MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 22,268 COMMITMENTS 3,180 6,412 400 18,668 15,396 22,248 22,208 20 60 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -2,164) -400 -456 -200 -1,384 -1,388 -1,984 -2,044 -180 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 28.8 1.8 83.8 69.1 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 7 2 8 7 12 16 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,501 COMMITMENTS 325 1,124 515 4,687 4,097 5,527 5,736 974 765 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 328) 10 -65 52 229 523 291 510 37 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 17.3 7.9 72.1 63.0 85.0 88.2 15.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 9 8 20 23 30 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,877 COMMITMENTS 24,048 11,069 1,524 8,725 17,396 34,297 29,989 2,580 6,888 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 940) 447 532 65 414 257 926 854 14 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.2 30.0 4.1 23.7 47.2 93.0 81.3 7.0 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 14 33 23 18 25 49 64 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,569 COMMITMENTS 1,253 1,001 569 5,061 5,355 6,883 6,925 686 644 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 90) 7 81 -95 228 71 140 57 -50 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 13.2 7.5 66.9 70.7 90.9 91.5 9.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 7 8 25 20 37 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,853 COMMITMENTS 70,555 46,891 35,376 79,647 88,606 185,578 170,873 18,275 32,980 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -1,598) -225 4,645 676 -2,303 -6,710 -1,852 -1,389 254 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 23.0 17.4 39.1 43.5 91.0 83.8 9.0 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 82 80 102 66 71 211 210 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 390,786 COMMITMENTS 160,629 47,497 65,413 131,440 219,588 357,482 332,498 33,304 58,288 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,381) 2,166 1,049 -4,076 4,402 4,182 2,492 1,155 -111 1,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 12.2 16.7 33.6 56.2 91.5 85.1 8.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 470) 149 96 138 120 172 345 353 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,728 COMMITMENTS 2,804 1,381 722 645 2,432 4,171 4,535 1,557 1,193 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 354) 91 55 124 -7 170 208 349 146 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 24.1 12.6 11.3 42.5 72.8 79.2 27.2 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 26 15 11 12 21 48 42 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,891 COMMITMENTS 27,557 10,673 9,028 15,135 18,144 51,720 37,845 6,171 20,046 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 120) 1,148 -364 -114 -682 604 352 126 -232 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 18.4 15.6 26.1 31.3 89.3 65.4 10.7 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 62 63 52 34 80 134 167 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,845 COMMITMENTS 622 6,013 114 4,707 375 5,443 6,502 1,402 343 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 138) 67 95 -3 82 -33 146 59 -8 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 87.8 1.7 68.8 5.5 79.5 95.0 20.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 4 3 9 3 16 10 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,854 COMMITMENTS 7,782 22,961 436 23,163 6,951 31,381 30,348 473 1,506 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 379) -183 344 93 435 -26 345 411 34 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 72.1 1.4 72.7 21.8 98.5 95.3 1.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 19 10 7 23 18 43 34 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,555 COMMITMENTS 26,561 6,429 0 12,543 33,363 39,104 39,792 1,451 763 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 11,150) 5,756 5,000 0 5,328 6,162 11,084 11,162 66 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.5 15.9 0.0 30.9 82.3 96.4 98.1 3.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 8 0 8 9 20 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,688 COMMITMENTS 38,535 68,760 2,858 66,642 27,932 108,035 99,550 25,653 34,138 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 11,989) 8,116 10,124 -187 3,079 810 11,008 10,747 981 1,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 51.4 2.1 49.8 20.9 80.8 74.5 19.2 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 25 37 12 23 22 52 67 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,010 COMMITMENTS 5,694 19,519 164 25,348 3,731 31,206 23,414 7,804 15,596 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -3,114) -1,192 -3,759 -345 1,239 -575 -298 -4,679 -2,816 1,565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 50.0 0.4 65.0 9.6 80.0 60.0 20.0 40.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 16 4 10 6 21 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 199,099 COMMITMENTS 80,979 90,667 976 108,561 104,857 190,516 196,500 8,583 2,599 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 7,661) 8,251 13,202 -309 559 -4,956 8,501 7,937 -840 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 45.5 0.5 54.5 52.7 95.7 98.7 4.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 70 34 8 15 29 88 68 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 241,774 COMMITMENTS 30,741 130,414 7,422 178,783 71,911 216,946 209,747 24,828 32,027 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -5,211) -4,314 -8,716 31 -27 4,307 -4,310 -4,378 -901 -833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 53.9 3.1 73.9 29.7 89.7 86.8 10.3 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 24 43 21 29 44 65 96 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 194,368 COMMITMENTS 41,313 87,113 3,080 126,068 65,862 170,461 156,055 23,907 38,313 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -3,174) -1,573 -8,954 202 -2,132 8,491 -3,503 -261 329 -2,913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 44.8 1.6 64.9 33.9 87.7 80.3 12.3 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 39 36 12 26 35 70 78 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 397,594 COMMITMENTS 155,468 166,873 9,538 173,689 166,592 338,695 343,003 58,899 54,591 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -11,259) -8,180 -4,698 299 -3,357 -4,522 -11,238 -8,921 -21 -2,338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 42.0 2.4 43.7 41.9 85.2 86.3 14.