MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders - Futures Only, November 28, 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 : 23,452: 3,600 4,892 800 18,812 17,460 23,212 23,152: 240 300 Old : 23,452: 3,600 4,892 800 18,812 17,460 23,212 23,152: 240 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 652: 200 60 0 452 532 652 592: 0 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 20.9 3.4 80.2 74.4 99.0 98.7: 1.0 1.3 Old : 100.0: 15.4 20.9 3.4 80.2 74.4 99.0 98.7: 1.0 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 : 26: 4 12 3 8 6 14 20: Old : 26: 4 12 3 8 6 14 20: 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 : 82.8 58.9 93.1 86.4 69.1 40.5 71.7 62.5 Old : 82.8 58.9 93.1 86.4 69.1 40.5 71.7 62.5 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, November 28, 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 : 5,842: 268 893 422 4,421 3,714 5,111 5,029: 731 813 Old : 5,842: 268 893 422 4,421 3,714 5,111 5,029: 731 813 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 132: 38 74 -12 127 16 153 78: -21 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 15.3 7.2 75.7 63.6 87.5 86.1: 12.5 13.9 Old : 100.0: 4.6 15.3 7.2 75.7 63.6 87.5 86.1: 12.5 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 : 38: 3 11 9 18 18 29 30: Old : 38: 3 11 9 18 18 29 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 : 53.9 37.3 69.7 53.7 53.8 36.8 63.4 52.5 Old : 53.9 37.3 69.7 53.7 53.8 36.8 63.4 52.5 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, November 28, 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 : 28,582: 14,155 10,234 848 10,770 13,208 25,773 24,290: 2,809 4,292 Old : 28,582: 14,155 10,234 848 10,770 13,208 25,773 24,290: 2,809 4,292 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,293: 438 548 10 595 610 1,043 1,168: 250 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.5 35.8 3.0 37.7 46.2 90.2 85.0: 9.8 15.0 Old : 100.0: 49.5 35.8 3.0 37.7 46.2 90.2 85.0: 9.8 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 : 77: 21 24 22 19 22 50 58: Old : 77: 21 24 22 19 22 50 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 33.5 66.2 52.1 43.3 33.4 65.7 51.8 Old : 43.5 33.5 66.2 52.1 43.3 33.4 65.7 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 44,000 LBS.) : : : : All : 7,330: 1,102 1,058 460 4,918 5,215 6,480 6,733: 850 597 Old : 7,330: 1,102 1,058 460 4,918 5,215 6,480 6,733: 850 597 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 84: -5 -50 5 55 68 55 23: 29 61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 14.4 6.3 67.1 71.1 88.4 91.9: 11.6 8.1 Old : 100.0: 15.0 14.4 6.3 67.1 71.1 88.4 91.9: 11.6 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 : 40: 8 6 7 20 17 32 26: Old : 40: 8 6 7 20 17 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 : 41.7 48.0 59.9 68.1 41.3 45.5 55.6 62.0 Old : 41.7 48.0 59.9 68.1 41.3 45.5 55.6 62.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders - Futures Only, November 28, 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 : 250,548: 97,577 46,367 35,284 99,474 127,384 232,335 209,035: 18,213 41,513 Old : 249,021: 97,470 46,638 34,653 99,354 126,574 231,477 207,865: 17,544 41,156 Other: 1,527: 737 359 1 120 810 858 1,170: 669 357 : : : : : Changes in Commitments from: November 21, 2017 : : 1,286: -1,163 -357 1,330 843 267 1,010 1,240: 276 46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 18.5 14.1 39.7 50.8 92.7 83.4: 7.3 16.6 Old : 100.0: 39.1 18.7 13.9 39.9 50.8 93.0 83.5: 7.0 16.5 Other: 100.0: 48.3 23.5 0.1 7.9 53.0 56.2 76.6: 43.8 23.4 : : : :# Traders : Number of Traders in Each Category : All : 300: 100 76 113 55 86 226 227: Old : 300: 99 79 113 54 86 225 227: Other: 44: 14 10 1 4 15 19 26: :---------------------------------------------------------------------------------------------------- : 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 : 17.8 12.7 29.8 19.5 17.4 12.5 28.5 18.7 Old : 17.9 12.7 30.0 19.5 17.6 12.5 28.7 18.6 Other: 34.8 41.4 46.6 58.5 34.8 41.4 46.6 58.5 