602: -616 -81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 4.1 0.0 25.2 93.3 95.3 97.4: 4.7 2.6 Old : 100.0: 70.1 4.1 0.0 25.2 93.3 95.3 97.4: 4.7 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 11 6 0 7 9 18 15: Old : 31: 11 6 0 7 9 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.1 85.3 88.1 93.6 81.1 85.3 87.6 93.4 Old : 81.1 85.3 88.1 93.6 81.1 85.3 87.6 93.4 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 21, 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 : 119,123: 30,293 54,696 3,640 60,428 27,964 94,361 86,300: 24,762 32,823 Old : 119,123: 30,293 54,696 3,640 60,428 27,964 94,361 86,300: 24,762 32,823 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -57,256: -44,327 1,534 1,522 -13,054 -58,304 -55,859 -55,248: -1,397 -2,008 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 45.9 3.1 50.7 23.5 79.2 72.4: 20.8 27.6 Old : 100.0: 25.4 45.9 3.1 50.7 23.5 79.2 72.4: 20.8 27.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 27 30 15 21 22 53 62: Old : 88: 27 30 15 21 22 53 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 : 36.2 26.4 49.3 39.8 35.7 26.4 47.5 39.8 Old : 36.2 26.4 49.3 39.8 35.7 26.4 47.5 39.8 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 21, 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 : 42,613: 9,089 21,068 1,166 24,622 3,265 34,877 25,499: 7,736 17,114 Old : 42,613: 9,089 21,068 1,166 24,622 3,265 34,877 25,499: 7,736 17,114 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -3,010: -3,861 -879 479 -554 -343 -3,936 -743: 926 -2,267 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 49.4 2.7 57.8 7.7 81.8 59.8: 18.2 40.2 Old : 100.0: 21.3 49.4 2.7 57.8 7.7 81.8 59.8: 18.2 40.2 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 : 40: 11 16 9 10 5 26 25: Old : 40: 11 16 9 10 5 26 25: 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 : 51.5 30.7 66.0 42.5 51.5 30.4 65.8 42.2 Old : 51.5 30.7 66.0 42.5 51.5 30.4 65.8 42.2 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 21, 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 : 176,764: 57,730 61,011 1,338 109,415 110,203 168,483 172,552: 8,281 4,212 Old : 176,764: 57,730 61,011 1,338 109,415 110,203 168,483 172,552: 8,281 4,212 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 6,864: 6,459 4,273 417 -1,405 1,529 5,471 6,219: 1,393 645 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 34.5 0.8 61.9 62.3 95.3 97.6: 4.7 2.4 Old : 100.0: 32.7 34.5 0.8 61.9 62.3 95.3 97.6: 4.7 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 : 134: 60 36 7 16 26 81 64: Old : 134: 60 36 7 16 26 81 64: 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 : 53.9 50.3 72.4 67.6 53.9 50.3 72.4 67.6 Old : 53.9 50.3 72.4 67.6 53.9 50.3 72.4 67.6 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 21, 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 : 252,480: 32,586 140,430 7,115 187,036 67,165 226,737 214,710: 25,743 37,770 Old : 252,480: 32,586 140,430 7,115 187,036 67,165 226,737 214,710: 25,743 37,770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -7,465: -9,781 -9,054 3,568 -644 1,604 -6,857 -3,882: -608 -3,583 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 55.6 2.8 74.1 26.6 89.8 85.0: 10.2 15.0 Old : 100.0: 12.9 55.6 2.8 74.1 26.6 89.8 85.0: 10.2 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 : 126: 25 50 20 27 39 65 96: Old : 126: 25 50 20 27 39 65 96: 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 : 67.1 34.7 73.3 46.2 66.6 33.9 72.7 45.3 Old : 67.1 34.7 73.3 46.2 66.6 33.9 72.7 45.3 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 21, 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 : 191,626: 35,039 102,026 2,653 135,159 45,684 172,851 150,363: 18,775 41,263 Old : 191,626: 35,039 102,026 2,653 135,159 45,684 172,851 150,363: 18,775 41,263 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -11,021: -524 -4,834 107 -12,973 -2,706 -13,390 -7,433: 2,369 -3,588 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 53.2 1.4 70.5 23.8 90.2 78.5: 9.8 21.5 Old : 100.0: 18.3 53.2 1.4 70.5 23.8 90.2 78.5: 