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 78 71 35 60 64 148 160 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,067 COMMITMENTS 15,732 5,170 360 6,099 24,165 22,191 29,695 11,876 4,372 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -1,349) -1,128 -488 14 -138 -714 -1,252 -1,188 -97 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 15.2 1.1 17.9 70.9 65.1 87.2 34.9 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 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,378 COMMITMENTS 18,918 3,484 133 6,450 23,125 25,501 26,742 1,877 636 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -1,610) 86 1,117 -245 -1,024 -2,099 -1,183 -1,227 -427 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.1 12.7 0.5 23.6 84.5 93.1 97.7 6.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 16 9 1 1 5 17 15 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,904 COMMITMENTS 17,009 31,733 354 19,914 4,502 37,277 36,589 3,627 4,315 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,955) 793 2,888 -100 1,882 -161 2,575 2,627 380 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 77.6 0.9 48.7 11.0 91.1 89.5 8.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 28 6 11 9 35 39 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 23,815 COMMITMENTS 5,153 1,319 3,313 14,300 18,143 22,766 22,775 1,049 1,040 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -3,232) -679 -797 -1,174 -1,273 -1,282 -3,126 -3,253 -106 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 5.5 13.9 60.0 76.2 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 4 1 7 5 16 10 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,845,735 COMMITMENTS 439,071 3568416 2205444 9573787 5877457 12218302 11651317 627,433 1194418 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 396,777) 21,114 94,578 197,200 167,737 114,161 386,051 405,939 10,726 -9,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 27.8 17.2 74.5 45.8 95.1 90.7 4.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 26 123 119 109 135 234 295 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 625,889 COMMITMENTS 117,951 86,427 16,433 411,131 446,030 545,515 548,890 80,374 76,999 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -8,152) -9,594 3,406 -4,170 4,853 -12,981 -8,911 -13,745 759 5,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 13.8 2.6 65.7 71.3 87.2 87.7 12.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586) 119 138 70 218 238 369 414 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 55,235 COMMITMENTS 10,628 3,246 0 16,222 35,081 26,850 38,327 28,385 16,908 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -1,843) -5,518 -530 0 2,173 -3,049 -3,345 -3,579 1,502 1,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 5.9 0.0 29.4 63.5 48.6 69.4 51.4 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 6 0 17 18 22 24 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,853,269 COMMITMENTS 538,141 417,431 80,640 1974543 2054743 2593324 2552814 259,945 300,455 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -31,546) -40,717 -655 -515 13,401 -49,658 -27,831 -50,828 -3,715 19,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 14.6 2.8 69.2 72.0 90.9 89.5 9.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580) 117 138 69 213 234 362 409 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 93,723 COMMITMENTS 23,102 2,707 832 58,186 86,514 82,120 90,053 11,603 3,670 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 3,002) -204 272 610 3,444 2,240 3,850 3,122 -848 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 2.9 0.9 62.1 92.3 87.6 96.1 12.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 4 5 45 34 61 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,427 COMMITMENTS 26,302 7,495 893 15,176 33,783 42,371 42,171 6,057 6,256 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 534) 763 -985 519 -492 587 790 121 -257 413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 15.5 1.8 31.3 69.8 87.5 87.1 12.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 73 51 20 59 76 140 139 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 242,137 COMMITMENTS 131,508 37,474 4,467 75,878 168,916 211,853 210,857 30,284 31,280 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,669) 3,816 -4,923 2,596 -2,460 2,933 3,952 606 -1,283 2,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.3 15.5 1.8 31.3 69.8 87.5 87.1 12.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 73 51 20 59 76 140 139 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,172 COMMITMENTS 90,215 40,622 1,670 17,082 72,342 108,967 114,634 28,205 22,538 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,750) -623 2,922 -93 4,332 1,370 3,616 4,199 -866 -1,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.8 29.6 1.2 12.5 52.7 79.4 83.6 20.6 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 36 28 9 18 20 59 52 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,858 COMMITMENTS 16,468 9,955 0 12,872 20,023 29,340 29,978 8,518 7,880 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,471) 2,307 1,621 0 405 1,253 2,712 2,874 -241 -403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 26.3 0.0 34.0 52.9 77.5 79.2 22.5 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 17 10 0 15 10 32 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,738 COMMITMENTS 25,072 10,654 1,483 26,134 19,825 52,689 31,962 11,049 31,776 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 4,908) 3,611 1,816 -19 1,086 -179 4,678 1,618 230 3,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 16.7 2.3 41.0 31.1 82.7 50.1 17.3 49.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 25 15 5 27 21 54 39 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,571 COMMITMENTS 8,411 6,729 0 6,400 8,587 14,811 15,316 760 255 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 43.2 0.0 41.1 55.1 95.1 98.4 4.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 0 9 2 15 7
Updated April 7, 2017