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders - Futures Only, November 28, 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 : 378,955: 162,888 34,144 50,109 138,164 242,246 351,161 326,499: 27,794 52,456 Old : 378,955: 162,888 34,144 50,109 138,164 242,246 351,161 326,499: 27,794 52,456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -821: -1,821 -576 -3,936 3,816 3,642 -1,941 -870: 1,120 49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.0 9.0 13.2 36.5 63.9 92.7 86.2: 7.3 13.8 Old : 100.0: 43.0 9.0 13.2 36.5 63.9 92.7 86.2: 7.3 13.8 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 : 435: 138 77 127 96 177 306 336: Old : 435: 138 77 127 96 177 306 336: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.2 20.2 27.5 28.1 17.2 20.0 27.2 27.3 Old : 17.2 20.2 27.5 28.1 17.2 20.0 27.2 27.3 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, November 28, 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 : 6,401: 3,425 1,927 400 927 2,994 4,752 5,321: 1,649 1,080 Old : 6,401: 3,425 1,927 400 927 2,994 4,752 5,321: 1,649 1,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -439: -372 -105 -41 -59 -351 -472 -497: 33 58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.5 30.1 6.2 14.5 46.8 74.2 83.1: 25.8 16.9 Old : 100.0: 53.5 30.1 6.2 14.5 46.8 74.2 83.1: 25.8 16.9 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 : 76: 34 14 7 13 23 52 41: Old : 76: 34 14 7 13 23 52 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.2 35.2 39.5 52.0 28.2 34.9 39.5 51.0 Old : 28.2 35.2 39.5 52.0 28.2 34.9 39.5 51.0 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, November 28, 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 : 56,361: 28,303 13,270 9,740 11,283 15,324 49,326 38,334: 7,035 18,027 Old : 56,361: 28,303 13,270 9,740 11,283 15,324 49,326 38,334: 7,035 18,027 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -136: 1 -443 -580 520 634 -59 -389: -77 253 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 23.5 17.3 20.0 27.2 87.5 68.0: 12.5 32.0 Old : 100.0: 50.2 23.5 17.3 20.0 27.2 87.5 68.0: 12.5 32.0 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 : 219: 60 54 53 37 73 136 159: Old : 219: 60 54 53 37 73 136 159: 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 : 17.1 16.0 29.4 23.4 16.4 13.3 27.6 18.5 Old : 17.1 16.0 29.4 23.4 16.4 13.3 27.6 18.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 Commitments of Traders - Futures Only, November 28, 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 : 3,952: 182 3,002 13 2,627 596 2,822 3,611: 1,130 341 Old : 3,952: 182 3,002 13 2,627 596 2,822 3,611: 1,130 341 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 105: 53 86 -5 335 29 383 110: -278 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 76.0 0.3 66.5 15.1 71.4 91.4: 28.6 8.6 Old : 100.0: 4.6 76.0 0.3 66.5 15.1 71.4 91.4: 28.6 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 6 4 11 6 16 14: Old : 21: 3 6 4 11 6 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 74.0 66.0 89.9 51.2 74.0 65.9 88.0 Old : 51.2 74.0 66.0 89.9 51.2 74.0 65.9 88.0 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, November 28, 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 : 26,950: 1,425 13,670 848 24,202 10,917 26,475 25,435: 475 1,515 Old : 26,950: 1,425 13,670 848 24,202 10,917 26,475 25,435: 475 1,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,082: 77 478 95 901 517 1,073 1,090: 9 -8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 50.7 3.1 89.8 40.5 98.2 94.4: 1.8 5.6 Old : 100.0: 5.3 50.7 3.1 89.8 40.5 98.2 94.4: 1.8 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 63: 10 17 13 21 23 40 44: Old : 63: 10 17 13 21 23 40 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.5 45.1 84.1 69.7 67.5 45.1 84.1 68.6 Old : 67.5 45.1 84.1 69.7 67.5 45.1 84.1 68.6 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, November 28, 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 : 49,012: 22,241 5,798 95 25,178 42,034 47,514 47,927: 1,498 1,085 Old : 49,012: 