MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 24,386 COMMITMENTS 2,430 6,316 520 21,036 17,160 23,986 23,996 400 390 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,742) -130 -616 -120 -1,692 -1,196 -1,942 -1,932 200 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 25.9 2.1 86.3 70.4 98.4 98.4 1.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 11 2 8 8 12 20 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,468 COMMITMENTS 278 1,029 445 4,890 4,315 5,613 5,789 855 679 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 115) 4 -54 -34 35 94 5 6 110 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 15.9 6.9 75.6 66.7 86.8 89.5 13.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 9 8 18 20 29 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,080 COMMITMENTS 22,578 10,395 939 8,921 18,226 32,438 29,560 2,642 5,520 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 492) 156 -776 -188 455 2,058 423 1,094 69 -602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 29.6 2.7 25.4 52.0 92.5 84.3 7.5 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 14 28 20 20 24 49 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,086 COMMITMENTS 1,487 1,222 407 4,511 4,768 6,405 6,397 681 689 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 121) 27 270 24 52 -132 103 162 18 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 17.2 5.7 63.7 67.3 90.4 90.3 9.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 7 9 20 15 34 28 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,089 COMMITMENTS 70,056 58,452 40,440 91,628 91,291 202,124 190,183 18,965 30,906 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 4,453) 2,493 -1,189 -2,763 3,707 7,170 3,437 3,218 1,016 1,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 26.4 18.3 41.4 41.3 91.4 86.0 8.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 86 80 105 67 67 220 201 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 431,718 COMMITMENTS 182,094 54,187 83,083 133,081 236,469 398,258 373,739 33,460 57,979 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 17,241) 2,605 5,212 7,813 6,557 5,378 16,975 18,403 266 -1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 12.6 19.2 30.8 54.8 92.2 86.6 7.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 475) 162 92 147 102 159 354 344 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,816 COMMITMENTS 2,723 1,601 509 828 2,552 4,060 4,662 1,756 1,154 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -228) -32 32 -127 16 -116 -143 -211 -85 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 27.5 8.8 14.2 43.9 69.8 80.2 30.2 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 27 15 9 16 22 51 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,185 COMMITMENTS 28,208 12,799 7,303 15,815 18,490 51,326 38,592 7,859 20,593 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 762) -297 758 -108 819 51 414 701 348 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 21.6 12.3 26.7 31.2 86.7 65.2 13.3 34.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 77 61 53 37 88 146 177 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,301 COMMITMENTS 7,083 22,579 544 23,126 6,980 30,753 30,103 548 1,198 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 330) 95 212 10 160 101 265 323 65 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 72.1 1.7 73.9 22.3 98.2 96.2 1.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 18 15 7 23 16 44 35 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 43,801 COMMITMENTS 22,631 3,665 0 19,587 39,267 42,218 42,932 1,583 869 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -5,198) -5,265 -4,022 0 19 -1,150 -5,246 -5,172 48 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.7 8.4 0.0 44.7 89.6 96.4 98.0 3.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 11 8 0 8 9 19 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 192,692 COMMITMENTS 66,565 114,269 3,760 93,666 32,196 163,991 150,225 28,701 42,467 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 27,188) 14,020 19,082 892 12,325 3,600 27,237 23,574 -49 3,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 59.3 2.0 48.6 16.7 85.1 78.0 14.9 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 31 51 14 27 27 63 87 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,343 COMMITMENTS 4,448 22,156 864 29,286 3,073 34,598 26,093 8,745 17,250 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -3,539) -3,206 -2,815 706 -477 -743 -2,977 -2,852 -562 -687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 51.1 2.0 67.6 7.1 79.8 60.2 20.2 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 15 4 10 6 19 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,326 COMMITMENTS 91,142 76,027 514 78,278 97,914 169,934 174,455 7,392 2,871 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -33) -547 376 0 585 -203 38 173 -71 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 42.9 0.3 44.1 55.2 95.8 98.4 4.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 77 32 7 14 25 94 62 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 267,230 COMMITMENTS 54,281 135,645 6,762 174,292 95,760 235,335 238,167 31,895 29,063 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 5,519) 231 -9,587 2,466 -886 12,863 1,811 5,742 3,708 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 50.8 2.5 65.2 35.8 88.1 89.1 11.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 33 41 23 29 39 75 90 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,845 COMMITMENTS 37,519 68,002 5,189 129,521 87,402 172,229 160,593 24,616 36,252 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -7,334) -11,019 -7,405 2,307 3,725 -4,592 -4,987 -9,690 -2,347 2,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 34.5 2.6 65.8 44.4 87.5 81.6 12.