MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders - Futures Only, September 26, 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 : 23,044: 1,440 4,420 1,700 19,640 16,660 22,780 22,780: 264 264 Old : 23,044: 1,440 4,420 1,700 19,640 16,660 22,780 22,780: 264 264 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -1,172: 680 -700 -820 -912 468 -1,052 -1,052: -120 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 19.2 7.4 85.2 72.3 98.9 98.9: 1.1 1.1 Old : 100.0: 6.2 19.2 7.4 85.2 72.3 98.9 98.9: 1.1 1.1 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 : 24: 4 10 7 8 7 17 19: Old : 24: 4 10 7 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 : 80.6 58.8 91.1 83.6 51.7 40.1 55.4 50.0 Old : 80.6 58.8 91.1 83.6 51.7 40.1 55.4 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders - Futures Only, September 26, 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 : 5,997: 178 582 569 4,421 4,472 5,168 5,623: 829 374 Old : 5,997: 178 582 569 4,421 4,472 5,168 5,623: 829 374 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 207: -39 7 103 168 129 232 239: -25 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 9.7 9.5 73.7 74.6 86.2 93.8: 13.8 6.2 Old : 100.0: 3.0 9.7 9.5 73.7 74.6 86.2 93.8: 13.8 6.2 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 : 41: 6 7 10 21 19 33 30: Old : 41: 6 7 10 21 19 33 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.3 49.1 65.4 64.0 55.1 47.5 62.2 59.2 Old : 55.3 49.1 65.4 64.0 55.1 47.5 62.2 59.2 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 26, 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 : 27,349: 13,478 8,689 1,373 10,519 12,747 25,370 22,809: 1,979 4,540 Old : 27,349: 13,478 8,689 1,373 10,519 12,747 25,370 22,809: 1,979 4,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 1,041: 899 719 284 -128 130 1,055 1,133: -14 -92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 31.8 5.0 38.5 46.6 92.8 83.4: 7.2 16.6 Old : 100.0: 49.3 31.8 5.0 38.5 46.6 92.8 83.4: 7.2 16.6 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 : 73: 15 26 16 21 20 48 50: Old : 73: 15 26 16 21 20 48 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 : 45.4 32.2 67.7 47.8 45.4 32.2 67.5 46.5 Old : 45.4 32.2 67.7 47.8 45.4 32.2 67.5 46.5 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 26, 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 : 6,620: 778 776 424 4,540 5,116 5,742 6,316: 878 304 Old : 6,620: 778 776 424 4,540 5,116 5,742 6,316: 878 304 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 3: 36 -28 12 -76 41 -28 25: 31 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 11.7 6.4 68.6 77.3 86.7 95.4: 13.3 4.6 Old : 100.0: 11.8 11.7 6.4 68.6 77.3 86.7 95.4: 13.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 6 7 9 22 15 33 26: Old : 39: 6 7 9 22 15 33 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 : 41.5 47.3 56.5 66.7 41.5 43.8 55.3 60.3 Old : 41.5 47.3 56.5 66.7 41.5 43.8 55.3 60.3 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 26, 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 : 262,832: 89,841 64,522 45,297 109,241 113,423 244,379 223,242: 18,453 39,590 Old : 41,331: 29,055 23,589 66 6,497 13,403 35,618 37,058: 5,713 4,273 Other: 221,501: 74,048 54,195 31,969 102,744 100,020 208,761 186,184: 12,740 35,317 : : : : : Changes in Commitments from: September 19, 2017 : : -3,422: -1,623 -655 -2,398 1,273 631 -2,748 -2,422: -674 -1,000 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 24.5 17.2 41.6 43.2 93.0 84.9: 7.0 15.1 Old : 100.0: 70.3 57.1 0.2 15.7 32.4 86.2 89.7: 13.8 10.3 Other: 100.0: 33.4 24.5 14.4 46.4 45.2 94.2 84.1: 5.8 15.9 : : : :# Traders : Number of Traders in Each Category : All : 330: 85 120 124 65 81 243 259: Old : 200: 69 64 4 24 45 95 112: Other: 315: 80 124 100 56 75 209 242: :---------------------------------------------------------------------------------------------------- : 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 : 16.8 12.2 27.5 18.9 16.2 11.9 25.9 17.3 Old : 25.8 20.2 39.9 33.7 25.8 20.2 39.9 33.6 Other: 19.9 13.1 32.3 19.6 19.9 12.4 30.2 17.9 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, September 26, 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 : 337,971: 141,952 43,516 40,855 129,119 205,075 311,926 289,446: 26,045 48,525 Old : 337,971: 141,952 43,516 40,855 129,119 205,075 311,926 289,446: 26,045 48,525 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 11,213: 5,604 334 669 4,293 10,574 10,566 11,577: 647 -364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.0 12.9 12.1 38.2 60.7 92.3 85.6: 7.7 14.4 Old : 100.0: 42.0 12.9 12.1 38.2 60.7 92.3 85.6: 7.7 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 : 382: 117 73 111 89 154 263 298: Old : 382: 117 73 111 89 154 263 298: 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 : 17.0 19.8 28.7 28.0 17.0 19.4 28.3 27.4 Old : 17.0 19.8 28.7 28.0 17.0 19.4 28.3 27.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders - Futures Only, September 26, 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 : 5,780: 2,863 1,528 487 836 2,941 4,186 4,956: 1,594 824 Old : 5,780: 2,863 1,528 487 836 2,941 4,186 4,956: 1,594 824 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 221: 233 25 7 71 193 311 225: -90 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.5 26.4 8.4 14.5 50.9 72.4 85.7: 27.6 14.3 Old : 100.0: 49.5 26.4 8.4 14.5 50.9 72.4 85.7: 27.6 14.3 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 : 68: 26 12 8 17 21 50 37: Old : 68: 26 12 8 17 21 50 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 : 25.1 41.8 37.4 58.5 24.9 41.4 35.6 56.2 Old : 25.1 41.8 37.4 58.5 24.9 41.4 35.6 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders - Futures Only, September 26, 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 : 59,765: 28,459 13,525 11,702 12,655 16,318 52,816 41,545: 6,949 18,220 Old : 59,765: 28,459 13,525 11,702 12,655 16,318 52,816 41,545: 6,949 18,220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 5,613: 2,449 1,987 2,738 786 851 5,973 5,576: -360 37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.6 22.6 19.6 21.2 27.3 88.4 69.5: 11.6 30.5 Old : 100.0: 47.6 22.6 19.6 21.2 27.3 88.4 69.5: 11.6 30.5 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 : 222: 69 58 66 37 66 152 160: Old : 222: 69 58 66 37 66 152 160: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.9 13.5 30.0 22.2 19.1 10.8 28.2 16.8 Old : 19.9 13.5 30.0 22.2 19.1 10.8 28.2 16.8 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 26, 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 : 20,596: 2,199 11,196 545 17,284 7,864 20,028 19,605: 568 991 Old : 20,596: 2,199 11,196 545 17,284 7,864 20,028 19,605: 568 991 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -139: -436 -234 1 373 108 -62 -125: -77 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.7 54.4 2.6 83.9 38.2 97.2 95.2: 2.8 4.8 Old : 100.0: 10.7 54.4 2.6 83.9 38.2 97.2 95.2: 2.8 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 : 54: 13 10 6 22 19 38 32: Old : 54: 13 10 6 22 19 38 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 : 54.7 57.7 73.7 82.5 54.6 57.7 72.2 82.3 Old : 54.7 57.7 73.7 82.5 54.6 57.7 72.2 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders - Futures Only, September 26, 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 : 41,496: 16,680 5,280 0 22,573 34,859 39,253 40,139: 2,243 1,357 Old : 41,496: 16,680 5,280 0 22,573 34,859 39,253 40,139: 2,243 1,357 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 1,591: 723 -132 0 733 1,850 1,456 1,718: 135 -127 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 12.7 0.0 54.4 84.0 94.6 96.7: 5.4 3.3 Old : 100.0: 40.2 12.7 0.0 54.4 84.0 94.6 96.7: 5.4 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 15 6 0 5 8 20 14: Old : 32: 15 6 0 5 8 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 : 84.8 75.6 89.3 92.1 84.8 75.6 89.3 91.5 Old : 84.8 75.6 89.3 92.1 84.8 75.6 89.3 91.