22,241 5,798 95 25,178 42,034 47,514 47,927: 1,498 1,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 6,109: 6,307 4,197 51 309 2,042 6,667 6,290: -558 -181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 11.8 0.2 51.4 85.8 96.9 97.8: 3.1 2.2 Old : 100.0: 45.4 11.8 0.2 51.4 85.8 96.9 97.8: 3.1 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 : 28: 13 4 2 7 8 21 13: Old : 28: 13 4 2 7 8 21 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 : 89.7 69.6 93.0 93.0 89.7 69.0 93.0 92.3 Old : 89.7 69.6 93.0 93.0 89.7 69.0 93.0 92.3 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, November 28, 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 : 145,257: 67,882 22,224 3,896 35,966 97,790 107,744 123,910: 37,513 21,347 Old : 145,257: 67,882 22,224 3,896 35,966 97,790 107,744 123,910: 37,513 21,347 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,661: 558 25 -355 1,736 1,374 1,939 1,044: -278 617 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 15.3 2.7 24.8 67.3 74.2 85.3: 25.8 14.7 Old : 100.0: 46.7 15.3 2.7 24.8 67.3 74.2 85.3: 25.8 14.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 89: 39 17 14 20 23 63 50: Old : 89: 39 17 14 20 23 63 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 : 24.3 52.8 34.7 64.4 24.1 52.7 34.3 63.6 Old : 24.3 52.8 34.7 64.4 24.1 52.7 34.3 63.6 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, November 28, 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 : 79,544: 17,581 47,765 746 55,140 7,692 73,467 56,203: 6,077 23,341 Old : 79,544: 17,581 47,765 746 55,140 7,692 73,467 56,203: 6,077 23,341 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -3,362: -3,240 -2,796 -139 100 519 -3,279 -2,416: -83 -946 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 60.0 0.9 69.3 9.7 92.4 70.7: 7.6 29.3 Old : 100.0: 22.1 60.0 0.9 69.3 9.7 92.4 70.7: 7.6 29.3 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 : 52: 12 22 3 11 8 25 31: Old : 52: 12 22 3 11 8 25 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 : 61.9 37.1 74.1 47.9 61.9 37.0 74.1 47.7 Old : 61.9 37.1 74.1 47.9 61.9 37.0 74.1 47.7 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, November 28, 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 : 171,485: 112,966 23,400 1,548 50,180 143,607 164,694 168,555: 6,791 2,930 Old : 171,485: 112,966 23,400 1,548 50,180 143,607 164,694 168,555: 6,791 2,930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -8,045: 2,922 -6,258 -599 -10,929 -488 -8,606 -7,345: 561 -700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.9 13.6 0.9 29.3 83.7 96.0 98.3: 4.0 1.7 Old : 100.0: 65.9 13.6 0.9 29.3 83.7 96.0 98.3: 4.0 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 139: 63 38 8 19 22 83 67: Old : 139: 63 38 8 19 22 83 67: 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 : 46.1 70.1 61.0 81.1 46.1 69.8 61.0 80.8 Old : 46.1 70.1 61.0 81.1 46.1 69.8 61.0 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders - Futures Only, November 28, 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 : 178,230: 66,549 61,976 10,519 69,411 82,682 146,479 155,177: 31,751 23,053 Old : 178,230: 66,549 61,976 10,519 69,411 82,682 146,479 155,177: 31,751 23,053 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 2,391: 8,191 3,318 61 -5,720 408 2,532 3,787: -141 -1,396 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 34.8 5.9 38.9 46.4 82.2 87.1: 17.8 12.9 Old : 100.0: 37.3 34.8 5.9 38.9 46.4 82.2 87.1: 17.8 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 : 125: 42 28 19 29 41 81 79: Old : 125: 42 28 19 29 41 81 79: 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 : 32.1 31.1 41.7 42.1 29.7 30.7 38.8 39.9 Old : 32.1 31.1 41.7 42.1 29.7 30.7 38.8 39.9 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, November 28, 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 : 244,536: 39,793 150,433 7,628 178,434 47,467 225,855 205,528: 18,681 39,008 Old : 244,536: 39,793 150,433 7,628 178,434 47,467 225,855 205,528: 18,681 39,008 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -16,483: -4,589 -16,551 -623 -13,291 2,523 -18,503 -14,651: 2,020 -1,832 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 61.5 3.1 73.0 19.4 92.4 84.0: 7.6 16.0 Old : 100.0: 16.3 61.5 3.1 73.0 19.4 92.4 84.0: 7.6 16.