MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 21,708 COMMITMENTS 3,040 5,124 760 17,528 15,444 21,328 21,328 380 380 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,480) 120 -80 0 -1,640 -1,440 -1,520 -1,520 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 23.6 3.5 80.7 71.1 98.2 98.2 1.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 4 7 8 13 17 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,107 COMMITMENTS 1,341 1,256 321 2,698 2,705 4,360 4,282 747 825 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -458) -159 -158 -58 -154 -161 -371 -377 -87 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 24.6 6.3 52.8 53.0 85.4 83.8 14.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 9 8 16 19 27 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,054 COMMITMENTS 21,465 7,321 1,321 6,902 16,313 29,688 24,955 2,366 7,099 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,736) -1,411 418 -270 -823 -2,032 -2,504 -1,884 -232 -852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 22.8 4.1 21.5 50.9 92.6 77.9 7.4 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 24 19 16 25 45 56 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,190 COMMITMENTS 1,385 707 751 4,360 5,226 6,496 6,684 694 506 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -625) 5 -363 -179 -454 72 -628 -470 3 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 9.8 10.4 60.6 72.7 90.3 93.0 9.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 4 8 20 20 34 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,581 COMMITMENTS 75,344 44,925 36,959 81,700 99,487 194,003 181,371 22,578 35,210 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,300) -3,605 3,010 119 -1,697 -8,225 -5,183 -5,096 883 796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 20.7 17.1 37.7 45.9 89.6 83.7 10.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 92 75 115 60 77 220 217 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,857 COMMITMENTS 131,766 41,624 56,650 119,335 189,488 307,751 287,762 31,106 51,095 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 3,782) 69 118 1,797 257 650 2,123 2,565 1,659 1,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 12.3 16.7 35.2 55.9 90.8 84.9 9.2 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 130 85 123 103 153 300 314 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,726 COMMITMENTS 3,363 1,273 404 479 2,754 4,246 4,431 1,480 1,295 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -162) 107 122 -101 12 -183 18 -162 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.7 22.2 7.1 8.4 48.1 74.2 77.4 25.8 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 28 11 5 14 20 46 34 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,008 COMMITMENTS 18,617 12,776 7,805 16,147 12,992 42,569 33,573 7,439 16,435 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -950) -391 523 -1,151 294 -291 -1,248 -919 298 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 25.5 15.6 32.3 26.0 85.1 67.1 14.9 32.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 56 51 48 51 65 137 143 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,316 COMMITMENTS 444 5,406 136 4,573 440 5,153 5,982 1,163 334 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -274) 30 -175 -29 -192 -15 -191 -219 -83 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 85.6 2.2 72.4 7.0 81.6 94.7 18.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 3 13 4 19 11 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,426 COMMITMENTS 7,603 20,232 268 20,055 6,608 27,926 27,108 500 1,318 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1) 180 -298 -17 -8 -166 155 -481 -156 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 71.2 0.9 70.6 23.2 98.2 95.4 1.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 17 9 5 22 19 39 33 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,727 COMMITMENTS 17,635 913 24 11,123 28,818 28,782 29,755 3,945 2,972 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 3,544) -675 -200 24 2,098 1,656 1,447 1,480 2,097 2,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.9 2.8 0.1 34.0 88.1 87.9 90.9 12.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 5 1 6 9 16 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,601 COMMITMENTS 65,616 36,396 7,670 44,006 72,465 117,292 116,531 30,309 31,070 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 12,159) 2,491 3,361 5,807 6,790 -2,376 15,088 6,792 -2,929 5,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 24.7 5.2 29.8 49.1 79.5 79.0 20.5 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 32 22 13 22 29 58 62 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,508 COMMITMENTS 12,718 22,734 1,094 35,362 12,607 49,174 36,435 7,334 20,073 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 9,907) 9,149 7,351 490 1,335 -914 10,974 6,927 -1,067 2,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 40.2 1.9 62.6 22.3 87.0 64.5 13.0 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 10 19 7 13 11 27 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 209,454 COMMITMENTS 38,707 81,465 11,899 150,931 111,461 201,537 204,825 7,917 4,629 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 14,596) -350 -3,375 -201 14,444 18,529 13,893 14,953 703 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 38.9 5.7 72.1 53.2 96.2 97.8 3.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 60 39 12 20 28 89 72 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 262,512 COMMITMENTS 61,847 143,284 4,341 167,434 75,097 233,622 222,722 28,890 39,790 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 35,630) 18,518 29,284 -1,713 15,971 3,456 32,776 31,027 2,854 4,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 54.6 1.7 63.8 28.6 89.0 84.8 11.