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 33 38 16 29 36 71 81 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 409,936 COMMITMENTS 159,418 161,071 13,447 179,781 178,953 352,646 353,471 57,290 56,465 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,070) 1,587 -17,655 2,914 -1,739 11,222 2,762 -3,519 -3,832 2,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 39.3 3.3 43.9 43.7 86.0 86.2 14.0 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 90 79 35 65 66 165 170 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 32,849 COMMITMENTS 14,266 4,606 336 5,995 23,101 20,597 28,043 12,252 4,806 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 639) -285 1,322 19 518 -184 252 1,157 387 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 14.0 1.0 18.3 70.3 62.7 85.4 37.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 5 2 6 6 16 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,314 COMMITMENTS 11,987 4,504 0 9,729 18,332 21,716 22,836 1,598 478 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -4,160) -4,664 83 -298 1,000 -3,634 -3,962 -3,849 -198 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 19.3 0.0 41.7 78.6 93.1 97.9 6.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 15 11 0 4 5 19 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,368 COMMITMENTS 19,190 31,160 291 20,814 6,587 40,295 38,038 3,073 5,330 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -579) 497 -2,937 24 -750 1,578 -229 -1,335 -350 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 71.9 0.7 48.0 15.2 92.9 87.7 7.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 24 30 5 11 12 36 46 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 18,246 COMMITMENTS 4,979 2,946 3,784 8,499 10,609 17,262 17,339 984 907 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -261) -93 -248 -28 -103 135 -224 -141 -37 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 16.1 20.7 46.6 58.1 94.6 95.0 5.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 6 1 7 6 17 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,306,893 COMMITMENTS 542,113 3616879 2654475 9531969 5922407 12728557 12193761 578,336 1113132 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 112,568) 32,649 137,235 15,404 102,382 2,692 150,435 155,331 -37,867 -42,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 27.2 19.9 71.6 44.5 95.7 91.6 4.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311) 36 113 114 114 146 235 303 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 656,419 COMMITMENTS 106,186 89,807 27,154 453,530 463,601 586,870 580,562 69,549 75,857 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 3,078) -14,642 -2,358 4,103 20,336 1,558 9,798 3,303 -6,719 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 13.7 4.1 69.1 70.6 89.4 88.4 10.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583) 120 132 77 225 238 379 413 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 64,780 COMMITMENTS 5,674 7,595 1,500 34,376 39,539 41,550 48,634 23,230 16,146 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,490) -3,035 3,124 -189 6,005 -188 2,781 2,747 -291 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 11.7 2.3 53.1 61.0 64.1 75.1 35.9 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 7 6 1 22 19 29 26 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,958,197 COMMITMENTS 538,745 447,246 92,086 2095769 2120309 2726600 2659641 231,597 298,556 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,941) -47,626 -17,003 11,055 71,654 8,728 35,083 2,780 -32,142 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 15.1 3.1 70.8 71.7 92.2 89.9 7.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575) 119 130 74 218 230 369 402 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 95,294 COMMITMENTS 23,548 2,596 938 58,253 88,126 82,739 91,660 12,555 3,634 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -570) -71 -756 718 -1,262 -497 -615 -535 45 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 2.7 1.0 61.1 92.5 86.8 96.2 13.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 18 3 5 47 29 65 37 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,595 COMMITMENTS 28,980 7,814 821 18,194 39,034 47,995 47,669 6,600 6,927 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -378) -1,673 65 366 739 -1,134 -568 -703 189 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.1 14.3 1.5 33.3 71.5 87.9 87.3 12.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 71 55 17 68 71 148 134 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 272,977 COMMITMENTS 144,901 39,068 4,106 90,969 195,170 239,976 238,344 33,001 34,633 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,892) -8,365 325 1,831 3,696 -5,671 -2,838 -3,515 946 1,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.1 14.3 1.5 33.3 71.5 87.9 87.3 12.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 71 55 17 68 71 148 134 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,876 COMMITMENTS 64,169 21,494 1,672 17,149 57,787 82,990 80,953 24,886 26,923 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -683) -515 -488 425 -960 -2,191 -1,050 -2,254 367 1,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.5 19.9 1.5 15.9 53.6 76.9 75.0 23.1 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 29 22 9 15 17 48 44 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 38,715 COMMITMENTS 17,758 11,072 0 12,361 24,316 30,119 35,388 8,596 3,327 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -602) 123 -544 -2 -11 -81 110 -627 -712 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 28.6 0.0 31.9 62.8 77.8 91.4 22.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 19 6 0 13 11 32 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,188 COMMITMENTS 31,513 15,241 939 40,996 27,931 73,448 44,111 7,740 37,077 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 8,129) 1,357 2,191 -20 8,293 6,931 9,630 9,102 -1,501 -973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 18.8 1.2 50.5 34.4 90.5 54.3 9.5 45.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 28 17 4 30 22 60 41
Updated May 5, 2017