MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders - Futures Only, September 19, 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 : 24,216: 760 5,120 2,520 20,552 16,192 23,832 23,832: 384 384 Old : 24,216: 760 5,120 2,520 20,552 16,192 23,832 23,832: 384 384 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,020: -240 220 480 780 320 1,020 1,020: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 21.1 10.4 84.9 66.9 98.4 98.4: 1.6 1.6 Old : 100.0: 3.1 21.1 10.4 84.9 66.9 98.4 98.4: 1.6 1.6 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 : 23: 2 10 8 8 7 17 19: Old : 23: 2 10 8 8 7 17 19: 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 : 80.1 54.5 90.7 81.7 51.7 36.4 53.1 48.1 Old : 80.1 54.5 90.7 81.7 51.7 36.4 53.1 48.1 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, September 19, 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 : 5,790: 217 575 466 4,253 4,343 4,936 5,384: 854 406 Old : 5,790: 217 575 466 4,253 4,343 4,936 5,384: 854 406 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 175: 17 18 58 222 122 297 198: -122 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 9.9 8.0 73.5 75.0 85.3 93.0: 14.7 7.0 Old : 100.0: 3.7 9.9 8.0 73.5 75.0 85.3 93.0: 14.7 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 5 7 9 20 19 31 29: Old : 39: 5 7 9 20 19 31 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 50.5 64.9 64.3 53.6 46.9 61.1 59.0 Old : 53.8 50.5 64.9 64.3 53.6 46.9 61.1 59.0 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, September 19, 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 : 26,308: 12,579 7,970 1,089 10,647 12,617 24,315 21,676: 1,993 4,632 Old : 26,308: 12,579 7,970 1,089 10,647 12,617 24,315 21,676: 1,993 4,632 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 762: 378 782 -12 475 239 841 1,009: -79 -247 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.8 30.3 4.1 40.5 48.0 92.4 82.4: 7.6 17.6 Old : 100.0: 47.8 30.3 4.1 40.5 48.0 92.4 82.4: 7.6 17.6 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 : 72: 19 20 13 21 21 47 47: Old : 72: 19 20 13 21 21 47 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 32.7 68.4 48.5 48.8 32.7 68.2 47.4 Old : 48.8 32.7 68.4 48.5 48.8 32.7 68.2 47.4 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, September 19, 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 : 6,617: 742 804 412 4,616 5,075 5,770 6,291: 847 326 Old : 6,617: 742 804 412 4,616 5,075 5,770 6,291: 847 326 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 291: 28 28 -1 228 282 255 309: 36 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 12.2 6.2 69.8 76.7 87.2 95.1: 12.8 4.9 Old : 100.0: 11.2 12.2 6.2 69.8 76.7 87.2 95.1: 12.8 4.9 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 : 39: 6 7 8 22 15 32 26: Old : 39: 6 7 8 22 15 32 26: 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 : 42.2 47.3 58.1 67.1 42.2 44.6 57.5 61.6 Old : 42.2 47.3 58.1 67.1 42.2 44.6 57.5 61.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, September 19, 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 : 266,254: 91,464 65,177 47,695 107,968 112,792 247,127 225,664: 19,127 40,590 Old : 61,407: 40,890 31,498 31 13,449 21,416 54,370 52,945: 7,037 8,462 Other: 204,847: 71,348 54,453 26,890 94,519 91,376 192,757 172,719: 12,090 32,128 : : : : : Changes in Commitments from: September 12, 2017 : : 16,919: 1,122 3,496 6,809 9,575 6,926 17,506 17,231: -587 -312 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 24.5 17.9 40.6 42.4 92.8 84.8: 7.2 15.2 Old : 100.0: 66.6 51.3 0.1 21.9 34.9 88.5 86.2: 11.5 13.8 Other: 100.0: 34.8 26.6 13.1 46.1 44.6 94.1 84.3: 5.9 15.7 : : : :# Traders : Number of Traders in Each Category : All : 335: 82 125 129 68 85 248 264: Old : 238: 73 83 4 27 57 102 143: Other: 312: 84 113 96 57 78 209 233: :---------------------------------------------------------------------------------------------------- : 