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 117: 23 39 19 32 39 64 90: Old : 117: 23 39 19 32 39 64 90: 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 : 47.7 37.0 64.1 47.7 44.8 37.0 61.2 46.7 Old : 47.7 37.0 64.1 47.7 44.8 37.0 61.2 46.7 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, November 28, 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 : 495,561: 205,160 115,479 21,603 189,056 310,897 415,819 447,979: 79,742 47,582 Old : 495,561: 205,160 115,479 21,603 189,056 310,897 415,819 447,979: 79,742 47,582 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 30,254: 9,251 15,007 539 14,002 18,768 23,792 34,314: 6,462 -4,060 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.4 23.3 4.4 38.1 62.7 83.9 90.4: 16.1 9.6 Old : 100.0: 41.4 23.3 4.4 38.1 62.7 83.9 90.4: 16.1 9.6 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 : 248: 105 49 43 68 64 185 145: Old : 248: 105 49 43 68 64 185 145: 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 34.0 32.7 48.4 23.0 33.5 32.1 47.9 Old : 23.4 34.0 32.7 48.4 23.0 33.5 32.1 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 Commitments of Traders - Futures Only, November 28, 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 : 38,688: 15,231 6,502 953 9,768 27,944 25,952 35,399: 12,736 3,289 Old : 38,688: 15,231 6,502 953 9,768 27,944 25,952 35,399: 12,736 3,289 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,971: 2,368 1,144 95 -820 666 1,643 1,905: 328 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 16.8 2.5 25.2 72.2 67.1 91.5: 32.9 8.5 Old : 100.0: 39.4 16.8 2.5 25.2 72.2 67.1 91.5: 32.9 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 : 29: 11 7 5 10 6 24 15: Old : 29: 11 7 5 10 6 24 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.5 80.4 46.1 88.3 32.1 77.0 43.6 84.2 Old : 33.5 80.4 46.1 88.3 32.1 77.0 43.6 84.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 Commitments of Traders - Futures Only, November 28, 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 : 26,277: 9,252 4,952 687 14,743 19,844 24,682 25,483: 1,595 794 Old : 26,277: 9,252 4,952 687 14,743 19,844 24,682 25,483: 1,595 794 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 3,505: -4,143 -249 525 7,144 2,985 3,526 3,261: -21 244 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 18.8 2.6 56.1 75.5 93.9 97.0: 6.1 3.0 Old : 100.0: 35.2 18.8 2.6 56.1 75.5 93.9 97.0: 6.1 3.0 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 : 36: 17 8 6 7 7 27 18: Old : 36: 17 8 6 7 7 27 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 73.4 79.0 86.5 45.8 59.6 58.7 68.5 Old : 63.5 73.4 79.0 86.5 45.8 59.6 58.7 68.5 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, November 28, 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 : 61,260: 23,960 37,982 1,127 32,751 16,550 57,838 55,659: 3,422 5,601 Old : 61,260: 23,960 37,982 1,127 32,751 16,550 57,838 55,659: 3,422 5,601 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,523: 1,471 2,099 354 -324 -275 1,501 2,178: 22 -655 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.1 62.0 1.8 53.5 27.0 94.4 90.9: 5.6 9.1 Old : 100.0: 39.1 62.0 1.8 53.5 27.0 94.4 90.9: 5.6 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 25 40 9 16 10 44 57: Old : 88: 25 40 9 16 10 44 57: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 36.0 66.4 55.7 48.0 36.0 66.4 55.7 Old : 48.0 36.0 66.4 55.7 48.0 36.0 66.4 55.7 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, November 28, 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 : 21,890: 13,568 3,932 42 7,252 16,784 20,862 20,758: 1,028 1,132 Old : 21,890: 13,568 3,932 42 7,252 16,784 20,862 20,758: 1,028 1,132 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -967: -588 -12 10 -488 -625 -1,066 -627: 99 