MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,356 COMMITMENTS 2,420 5,504 680 20,376 17,732 23,476 23,916 880 440 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 404) -120 -672 320 444 996 644 644 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 22.6 2.8 83.7 72.8 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 5 3 7 8 14 16 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,308 COMMITMENTS 1,417 1,528 297 2,794 2,619 4,508 4,444 800 864 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 194) 33 -182 115 112 184 260 117 -66 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 28.8 5.6 52.6 49.3 84.9 83.7 15.1 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 9 9 17 18 29 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,429 COMMITMENTS 20,833 5,850 1,406 7,436 17,694 29,675 24,950 2,754 7,479 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,504) 1,586 -434 284 -231 1,015 1,639 865 -135 639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.2 18.0 4.3 22.9 54.6 91.5 76.9 8.5 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 22 22 22 14 25 47 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,490 COMMITMENTS 1,165 876 1,165 4,650 4,909 6,980 6,950 510 540 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 139) 232 189 -214 91 135 109 110 30 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 11.7 15.6 62.1 65.5 93.2 92.8 6.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 6 11 20 17 34 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,629 COMMITMENTS 82,996 41,711 36,974 85,620 115,959 205,590 194,644 24,039 34,985 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -7,837) -6,963 -6,560 250 381 -2,127 -6,332 -8,437 -1,505 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 18.2 16.1 37.3 50.5 89.5 84.8 10.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 99 70 99 65 81 222 213 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,967 COMMITMENTS 128,504 40,135 48,956 121,894 186,335 299,354 275,426 27,613 51,541 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -547) -1,417 1,232 852 424 -3,550 -141 -1,466 -406 919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 12.3 15.0 37.3 57.0 91.6 84.2 8.4 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 133 85 117 99 145 294 306 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,256 COMMITMENTS 2,701 1,469 375 509 2,365 3,585 4,209 1,671 1,047 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 191) 439 97 86 -257 77 268 260 -77 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 27.9 7.1 9.7 45.0 68.2 80.1 31.8 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 24 13 7 16 24 46 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,956 COMMITMENTS 19,844 12,468 9,891 14,033 12,536 43,768 34,895 7,188 16,061 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -256) -205 -383 -667 477 811 -395 -239 139 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 24.5 19.4 27.5 24.6 85.9 68.5 14.1 31.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 46 56 53 55 70 140 153 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,887 COMMITMENTS 216 4,811 157 4,309 451 4,682 5,419 1,205 468 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 323) -64 279 3 328 15 267 297 56 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 81.7 2.7 73.2 7.7 79.5 92.1 20.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 6 3 10 4 15 11 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,660 COMMITMENTS 6,630 18,464 179 18,196 6,219 25,005 24,862 655 798 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,515) 125 1,569 32 1,382 -105 1,539 1,496 -24 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 72.0 0.7 70.9 24.2 97.4 96.9 2.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 17 6 5 21 15 38 26 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,979 COMMITMENTS 19,175 1,515 0 8,925 27,514 28,100 29,029 1,879 950 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -438) -464 78 0 1 -593 -463 -515 25 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.0 5.1 0.0 29.8 91.8 93.7 96.8 6.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 5 0 7 9 19 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,522 COMMITMENTS 58,780 34,196 1,478 38,291 70,811 98,549 106,485 32,973 25,037 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 6,466) 5,628 384 -106 356 4,683 5,878 4,961 588 1,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 26.0 1.1 29.1 53.8 74.9 81.0 25.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 32 21 9 23 27 59 53 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,398 COMMITMENTS 6,945 15,881 573 32,972 14,634 40,490 31,088 7,908 17,310 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 916) 337 -2,211 99 112 1,346 548 -766 368 1,682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 32.8 1.2 68.1 30.2 83.7 64.2 16.3 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 16 9 12 9 26 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 193,415 COMMITMENTS 35,125 91,606 13,033 138,447 83,138 186,605 187,777 6,810 5,638 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 3,387) 4,854 1,122 3,061 -5,101 -74 2,814 4,109 573 -722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 47.4 6.7 71.6 43.0 96.5 97.1 3.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 54 52 13 19 26 82 84 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 213,713 COMMITMENTS 38,253 104,605 4,573 144,966 70,114 187,792 179,292 25,921 34,421 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,669) -786 38 574 1,392 167 1,180 779 489 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 48.9 2.1 67.8 32.8 87.9 83.9 12.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 23 50 21 25 44 63 101 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,223 COMMITMENTS 29,954 80,116 2,446 155,538 81,397 187,938 163,959 17,285 41,264 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 946) 2,253 1,131 -649 -19 1,346 1,585 1,828 -639 -882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 39.0 1.2 75.8 39.7 91.6 79.9 8.