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 : 16.0 12.5 26.6 19.6 15.6 11.8 25.1 17.6 Old : 23.0 17.5 38.2 30.5 23.0 17.5 38.2 30.5 Other: 20.2 14.1 33.5 20.9 20.2 12.2 32.7 18.3 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, September 19, 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 : 326,758: 136,348 43,182 40,186 124,826 194,501 301,360 277,869: 25,398 48,889 Old : 326,758: 136,348 43,182 40,186 124,826 194,501 301,360 277,869: 25,398 48,889 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 7,256: 2,205 -3,125 3,446 337 5,572 5,988 5,893: 1,268 1,363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.7 13.2 12.3 38.2 59.5 92.2 85.0: 7.8 15.0 Old : 100.0: 41.7 13.2 12.3 38.2 59.5 92.2 85.0: 7.8 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 : 375: 114 72 118 87 148 264 294: Old : 375: 114 72 118 87 148 264 294: 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 : 17.3 19.5 29.1 28.1 17.3 19.1 29.0 27.1 Old : 17.3 19.5 29.1 28.1 17.3 19.1 29.0 27.1 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, September 19, 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 : 5,559: 2,630 1,503 480 765 2,748 3,875 4,731: 1,684 828 Old : 5,559: 2,630 1,503 480 765 2,748 3,875 4,731: 1,684 828 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 154: 53 8 55 4 -44 112 19: 42 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 27.0 8.6 13.8 49.4 69.7 85.1: 30.3 14.9 Old : 100.0: 47.3 27.0 8.6 13.8 49.4 69.7 85.1: 30.3 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 : 63: 24 11 8 14 19 45 33: Old : 63: 24 11 8 14 19 45 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.0 43.1 36.2 60.7 24.5 42.7 33.6 57.4 Old : 25.0 43.1 36.2 60.7 24.5 42.7 33.6 57.4 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, September 19, 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 : 54,152: 26,010 11,538 8,964 11,869 15,467 46,843 35,969: 7,309 18,183 Old : 54,152: 26,010 11,538 8,964 11,869 15,467 46,843 35,969: 7,309 18,183 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,653: 2,991 2,169 64 -237 80 2,818 2,313: -165 340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.0 21.3 16.6 21.9 28.6 86.5 66.4: 13.5 33.6 Old : 100.0: 48.0 21.3 16.6 21.9 28.6 86.5 66.4: 13.5 33.6 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 : 208: 63 53 62 40 68 143 154: Old : 208: 63 53 62 40 68 143 154: 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 : 21.6 14.4 32.2 22.7 21.3 11.0 30.2 17.2 Old : 21.6 14.4 32.2 22.7 21.3 11.0 30.2 17.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 Commitments of Traders - Futures Only, September 19, 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 : 20,735: 2,635 11,430 544 16,911 7,756 20,090 19,730: 645 1,005 Old : 20,735: 2,635 11,430 544 16,911 7,756 20,090 19,730: 645 1,005 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,052: 27 355 249 825 262 1,101 866: -49 186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 55.1 2.6 81.6 37.4 96.9 95.2: 3.1 4.8 Old : 100.0: 12.7 55.1 2.6 81.6 37.4 96.9 95.2: 3.1 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 : 53: 13 8 5 22 20 37 31: Old : 53: 13 8 5 22 20 37 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 : 52.9 58.7 71.9 82.6 52.9 58.6 70.5 82.4 Old : 52.9 58.7 71.9 82.6 52.9 58.6 70.5 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, September 19, 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 : 39,905: 15,957 5,412 0 21,840 33,009 37,797 38,421: 2,108 1,484 Old : 39,905: 15,957 5,412 0 21,840 33,009 37,797 38,421: 2,108 1,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -8,803: 3,038 -2,275 0 -11,629 -6,193 -8,591 -8,468: -212 -335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 13.6 0.0 54.7 82.7 94.7 96.3: 5.3 3.7 Old : 100.0: 40.0 13.6 0.0 54.7 82.7 94.7 96.3: 5.3 3.7 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 : 31: 15 5 0 5 8 20 13: Old : 31: 15 