MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,432 COMMITMENTS 3,580 6,868 600 20,052 16,784 24,232 24,252 200 180 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,160) 0 760 -120 1,160 400 1,040 1,040 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 28.1 2.5 82.1 68.7 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 8 4 8 8 14 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,173 COMMITMENTS 315 1,189 463 4,458 3,574 5,236 5,226 937 947 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 239) -1,359 8 31 1,518 155 190 194 49 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 19.3 7.5 72.2 57.9 84.8 84.7 15.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 9 8 19 21 29 32 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,937 COMMITMENTS 23,601 10,537 1,459 8,311 17,139 33,371 29,135 2,566 6,802 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 723) 463 522 83 394 166 940 771 -217 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.7 29.3 4.1 23.1 47.7 92.9 81.1 7.1 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 15 30 23 17 27 47 65 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,479 COMMITMENTS 1,246 920 664 4,833 5,284 6,743 6,868 736 611 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -4) -168 51 29 72 -76 -67 4 63 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 12.3 8.9 64.6 70.7 90.2 91.8 9.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 7 8 24 20 37 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 205,451 COMMITMENTS 70,780 42,246 34,700 81,950 95,316 187,430 172,262 18,021 33,189 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -11,835) -4,934 755 -2,826 -171 -8,252 -7,931 -10,323 -3,904 -1,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 20.6 16.9 39.9 46.4 91.2 83.8 8.8 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 94 73 106 64 68 218 205 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 388,405 COMMITMENTS 158,463 46,448 69,489 127,038 215,406 354,990 331,343 33,415 57,062 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 20,638) 12,480 3,641 2,072 3,937 12,042 18,489 17,755 2,149 2,883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 12.0 17.9 32.7 55.5 91.4 85.3 8.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465) 144 99 140 119 171 345 353 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,374 COMMITMENTS 2,713 1,326 598 652 2,262 3,963 4,186 1,411 1,188 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 337) 166 49 96 71 37 333 182 4 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 24.7 11.1 12.1 42.1 73.7 77.9 26.3 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 26 12 9 12 21 45 39 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,771 COMMITMENTS 26,409 11,037 9,142 15,817 17,540 51,368 37,719 6,403 20,052 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,583) 3,196 149 -293 -121 2,270 2,782 2,126 -199 457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 19.1 15.8 27.4 30.4 88.9 65.3 11.1 34.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 67 63 66 47 83 166 173 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,707 COMMITMENTS 555 5,918 117 4,625 408 5,297 6,443 1,410 264 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 130) -1 88 16 6 48 21 152 109 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 88.2 1.7 69.0 6.1 79.0 96.1 21.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 4 3 10 3 17 10 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,475 COMMITMENTS 7,965 22,617 343 22,728 6,977 31,036 29,937 439 1,538 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 736) -21 491 31 709 162 719 684 17 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 71.9 1.1 72.2 22.2 98.6 95.1 1.4 4.9 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 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,405 COMMITMENTS 20,805 1,429 0 7,215 27,201 28,020 28,630 1,385 775 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,142) 1,005 272 0 79 835 1,084 1,107 58 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.8 4.9 0.0 24.5 92.5 95.3 97.4 4.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 7 0 7 9 18 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,699 COMMITMENTS 30,419 58,636 3,045 63,563 27,122 97,027 88,803 24,672 32,896 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,576) 126 3,940 -595 3,135 -842 2,666 2,503 -90 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 48.2 2.5 52.2 22.3 79.7 73.0 20.3 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 28 30 15 22 22 55 62 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,124 COMMITMENTS 6,886 23,278 509 24,109 4,306 31,504 28,093 10,620 14,031 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -489) -2,203 2,210 -657 -513 1,041 -3,373 2,594 2,884 -3,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 55.3 1.2 57.2 10.2 74.8 66.7 25.2 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 8 18 5 10 6 20 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 191,438 COMMITMENTS 72,728 77,465 1,285 108,002 109,813 182,015 188,563 9,423 2,875 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 14,674) 14,998 16,454 -53 -1,413 -390 13,532 16,011 1,142 -1,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 40.5 0.7 56.4 57.4 95.1 98.5 4.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 65 35 7 13 30 82 68 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 246,985 COMMITMENTS 35,055 139,130 7,391 178,810 67,604 221,256 214,125 25,729 32,860 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -5,495) 2,469 -1,300 276 -8,226 439 -5,481 -585 -14 -4,910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 56.3 3.0 72.4 27.4 89.6 86.7 10.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 21 46 19 28 39 61 92 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 197,542 COMMITMENTS 42,886 96,067 2,878 128,200 57,371 173,964 156,316 23,578 41,226 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 5,916) 7,847 -5,959 225 -6,959 11,687 1,113 5,953 4,803 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 48.6 1.5 64.9 29.0 88.1 79.1 11.