MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,120 COMMITMENTS 3,560 5,464 640 17,540 15,636 21,740 21,740 380 380 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 412) 520 340 -120 12 192 412 412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 24.7 2.9 79.3 70.7 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 3 6 8 12 16 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,420 COMMITMENTS 1,497 1,156 433 2,700 2,970 4,630 4,559 790 861 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 313) 156 -100 112 2 265 270 277 43 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 21.3 8.0 49.8 54.8 85.4 84.1 14.6 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 9 8 17 20 28 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,563 COMMITMENTS 22,150 8,391 1,579 7,395 16,654 31,124 26,624 2,439 6,939 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,509) 685 1,070 258 493 341 1,436 1,669 73 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.0 25.0 4.7 22.0 49.6 92.7 79.3 7.3 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 16 26 19 15 25 43 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,378 COMMITMENTS 1,481 779 619 4,605 5,425 6,705 6,823 673 555 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 188) 96 72 -132 245 199 209 139 -21 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 10.6 8.4 62.4 73.5 90.9 92.5 9.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 12 4 8 22 21 36 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,584 COMMITMENTS 74,621 44,329 38,396 81,286 99,905 194,303 182,630 22,281 33,954 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 3) -723 -596 1,437 -414 418 300 1,259 -297 -1,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 20.5 17.7 37.5 46.1 89.7 84.3 10.3 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 90 70 111 60 76 213 212 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,874 COMMITMENTS 135,968 42,580 62,263 119,060 192,769 317,291 297,612 32,583 52,262 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 11,017) 4,202 956 5,613 -275 3,281 9,540 9,850 1,477 1,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 12.2 17.8 34.0 55.1 90.7 85.1 9.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436) 139 81 133 108 156 319 330 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,957 COMMITMENTS 2,719 1,257 449 456 2,245 3,624 3,951 1,333 1,006 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -769) -644 -16 45 -23 -509 -622 -480 -147 -289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 25.4 9.1 9.2 45.3 73.1 79.7 26.9 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 27 9 8 13 17 45 32 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,791 COMMITMENTS 19,999 11,447 8,142 14,867 12,956 43,008 32,545 6,783 17,246 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -217) 1,382 -1,329 337 -1,280 -36 439 -1,028 -656 811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 23.0 16.4 29.9 26.0 86.4 65.4 13.6 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 57 53 54 45 67 140 146 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,369 COMMITMENTS 471 5,582 126 4,535 321 5,132 6,029 1,237 340 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 53) 27 176 -10 -38 -119 -21 47 74 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 87.6 2.0 71.2 5.0 80.6 94.7 19.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 4 4 11 3 18 11 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,476 COMMITMENTS 7,864 20,915 285 20,863 6,809 29,012 28,009 464 1,467 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,050) 261 683 17 808 201 1,086 901 -36 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 71.0 1.0 70.8 23.1 98.4 95.0 1.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 18 10 5 23 20 41 35 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,946 COMMITMENTS 18,169 750 101 13,733 32,274 32,003 33,125 1,943 821 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 1,219) 534 -163 77 2,610 3,456 3,221 3,370 -2,002 -2,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.5 2.2 0.3 40.5 95.1 94.3 97.6 5.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 5 1 8 9 20 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 176,379 COMMITMENTS 74,620 53,162 2,118 73,482 86,268 150,220 141,548 26,159 34,831 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 28,778) 9,004 16,766 -5,552 29,476 13,803 32,928 25,017 -4,150 3,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 30.1 1.2 41.7 48.9 85.2 80.3 14.8 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 30 29 13 26 31 60 70 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,623 COMMITMENTS 12,950 21,947 687 25,176 3,608 38,813 26,242 6,810 19,381 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -10,885) 232 -787 -407 -10,186 -8,999 -10,361 -10,193 -524 -692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 48.1 1.5 55.2 7.9 85.1 57.5 14.9 42.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 11 17 6 10 5 25 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 169,900 COMMITMENTS 51,271 56,738 921 110,820 108,674 163,012 166,333 6,888 3,567 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -39,554) 12,564 -24,727 -10,978 -40,111 -2,787 -38,525 -38,492 -1,029 -1,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 33.4 0.5 65.2 64.0 95.9 97.9 4.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 55 43 9 17 26 77 73 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 259,945 COMMITMENTS 42,367 149,484 3,547 187,680 65,561 233,594 218,592 26,351 41,353 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -2,567) -19,480 6,200 -794 20,246 -9,536 -28 -4,130 -2,539 1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 57.5 1.4 72.2 25.2 89.9 84.1 10.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 27 48 14 24 38 59 92 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 202,647 COMMITMENTS 35,563 106,860 2,546 148,132 48,390 186,241 157,796 16,406 44,851 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -15,335) -3,640 12,957 -4,089 -7,943 -22,838 -15,672 -13,970 337 -1,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 52.7 1.3 73.1 23.9 91.9 77.9 8.1 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 29 48 10 27 34 62 86 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 381,474 COMMITMENTS 148,272 189,299 9,409 166,321 128,708 324,002 327,416 57,472 54,058 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -53,835) 10,610 -7,864 -1,878 -62,014 -32,856 -53,282 -42,598 -553 -11,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 49.6 2.5 43.6 33.7 84.9 85.8 15.