MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,952 COMMITMENTS 2,540 6,176 360 19,932 16,736 22,832 23,272 1,120 680 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 25.8 1.5 83.2 69.9 95.3 97.2 4.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 6 1 6 8 10 15 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,114 COMMITMENTS 1,384 1,710 182 2,682 2,435 4,248 4,327 866 787 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 246) 67 -60 21 152 235 240 196 6 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 33.4 3.6 52.4 47.6 83.1 84.6 16.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 9 7 16 18 27 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,925 COMMITMENTS 19,247 6,284 1,122 7,667 16,679 28,036 24,085 2,889 6,840 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,046) 759 360 103 -15 308 847 771 199 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.2 20.3 3.6 24.8 53.9 90.7 77.9 9.3 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 20 23 22 15 25 50 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,351 COMMITMENTS 933 687 1,379 4,559 4,774 6,871 6,840 480 511 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 329) 154 26 -105 220 409 269 330 60 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 9.3 18.8 62.0 64.9 93.5 93.0 6.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 7 11 19 16 34 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,466 COMMITMENTS 89,959 48,271 36,724 85,239 118,086 211,922 203,081 25,544 34,385 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 5,196) 2,303 636 3,082 -464 2,911 4,921 6,629 275 -1,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 20.3 15.5 35.9 49.7 89.2 85.5 10.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 124 67 112 69 84 252 227 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,514 COMMITMENTS 129,921 38,903 48,104 121,470 189,885 299,495 276,892 28,019 50,622 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -11,109) -7,460 -2,043 -1,397 835 -3,505 -8,022 -6,945 -3,087 -4,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 11.9 14.7 37.1 58.0 91.4 84.5 8.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411) 127 88 123 98 149 293 311 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,065 COMMITMENTS 2,262 1,372 289 766 2,288 3,317 3,949 1,748 1,116 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 628) 586 147 93 -382 330 297 570 331 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 27.1 5.7 15.1 45.2 65.5 78.0 34.5 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 24 12 5 16 22 44 37 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,212 COMMITMENTS 20,049 12,851 10,558 13,556 11,725 44,163 35,134 7,049 16,078 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,516) -913 799 2,611 933 -997 2,631 2,413 -115 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 25.1 20.6 26.5 22.9 86.2 68.6 13.8 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 48 54 55 54 63 139 149 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,564 COMMITMENTS 280 4,532 154 3,981 436 4,415 5,122 1,149 442 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 364) 12 183 78 239 36 329 297 35 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 81.5 2.8 71.5 7.8 79.3 92.1 20.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 3 9 4 15 11 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,145 COMMITMENTS 6,505 16,895 147 16,814 6,324 23,466 23,366 679 779 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,120) 167 722 19 923 359 1,109 1,100 11 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 70.0 0.6 69.6 26.2 97.2 96.8 2.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 6 5 21 16 37 27 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,417 COMMITMENTS 19,639 1,437 0 8,924 28,107 28,563 29,544 1,854 873 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -586) -292 -966 0 0 518 -292 -448 -294 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.6 4.7 0.0 29.3 92.4 93.9 97.1 6.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 4 0 6 9 20 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,056 COMMITMENTS 53,152 33,812 1,584 37,935 66,128 92,671 101,524 32,385 23,532 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 6,632) 7,025 -3,765 300 420 9,675 7,745 6,210 -1,113 422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 27.0 1.3 30.3 52.9 74.1 81.2 25.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 31 16 8 22 26 54 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,482 COMMITMENTS 6,608 18,092 474 32,860 13,288 39,942 31,854 7,540 15,628 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -1,401) -451 -3,588 -246 138 829 -559 -3,005 -842 1,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 38.1 1.0 69.2 28.0 84.1 67.1 15.9 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 16 6 12 9 22 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 190,028 COMMITMENTS 30,271 90,484 9,972 143,548 83,212 183,791 183,668 6,237 6,360 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 564) -958 767 -248 1,418 365 212 884 352 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 47.6 5.2 75.5 43.8 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 46 52 13 20 26 76 83 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 212,044 COMMITMENTS 39,039 104,567 3,999 143,574 69,947 186,612 178,513 25,432 33,531 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,031) 904 1,893 -936 -265 1,187 -297 2,144 1,328 -1,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 49.3 1.9 67.7 33.0 88.0 84.2 12.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 25 52 16 23 43 61 98 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 204,277 COMMITMENTS 27,701 78,985 3,095 155,557 80,051 186,353 162,131 17,924 42,146 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,645) 1,827 -1,949 253 -679 2,837 1,401 1,141 1,244 1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 38.7 1.5 76.2 39.2 91.2 79.4 8.8 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 25 44 11 31 33 62 82 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 406,350 COMMITMENTS 125,333 172,097 10,485 216,770 159,331 352,588 341,913 53,762 64,437 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -2,828) -1,375 438 2,157 -3,720 -12,304 -2,938 -9,709 110 6,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 42.4 2.6 53.3 39.2 86.8 84.1 13.2 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 68 81 31 60 62 139 164 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,042 COMMITMENTS 13,098 2,286 279 6,086 21,735 19,463 24,300 9,579 4,742 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,784) 1,058 443 14 -29 828 1,043 1,285 741 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 7.9 1.0 21.0 74.8 67.0 83.7 33.