5 0 5 8 20 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.0 76.8 88.9 92.0 84.0 76.8 88.9 92.0 Old : 84.0 76.8 88.9 92.0 84.0 76.8 88.9 92.0 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, September 19, 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 : 299,169: 100,675 41,829 3,278 149,713 229,684 253,666 274,791: 45,503 24,378 Old : 299,169: 100,675 41,829 3,278 149,713 229,684 253,666 274,791: 45,503 24,378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 71,238: 9,030 683 -7,901 71,395 77,295 72,524 70,077: -1,286 1,161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 14.0 1.1 50.0 76.8 84.8 91.9: 15.2 8.1 Old : 100.0: 33.7 14.0 1.1 50.0 76.8 84.8 91.9: 15.2 8.1 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 : 105: 48 19 14 23 29 78 55: Old : 105: 48 19 14 23 29 78 55: 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 : 39.9 57.1 53.6 72.6 19.9 40.4 30.1 50.9 Old : 39.9 57.1 53.6 72.6 19.9 40.4 30.1 50.9 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, September 19, 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 : 35,451: 13,387 14,956 979 10,329 5,775 24,695 21,710: 10,756 13,741 Old : 35,451: 13,387 14,956 979 10,329 5,775 24,695 21,710: 10,756 13,741 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -8,625: -169 86 -1,272 -6,541 -5,887 -7,982 -7,073: -643 -1,552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 42.2 2.8 29.1 16.3 69.7 61.2: 30.3 38.8 Old : 100.0: 37.8 42.2 2.8 29.1 16.3 69.7 61.2: 30.3 38.8 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 : 34: 13 13 5 3 6 19 21: Old : 34: 13 13 5 3 6 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 33.7 56.1 44.6 43.6 33.7 56.1 44.0 Old : 43.6 33.7 56.1 44.6 43.6 33.7 56.1 44.0 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, September 19, 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 : 218,381: 136,338 59,386 1,401 71,639 154,781 209,378 215,568: 9,003 2,813 Old : 218,381: 136,338 59,386 1,401 71,639 154,781 209,378 215,568: 9,003 2,813 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -39,711: -6,850 33,196 -30,005 -2,772 -42,748 -39,627 -39,557: -84 -154 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.4 27.2 0.6 32.8 70.9 95.9 98.7: 4.1 1.3 Old : 100.0: 62.4 27.2 0.6 32.8 70.9 95.9 98.7: 4.1 1.3 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 : 153: 79 39 10 17 21 103 63: Old : 153: 79 39 10 17 21 103 63: 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 54.7 56.9 74.3 38.3 54.6 56.9 74.1 Old : 38.3 54.7 56.9 74.3 38.3 54.6 56.9 74.1 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, September 19, 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 : 202,582: 76,556 86,717 12,529 80,934 75,089 170,019 174,335: 32,563 28,247 Old : 202,582: 76,556 86,717 12,529 80,934 75,089 170,019 174,335: 32,563 28,247 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -71,138: 7,618 -28,306 -10,539 -67,870 -29,246 -70,791 -68,091: -347 -3,047 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 42.8 6.2 40.0 37.1 83.9 86.1: 16.1 13.9 Old : 100.0: 37.8 42.8 6.2 40.0 37.1 83.9 86.1: 16.1 13.9 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 : 125: 40 31 21 31 35 86 72: Old : 125: 40 31 21 31 35 86 72: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.7 31.0 44.6 44.5 32.7 30.0 44.2 43.2 Old : 32.7 31.0 44.6 44.5 32.7 30.0 44.2 43.2 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, September 19, 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 : 185,352: 42,435 93,757 4,949 120,365 53,357 167,749 152,063: 17,603 33,289 Old : 185,352: 42,435 93,757 4,949 120,365 53,357 167,749 152,063: 17,603 33,289 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -15,092: 1,793 -4,182 -3,953 -7,027 -6,533 -9,187 -14,668: -5,905 -424 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 50.6 2.7 64.9 28.8 90.5 82.0: 9.5 18.0 Old : 100.0: 22.9 50.6 2.7 64.9 28.8 90.5 82.0: 9.5 18.0 