MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 23,272 COMMITMENTS 3,580 6,108 720 18,892 16,384 23,192 23,212 80 60 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,152) 20 644 80 1,352 748 1,452 1,472 -300 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 26.2 3.1 81.2 70.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 7 4 8 8 14 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,934 COMMITMENTS 1,674 1,181 432 2,940 3,419 5,046 5,032 888 902 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 514) 177 25 -1 240 449 416 473 98 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 19.9 7.3 49.5 57.6 85.0 84.8 15.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 8 8 18 20 29 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,214 COMMITMENTS 23,138 10,015 1,376 7,917 16,973 32,431 28,364 2,783 6,850 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,651) 988 1,624 -203 522 319 1,307 1,740 344 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.7 28.4 3.9 22.5 48.2 92.1 80.5 7.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 16 29 21 16 27 45 64 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,483 COMMITMENTS 1,414 869 635 4,761 5,360 6,810 6,864 673 619 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 105) -67 90 16 156 -65 105 41 0 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 11.6 8.5 63.6 71.6 91.0 91.7 9.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 5 8 23 21 37 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,286 COMMITMENTS 75,714 41,491 37,526 82,121 103,568 195,361 182,585 21,925 34,701 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 702) 1,093 -2,838 -870 835 3,663 1,058 -45 -356 747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 19.1 17.3 37.8 47.7 89.9 84.0 10.1 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 96 62 104 65 78 220 202 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 367,767 COMMITMENTS 145,983 42,807 67,417 123,101 203,364 336,501 313,588 31,266 54,179 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 17,893) 10,015 227 5,154 4,041 10,595 19,210 15,976 -1,317 1,917 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 11.6 18.3 33.5 55.3 91.5 85.3 8.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 142 81 136 114 161 331 336 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,037 COMMITMENTS 2,547 1,277 502 581 2,225 3,630 4,004 1,407 1,033 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 80) -172 20 53 125 -20 6 53 74 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.6 25.4 10.0 11.5 44.2 72.1 79.5 27.9 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 24 11 10 13 20 45 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,188 COMMITMENTS 23,213 10,888 9,435 15,938 15,270 48,586 35,593 6,602 19,595 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 5,397) 3,214 -559 1,293 1,071 2,314 5,578 3,048 -181 2,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 19.7 17.1 28.9 27.7 88.0 64.5 12.0 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 63 56 56 46 80 150 162 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,577 COMMITMENTS 556 5,830 101 4,619 360 5,276 6,291 1,301 286 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 208) 85 248 -25 84 39 144 262 64 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 88.6 1.5 70.2 5.5 80.2 95.7 19.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 4 3 11 3 18 10 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,739 COMMITMENTS 7,986 22,126 312 22,019 6,815 30,317 29,253 422 1,486 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,263) 122 1,211 27 1,156 6 1,305 1,244 -42 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 72.0 1.0 71.6 22.2 98.6 95.2 1.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 18 11 6 23 20 41 37 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,263 COMMITMENTS 19,800 1,157 0 7,136 26,366 26,936 27,523 1,327 740 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -5,683) 1,631 407 -101 -6,597 -5,908 -5,067 -5,602 -616 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 4.1 0.0 25.2 93.3 95.3 97.4 4.7 2.6 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,123 COMMITMENTS 30,293 54,696 3,640 60,428 27,964 94,361 86,300 24,762 32,823 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -57,256) -44,327 1,534 1,522 -13,054 -58,304 -55,859 -55,248 -1,397 -2,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 45.9 3.1 50.7 23.5 79.2 72.4 20.8 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 27 30 15 21 22 53 62 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,613 COMMITMENTS 9,089 21,068 1,166 24,622 3,265 34,877 25,499 7,736 17,114 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -3,010) -3,861 -879 479 -554 -343 -3,936 -743 926 -2,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 49.4 2.7 57.8 7.7 81.8 59.8 18.2 40.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 16 9 10 5 26 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 176,764 COMMITMENTS 57,730 61,011 1,338 109,415 110,203 168,483 172,552 8,281 4,212 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 6,864) 6,459 4,273 417 -1,405 1,529 5,471 6,219 1,393 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 34.5 0.8 61.9 62.3 95.3 97.6 4.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 60 36 7 16 26 81 64 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 252,480 COMMITMENTS 32,586 140,430 7,115 187,036 67,165 226,737 214,710 25,743 37,770 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -7,465) -9,781 -9,054 3,568 -644 1,604 -6,857 -3,882 -608 -3,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 55.6 2.8 74.1 26.6 89.8 85.0 10.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 25 50 20 27 39 65 96 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 191,626 COMMITMENTS 35,039 102,026 2,653 135,159 45,684 172,851 150,363 18,775 41,263 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -11,021) -524 -4,834 107 -12,973 -2,706 -13,390 -7,433 2,369 -3,588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 53.2 1.4 70.5 23.8 90.2 78.5 9.8 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 34 36 11 27 32 66 74 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 406,717 COMMITMENTS 159,590 179,252 10,076 176,574 160,480 346,240 349,808 60,477 56,909 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 25,243) 11,318 -10,047 667 10,253 31,772 22,238 22,392 3,005 2,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 44.1 2.5 43.4 39.5 85.1 86.0 14.