BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,759 COMMITMENTS 1,184 1,733 202 2,558 2,040 3,944 3,975 815 784 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 144) 37 109 0 50 70 87 179 57 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 36.4 4.2 53.8 42.9 82.9 83.5 17.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 8 7 15 15 25 24 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,014 COMMITMENTS 18,484 6,927 1,170 8,265 16,182 27,919 24,279 3,095 6,735 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 773) 380 192 340 198 221 918 753 -145 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.6 22.3 3.8 26.6 52.2 90.0 78.3 10.0 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 24 22 20 15 22 53 50 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,299 COMMITMENTS 772 844 1,426 3,669 3,358 5,867 5,628 432 671 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 492) 262 98 -29 275 373 508 442 -16 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 13.4 22.6 58.2 53.3 93.1 89.3 6.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 8 9 18 15 31 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,245 COMMITMENTS 82,499 45,494 33,845 81,020 102,561 197,364 181,900 20,881 36,345 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 17,654) 4,129 806 6,414 6,514 10,092 17,057 17,312 597 342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 20.8 15.5 37.1 47.0 90.4 83.3 9.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 97 78 105 62 84 215 232 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 336,427 COMMITMENTS 139,888 45,142 53,851 114,538 183,855 308,277 282,848 28,150 53,579 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 12,592) 5,021 2,582 1,077 6,322 7,018 12,420 10,677 172 1,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 13.4 16.0 34.0 54.6 91.6 84.1 8.4 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 125 84 127 105 149 294 322 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,738 COMMITMENTS 1,266 1,321 97 1,237 1,478 2,600 2,896 1,138 842 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 154) 188 -214 20 -151 461 57 267 97 -113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 35.3 2.6 33.1 39.5 69.6 77.5 30.4 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 12 12 4 13 17 28 31 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,497 COMMITMENTS 22,727 12,981 7,168 12,202 12,941 42,097 33,090 8,400 17,407 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,081) 989 -784 -75 683 2,284 1,597 1,425 484 656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 25.7 14.2 24.2 25.6 83.4 65.5 16.6 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 54 47 55 42 68 133 149 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,920 COMMITMENTS 302 4,032 86 3,363 541 3,751 4,659 1,169 261 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 82.0 1.7 68.4 11.0 76.2 94.7 23.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 6 5 9 5 16 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,244 COMMITMENTS 5,006 14,455 52 15,549 6,134 20,607 20,641 637 603 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 598) 315 373 -20 427 220 722 573 -124 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 68.0 0.2 73.2 28.9 97.0 97.2 3.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 15 5 5 22 18 38 27 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,023 COMMITMENTS 18,279 1,483 0 8,822 26,679 27,101 28,162 1,922 861 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 717) 533 -634 0 100 1,384 633 750 84 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.0 5.1 0.0 30.4 91.9 93.4 97.0 6.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 2 0 5 9 16 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 100,307 COMMITMENTS 32,064 37,520 1,361 37,227 32,371 70,652 71,252 29,655 29,055 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 9,675) 3,659 1,180 -128 3,806 10,275 7,337 11,327 2,338 -1,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 37.4 1.4 37.1 32.3 70.4 71.0 29.6 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 27 22 8 22 25 53 51 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,713 COMMITMENTS 7,166 20,849 341 32,142 5,929 39,649 27,119 6,064 18,594 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -4,540) -2,846 -3,409 -89 -1,693 1,202 -4,628 -2,296 88 -2,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 45.6 0.7 70.3 13.0 86.7 59.3 13.3 40.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 9 17 5 12 10 23 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,433 COMMITMENTS 22,573 95,894 10,135 138,023 64,084 170,731 170,113 6,702 7,320 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 3,043) -1,305 240 579 3,834 2,167 3,108 2,986 -65 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 54.0 5.7 77.8 36.1 96.2 95.9 3.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 36 72 18 19 22 66 104 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 228,782 COMMITMENTS 55,242 121,484 3,742 144,232 67,053 203,216 192,279 25,566 36,503 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 732) -1,500 -1,089 625 318 1,198 -557 734 1,289 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 53.1 1.6 63.0 29.3 88.8 84.0 11.