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 : 113: 26 38 16 33 31 67 77: Old : 113: 26 38 16 33 31 67 77: 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 : 46.7 45.2 57.1 55.1 46.6 45.0 56.7 54.7 Old : 46.7 45.2 57.1 55.1 46.6 45.0 56.7 54.7 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 431,108: 190,025 127,272 15,019 149,288 236,626 354,332 378,917: 76,776 52,191 Old : 431,108: 190,025 127,272 15,019 149,288 236,626 354,332 378,917: 76,776 52,191 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -56,317: -1,077 22,228 -16,966 -26,312 -55,159 -44,355 -49,897: -11,962 -6,420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.1 29.5 3.5 34.6 54.9 82.2 87.9: 17.8 12.1 Old : 100.0: 44.1 29.5 3.5 34.6 54.9 82.2 87.9: 17.8 12.1 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 : 245: 91 64 38 58 66 168 149: Old : 245: 91 64 38 58 66 168 149: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.1 32.7 37.9 47.7 26.7 32.7 37.2 47.5 Old : 27.1 32.7 37.9 47.7 26.7 32.7 37.2 47.5 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, September 19, 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 : 33,105: 11,069 1,653 835 9,323 26,676 21,227 29,164: 11,878 3,941 Old : 33,105: 11,069 1,653 835 9,323 26,676 21,227 29,164: 11,878 3,941 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -3,415: -2,600 -78 -166 1,026 -2,607 -1,740 -2,851: -1,675 -564 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 5.0 2.5 28.2 80.6 64.1 88.1: 35.9 11.9 Old : 100.0: 33.4 5.0 2.5 28.2 80.6 64.1 88.1: 35.9 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 8 3 3 9 5 19 9: Old : 21: 8 3 3 9 5 19 9: 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 : 32.9 83.9 47.7 87.9 31.6 81.3 45.5 81.4 Old : 32.9 83.9 47.7 87.9 31.6 81.3 45.5 81.4 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, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF BRL 100,000) : : : : All : 31,918: 22,219 11,304 693 6,867 19,418 29,779 31,415: 2,139 503 Old : 31,918: 22,219 11,304 693 6,867 19,418 29,779 31,415: 2,139 503 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,382: 960 1,408 5 305 -156 1,270 1,257: 112 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.6 35.4 2.2 21.5 60.8 93.3 98.4: 6.7 1.6 Old : 100.0: 69.6 35.4 2.2 21.5 60.8 93.3 98.4: 6.7 1.6 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 : 34: 12 11 2 6 7 19 19: Old : 34: 12 11 2 6 7 19 19: 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 78.9 84.6 90.0 75.9 77.4 83.0 88.5 Old : 77.0 78.9 84.6 90.0 75.9 77.4 83.0 88.5 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, September 19, 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 : 37,073: 23,248 16,578 151 8,494 17,167 31,893 33,896: 5,180 3,177 Old : 37,073: 23,248 16,578 151 8,494 17,167 31,893 33,896: 5,180 3,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -12,183: -1,902 3,778 -1,206 -8,660 -14,531 -11,768 -11,959: -415 -224 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 44.7 0.4 22.9 46.3 86.0 91.4: 14.0 8.6 Old : 100.0: 62.7 44.7 0.4 22.9 46.3 86.0 91.4: 14.0 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 : 75: 42 19 4 10 8 52 31: Old : 75: 42 19 4 10 8 52 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 : 38.0 49.0 52.0 72.3 38.0 49.0 49.6 68.3 Old : 38.0 49.0 52.0 72.3 38.0 49.0 49.6 68.3 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, September 19, 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 : 19,843: 17,509 4,640 57 1,392 14,476 18,958 19,173: 885 670 Old : 19,843: 17,509 4,640 57 1,392 14,476 18,958 19,173: 885 670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -19,548: -5,053 -5,576 -4,027 -10,263 -9,801 -19,343 -19,404: -205 -144 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 23.4 0.3 7.0 73.0 95.5 96.6: 4.5 3.4 Old : 100.0: 88.2 23.4 0.3 7.0 73.0 95.5 96.6: 4.5 3.4 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 : 29: 16 7 1 