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 3 3 6 8 15 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,134 COMMITMENTS 28,702 2,652 2 6,247 33,779 34,951 36,433 2,183 701 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 484) 330 187 0 103 413 433 600 51 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.3 7.1 0.0 16.8 91.0 94.1 98.1 5.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 13 9 1 3 6 16 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 56,314 COMMITMENTS 36,565 33,689 276 14,467 19,525 51,308 53,490 5,006 2,824 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,241) 1,705 674 265 377 1,774 2,347 2,713 -106 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.9 59.8 0.5 25.7 34.7 91.1 95.0 8.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 37 22 4 14 10 53 34 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 31,502 COMMITMENTS 7,750 1,912 7,717 14,679 21,434 30,146 31,063 1,356 439 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -188) 472 346 -193 -416 -201 -137 -48 -51 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 6.1 24.5 46.6 68.0 95.7 98.6 4.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 16 4 2 7 7 23 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,069,047 COMMITMENTS 469,994 2907557 2227175 8802339 5768601 11499508 10903333 569,539 1165714 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 52,047) 83,715 221,575 -96,369 69,841 -22,479 57,187 102,727 -5,140 -50,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 24.1 18.5 72.9 47.8 95.3 90.3 4.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 28 107 102 119 134 227 276 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 675,290 COMMITMENTS 100,160 87,317 24,378 469,631 477,999 594,169 589,693 81,121 85,597 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 27,811) 4,752 1,083 3,697 18,817 15,017 27,267 19,797 544 8,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 12.9 3.6 69.5 70.8 88.0 87.3 12.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608) 126 148 79 232 232 397 420 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 71,643 COMMITMENTS 4,724 3,435 1,589 39,477 43,185 45,790 48,209 25,853 23,434 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,205) -3 -2,980 1,389 1,882 691 3,268 -900 -1,063 3,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 4.8 2.2 55.1 60.3 63.9 67.3 36.1 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 12 5 2 22 25 35 31 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,018,235 COMMITMENTS 486,939 429,166 104,186 2150771 2174070 2741896 2707422 276,339 310,813 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 128,031) 10,396 6,933 24,922 84,677 71,631 119,995 103,486 8,036 24,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 14.2 3.5 71.3 72.0 90.8 89.7 9.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 121 149 76 227 220 385 408 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 94,729 COMMITMENTS 23,813 2,852 1,226 56,760 87,200 81,799 91,278 12,930 3,451 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 267) -274 188 -424 109 794 -589 558 856 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 3.0 1.3 59.9 92.1 86.4 96.4 13.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 15 5 3 45 36 61 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,770 COMMITMENTS 24,046 6,110 688 15,287 32,556 40,022 39,354 5,749 6,417 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -569) -497 50 139 -202 -1,334 -560 -1,145 -9 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 13.3 1.5 33.4 71.1 87.4 86.0 12.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 71 52 17 69 70 148 131 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 228,852 COMMITMENTS 120,230 30,549 3,441 76,437 162,778 200,108 196,768 28,744 32,084 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -2,843) -2,485 251 697 -1,012 -6,672 -2,800 -5,724 -43 2,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 13.3 1.5 33.4 71.1 87.4 86.0 12.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 71 52 17 69 70 148 131 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 127,869 COMMITMENTS 79,313 55,095 1,734 16,536 49,043 97,583 105,872 30,286 21,997 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 13,764) 12,768 5,298 -170 -642 6,430 11,956 11,558 1,808 2,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.0 43.1 1.4 12.9 38.4 76.3 82.8 23.7 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 37 21 8 18 21 59 46 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,342 COMMITMENTS 10,365 4,782 123 12,600 18,874 23,088 23,779 9,254 8,563 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 2,843) 1,035 157 123 421 197 1,579 477 1,264 2,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 14.8 0.4 39.0 58.4 71.4 73.5 28.6 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 15 6 1 15 8 31 14 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,522 COMMITMENTS 14,949 23,132 2,113 32,541 19,834 49,603 45,079 11,919 16,443 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,316) 3,028 6,073 313 -1,677 446 1,664 6,832 1,652 -3,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 37.6 3.4 52.9 32.2 80.6 73.3 19.4 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 23 14 8 36 27 62 46 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 16,096 COMMITMENTS 8,646 6,025 553 6,126 9,216 15,325 15,794 771 302 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 37.4 3.4 38.1 57.3 95.2 98.1 4.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 4 3 9 2 17 7
Updated February 17, 2017