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 28 44 12 31 35 65 85 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 417,129 COMMITMENTS 130,981 189,232 10,493 220,218 155,969 361,692 355,694 55,437 61,435 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 10,779) 5,648 17,135 8 3,448 -3,362 9,104 13,781 1,675 -3,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 45.4 2.5 52.8 37.4 86.7 85.3 13.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 74 88 38 59 61 147 174 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 29,147 COMMITMENTS 13,103 2,358 279 6,056 21,946 19,438 24,583 9,709 4,564 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 105) 5 72 0 -30 211 -25 283 130 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.0 8.1 1.0 20.8 75.3 66.7 84.3 33.3 15.7 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,953 COMMITMENTS 27,381 2,908 594 7,794 33,831 35,769 37,333 2,184 620 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 819) -1,321 256 592 1,547 52 818 900 1 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.1 7.7 1.6 20.5 89.1 94.2 98.4 5.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 13 11 2 4 6 18 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,082 COMMITMENTS 35,252 32,094 227 14,632 19,503 50,111 51,824 4,971 3,258 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,232) -1,313 -1,595 -49 165 -22 -1,197 -1,666 -35 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.0 58.3 0.4 26.6 35.4 91.0 94.1 9.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 34 20 4 14 10 50 32 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 30,041 COMMITMENTS 7,415 1,262 6,785 14,302 21,455 28,502 29,502 1,539 539 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,461) -335 -650 -932 -377 21 -1,644 -1,561 183 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 4.2 22.6 47.6 71.4 94.9 98.2 5.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 13 3 1 7 7 20 11 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,440,977 COMMITMENTS 464,527 3051633 2332535 9066288 5856032 11863350 11240200 577,627 1200777 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 371,930) -5,467 144,076 105,360 263,949 87,431 363,842 336,867 8,088 35,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 24.5 18.7 72.9 47.1 95.4 90.3 4.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 36 103 108 118 136 233 284 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 693,015 COMMITMENTS 102,160 93,720 35,416 476,981 482,236 614,557 611,372 78,457 81,643 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 17,725) 2,000 6,404 11,038 7,350 4,237 20,388 21,679 -2,663 -3,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 13.5 5.1 68.8 69.6 88.7 88.2 11.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613) 124 152 76 234 235 397 425 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 81,724 COMMITMENTS 9,923 7,638 5,175 40,158 49,674 55,256 62,487 26,468 19,237 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 10,081) 5,199 4,203 3,586 681 6,489 9,466 14,278 615 -4,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 9.3 6.3 49.1 60.8 67.6 76.5 32.4 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 3 4 24 26 38 33 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,056,454 COMMITMENTS 508,312 477,537 104,078 2184117 2162810 2796507 2744425 259,947 312,029 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 38,219) 21,373 48,371 -108 33,346 -11,260 54,611 37,003 -16,392 1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 15.6 3.4 71.5 70.8 91.5 89.8 8.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601) 120 151 70 227 224 382 410 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 97,472 COMMITMENTS 23,041 4,193 1,404 61,143 88,457 85,588 94,054 11,884 3,418 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,743) -772 1,341 178 4,383 1,257 3,789 2,776 -1,046 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 4.3 1.4 62.7 90.8 87.8 96.5 12.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 16 7 3 48 37 65 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,915 COMMITMENTS 24,753 8,878 759 15,484 30,669 40,996 40,306 5,920 6,610 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,145) 707 2,768 71 197 -1,886 974 952 171 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 18.9 1.6 33.0 65.4 87.4 85.9 12.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 75 58 17 65 72 148 139 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 234,577 COMMITMENTS 123,764 44,388 3,794 77,420 153,346 204,978 201,528 29,599 33,049 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 5,725) 3,534 13,839 353 983 -9,432 4,870 4,760 855 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 18.9 1.6 33.0 65.4 87.4 85.9 12.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 75 58 17 65 72 148 139 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,436 COMMITMENTS 88,768 55,246 1,714 16,605 58,241 107,087 115,201 30,349 22,235 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 9,567) 9,455 151 -20 69 9,198 9,504 9,329 63 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.6 40.2 1.2 12.1 42.4 77.9 83.8 22.1 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 39 25 9 19 21 63 50 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 31,672 COMMITMENTS 9,479 5,247 7 12,610 19,144 22,096 24,398 9,576 7,274 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -670) -886 465 -116 10 270 -992 619 322 -1,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 16.6 0.0 39.8 60.4 69.8 77.0 30.2 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 13 7 1 15 9 29 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,155 COMMITMENTS 13,143 18,322 2,322 32,062 19,315 47,527 39,959 9,628 17,196 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -4,367) -1,806 -4,810 209 -479 -519 -2,076 -5,120 -2,291 753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 32.1 4.1 56.1 33.8 83.2 69.9 16.8 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 21 15 6 35 25 59 43
Updated February 24, 2017