3 5 19 13: Old : 29: 16 7 1 3 5 19 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.8 84.9 84.3 93.7 68.1 82.3 80.1 89.0 Old : 69.8 84.9 84.3 93.7 68.1 82.3 80.1 89.0 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, September 19, 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 :12,874,962: 970,521 2,417,034 2,563,586 8,679,412 6,796,214 12,213,519 11,776,834: 661,443 1,098,128 Old :12,874,962: 970,521 2,417,034 2,563,586 8,679,412 6,796,214 12,213,519 11,776,834: 661,443 1,098,128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : :-1,434,807: -74,844 -111,534 -589,469 -740,394 -769,879 -1,404,707 -1,470,882: -30,100 36,075 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 18.8 19.9 67.4 52.8 94.9 91.5: 5.1 8.5 Old : 100.0: 7.5 18.8 19.9 67.4 52.8 94.9 91.5: 5.1 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 310: 50 112 108 115 136 237 294: Old : 310: 50 112 108 115 136 237 294: 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 : 35.8 18.6 46.6 27.6 30.1 14.1 35.6 19.0 Old : 35.8 18.6 46.6 27.6 30.1 14.1 35.6 19.0 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, September 19, 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 : 661,762: 117,587 96,450 17,411 455,970 468,501 590,968 582,361: 70,793 79,400 Old : 661,762: 117,587 96,450 17,411 455,970 468,501 590,968 582,361: 70,793 79,400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -149,051: -4,387 6,245 -17,320 -116,804 -125,646 -138,511 -136,721: -10,540 -12,330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 14.6 2.6 68.9 70.8 89.3 88.0: 10.7 12.0 Old : 100.0: 17.8 14.6 2.6 68.9 70.8 89.3 88.0: 10.7 12.0 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 : 613: 127 145 66 228 244 387 423: Old : 613: 127 145 66 228 244 387 423: 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 : 20.3 15.6 31.4 22.4 18.0 15.2 27.7 22.0 Old : 20.3 15.6 31.4 22.4 18.0 15.2 27.7 22.0 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, September 19, 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 : 43,654: 3,915 3,046 0 20,687 24,187 24,602 27,233: 19,052 16,421 Old : 43,654: 3,915 3,046 0 20,687 24,187 24,602 27,233: 19,052 16,421 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -28,535: 720 -5,988 -807 -25,059 -22,405 -25,146 -29,200: -3,389 665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 7.0 0.0 47.4 55.4 56.4 62.4: 43.6 37.6 Old : 100.0: 9.0 7.0 0.0 47.4 55.4 56.4 62.4: 43.6 37.6 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 : 41: 8 7 0 13 16 21 23: Old : 41: 8 7 0 13 16 21 23: 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 43.5 49.5 55.3 38.0 43.5 49.0 55.1 Old : 38.4 43.5 49.5 55.3 38.0 43.5 49.0 55.1 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, September 19, 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 : 3,090,538: 571,459 470,115 83,959 2,176,413 2,221,568 2,831,831 2,775,642: 258,707 314,896 Old : 3,090,538: 571,459 470,115 83,959 2,176,413 2,221,568 2,831,831 2,775,642: 258,707 314,896 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -602,580: -33,164 53,537 -74,938 -458,725 -516,206 -566,827 -537,607: -35,753 -64,973 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 15.2 2.7 70.4 71.9 91.6 89.8: 8.4 10.2 Old : 100.0: 18.5 15.2 2.7 70.4 71.9 91.6 89.8: 8.4 10.2 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 : 607: 125 145 61 222 238 376 415: Old : 607: 125 145 61 222 238 376 415: 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 : 21.7 15.9 33.5 23.2 19.2 15.6 29.7 22.9 Old : 21.7 15.9 33.5 23.2 19.2 15.6 29.7 22.