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders - Futures Only, September 26, 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 : 181,913: 102,688 28,083 2,436 33,487 130,317 138,611 160,836: 43,302 21,077 Old : 181,913: 102,688 28,083 2,436 33,487 130,317 138,611 160,836: 43,302 21,077 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -117,256: 2,013 -13,746 -842 -116,226 -99,367 -115,055 -113,955: -2,201 -3,301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.4 15.4 1.3 18.4 71.6 76.2 88.4: 23.8 11.6 Old : 100.0: 56.4 15.4 1.3 18.4 71.6 76.2 88.4: 23.8 11.6 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 : 107: 50 20 15 18 27 75 55: Old : 107: 50 20 15 18 27 75 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 : 27.7 56.2 38.2 67.7 27.5 56.2 37.9 67.5 Old : 27.7 56.2 38.2 67.7 27.5 56.2 37.9 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders - Futures Only, September 26, 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 : 39,765: 14,926 16,788 1,272 13,773 6,109 29,971 24,169: 9,794 15,596 Old : 39,765: 14,926 16,788 1,272 13,773 6,109 29,971 24,169: 9,794 15,596 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 4,314: 1,539 1,832 293 3,444 334 5,276 2,459: -962 1,855 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 42.2 3.2 34.6 15.4 75.4 60.8: 24.6 39.2 Old : 100.0: 37.5 42.2 3.2 34.6 15.4 75.4 60.8: 24.6 39.2 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 : 36: 10 15 5 6 6 20 22: Old : 36: 10 15 5 6 6 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 31.3 60.6 42.2 45.5 31.2 60.6 41.4 Old : 45.5 31.3 60.6 42.2 45.5 31.2 60.6 41.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders - Futures Only, September 26, 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 : 219,926: 134,621 50,894 1,708 75,173 164,278 211,502 216,880: 8,424 3,046 Old : 219,926: 134,621 50,894 1,708 75,173 164,278 211,502 216,880: 8,424 3,046 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 1,545: -1,717 -8,492 307 3,534 9,497 2,124 1,312: -579 233 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 23.1 0.8 34.2 74.7 96.2 98.6: 3.8 1.4 Old : 100.0: 61.2 23.1 0.8 34.2 74.7 96.2 98.6: 3.8 1.4 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 : 152: 76 41 10 19 20 101 65: Old : 152: 76 41 10 19 20 101 65: 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 : 39.8 60.0 58.4 76.6 39.8 59.9 58.4 76.4 Old : 39.8 60.0 58.4 76.6 39.8 59.9 58.4 76.4 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 26, 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 : 195,509: 80,145 75,091 13,875 66,178 80,987 160,198 169,953: 35,311 25,556 Old : 195,509: 80,145 75,091 13,875 66,178 80,987 160,198 169,953: 35,311 25,556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -7,073: 3,589 -11,626 1,346 -14,756 5,898 -9,821 -4,382: 2,748 -2,691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.0 38.4 7.1 33.8 41.4 81.9 86.9: 18.1 13.1 Old : 100.0: 41.0 38.4 7.1 33.8 41.4 81.9 86.9: 18.1 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 128: 41 32 21 30 38 86 77: Old : 128: 41 32 21 30 38 86 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 : 27.3 30.4 39.7 43.1 27.1 30.2 39.2 41.8 Old : 27.3 30.4 39.7 43.1 27.1 30.2 39.2 41.8 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 26, 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 : 207,097: 42,963 114,310 6,594 140,482 50,047 190,039 170,951: 17,058 36,146 Old : 207,097: 42,963 114,310 6,594 140,482 50,047 190,039 170,951: 17,058 36,146 