MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,188 COMMITMENTS 2,920 5,204 760 19,168 16,884 22,848 22,848 340 340 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -1,168) 500 -300 80 -1,208 -848 -628 -1,068 -540 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 22.4 3.3 82.7 72.8 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 5 4 7 8 15 17 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,565 COMMITMENTS 1,500 1,414 379 2,852 2,866 4,731 4,659 834 906 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 257) 83 -114 82 58 247 223 215 34 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 25.4 6.8 51.2 51.5 85.0 83.7 15.0 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 9 9 17 19 29 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,790 COMMITMENTS 22,876 6,903 1,591 7,725 18,345 32,192 26,839 2,598 7,951 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,361) 2,043 1,053 185 289 651 2,517 1,889 -156 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.8 19.8 4.6 22.2 52.7 92.5 77.1 7.5 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 20 23 22 16 25 49 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,815 COMMITMENTS 1,380 1,070 930 4,814 5,154 7,124 7,154 691 661 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 325) 215 194 -235 164 245 144 204 181 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 13.7 11.9 61.6 66.0 91.2 91.5 8.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 11 6 11 19 18 34 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,881 COMMITMENTS 78,949 41,915 36,840 83,397 107,712 199,186 186,467 21,695 34,414 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -8,748) -4,047 204 -134 -2,223 -8,247 -6,404 -8,177 -2,344 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 19.0 16.7 37.8 48.8 90.2 84.4 9.8 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 97 74 103 55 75 212 212 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,075 COMMITMENTS 131,697 41,506 54,853 119,078 188,838 305,628 285,197 29,447 49,878 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 8,108) 3,193 1,371 5,897 -2,816 2,503 6,274 9,771 1,834 -1,663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 12.4 16.4 35.5 56.4 91.2 85.1 8.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430) 138 83 124 100 151 303 321 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,888 COMMITMENTS 3,256 1,151 505 467 2,937 4,228 4,593 1,660 1,295 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 632) 555 -318 130 -42 572 643 384 -11 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 19.5 8.6 7.9 49.9 71.8 78.0 28.2 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 28 9 11 11 23 48 39 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,958 COMMITMENTS 19,008 12,253 8,956 15,853 13,283 43,817 34,492 7,141 16,466 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2) -836 -215 -935 1,820 747 49 -403 -47 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 24.0 17.6 31.1 26.1 86.0 67.7 14.0 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 52 49 56 47 64 137 147 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,590 COMMITMENTS 414 5,581 165 4,765 455 5,344 6,201 1,246 389 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 703) 198 770 8 456 4 662 782 41 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 84.7 2.5 72.3 6.9 81.1 94.1 18.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 4 12 4 18 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,427 COMMITMENTS 7,423 20,530 285 20,063 6,774 27,771 27,589 656 838 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,767) 793 2,066 106 1,867 555 2,766 2,727 1 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 72.2 1.0 70.6 23.8 97.7 97.1 2.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 18 6 6 23 19 41 31 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,183 COMMITMENTS 18,310 1,113 0 9,025 27,162 27,335 28,275 1,848 908 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -796) -865 -402 0 100 -352 -765 -754 -31 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.7 3.8 0.0 30.9 93.1 93.7 96.9 6.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 6 0 7 9 18 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,442 COMMITMENTS 63,125 33,035 1,863 37,216 74,841 102,204 109,739 33,238 25,703 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 3,920) 4,345 -1,161 385 -1,075 4,030 3,655 3,254 265 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 24.4 1.4 27.5 55.3 75.5 81.0 24.5 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 29 23 14 22 26 57 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,601 COMMITMENTS 3,569 15,383 604 34,027 13,521 38,200 29,508 8,401 17,093 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -1,797) -3,376 -498 31 1,055 -1,113 -2,290 -1,580 493 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 33.0 1.3 73.0 29.0 82.0 63.3 18.0 36.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 15 8 13 10 22 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 194,858 COMMITMENTS 39,057 84,840 12,100 136,487 92,932 187,644 189,872 7,214 4,986 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,443) 3,932 -6,766 -933 -1,960 9,794 1,039 2,095 404 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 43.5 6.2 70.0 47.7 96.3 97.4 3.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 53 43 12 17 25 80 73 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 226,882 COMMITMENTS 43,329 114,000 6,054 151,463 71,641 200,846 191,695 26,036 35,187 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 13,169) 5,076 9,395 1,481 6,497 1,527 13,054 12,403 115 766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 50.2 2.7 66.8 31.6 88.5 84.5 11.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 23 48 21 27 45 65 99 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 204,602 COMMITMENTS 29,012 79,029 5,780 150,880 77,620 185,672 162,429 18,930 42,173 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -621) -942 -1,087 3,334 -4,658 -3,777 -2,266 -1,530 1,645 909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 38.6 2.8 73.7 37.9 90.7 79.4 9.3 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 27 43 18 32 33 68 85 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 431,635 COMMITMENTS 143,584 194,748 10,986 220,938 162,414 375,508 368,148 56,127 63,487 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 14,506) 12,603 5,516 493 720 6,445 13,816 12,454 690 2,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 45.1 2.5 51.2 37.6 87.0 85.3 13.