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.0 18.0 0.2 33.1 76.7 95.3 94.8: 4.7 5.2 Old : 100.0: 62.0 18.0 0.2 33.1 76.7 95.3 94.8: 4.7 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 : 29: 14 8 3 5 5 19 16: Old : 29: 14 8 3 5 5 19 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 : 62.1 88.9 83.9 92.8 50.7 72.9 66.8 75.7 Old : 62.1 88.9 83.9 92.8 50.7 72.9 66.8 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All :13,822,855: 834,061 3,443,173 2,644,477 9,790,479 6,476,055 13,269,017 12,563,705: 553,838 1,259,150 Old :13,822,855: 834,061 3,443,173 2,644,477 9,790,479 6,476,055 13,269,017 12,563,705: 553,838 1,259,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 320,807: 34,187 -91,395 76,741 160,980 270,345 271,908 255,691: 48,899 65,116 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 24.9 19.1 70.8 46.9 96.0 90.9: 4.0 9.1 Old : 100.0: 6.0 24.9 19.1 70.8 46.9 96.0 90.9: 4.0 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 305: 49 108 120 117 129 247 292: Old : 305: 49 108 120 117 129 247 292: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 18.9 50.8 28.9 34.0 16.1 40.5 21.9 Old : 40.0 18.9 50.8 28.9 34.0 16.1 40.5 21.9 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, November 28, 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 : 756,344: 119,507 96,719 33,688 511,048 533,213 664,243 663,620: 92,101 92,724 Old : 756,344: 119,507 96,719 33,688 511,048 533,213 664,243 663,620: 92,101 92,724 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 17,389: 3,040 2,771 5,487 8,042 7,349 16,569 15,606: 820 1,782 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 12.8 4.5 67.6 70.5 87.8 87.7: 12.2 12.3 Old : 100.0: 15.8 12.8 4.5 67.6 70.5 87.8 87.7: 12.2 12.3 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 : 640: 153 145 92 230 247 420 447: Old : 640: 153 145 92 230 247 420 447: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.7 17.8 22.5 24.6 10.5 15.5 17.5 22.0 Old : 12.7 17.8 22.5 24.6 10.5 15.5 17.5 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, November 28, 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 : 78,758: 9,160 8,868 1,271 45,613 39,940 56,044 50,079: 22,714 28,679 Old : 78,758: 9,160 8,868 1,271 45,613 39,940 56,044 50,079: 22,714 28,679 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 5,727: 2,755 133 671 318 3,992 3,744 4,796: 1,983 931 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 11.3 1.6 57.9 50.7 71.2 63.6: 28.8 36.4 Old : 100.0: 11.6 11.3 1.6 57.9 50.7 71.2 63.6: 28.8 36.4 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 : 50: 8 8 1 18 21 26 30: Old : 50: 8 8 1 18 21 26 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 : 43.7 30.9 56.0 44.1 43.3 30.9 54.0 44.1 Old : 43.7 30.9 56.0 44.1 43.3 30.9 54.0 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748 Commitments of Traders - Futures Only, November 28, 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 Consumer Stapl : : : : All : 22,239: 0 268 0 20,656 21,297 20,656 21,565: 1,583 674 Old : 22,239: 0 268 0 20,656 21,297 20,656 21,565: 1,583 674 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -19: 0 0 0 6 1,341 6 1,341: -25 -1,360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.2 0.0 92.9 95.8 92.9 97.0: 7.1 3.0 Old : 100.0: 0.0 1.2 0.0 92.9 95.8 92.9 97.0: 7.1 3.0 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 : 21: 0 1 0 11 11 11 12: Old : 21: 0 1 0 11 11 11 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 : 69.0 82.6 90.8 92.8 69.0 82.3 90.8 92.2 Old : 69.0 82.6 90.8 92.8 69.0 82.3 90.8 92.2 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, November 28, 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 : 3,387,929: 614,634 502,151 99,188 2,327,174 2,466,364 3,040,996 3,067,703: 346,933 320,226 Old : 3,387,929: 614,634 502,151 99,188 2,327,174 2,466,364 3,040,996 3,067,703: 346,933 320,226 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 58,309: 17,745 29,509 7,760 38,618 16,783 64,123 54,052: -5,814 4,257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.1 