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 78 82 34 60 62 152 164 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,725 COMMITMENTS 16,303 5,570 314 6,000 23,835 22,617 29,719 12,108 5,006 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 931) 748 247 -68 81 48 761 227 170 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 16.0 0.9 17.3 68.6 65.1 85.6 34.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 6 2 8 8 17 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,221 COMMITMENTS 19,019 3,111 301 6,965 24,134 26,285 27,546 1,936 675 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -644) -610 -673 70 -3 -44 -543 -647 -101 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.4 11.0 1.1 24.7 85.5 93.1 97.6 6.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 11 2 4 6 18 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,898 COMMITMENTS 16,599 29,209 235 17,942 4,442 34,776 33,886 3,122 4,012 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 2,912) -2,910 4,095 175 6,612 -1,485 3,877 2,785 -965 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 77.1 0.6 47.3 11.7 91.8 89.4 8.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 21 27 5 10 9 34 38 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,017 COMMITMENTS 5,838 1,726 4,464 15,489 19,965 25,791 26,155 1,226 862 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 389) 182 239 46 185 202 413 487 -24 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 6.4 16.5 57.3 73.9 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 13 6 2 7 6 20 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,492,509 COMMITMENTS 396,578 3405660 2084608 9386122 5768140 11867308 11258408 625,201 1234101 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 161,028) 65,386 94,246 -215,839 260,872 272,224 110,419 150,631 50,609 10,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 27.3 16.7 75.1 46.2 95.0 90.1 5.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 22 128 117 107 129 228 289 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 622,785 COMMITMENTS 116,503 88,730 18,007 411,726 443,323 546,235 550,060 76,549 72,725 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -178,978) -21,872 -8,921 -25,280 -118,700 -136,130 -165,851 -170,331 -13,127 -8,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 14.2 2.9 66.1 71.2 87.7 88.3 12.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605) 127 141 67 221 240 377 419 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 49,191 COMMITMENTS 13,983 4,040 0 13,105 29,468 27,088 33,508 22,103 15,683 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -44,095) -5,054 -6,647 -1,039 -31,465 -31,343 -37,558 -39,029 -6,537 -5,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 8.2 0.0 26.6 59.9 55.1 68.1 44.9 31.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 7 0 10 17 15 24 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,867,968 COMMITMENTS 523,742 434,594 78,892 1993103 2069273 2595737 2582759 272,231 285,209 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -674,415) -125,476 -52,759 -79,817 -436,173 -523,936 -641,466 -656,512 -32,949 -17,903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 15.2 2.8 69.5 72.2 90.5 90.1 9.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598) 127 139 63 218 233 371 409 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 92,451 COMMITMENTS 22,556 2,704 1,533 56,108 84,359 80,197 88,596 12,254 3,855 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -10,300) 1,031 -374 387 -10,087 -11,032 -8,669 -11,019 -1,631 719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 2.9 1.7 60.7 91.2 86.7 95.8 13.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 15 4 6 49 32 65 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,727 COMMITMENTS 23,834 8,608 1,396 16,027 32,284 41,257 42,288 6,470 5,439 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -13,194) -204 -608 -300 -11,581 -10,545 -12,085 -11,452 -1,109 -1,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 18.0 2.9 33.6 67.6 86.4 88.6 13.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 68 57 24 55 76 138 142 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 238,636 COMMITMENTS 119,170 43,038 6,981 80,134 161,421 206,285 211,440 32,351 27,196 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -65,972) -1,022 -3,038 -1,498 -57,907 -52,725 -60,427 -57,261 -5,545 -8,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 18.0 2.9 33.6 67.6 86.4 88.6 13.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 68 57 24 55 76 138 142 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,004 COMMITMENTS 85,397 40,442 3,489 12,908 68,591 101,794 112,522 32,210 21,482 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 19,996) 11,844 10,154 612 1,055 11,250 13,511 22,016 6,485 -2,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.7 30.2 2.6 9.6 51.2 76.0 84.0 24.0 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 36 32 11 19 22 62 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,346 COMMITMENTS 11,024 7,059 0 12,996 18,184 24,020 25,243 9,326 8,103 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -653) -1,600 191 0 -37 5 -1,637 196 984 -849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 21.2 0.0 39.0 54.5 72.0 75.7 28.0 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 13 9 0 15 9 28 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,910 COMMITMENTS 23,480 7,188 1,197 21,919 18,443 46,596 26,828 10,314 30,082 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,124) 3,769 948 122 -2,002 6,546 1,889 7,616 -765 -6,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 12.6 2.1 38.5 32.4 81.9 47.1 18.1 52.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 23 13 4 23 21 48 36
Updated March 24, 2017