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 77 83 39 62 64 155 170 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,948 COMMITMENTS 12,702 2,827 743 6,668 22,201 20,113 25,771 10,835 5,177 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,801) -401 469 464 612 255 675 1,188 1,126 613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 9.1 2.4 21.5 71.7 65.0 83.3 35.0 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 5 3 8 8 17 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,024 COMMITMENTS 22,676 4,084 20 6,150 26,306 28,846 30,410 2,178 614 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -6,929) -4,705 1,176 -574 -1,644 -7,525 -6,923 -6,923 -6 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 13.2 0.1 19.8 84.8 93.0 98.0 7.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 12 11 1 3 5 16 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,102 COMMITMENTS 37,198 34,261 220 14,536 19,877 51,954 54,358 5,148 2,744 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,020) 1,946 2,167 -7 -96 374 1,843 2,534 177 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.1 60.0 0.4 25.5 34.8 91.0 95.2 9.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 31 19 2 14 11 47 30 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,639 COMMITMENTS 7,627 1,262 5,406 13,028 20,393 26,061 27,061 1,578 578 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -2,402) 212 0 -1,379 -1,274 -1,062 -2,441 -2,441 39 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 4.6 19.6 47.1 73.8 94.3 97.9 5.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 13 3 1 7 6 20 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,719,279 COMMITMENTS 393,581 3073460 2360300 9403869 6073505 12157750 11507265 561,529 1212014 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 278,302) -70,946 21,827 27,765 337,581 217,473 294,400 267,065 -16,098 11,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 24.2 18.6 73.9 47.8 95.6 90.5 4.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 34 110 109 117 136 234 287 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 717,622 COMMITMENTS 116,026 95,727 41,510 473,655 489,227 631,192 626,465 86,430 91,158 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 24,607) 13,866 2,007 6,095 -3,326 6,991 16,634 15,093 7,973 9,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 13.3 5.8 66.0 68.2 88.0 87.3 12.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613) 122 151 75 232 245 392 434 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 94,112 COMMITMENTS 11,103 8,131 8,032 48,536 49,512 67,671 65,675 26,441 28,437 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 12,388) 1,180 493 2,857 8,378 -162 12,415 3,188 -27 9,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 8.6 8.5 51.6 52.6 71.9 69.8 28.1 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 13 5 3 24 21 38 29 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,117,551 COMMITMENTS 578,611 491,977 113,396 2125597 2198575 2817604 2803948 299,947 313,603 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 61,097) 70,299 14,440 9,318 -58,520 35,765 21,097 59,523 40,000 1,574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 15.8 3.6 68.2 70.5 90.4 89.9 9.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603) 118 151 71 225 240 379 426 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 96,283 COMMITMENTS 22,078 3,484 2,019 59,909 87,345 84,006 92,848 12,277 3,435 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -1,189) -963 -709 615 -1,234 -1,112 -1,582 -1,206 393 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 3.6 2.1 62.2 90.7 87.2 96.4 12.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 15 5 6 48 36 64 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,852 COMMITMENTS 25,714 8,957 1,147 14,833 31,561 41,695 41,665 6,157 6,187 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 936) 961 79 389 -651 892 699 1,359 237 -423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 18.7 2.4 31.0 66.0 87.1 87.1 12.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 76 58 17 63 77 146 145 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 239,259 COMMITMENTS 128,570 44,783 5,737 74,166 157,804 208,473 208,324 30,786 30,935 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 4,682) 4,806 395 1,943 -3,254 4,458 3,495 6,796 1,187 -2,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.7 18.7 2.4 31.0 66.0 87.1 87.1 12.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 76 58 17 63 77 146 145 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,914 COMMITMENTS 95,696 43,781 2,552 14,049 72,110 112,297 118,443 29,617 23,471 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 4,478) 6,928 -11,465 838 -2,556 13,869 5,210 3,242 -732 1,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.4 30.9 1.8 9.9 50.8 79.1 83.5 20.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 38 23 10 21 23 66 49 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,043 COMMITMENTS 10,272 5,717 139 12,633 18,676 23,044 24,532 8,999 7,511 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 371) 793 470 132 23 -468 948 134 -577 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 17.8 0.4 39.4 58.3 71.9 76.6 28.1 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 9 2 15 8 30 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,145 COMMITMENTS 17,480 17,898 2,417 29,479 19,265 49,376 39,580 8,769 18,565 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 990) 4,337 -424 95 -2,583 -50 1,849 -379 -859 1,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 30.8 4.2 50.7 33.1 84.9 68.1 15.1 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 28 15 7 35 27 66 46 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,479 COMMITMENTS 8,565 6,420 0 6,087 8,828 14,652 15,248 827 231 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 41.5 0.0 39.3 57.0 94.7 98.5 5.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 4 0 10 2 16 6
Updated March 3, 2017