14.8 2.9 68.7 72.8 89.8 90.5: 10.2 9.5 Old : 100.0: 18.1 14.8 2.9 68.7 72.8 89.8 90.5: 10.2 9.5 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 : 635: 150 146 87 225 244 411 441: Old : 635: 150 146 87 225 244 411 441: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.1 19.0 23.2 26.4 11.5 16.5 18.9 23.3 Old : 13.1 19.0 23.2 26.4 11.5 16.5 18.9 23.3 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, November 28, 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 : 31,580: 13,886 330 0 14,704 30,904 28,590 31,234: 2,990 346 Old : 31,580: 13,886 330 0 14,704 30,904 28,590 31,234: 2,990 346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,108: 811 0 0 5 1,351 816 1,351: 292 -243 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 1.0 0.0 46.6 97.9 90.5 98.9: 9.5 1.1 Old : 100.0: 44.0 1.0 0.0 46.6 97.9 90.5 98.9: 9.5 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 : 30: 9 1 0 10 11 19 12: Old : 30: 9 1 0 10 11 19 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 : 62.9 73.7 77.9 92.7 62.9 73.7 77.9 92.7 Old : 62.9 73.7 77.9 92.7 62.9 73.7 77.9 92.7 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, November 28, 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 : 22,208: 754 1,188 0 19,535 20,210 20,289 21,398: 1,919 810 Old : 22,208: 754 1,188 0 19,535 20,210 20,289 21,398: 1,919 810 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -400: 76 0 0 -431 -345 -355 -345: -45 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 5.3 0.0 88.0 91.0 91.4 96.4: 8.6 3.6 Old : 100.0: 3.4 5.3 0.0 88.0 91.0 91.4 96.4: 8.6 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 2 0 12 11 13 13: Old : 24: 1 2 0 12 11 13 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 : 59.6 84.1 79.6 91.7 59.6 84.1 79.6 91.7 Old : 59.6 84.1 79.6 91.7 59.6 84.1 79.6 91.7 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, November 28, 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 : 93,662: 28,460 3,601 680 51,332 86,038 80,472 90,319: 13,190 3,343 Old : 93,662: 28,460 3,601 680 51,332 86,038 80,472 90,319: 13,190 3,343 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -834: 1,396 50 -121 -1,482 -711 -207 -782: -627 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 3.8 0.7 54.8 91.9 85.9 96.4: 14.1 3.6 Old : 100.0: 30.4 3.8 0.7 54.8 91.9 85.9 96.4: 14.1 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 98: 22 7 6 45 41 67 54: Old : 98: 22 7 6 45 41 67 54: 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 : 35.6 48.1 50.1 66.2 35.6 48.0 49.6 66.1 Old : 35.6 48.1 50.1 66.2 35.6 48.0 49.6 66.1 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, November 28, 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 : 58,911: 18,274 17,152 2,036 31,564 32,154 51,874 51,342: 7,037 7,569 Old : 58,911: 18,274 17,152 2,036 31,564 32,154 51,874 51,342: 7,037 7,569 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -14: -337 1,678 -206 626 -1,500 83 -28: -98 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 29.1 3.5 53.6 54.6 88.1 87.2: 11.9 12.8 Old : 100.0: 31.0 29.1 3.5 53.6 54.6 88.1 87.2: 11.9 12.8 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 : 286: 77 81 25 73 83 162 178: Old : 286: 77 81 25 73 83 162 178: 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 : 26.9 16.1 39.8 27.9 22.7 14.8 35.1 25.7 Old : 26.9 16.1 39.8 27.9 22.7 14.8 35.1 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders - Futures Only, November 28, 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 : 294,553: 91,370 85,759 10,180 157,820 160,769 259,370 256,708: 35,183 37,845 Old : 294,553: 91,370 85,759 10,180 157,820 160,769 259,370 256,708: 35,183 37,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -72: -1,686 8,388 -1,030 3,132 -7,500 416 -142: -488 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 29.1 3.5 53.6 54.6 88.1 87.2: 11.9 12.8 Old : 100.0: 31.0 29.1 3.5 53.6 54.6 88.1 87.2: 11.9 12.8 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 : 286: 77 81 25 73 83 162 178: Old : 286: 77 81 25 73 83 162 178: 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 : 26.9 16.1 39.8 27.9 22.7 14.8 35.1 25.7 Old : 26.9 16.1 39.8 27.9 22.7 14.8 35.1 25.