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 26 50 17 26 42 62 99 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 217,982 COMMITMENTS 39,203 93,903 6,635 156,075 71,228 201,913 171,766 16,069 46,216 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 13,380) 10,191 14,874 855 5,195 -6,392 16,241 9,337 -2,861 4,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 43.1 3.0 71.6 32.7 92.6 78.8 7.4 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 30 43 18 26 32 67 83 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 435,309 COMMITMENTS 137,662 197,163 11,287 228,335 161,564 377,284 370,014 58,025 65,295 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 3,674) -5,922 2,415 301 7,397 -850 1,776 1,866 1,898 1,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 45.3 2.6 52.5 37.1 86.7 85.0 13.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 68 85 39 64 64 150 170 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,703 COMMITMENTS 14,202 3,289 285 6,465 22,912 20,952 26,486 16,751 11,217 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 6,755) 1,500 462 -458 -203 711 839 715 5,916 6,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 8.7 0.8 17.1 60.8 55.6 70.2 44.4 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 4 3 8 8 18 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,243 COMMITMENTS 22,260 4,324 20 6,820 26,191 29,100 30,535 2,143 708 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 219) -416 240 0 670 -115 254 125 -35 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.2 13.8 0.1 21.8 83.8 93.1 97.7 6.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 11 12 1 4 6 16 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 51,405 COMMITMENTS 27,207 31,632 1,224 17,135 14,883 45,566 47,739 5,839 3,666 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -5,697) -9,991 -2,629 1,004 2,599 -4,994 -6,388 -6,619 691 922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 61.5 2.4 33.3 29.0 88.6 92.9 11.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 26 22 7 14 14 44 41 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 28,816 COMMITMENTS 8,454 1,262 5,771 13,377 20,973 27,602 28,006 1,214 810 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 1,177) 827 0 365 349 580 1,541 945 -364 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 4.4 20.0 46.4 72.8 95.8 97.2 4.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 13 3 5 9 9 23 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,375,593 COMMITMENTS 413,948 3304373 2593059 9751776 6164185 12758783 12061617 616,810 1313976 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 656,314) 20,367 230,913 232,759 347,907 90,680 601,033 554,352 55,281 101,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 24.7 19.4 72.9 46.1 95.4 90.2 4.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 35 111 114 121 135 243 288 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 742,520 COMMITMENTS 128,582 94,109 40,283 484,536 520,113 653,401 654,505 89,119 88,015 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 24,898) 12,556 -1,618 -1,227 10,880 30,886 22,209 28,041 2,689 -3,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 12.7 5.4 65.3 70.0 88.0 88.1 12.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 623) 132 151 89 240 250 415 450 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 96,235 COMMITMENTS 15,912 8,966 3,590 51,440 59,428 70,942 71,984 25,293 24,251 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 2,123) 4,809 835 -4,442 2,904 9,916 3,271 6,309 -1,148 -4,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 9.3 3.7 53.5 61.8 73.7 74.8 26.3 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 13 3 7 24 28 39 37 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,231,427 COMMITMENTS 615,518 477,881 131,300 2165478 2303426 2912296 2912607 319,131 318,820 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 113,876) 36,907 -14,096 17,904 39,881 104,851 94,692 108,659 19,184 5,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 14.8 4.1 67.0 71.3 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615) 129 152 81 232 244 400 440 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 95,686 COMMITMENTS 21,292 3,331 2,092 59,285 86,883 82,669 92,306 13,017 3,380 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -597) -786 -153 73 -624 -462 -1,337 -542 740 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 3.5 2.2 62.0 90.8 86.4 96.5 13.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 15 5 6 48 34 64 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,856 COMMITMENTS 24,101 9,144 1,511 15,085 30,065 40,697 40,720 6,159 6,136 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -996) -1,613 187 363 252 -1,495 -997 -945 2 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 19.5 3.2 32.2 64.2 86.9 86.9 13.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 73 56 23 70 73 157 138 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 234,280 COMMITMENTS 120,507 45,718 7,554 75,425 150,327 203,486 203,599 30,794 30,681 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -4,979) -8,063 935 1,817 1,259 -7,477 -4,987 -4,725 8 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 19.5 3.2 32.2 64.2 86.9 86.9 13.1 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 73 56 23 70 73 157 138 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 153,365 COMMITMENTS 85,221 34,243 10,284 28,980 84,354 124,485 128,881 28,880 24,484 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 11,451) -10,475 -9,538 7,732 14,931 12,244 12,188 10,438 -737 1,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 22.3 6.7 18.9 55.0 81.2 84.0 18.8 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 39 24 15 24 24 70 57 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 50,129 COMMITMENTS 12,260 5,629 4,896 23,224 26,426 40,380 36,951 9,749 13,178 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 18,086) 1,988 -88 4,757 10,591 7,750 17,336 12,419 750 5,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 11.2 9.8 46.3 52.7 80.6 73.7 19.4 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 18 7 7 19 10 42 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 79,732 COMMITMENTS 17,742 28,091 4,192 35,599 19,788 57,533 52,071 22,199 27,661 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 21,587) 262 10,193 1,775 6,120 523 8,157 12,491 13,430 9,096 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 35.2 5.3 44.6 24.8 72.2 65.3 27.8 34.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 26 16 16 42 29 76 53
Updated March 10, 2017