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 70 84 34 55 58 140 161 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,794 COMMITMENTS 15,555 5,323 382 5,919 23,787 21,856 29,492 11,938 4,302 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -3,909) 1,353 2,034 97 -546 875 904 3,006 -4,813 -6,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 15.8 1.1 17.5 70.4 64.7 87.3 35.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 5 2 8 8 17 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,865 COMMITMENTS 19,629 3,784 231 6,968 24,178 26,828 28,193 2,037 672 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -2,378) -2,631 -540 211 148 -2,013 -2,272 -2,342 -106 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 13.1 0.8 24.1 83.8 92.9 97.7 7.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 11 2 4 6 19 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,986 COMMITMENTS 19,509 25,114 60 11,330 5,927 30,899 31,101 4,087 3,885 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -16,419) -7,698 -6,518 -1,164 -5,805 -8,956 -14,667 -16,638 -1,752 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 71.8 0.2 32.4 16.9 88.3 88.9 11.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 20 23 3 10 9 31 34 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 26,628 COMMITMENTS 5,656 1,487 4,418 15,304 19,763 25,378 25,668 1,250 960 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -2,188) -2,798 225 -1,353 1,927 -1,210 -2,224 -2,338 36 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 5.6 16.6 57.5 74.2 95.3 96.4 4.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 11 4 2 7 5 18 11 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,331,481 COMMITMENTS 331,192 3311414 2300447 9125250 5495916 11756889 11107777 574,592 1223704 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -1,044,112) -82,756 7,041 -292,612 -626,526 -668,269 -1001894 -953,840 -42,218 -90,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 26.9 18.7 74.0 44.6 95.3 90.1 4.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 32 112 111 112 133 234 281 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 801,763 COMMITMENTS 138,375 97,652 43,287 530,425 579,453 712,087 720,391 89,676 81,371 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 59,242) 9,792 3,543 3,003 45,890 59,340 58,685 65,886 557 -6,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 12.2 5.4 66.2 72.3 88.8 89.9 11.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616) 124 149 90 247 262 419 457 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 93,286 COMMITMENTS 19,037 10,687 1,039 44,570 60,811 64,646 72,537 28,640 20,749 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -2,949) 3,125 1,721 -2,551 -6,870 1,383 -6,296 553 3,347 -3,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 11.5 1.1 47.8 65.2 69.3 77.8 30.7 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 10 4 6 23 27 35 35 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,542,383 COMMITMENTS 649,218 487,353 158,709 2429276 2593209 3237203 3239271 305,180 303,112 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 310,956) 33,700 9,472 27,409 263,798 289,783 324,907 326,664 -13,951 -15,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 13.8 4.5 68.6 73.2 91.4 91.4 8.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610) 121 150 85 242 259 408 453 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 102,751 COMMITMENTS 21,525 3,078 1,146 66,195 95,391 88,866 99,615 13,885 3,136 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 7,065) 233 -253 -946 6,910 8,508 6,197 7,309 868 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 3.0 1.1 64.4 92.8 86.5 96.9 13.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 13 5 6 49 35 65 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,922 COMMITMENTS 24,038 9,215 1,696 27,608 42,829 53,342 53,740 7,579 7,181 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 14,066) -63 72 185 12,523 12,764 12,645 13,020 1,420 1,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 15.1 2.8 45.3 70.3 87.6 88.2 12.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 73 53 26 72 83 157 150 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 304,608 COMMITMENTS 120,192 46,076 8,479 138,041 214,146 266,712 268,701 37,896 35,907 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: 70,328) -315 358 925 62,616 63,819 63,226 65,102 7,102 5,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 15.1 2.8 45.3 70.3 87.6 88.2 12.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 73 53 26 72 83 157 150 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,008 COMMITMENTS 73,553 30,288 2,877 11,853 57,341 88,283 90,506 25,725 23,502 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -39,357) -11,668 -3,955 -7,407 -17,127 -27,013 -36,202 -38,375 -3,155 -982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.5 26.6 2.5 10.4 50.3 77.4 79.4 22.6 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 33 26 11 16 20 56 50 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,999 COMMITMENTS 12,624 6,868 0 13,033 18,179 25,657 25,047 8,342 8,952 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -16,130) 364 1,239 -4,896 -10,191 -8,247 -14,723 -11,904 -1,407 -4,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 20.2 0.0 38.3 53.5 75.5 73.7 24.5 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 18 7 0 15 9 33 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,786 COMMITMENTS 19,711 6,240 1,075 23,921 11,897 44,707 19,212 11,079 36,574 CHANGES FROM 03/07/17 (CHANGE IN OPEN INTEREST: -23,946) 1,969 -21,851 -3,117 -11,678 -7,891 -12,826 -32,859 -11,120 8,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 11.2 1.9 42.9 21.3 80.1 34.4 19.9 65.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 21 9 4 25 19 48 30
Updated March 17, 2017