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C Commitments of Traders - Futures Only, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($250 x S&P Select Sector Financial Inde : : : : All : 25,916: 11,291 0 0 11,655 25,256 22,946 25,256: 2,970 660 Old : 25,916: 11,291 0 0 11,655 25,256 22,946 25,256: 2,970 660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -7,296: 1,480 0 0 -8,315 -7,244 -6,835 -7,244: -461 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 0.0 0.0 45.0 97.5 88.5 97.5: 11.5 2.5 Old : 100.0: 43.6 0.0 0.0 45.0 97.5 88.5 97.5: 11.5 2.5 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 : 21: 7 0 0 6 9 13 9: Old : 21: 7 0 0 6 9 13 9: 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 : 63.4 80.3 80.4 95.4 63.4 80.3 80.4 94.8 Old : 63.4 80.3 80.4 95.4 63.4 80.3 80.4 94.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J Commitments of Traders - Futures Only, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 x S&P Select Sector Utilities Inde : : : : All : 23,373: 678 774 0 20,385 21,705 21,063 22,479: 2,310 894 Old : 23,373: 678 774 0 20,385 21,705 21,063 22,479: 2,310 894 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -16,756: 385 494 0 -12,790 -13,527 -12,405 -13,033: -4,351 -3,723 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 3.3 0.0 87.2 92.9 90.1 96.2: 9.9 3.8 Old : 100.0: 2.9 3.3 0.0 87.2 92.9 90.1 96.2: 9.9 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 2 0 13 8 14 10: Old : 22: 1 2 0 13 8 14 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 : 57.5 82.4 77.3 93.8 57.5 82.4 75.7 93.3 Old : 57.5 82.4 77.3 93.8 57.5 82.4 75.7 93.3 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, September 19, 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 : 85,415: 23,261 2,670 495 49,194 78,079 72,950 81,244: 12,465 4,171 Old : 85,415: 23,261 2,670 495 49,194 78,079 72,950 81,244: 12,465 4,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -5,294: 856 919 -826 -4,708 -3,884 -4,678 -3,791: -616 -1,503 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 3.1 0.6 57.6 91.4 85.4 95.1: 14.6 4.9 Old : 100.0: 27.2 3.1 0.6 57.6 91.4 85.4 95.1: 14.6 4.9 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 : 79: 14 6 5 37 38 52 48: Old : 79: 14 6 5 37 38 52 48: 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 : 37.9 50.1 53.0 71.2 37.6 50.0 52.3 71.2 Old : 37.9 50.1 53.0 71.2 37.6 50.0 52.3 71.2 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, September 19, 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 : 52,922: 20,561 12,855 1,164 24,900 31,871 46,625 45,891: 6,298 7,032 Old : 52,922: 20,561 12,855 1,164 24,900 31,871 46,625 45,891: 6,298 7,032 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -18,630: -1,309 501 -818 -15,914 -16,632 -18,041 -16,948: -589 -1,682 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 24.3 2.2 47.0 60.2 88.1 86.7: 11.9 13.3 Old : 100.0: 38.9 24.3 2.2 47.0 60.2 88.1 86.7: 11.9 13.3 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 : 276: 71 76 24 66 85 147 175: Old : 276: 71 76 24 66 85 147 175: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.8 20.1 41.9 31.7 28.8 19.9 41.2 31.5 Old : 28.8 20.1 41.9 31.7 28.8 19.9 41.2 31.5 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, September 19, 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 : 264,612: 102,806 64,277 5,820 124,498 159,357 233,124 229,454: 31,488 35,158 Old : 264,612: 102,806 64,277 5,820 124,498 159,357 233,124 229,454: 31,488 35,158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -93,150: -6,546 2,507 -4,088 -79,571 -83,160 -90,205 -84,741: -2,945 -8,409 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 24.3 2.2 47.0 60.2 88.1 86.7: 11.9 13.3 Old : 100.0: 38.9 24.3 2.2 47.0 60.2 88.1 86.7: 11.9 13.3 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 : 276: 71 76 24 66 85 147 175: Old : 276: 71 76 24 66 85 147 175: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.8 20.1 41.9 31.7 28.8 19.9 41.2 31.5 Old : 28.8 20.1 41.9 31.7 28.8 19.9 41.2 31.5 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, September 19, 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 : 158,733: 102,990 30,478 2,376 18,702 105,724 124,068 138,578: 34,665 20,155 Old : 158,733: 102,990 30,478 