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 22 57 12 22 39 54 98 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 211,752 COMMITMENTS 28,560 106,390 3,432 164,514 57,301 196,506 167,123 15,246 44,629 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,264) 2,519 510 1,398 265 640 4,182 2,548 -1,918 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 50.2 1.6 77.7 27.1 92.8 78.9 7.2 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 22 51 13 27 36 56 94 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 415,090 COMMITMENTS 128,846 195,346 8,867 225,333 150,756 363,046 354,969 52,044 60,121 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -122) -5,901 -5,224 1,760 5,349 3,602 1,208 138 -1,330 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 47.1 2.1 54.3 36.3 87.5 85.5 12.5 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 69 95 32 54 61 132 180 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,029 COMMITMENTS 28,327 4,587 536 6,487 31,289 35,350 36,412 1,679 617 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 3,809) 3,620 1,677 3 71 2,069 3,694 3,749 115 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.5 12.4 1.4 17.5 84.5 95.5 98.3 4.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 9 1 3 6 15 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,994 COMMITMENTS 25,517 37,805 39 16,566 4,544 42,122 42,388 3,872 3,606 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,058) 2,528 856 -115 -857 872 1,556 1,613 502 445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 82.2 0.1 36.0 9.9 91.6 92.2 8.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 28 22 2 15 8 45 30 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 13,542 COMMITMENTS 5,836 3,779 658 5,950 8,550 12,444 12,987 1,098 555 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 3,019) 449 79 487 2,146 2,456 3,082 3,022 -63 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 27.9 4.9 43.9 63.1 91.9 95.9 8.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 12 5 2 6 4 19 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,141,201 COMMITMENTS 471,771 2915736 2370387 8740369 5706164 11582527 10992287 558,674 1148914 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 333,104) -32,415 -30,585 75,647 275,652 292,299 318,884 337,361 14,220 -4,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 24.0 19.5 72.0 47.0 95.4 90.5 4.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 29 102 101 113 127 218 265 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 624,477 COMMITMENTS 92,286 83,377 18,055 435,267 445,498 545,608 546,931 78,869 77,546 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -3,939) 324 -2,167 -710 -4,262 -7,111 -4,648 -9,988 709 6,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 13.4 2.9 69.7 71.3 87.4 87.6 12.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591) 127 138 69 223 224 382 399 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 62,327 COMMITMENTS 4,694 2,852 31 28,843 39,597 33,568 42,480 28,759 19,847 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 268) -66 232 -11 1,181 -3,018 1,104 -2,797 -836 3,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 4.6 0.0 46.3 63.5 53.9 68.2 46.1 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 9 2 23 22 32 32 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,810,749 COMMITMENTS 450,996 415,665 77,083 2032122 2029506 2560201 2522254 250,548 288,495 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -21,033) -416 -14,362 -1,129 -27,215 -20,466 -28,760 -35,957 7,727 14,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 14.8 2.7 72.3 72.2 91.1 89.7 8.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582) 123 138 65 215 216 369 388 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 97,588 COMMITMENTS 28,244 2,261 404 57,662 91,278 86,310 93,943 11,278 3,645 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 1,777) 422 -19 294 1,037 1,759 1,753 2,034 24 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 2.3 0.4 59.1 93.5 88.4 96.3 11.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 19 3 2 45 38 64 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,075 COMMITMENTS 24,522 6,721 477 14,261 32,632 39,260 39,830 5,815 5,245 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 652) 1,373 -86 91 -843 767 622 772 29 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 14.9 1.1 31.6 72.4 87.1 88.4 12.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 71 53 12 56 65 132 125 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 225,374 COMMITMENTS 122,611 33,606 2,383 71,305 163,162 196,299 199,151 29,075 26,223 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 3,258) 6,867 -430 457 -4,213 3,835 3,111 3,862 147 -604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 14.9 1.1 31.6 72.4 87.1 88.4 12.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 71 53 12 56 65 132 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 87,631 COMMITMENTS 42,401 37,556 1,587 24,813 21,441 68,801 60,584 18,830 27,047 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -9,254) 1,619 -7,074 -84 -12,198 473 -10,663 -6,685 1,409 -2,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 42.9 1.8 28.3 24.5 78.5 69.1 21.5 30.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 25 29 6 13 20 41 52 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 28,908 COMMITMENTS 7,604 5,420 109 12,884 16,731 20,597 22,260 8,311 6,648 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 945) 895 -924 19 -650 786 264 -119 681 1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 18.7 0.4 44.6 57.9 71.3 77.0 28.7 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 11 7 1 14 6 26 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,184 COMMITMENTS 11,144 15,437 1,448 34,779 18,579 47,371 35,464 9,813 21,720 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -1,514) -2,293 -4,069 55 406 596 -1,832 -3,418 318 1,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 27.0 2.5 60.8 32.5 82.8 62.0 17.2 38.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 22 14 5 37 25 62 41 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 01/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,366 COMMITMENTS 8,634 5,563 1,094 6,003 9,524 15,731 16,181 635 185 CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 34.0 6.7 36.7 58.2 96.1 98.9 3.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 4 9 2 18 8
Updated January 20, 2017