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 38 39 12 28 34 70 81 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 408,853 COMMITMENTS 163,648 171,571 9,239 177,046 171,114 349,933 351,924 58,920 56,929 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,136) 4,058 -7,681 -837 472 10,634 3,693 2,116 -1,557 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 42.0 2.3 43.3 41.9 85.6 86.1 14.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 80 75 37 61 62 154 161 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,416 COMMITMENTS 16,860 5,658 346 6,237 24,879 23,443 30,883 11,973 4,533 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 691) 557 88 32 237 1,044 826 1,164 -135 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 16.0 1.0 17.6 70.2 66.2 87.2 33.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 5 2 8 9 17 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,988 COMMITMENTS 18,832 2,367 378 7,474 25,224 26,684 27,969 2,304 1,019 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 767) -187 -744 77 509 1,090 399 423 368 344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.0 8.2 1.3 25.8 87.0 92.1 96.5 7.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 14 7 1 4 6 18 14 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,949 COMMITMENTS 16,216 28,845 454 18,032 4,663 34,702 33,962 3,247 3,987 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 51) -383 -364 219 90 221 -74 76 125 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 76.0 1.2 47.5 12.3 91.4 89.5 8.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 22 27 6 12 9 36 40 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 27,047 COMMITMENTS 5,832 2,116 4,487 15,573 19,425 25,892 26,028 1,155 1,019 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 30) -6 390 23 84 -540 101 -127 -71 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 7.8 16.6 57.6 71.8 95.7 96.2 4.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 6 2 7 6 18 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,448,958 COMMITMENTS 417,957 3473838 2008244 9406050 5763296 11832251 11245378 616,707 1203580 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -43,551) 21,379 68,178 -76,364 19,928 -4,844 -35,057 -13,030 -8,494 -30,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 27.9 16.1 75.6 46.3 95.0 90.3 5.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 27 122 113 108 129 229 286 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 634,041 COMMITMENTS 127,545 83,021 20,603 406,277 459,010 554,426 562,634 79,615 71,407 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 11,256) 11,042 -5,710 2,597 -5,448 15,688 8,191 12,575 3,066 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 13.1 3.2 64.1 72.4 87.4 88.7 12.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606) 126 138 76 223 246 384 426 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 57,078 COMMITMENTS 16,146 3,776 0 14,049 38,130 30,195 41,906 26,883 15,172 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 7,887) 2,163 -264 0 944 8,662 3,107 8,398 4,780 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 6.6 0.0 24.6 66.8 52.9 73.4 47.1 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 8 0 14 21 21 29 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,884,815 COMMITMENTS 578,858 418,086 81,155 1961142 2104401 2621155 2603642 263,660 281,173 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 16,847) 55,116 -16,508 2,263 -31,961 35,128 25,418 20,883 -8,571 -4,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 14.5 2.8 68.0 72.9 90.9 90.3 9.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 126 135 72 218 240 376 416 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 90,721 COMMITMENTS 23,306 2,435 222 54,742 84,274 78,270 86,931 12,451 3,790 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: -1,730) 750 -269 -1,311 -1,366 -85 -1,927 -1,665 197 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 2.7 0.2 60.3 92.9 86.3 95.8 13.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 14 3 3 46 33 60 39 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,894 COMMITMENTS 25,538 8,479 374 15,668 33,197 41,580 42,050 6,313 5,843 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 166) 1,704 -128 -1,022 -359 912 323 -238 -157 404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 17.7 0.8 32.7 69.3 86.8 87.8 13.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 75 51 17 55 76 137 137 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 239,468 COMMITMENTS 127,692 42,397 1,871 78,338 165,983 207,901 210,251 31,567 29,217 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 832) 8,522 -641 -5,110 -1,796 4,562 1,616 -1,189 -784 2,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.3 17.7 0.8 32.7 69.3 86.8 87.8 13.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 75 51 17 55 76 137 137 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,422 COMMITMENTS 90,838 37,700 1,763 12,750 70,972 105,351 110,435 29,071 23,987 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 418) 5,441 -2,742 -1,726 -158 2,381 3,557 -2,087 -3,139 2,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.6 28.0 1.3 9.5 52.8 78.4 82.2 21.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 36 26 10 17 21 58 52 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,387 COMMITMENTS 14,161 8,334 0 12,467 18,770 26,628 27,104 8,759 8,283 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 2,041) 3,137 1,275 0 -529 586 2,608 1,861 -567 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 23.6 0.0 35.2 53.0 75.2 76.6 24.8 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 11 0 14 10 27 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,830 COMMITMENTS 21,461 8,838 1,502 25,048 20,004 48,011 30,344 10,819 28,486 CHANGES FROM 03/21/17 (CHANGE IN OPEN INTEREST: 1,920) -2,019 1,650 305 3,129 1,561 1,415 3,516 505 -1,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 15.0 2.6 42.6 34.0 81.6 51.6 18.4 48.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 27 8 5 27 21 56 32
Updated June 6, 2017