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 21,745: 528 20,553 1,645 20,117 -3,310 22,290 18,888: -545 2,857 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 55.2 3.2 67.8 24.2 91.8 82.5: 8.2 17.5 Old : 100.0: 20.7 55.2 3.2 67.8 24.2 91.8 82.5: 8.2 17.5 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 : 115: 24 44 14 31 30 63 80: Old : 115: 24 44 14 31 30 63 80: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 40.8 57.1 50.6 44.5 40.5 56.2 50.2 Old : 45.4 40.8 57.1 50.6 44.5 40.5 56.2 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders - Futures Only, September 26, 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 : 429,111: 183,679 95,512 17,222 152,592 261,208 353,493 373,942: 75,618 55,169 Old : 429,111: 183,679 95,512 17,222 152,592 261,208 353,493 373,942: 75,618 55,169 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -1,997: -6,346 -31,760 2,203 3,304 24,582 -839 -4,975: -1,158 2,978 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.8 22.3 4.0 35.6 60.9 82.4 87.1: 17.6 12.9 Old : 100.0: 42.8 22.3 4.0 35.6 60.9 82.4 87.1: 17.6 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 239: 91 59 42 57 63 167 146: Old : 239: 91 59 42 57 63 167 146: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 35.5 36.0 48.2 24.7 35.5 35.2 48.1 Old : 25.2 35.5 36.0 48.2 24.7 35.5 35.2 48.1 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 26, 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 : 34,235: 10,263 2,849 832 9,229 26,710 20,324 30,391: 13,911 3,844 Old : 34,235: 10,263 2,849 832 9,229 26,710 20,324 30,391: 13,911 3,844 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 1,130: -806 1,196 -3 -94 34 -903 1,227: 2,033 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 8.3 2.4 27.0 78.0 59.4 88.8: 40.6 11.2 Old : 100.0: 30.0 8.3 2.4 27.0 78.0 59.4 88.8: 40.6 11.2 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 : 21: 7 4 3 9 5 18 10: Old : 21: 7 4 3 9 5 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 : 31.9 82.4 45.9 88.1 30.4 79.7 43.1 82.1 Old : 31.9 82.4 45.9 88.1 30.4 79.7 43.1 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 Commitments of Traders - Futures Only, September 26, 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 : 43,304: 23,759 12,380 379 16,949 29,863 41,087 42,622: 2,217 682 Old : 43,304: 23,759 12,380 379 16,949 29,863 41,087 42,622: 2,217 682 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 11,386: 1,540 1,076 -314 10,082 10,445 11,308 11,207: 78 179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 28.6 0.9 39.1 69.0 94.9 98.4: 5.1 1.6 Old : 100.0: 54.9 28.6 0.9 39.1 69.0 94.9 98.4: 5.1 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 : 33: 13 10 2 7 6 21 17: Old : 33: 13 10 2 7 6 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 85.1 87.4 93.5 59.0 60.7 64.4 69.1 Old : 77.9 85.1 87.4 93.5 59.0 60.7 64.4 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders - Futures Only, September 26, 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 : 35,914: 22,369 14,316 286 7,499 17,287 30,154 31,889: 5,760 4,025 Old : 35,914: 22,369 14,316 286 7,499 17,287 30,154 31,889: 5,760 4,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -1,159: -879 -2,262 135 -995 120 -1,739 -2,007: 580 848 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.3 39.9 0.8 20.9 48.1 84.0 88.8: 16.0 11.2 Old : 100.0: 62.3 39.9 0.8 20.9 48.1 84.0 88.8: 16.0 11.2 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 : 72: 36 20 3 8 11 45 33: Old : 72: 36 20 3 8 11 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 : 39.0 49.0 54.8 69.4 39.0 48.9 53.0 66.7 Old : 39.0 49.0 54.8 69.4 39.0 48.9 53.0 66.