9.8 21.5 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 : 116: 34 36 11 27 32 66 74: Old : 116: 34 36 11 27 32 66 74: 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 : 53.7 37.0 64.5 48.7 53.0 37.0 63.9 48.3 Old : 53.7 37.0 64.5 48.7 53.0 37.0 63.9 48.3 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 21, 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 : 406,717: 159,590 179,252 10,076 176,574 160,480 346,240 349,808: 60,477 56,909 Old : 406,717: 159,590 179,252 10,076 176,574 160,480 346,240 349,808: 60,477 56,909 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 25,243: 11,318 -10,047 667 10,253 31,772 22,238 22,392: 3,005 2,851 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.2 44.1 2.5 43.4 39.5 85.1 86.0: 14.9 14.0 Old : 100.0: 39.2 44.1 2.5 43.4 39.5 85.1 86.0: 14.9 14.0 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 : 246: 78 82 34 60 62 152 164: Old : 246: 78 82 34 60 62 152 164: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 28.3 42.8 40.8 32.4 28.1 42.4 40.6 Old : 32.7 28.3 42.8 40.8 32.4 28.1 42.4 40.6 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 21, 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 : 34,725: 16,303 5,570 314 6,000 23,835 22,617 29,719: 12,108 5,006 Old : 34,725: 16,303 5,570 314 6,000 23,835 22,617 29,719: 12,108 5,006 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 931: 748 247 -68 81 48 761 227: 170 704 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.9 16.0 0.9 17.3 68.6 65.1 85.6: 34.9 14.4 Old : 100.0: 46.9 16.0 0.9 17.3 68.6 65.1 85.6: 34.9 14.4 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 : 25: 8 6 2 8 8 17 15: Old : 25: 8 6 2 8 8 17 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 : 42.7 74.2 53.8 81.8 42.2 74.2 53.0 81.2 Old : 42.7 74.2 53.8 81.8 42.2 74.2 53.0 81.2 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 21, 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 : 28,221: 19,019 3,111 301 6,965 24,134 26,285 27,546: 1,936 675 Old : 28,221: 19,019 3,111 301 6,965 24,134 26,285 27,546: 1,936 675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -644: -610 -673 70 -3 -44 -543 -647: -101 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.4 11.0 1.1 24.7 85.5 93.1 97.6: 6.9 2.4 Old : 100.0: 67.4 11.0 1.1 24.7 85.5 93.1 97.6: 6.9 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: 13 11 2 4 6 18 18: Old : 31: 13 11 2 4 6 18 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 : 78.9 83.0 86.3 91.2 78.9 81.0 85.8 89.2 Old : 78.9 83.0 86.3 91.2 78.9 81.0 85.8 89.2 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 21, 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 : 37,898: 16,599 29,209 235 17,942 4,442 34,776 33,886: 3,122 4,012 Old : 37,898: 16,599 29,209 235 17,942 4,442 34,776 33,886: 3,122 4,012 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 2,912: -2,910 4,095 175 6,612 -1,485 3,877 2,785: -965 127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.8 77.1 0.6 47.3 11.7 91.8 89.4: 8.2 10.6 Old : 100.0: 43.8 77.1 0.6 47.3 11.7 91.8 89.4: 8.2 10.6 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: 21 27 5 10 9 34 38: Old : 63: 21 27 5 10 9 34 38: 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 : 38.4 52.5 59.9 67.8 38.4 52.4 59.6 65.7 Old : 38.4 52.5 59.9 67.8 38.4 52.4 59.6 65.7 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 21, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF ZAR 500,000) : : : : All : 27,017: 5,838 1,726 4,464 15,489 19,965 25,791 26,155: 1,226 862 Old : 27,017: 5,838 1,726 4,464 15,489 19,965 25,791 26,155: 1,226 862 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 389: 182 239 46 185 202 413 487: -24 -98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 6.4 16.5 57.3 73.9 95.5 96.8: 4.5 3.2 Old : 100.0: 21.6 6.4 16.5 57.3 73.9 95.5 96.8: 4.5 3.2 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 : 29: 13 6 2 7 6 20 14: Old : 29: 13 6 2 7 6 20 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 : 77.0 86.6 87.1 93.7 40.5 51.5 48.5 55.7 Old : 77.0 86.6 87.1 93.7 40.5 