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders - Futures Only, November 28, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 134,805: 78,202 39,320 2,775 29,788 64,787 110,765 106,882: 24,040 27,923 Old : 134,805: 78,202 39,320 2,775 29,788 64,787 110,765 106,882: 24,040 27,923 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,830: 68 1,003 -221 2,193 378 2,040 1,160: -210 670 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 29.2 2.1 22.1 48.1 82.2 79.3: 17.8 20.7 Old : 100.0: 58.0 29.2 2.1 22.1 48.1 82.2 79.3: 17.8 20.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 90: 33 24 15 20 23 57 58: Old : 90: 33 24 15 20 23 57 58: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.7 37.0 47.3 49.6 26.2 36.6 45.9 49.2 Old : 26.7 37.0 47.3 49.6 26.2 36.6 45.9 49.2 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, November 28, 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 : 569,543: 162,898 155,901 11,712 372,370 387,845 546,980 555,458: 22,563 14,085 Old : 569,543: 162,898 155,901 11,712 372,370 387,845 546,980 555,458: 22,563 14,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 15,063: 13,700 2,702 1,420 -1,576 10,495 13,544 14,617: 1,519 446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 27.4 2.1 65.4 68.1 96.0 97.5: 4.0 2.5 Old : 100.0: 28.6 27.4 2.1 65.4 68.1 96.0 97.5: 4.0 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 : 304: 70 52 23 116 106 196 172: Old : 304: 70 52 23 116 106 196 172: 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 : 21.3 29.0 32.3 41.3 20.3 28.8 31.0 40.9 Old : 21.3 29.0 32.3 41.3 20.3 28.8 31.0 40.9 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, November 28, 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 : 42,099: 17,336 11,111 155 15,491 26,962 32,982 38,228: 9,117 3,871 Old : 42,099: 17,336 11,111 155 15,491 26,962 32,982 38,228: 9,117 3,871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : -233: -397 -546 3 259 221 -135 -322: -98 89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.2 26.4 0.4 36.8 64.0 78.3 90.8: 21.7 9.2 Old : 100.0: 41.2 26.4 0.4 36.8 64.0 78.3 90.8: 21.7 9.2 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 : 51: 18 8 4 17 15 36 26: Old : 51: 18 8 4 17 15 36 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 : 34.5 59.2 47.6 74.8 34.5 59.2 47.6 74.8 Old : 34.5 59.2 47.6 74.8 34.5 59.2 47.6 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders - Futures Only, November 28, 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 : 62,744: 15,310 21,019 1,006 35,159 26,250 51,475 48,275: 11,269 14,469 Old : 62,744: 15,310 21,019 1,006 35,159 26,250 51,475 48,275: 11,269 14,469 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 1,118: -1,326 -1,350 134 1,132 -828 -60 -2,044: 1,178 3,162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 33.5 1.6 56.0 41.8 82.0 76.9: 18.0 23.1 Old : 100.0: 24.4 33.5 1.6 56.0 41.8 82.0 76.9: 18.0 23.1 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 : 88: 23 20 9 32 22 60 46: Old : 88: 23 20 9 32 22 60 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.7 25.1 41.3 39.6 28.8 25.1 39.9 39.6 Old : 29.7 25.1 41.3 39.6 28.8 25.1 39.9 39.6 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, November 28, 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 : 99,064: 10,020 5,312 26,959 62,041 66,791 99,020 99,062: 44 2 Old : 99,064: 10,020 5,312 26,959 62,041 66,791 99,020 99,062: 44 2 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 5.4 27.2 62.6 67.4 100.0 100.0: 0.0 0.0 Old : 100.0: 10.1 5.4 27.2 62.6 67.4 100.0 100.0: 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 : 28: 6 2 2 14 14 22 16: Old : 28: 6 2 2 14 14 22 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.2 75.3 94.3 93.3 32.9 24.4 35.2 32.9 Old : 85.2 75.3 94.3 93.3 32.9 24.4 35.2 32.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017