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 Commitments of Traders - Futures Only, September 26, 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 : 19,661: 16,013 4,657 0 2,847 14,458 18,860 19,115: 801 546 Old : 19,661: 16,013 4,657 0 2,847 14,458 18,860 19,115: 801 546 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -182: -1,496 17 -57 1,455 -18 -98 -58: -84 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 23.7 0.0 14.5 73.5 95.9 97.2: 4.1 2.8 Old : 100.0: 81.4 23.7 0.0 14.5 73.5 95.9 97.2: 4.1 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 16 7 0 4 5 20 12: Old : 30: 16 7 0 4 5 20 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 : 60.5 85.3 79.5 94.3 58.5 82.8 75.7 89.9 Old : 60.5 85.3 79.5 94.3 58.5 82.8 75.7 89.9 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 26, 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 :12,671,577: 877,915 2,572,191 2,474,199 8,671,812 6,519,167 12,023,926 11,565,557: 647,651 1,106,020 Old :12,671,577: 877,915 2,572,191 2,474,199 8,671,812 6,519,167 12,023,926 11,565,557: 647,651 1,106,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -203,385: -92,606 155,157 -89,387 -7,600 -277,047 -189,593 -211,277: -13,792 7,892 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 20.3 19.5 68.4 51.4 94.9 91.3: 5.1 8.7 Old : 100.0: 6.9 20.3 19.5 68.4 51.4 94.9 91.3: 5.1 8.7 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 : 311: 42 119 112 114 137 238 298: Old : 311: 42 119 112 114 137 238 298: 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 : 36.7 18.9 47.5 28.1 31.2 14.8 37.4 20.1 Old : 36.7 18.9 47.5 28.1 31.2 14.8 37.4 20.1 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 26, 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 : 657,752: 120,340 95,314 17,811 446,032 464,293 584,182 577,418: 73,570 80,334 Old : 657,752: 120,340 95,314 17,811 446,032 464,293 584,182 577,418: 73,570 80,334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -4,010: 2,752 -1,136 400 -9,938 -4,208 -6,786 -4,944: 2,776 934 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 14.5 2.7 67.8 70.6 88.8 87.8: 11.2 12.2 Old : 100.0: 18.3 14.5 2.7 67.8 70.6 88.8 87.8: 11.2 12.2 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 : 616: 133 143 70 227 244 394 423: Old : 616: 133 143 70 227 244 394 423: 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 : 19.2 15.3 29.8 22.0 16.7 15.0 26.0 21.6 Old : 19.2 15.3 29.8 22.0 16.7 15.0 26.0 21.6 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 26, 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 : 45,705: 3,947 2,865 0 23,274 26,641 27,221 29,506: 18,484 16,199 Old : 45,705: 3,947 2,865 0 23,274 26,641 27,221 29,506: 18,484 16,199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 2,051: 32 -181 0 2,587 2,454 2,619 2,273: -568 -222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 6.3 0.0 50.9 58.3 59.6 64.6: 40.4 35.4 Old : 100.0: 8.6 6.3 0.0 50.9 58.3 59.6 64.6: 40.4 35.4 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 : 46: 8 8 0 18 16 26 24: Old : 46: 8 8 0 18 16 26 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 : 38.6 41.7 49.1 54.6 38.2 41.7 48.6 54.2 Old : 38.6 41.7 49.1 54.6 38.2 41.7 48.6 54.2 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 26, 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 : 3,060,234: 584,001 464,283 87,016 2,113,789 2,188,260 2,784,806 2,739,559: 275,428 320,675 Old : 3,060,234: 584,001 464,283 87,016 2,113,789 2,188,260 2,784,806 2,739,559: 275,428 320,675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -30,304: 12,542 -5,832 3,057 -62,624 -33,308 -47,025 -36,083: 16,721 5,779 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 15.2 2.8 69.1 71.5 91.0 89.5: 9.0 10.5 Old : 100.0: 19.1 15.2 2.8 69.1 71.5 91.0 89.5: 9.0 10.5 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 : 609: 131 143 65 218 238 380 415: Old : 609: 131 143 65 218 238 380 415: 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 : 20.7 15.7 31.9 22.8 17.9 15.4 27.9 22.5 Old : 20.7 15.7 31.9 22.8 17.9 15.4 27.9 22.5 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 26, 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 : 27,179: 12,209 0 0 12,180 26,523 24,389 26,523: 2,790 656 Old : 27,179: 12,209 0 0 12,180 26,523 24,389 26,523: 2,790 656 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 1,263: 918 0 0 525 1,267 1,443 1,267: -180 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.9 0.0 0.0 44.8 97.6 89.7 97.6: 10.3 2.4 Old : 100.0: 44.9 0.0 0.0 44.8 97.6 89.7 97.6: 10.3 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 : 24: 9 0 0 7 9 16 9: Old : 24: 9 0 0 7 9 16 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 : 62.3 78.0 78.8 95.2 62.3 78.0 78.8 95.1 Old : 62.3 78.0 78.8 95.2 62.3 78.0 78.8 95.1 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 26, 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 : 23,595: 333 1,188 0 21,527 21,176 21,860 22,364: 1,735 1,231 Old : 23,595: 333 1,188 0 21,527 21,176 21,860 22,364: 1,735 1,231 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 222: -345 414 0 1,142 -529 797 -115: -575 337 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 5.0 0.0 91.2 89.7 92.6 94.8: 7.4 5.2 Old : 100.0: 1.4 5.0 0.0 91.2 89.7 92.6 94.8: 7.4 5.2 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 : 25: 1 2 0 14 9 15 11: Old : 25: 1 2 0 14 9 15 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 76.4 76.3 90.9 56.9 76.4 76.3 90.9 Old : 56.9 76.4 76.3 90.9 56.9 76.4 76.3 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders - Futures Only, September 26, 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 : 88,200: 24,811 2,655 683 49,474 81,390 74,968 84,728: 13,232 3,472 Old : 88,200: 24,811 2,655 683 49,474 81,390 74,968 84,728: 13,232 3,472 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 2,785: 1,550 -15 188 280 3,311 2,018 3,484: 767 -699 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 3.0 0.8 56.1 92.3 85.0 96.1: 15.0 3.9 Old : 100.0: 28.1 3.0 0.8 56.1 92.3 85.0 96.1: 15.0 3.9 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 : 85: 15 7 5 39 38 54 50: Old : 85: 15 7 5 39 38 54 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 : 36.6 49.5 52.0 71.1 36.6 49.5 51.6 71.1 Old : 36.6 49.5 52.0 71.1 36.6 49.5 51.6 71.1 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 26, 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 : 53,532: 19,761 14,107 1,189 25,965 30,926 46,915 46,222: 6,617 7,310 Old : 53,532: 19,761 14,107 1,189 25,965 30,926 46,915 46,222: 6,617 7,310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 610: -800 1,251 25 1,065 -946 291 331: 319 279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 26.4 2.2 48.5 57.8 87.6 86.3: 12.4 13.7 Old : 100.0: 36.9 26.4 2.2 48.5 57.8 87.6 86.3: 12.4 13.7 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 : 280: 65 80 22 68 88 144 179: Old : 280: 65 80 22 68 88 144 179: 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 : 28.6 17.6 41.8 29.3 28.6 17.4 40.4 29.1 Old : 28.6 17.6 41.8 29.3 28.6 17.4 40.4 29.1 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 26, 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 : 267,660: 98,806 70,533 5,947 129,824 154,628 234,577 231,108: 33,083 36,552 Old : 267,660: 98,806 70,533 5,947 129,824 154,628 234,577 231,108: 33,083 36,552 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 3,048: -4,000 6,256 127 5,326 -4,729 1,453 1,654: 1,595 1,394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 26.4 2.2 48.5 57.8 87.6 86.3: 12.4 13.7 Old : 100.0: 36.9 26.4 2.2 48.5 57.8 87.6 86.3: 12.4 13.7 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 : 280: 65 80 22 68 88 144 179: Old : 280: 65 80 22 68 88 144 179: 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 : 28.6 17.6 41.8 29.3 28.6 17.4 40.4 29.1 Old : 28.6 17.6 41.8 29.3 