51.5 48.5 55.7 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 21, 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 :12,492,509: 396,578 3,405,660 2,084,608 9,386,122 5,768,140 11,867,308 11,258,408: 625,201 1,234,101 Old :12,492,509: 396,578 3,405,660 2,084,608 9,386,122 5,768,140 11,867,308 11,258,408: 625,201 1,234,101 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 161,028: 65,386 94,246 -215,839 260,872 272,224 110,419 150,631: 50,609 10,397 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 27.3 16.7 75.1 46.2 95.0 90.1: 5.0 9.9 Old : 100.0: 3.2 27.3 16.7 75.1 46.2 95.0 90.1: 5.0 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 : 298: 22 128 117 107 129 228 289: Old : 298: 22 128 117 107 129 228 289: 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 : 43.7 16.1 56.5 24.7 39.2 12.2 46.6 18.0 Old : 43.7 16.1 56.5 24.7 39.2 12.2 46.6 18.0 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 21, 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 : 622,785: 116,503 88,730 18,007 411,726 443,323 546,235 550,060: 76,549 72,725 Old : 622,785: 116,503 88,730 18,007 411,726 443,323 546,235 550,060: 76,549 72,725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -178,978: -21,872 -8,921 -25,280 -118,700 -136,130 -165,851 -170,331: -13,127 -8,647 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 14.2 2.9 66.1 71.2 87.7 88.3: 12.3 11.7 Old : 100.0: 18.7 14.2 2.9 66.1 71.2 87.7 88.3: 12.3 11.7 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 : 605: 127 141 67 221 240 377 419: Old : 605: 127 141 67 221 240 377 419: 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 : 15.1 19.9 25.5 26.1 12.5 16.8 21.5 22.5 Old : 15.1 19.9 25.5 26.1 12.5 16.8 21.5 22.5 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 21, 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 : 49,191: 13,983 4,040 0 13,105 29,468 27,088 33,508: 22,103 15,683 Old : 49,191: 13,983 4,040 0 13,105 29,468 27,088 33,508: 22,103 15,683 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -44,095: -5,054 -6,647 -1,039 -31,465 -31,343 -37,558 -39,029: -6,537 -5,066 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 8.2 0.0 26.6 59.9 55.1 68.1: 44.9 31.9 Old : 100.0: 28.4 8.2 0.0 26.6 59.9 55.1 68.1: 44.9 31.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 5 7 0 10 17 15 24: Old : 36: 5 7 0 10 17 15 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 : 33.8 48.9 44.7 60.0 32.8 46.7 42.6 55.8 Old : 33.8 48.9 44.7 60.0 32.8 46.7 42.6 55.8 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 21, 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 : 2,867,968: 523,742 434,594 78,892 1,993,103 2,069,273 2,595,737 2,582,759: 272,231 285,209 Old : 2,867,968: 523,742 434,594 78,892 1,993,103 2,069,273 2,595,737 2,582,759: 272,231 285,209 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -674,415: -125,476 -52,759 -79,817 -436,173 -523,936 -641,466 -656,512: -32,949 -17,903 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 15.2 2.8 69.5 72.2 90.5 90.1: 9.5 9.9 Old : 100.0: 18.3 15.2 2.8 69.5 72.2 90.5 90.1: 9.5 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 : 598: 127 139 63 218 233 371 409: Old : 598: 127 139 63 218 233 371 409: 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 : 16.4 20.9 27.5 27.1 13.6 17.3 22.8 23.3 Old : 16.4 20.9 27.5 27.1 13.6 17.3 22.8 23.3 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 21, 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 : 92,451: 22,556 2,704 1,533 56,108 84,359 80,197 88,596: 12,254 3,855 Old : 92,451: 22,556 2,704 1,533 56,108 84,359 80,197 88,596: 12,254 3,855 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -10,300: 1,031 -374 387 -10,087 -11,032 -8,669 -11,019: -1,631 719 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 2.9 1.7 60.7 91.2 86.7 95.8: 13.3 4.2 Old : 100.0: 24.4 2.9 1.7 60.7 91.2 86.7 95.8: 13.3 4.2 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 : 86: 15 4 6 49 32 65 41: Old : 86: 15 4 6 49 32 65 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 : 39.1 45.9 51.2 69.2 