2,376 18,702 105,724 124,068 138,578: 34,665 20,155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -28,622: 1,277 -8,202 -11,234 -13,237 -9,468 -23,194 -28,904: -5,428 282 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 19.2 1.5 11.8 66.6 78.2 87.3: 21.8 12.7 Old : 100.0: 64.9 19.2 1.5 11.8 66.6 78.2 87.3: 21.8 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 : 94: 41 18 10 17 26 62 50: Old : 94: 41 18 10 17 26 62 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 : 28.3 50.9 41.8 65.5 28.3 50.9 41.8 65.1 Old : 28.3 50.9 41.8 65.5 28.3 50.9 41.8 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 Commitments of Traders - Futures Only, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSEL 2000 INDEX X $50) : : : : All : 525,777: 137,617 176,388 7,831 362,520 329,897 507,968 514,116: 17,809 11,661 Old : 525,777: 137,617 176,388 7,831 362,520 329,897 507,968 514,116: 17,809 11,661 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : -283,760: 68,336 145,425 -165,044 -180,333 -256,517 -277,041 -276,136: -6,719 -7,624 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 33.5 1.5 68.9 62.7 96.6 97.8: 3.4 2.2 Old : 100.0: 26.2 33.5 1.5 68.9 62.7 96.6 97.8: 3.4 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 260: 59 46 19 89 98 157 154: Old : 260: 59 46 19 89 98 157 154: 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 : 23.4 26.7 35.9 42.4 19.7 26.5 31.2 41.8 Old : 23.4 26.7 35.9 42.4 19.7 26.5 31.2 41.8 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, September 19, 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 : 36,752: 15,338 9,204 233 13,507 23,514 29,078 32,951: 7,674 3,801 Old : 36,752: 15,338 9,204 233 13,507 23,514 29,078 32,951: 7,674 3,801 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 1,820: 670 751 233 -863 395 40 1,379: 1,780 441 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.7 25.0 0.6 36.8 64.0 79.1 89.7: 20.9 10.3 Old : 100.0: 41.7 25.0 0.6 36.8 64.0 79.1 89.7: 20.9 10.3 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 : 39: 18 3 1 13 9 32 12: Old : 39: 18 3 1 13 9 32 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.9 75.8 47.9 87.9 33.9 75.8 47.9 87.0 Old : 33.9 75.8 47.9 87.9 33.9 75.8 47.9 87.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, September 19, 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 : 50,756: 18,584 8,686 1,179 21,856 22,072 41,619 31,937: 9,137 18,819 Old : 50,756: 18,584 8,686 1,179 21,856 22,072 41,619 31,937: 9,137 18,819 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 3,443: 736 3,882 80 3,398 1,153 4,214 5,115: -771 -1,672 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 17.1 2.3 43.1 43.5 82.0 62.9: 18.0 37.1 Old : 100.0: 36.6 17.1 2.3 43.1 43.5 82.0 62.9: 18.0 37.1 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 : 77: 24 17 2 25 19 49 38: Old : 77: 24 17 2 25 19 49 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 : 21.5 32.3 33.8 40.0 21.3 29.9 33.2 36.6 Old : 21.5 32.3 33.8 40.0 21.3 29.9 33.2 36.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A Commitments of Traders - Futures Only, September 19, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 ANNUAL DIVIDEND INDEX X $250) : : : : All : 109,110: 6,288 10,533 32,072 70,736 66,503 109,096 109,108: 14 2 Old : 109,110: 6,288 10,533 32,072 70,736 66,503 109,096 109,108: 14 2 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 12, 2017 : : 2,200: 0 -560 1,200 1,008 1,560 2,208 2,200: -8 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.8 9.7 29.4 64.8 61.0 100.0 100.0: 0.0 0.0 Old : 100.0: 5.8 9.7 29.4 64.8 61.0 100.0 100.0: 0.0 0.0 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 : 23: 3 2 2 12 14 17 16: Old : 23: 3 2 2 12 14 17 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 : 86.2 80.7 97.0 94.7 35.3 24.8 36.2 33.5 Old : 86.2 80.7 97.0 94.7 35.3 24.8 36.2 33.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2017