28.6 17.4 40.4 29.1 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 26, 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 : 154,112: 103,507 26,313 2,255 14,921 104,186 120,683 132,754: 33,429 21,358 Old : 154,112: 103,507 26,313 2,255 14,921 104,186 120,683 132,754: 33,429 21,358 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : -4,621: 517 -4,165 -121 -3,781 -1,538 -3,385 -5,824: -1,236 1,203 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.2 17.1 1.5 9.7 67.6 78.3 86.1: 21.7 13.9 Old : 100.0: 67.2 17.1 1.5 9.7 67.6 78.3 86.1: 21.7 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 : 93: 47 15 10 17 23 65 47: Old : 93: 47 15 10 17 23 65 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 : 26.2 54.1 40.0 67.8 26.2 54.1 40.0 67.5 Old : 26.2 54.1 40.0 67.8 26.2 54.1 40.0 67.5 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 26, 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 : 548,404: 152,150 173,874 10,594 365,263 352,077 528,007 536,545: 20,397 11,859 Old : 548,404: 152,150 173,874 10,594 365,263 352,077 528,007 536,545: 20,397 11,859 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 22,627: 14,533 -2,514 2,763 2,743 22,180 20,039 22,429: 2,588 198 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 31.7 1.9 66.6 64.2 96.3 97.8: 3.7 2.2 Old : 100.0: 27.7 31.7 1.9 66.6 64.2 96.3 97.8: 3.7 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 : 268: 62 41 18 94 104 163 156: Old : 268: 62 41 18 94 104 163 156: 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 : 22.5 26.6 33.9 41.6 19.6 26.6 30.6 40.4 Old : 22.5 26.6 33.9 41.6 19.6 26.6 30.6 40.4 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 26, 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 : 36,802: 15,611 10,618 161 14,277 22,323 30,049 33,102: 6,753 3,700 Old : 36,802: 15,611 10,618 161 14,277 22,323 30,049 33,102: 6,753 3,700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 50: 273 1,414 -72 770 -1,191 971 151: -921 -101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.4 28.9 0.4 38.8 60.7 81.7 89.9: 18.3 10.1 Old : 100.0: 42.4 28.9 0.4 38.8 60.7 81.7 89.9: 18.3 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 18 4 1 15 9 34 13: Old : 42: 18 4 1 15 9 34 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 : 34.0 71.6 49.4 87.0 34.0 71.6 49.4 86.3 Old : 34.0 71.6 49.4 87.0 34.0 71.6 49.4 86.3 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 26, 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 : 53,628: 17,375 8,712 1,099 25,255 26,527 43,729 36,338: 9,899 17,290 Old : 53,628: 17,375 8,712 1,099 25,255 26,527 43,729 36,338: 9,899 17,290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 2,872: -1,209 26 -80 3,399 4,455 2,110 4,401: 762 -1,529 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 16.2 2.0 47.1 49.5 81.5 67.8: 18.5 32.2 Old : 100.0: 32.4 16.2 2.0 47.1 49.5 81.5 67.8: 18.5 32.2 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: 24 20 4 28 24 53 47: Old : 86: 24 20 4 28 24 53 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 : 20.2 31.4 34.0 40.0 20.0 29.6 32.6 38.0 Old : 20.2 31.4 34.0 40.0 20.0 29.6 32.6 38.0 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 26, 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 : 110,327: 6,288 10,123 32,719 71,306 67,483 110,313 110,325: 14 2 Old : 110,327: 6,288 10,123 32,719 71,306 67,483 110,313 110,325: 14 2 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 19, 2017 : : 1,217: 0 -410 647 570 980 1,217 1,217: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 9.2 29.7 64.6 61.2 100.0 100.0: 0.0 0.0 Old : 100.0: 5.7 9.2 29.7 64.6 61.2 100.0 100.0: 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 : 86.9 80.5 97.0 94.8 35.4 25.0 36.3 33.6 Old : 86.9 80.5 97.0 94.8 35.4 25.0 36.3 33.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2017