39.1 45.9 49.8 69.2 Old : 39.1 45.9 51.2 69.2 39.1 45.9 49.8 69.2 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 21, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 47,727: 23,834 8,608 1,396 16,027 32,284 41,257 42,288: 6,470 5,439 Old : 47,727: 23,834 8,608 1,396 16,027 32,284 41,257 42,288: 6,470 5,439 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -13,194: -204 -608 -300 -11,581 -10,545 -12,085 -11,452: -1,109 -1,742 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 18.0 2.9 33.6 67.6 86.4 88.6: 13.6 11.4 Old : 100.0: 49.9 18.0 2.9 33.6 67.6 86.4 88.6: 13.6 11.4 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 : 236: 68 57 24 55 76 138 142: Old : 236: 68 57 24 55 76 138 142: 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 : 34.8 26.4 43.4 39.9 34.5 26.1 42.8 39.4 Old : 34.8 26.4 43.4 39.9 34.5 26.1 42.8 39.4 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 21, 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 : 238,636: 119,170 43,038 6,981 80,134 161,421 206,285 211,440: 32,351 27,196 Old : 238,636: 119,170 43,038 6,981 80,134 161,421 206,285 211,440: 32,351 27,196 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -65,972: -1,022 -3,038 -1,498 -57,907 -52,725 -60,427 -57,261: -5,545 -8,711 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 18.0 2.9 33.6 67.6 86.4 88.6: 13.6 11.4 Old : 100.0: 49.9 18.0 2.9 33.6 67.6 86.4 88.6: 13.6 11.4 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 : 236: 68 57 24 55 76 138 142: Old : 236: 68 57 24 55 76 138 142: 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 : 34.8 26.4 43.4 39.9 34.5 26.1 42.8 39.4 Old : 34.8 26.4 43.4 39.9 34.5 26.1 42.8 39.4 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 21, 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 : 134,004: 85,397 40,442 3,489 12,908 68,591 101,794 112,522: 32,210 21,482 Old : 134,004: 85,397 40,442 3,489 12,908 68,591 101,794 112,522: 32,210 21,482 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 19,996: 11,844 10,154 612 1,055 11,250 13,511 22,016: 6,485 -2,020 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 30.2 2.6 9.6 51.2 76.0 84.0: 24.0 16.0 Old : 100.0: 63.7 30.2 2.6 9.6 51.2 76.0 84.0: 24.0 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 : 102: 36 32 11 19 22 62 58: Old : 102: 36 32 11 19 22 62 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 : 35.1 44.1 47.1 56.1 35.1 44.1 47.1 55.2 Old : 35.1 44.1 47.1 56.1 35.1 44.1 47.1 55.2 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 21, 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 : 33,346: 11,024 7,059 0 12,996 18,184 24,020 25,243: 9,326 8,103 Old : 33,346: 11,024 7,059 0 12,996 18,184 24,020 25,243: 9,326 8,103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : -653: -1,600 191 0 -37 5 -1,637 196: 984 -849 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 21.2 0.0 39.0 54.5 72.0 75.7: 28.0 24.3 Old : 100.0: 33.1 21.2 0.0 39.0 54.5 72.0 75.7: 28.0 24.3 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 : 44: 13 9 0 15 9 28 18: Old : 44: 13 9 0 15 9 28 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 : 37.8 56.6 49.4 68.6 37.8 56.6 49.4 68.6 Old : 37.8 56.6 49.4 68.6 37.8 56.6 49.4 68.6 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 21, 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 : 56,910: 23,480 7,188 1,197 21,919 18,443 46,596 26,828: 10,314 30,082 Old : 56,910: 23,480 7,188 1,197 21,919 18,443 46,596 26,828: 10,314 30,082 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 14, 2017 : : 1,124: 3,769 948 122 -2,002 6,546 1,889 7,616: -765 -6,492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.3 12.6 2.1 38.5 32.4 81.9 47.1: 18.1 52.9 Old : 100.0: 41.3 12.6 2.1 38.5 32.4 81.9 47.1: 18.1 52.9 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 : 72: 23 13 4 23 21 48 36: Old : 72: 23 13 4 23 21 48 36: 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 : 30.8 21.2 44.6 30.0 30.7 20.4 44.5 27.7 Old : 30.8 21.2 44.6 30.0 30.7 20.4 44.5 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017