MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,836 COMMITMENTS 2,080 5,496 2,680 22,676 19,260 27,436 27,436 400 400 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 2,120) 240 -640 2,520 1,200 1,440 3,960 3,320 -1,840 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 19.7 9.6 81.5 69.2 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 11 3 8 8 13 21 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,913 COMMITMENTS 289 850 449 4,272 4,112 5,010 5,411 903 502 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 244) 93 -19 41 51 301 185 323 59 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 14.4 7.6 72.2 69.5 84.7 91.5 15.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 9 9 17 19 28 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,329 COMMITMENTS 19,616 9,496 572 8,429 16,347 28,617 26,415 2,712 4,914 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 719) 263 324 -69 246 652 440 907 279 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.6 30.3 1.8 26.9 52.2 91.3 84.3 8.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 16 24 16 19 23 47 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,734 COMMITMENTS 1,535 802 398 4,181 4,789 6,114 5,989 620 745 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 251) 29 -26 33 117 173 179 180 72 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 11.9 5.9 62.1 71.1 90.8 88.9 9.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 5 8 22 16 35 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,752 COMMITMENTS 78,556 47,903 38,260 85,042 103,111 201,858 189,274 18,894 31,478 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 8,493) 4,639 -2,588 3,526 -320 7,424 7,845 8,362 648 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 21.7 17.3 38.5 46.7 91.4 85.7 8.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 107 64 107 63 74 225 206 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 416,324 COMMITMENTS 175,940 49,570 72,856 133,389 239,628 382,185 362,054 34,139 54,270 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -3,792) -2,834 -5,403 -2,533 -413 3,545 -5,780 -4,391 1,988 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 11.9 17.5 32.0 57.6 91.8 87.0 8.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456) 149 79 136 114 164 346 333 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,860 COMMITMENTS 1,709 1,541 455 1,090 1,852 3,254 3,848 1,606 1,012 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -623) -936 -59 16 412 -487 -508 -530 -115 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 31.7 9.4 22.4 38.1 67.0 79.2 33.0 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 18 13 6 17 17 39 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,980 COMMITMENTS 26,673 12,372 7,977 13,874 16,814 48,524 37,163 8,456 19,817 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -2,384) -1,495 -1,648 505 -1,865 -867 -2,855 -2,010 471 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 21.7 14.0 24.3 29.5 85.2 65.2 14.8 34.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 76 55 52 43 84 150 168 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,885 COMMITMENTS 588 5,002 116 3,821 321 4,525 5,439 1,360 446 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 25) 31 -9 7 -7 -18 31 -20 -6 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 85.0 2.0 64.9 5.5 76.9 92.4 23.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 5 4 9 4 16 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,951 COMMITMENTS 5,471 19,562 532 20,512 5,879 26,515 25,973 436 978 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -116) -416 -118 33 309 11 -74 -74 -42 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 72.6 2.0 76.1 21.8 98.4 96.4 1.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 17 15 11 21 17 43 38 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,954 COMMITMENTS 11,976 1,983 0 22,711 33,110 34,687 35,093 1,267 861 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -474) -672 330 0 388 -715 -284 -385 -190 -89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 5.5 0.0 63.2 92.1 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 7 0 10 8 24 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 219,483 COMMITMENTS 39,130 137,130 4,139 145,253 36,569 188,522 177,838 30,961 41,645 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 4,537) -8,282 3,503 -349 13,111 3,703 4,480 6,857 57 -2,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 62.5 1.9 66.2 16.7 85.9 81.0 14.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 25 49 13 29 30 60 86 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,928 COMMITMENTS 3,946 25,108 1,061 35,259 4,950 40,266 31,119 8,662 17,809 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 518) -4,534 1,432 71 4,026 36 -437 1,539 955 -1,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 51.3 2.2 72.1 10.1 82.3 63.6 17.7 36.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 19 7 12 8 22 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 183,857 COMMITMENTS 92,686 22,632 1,784 81,075 156,495 175,545 180,911 8,312 2,946 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 3,971) 172 21 1,010 2,133 2,784 3,315 3,815 656 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 12.3 1.0 44.1 85.1 95.5 98.4 4.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 81 31 9 12 27 97 64 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 256,035 COMMITMENTS 48,369 81,364 6,963 170,287 138,282 225,619 226,609 30,416 29,426 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -1,190) 3,459 -10,344 362 -3,865 8,020 -44 -1,962 -1,146 772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 31.8 2.7 66.5 54.0 88.1 88.5 11.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 33 38 19 29 44 73 90 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 222,510 COMMITMENTS 41,963 101,971 4,387 155,071 72,713 201,421 179,071 21,089 43,439 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 19,370) -672 23,029 10 21,079 -3,386 20,417 19,653 -1,047 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 45.8 2.0 69.7 32.7 90.5 80.5 9.5 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 31 42 16 29 34 69 83 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 431,659 COMMITMENTS 164,234 126,630 14,322 186,406 236,357 364,962 377,309 66,697 54,350 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 13,358) 8,653 -6,552 1,043 2,546 19,298 12,242 13,789 1,116 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 29.3 3.3 43.2 54.8 84.5 87.4 15.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 89 75 46 62 65 170 167 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 32,925 COMMITMENTS 14,753 4,910 397 5,805 23,212 20,955 28,519 11,970 4,406 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 338) 995 328 50 -147 119 898 497 -560 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 14.9 1.2 17.6 70.5 63.6 86.6 36.4 13.4 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,033 COMMITMENTS 11,542 3,970 34 9,475 18,345 21,051 22,349 1,982 684 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -449) 546 -1,051 32 -832 321 -254 -698 -195 249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 17.2 0.1 41.1 79.6 91.4 97.0 8.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 13 1 5 6 18 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 45,187 COMMITMENTS 11,918 23,872 336 29,921 15,501 42,175 39,709 3,012 5,478 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 1,130) -152 1,016 120 1,155 -157 1,123 979 7 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 52.8 0.7 66.2 34.3 93.3 87.9 6.7 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 22 31 8 15 14 41 49 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,685 COMMITMENTS 4,484 2,858 2,648 9,480 11,336 16,612 16,842 1,073 843 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -690) 241 -187 -648 -210 74 -617 -761 -73 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 16.2 15.0 53.6 64.1 93.9 95.2 6.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 5 1 9 6 16 12 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,251,066 COMMITMENTS 667,771 3359261 2753044 9245485 6014743 12666300 12127048 584,766 1124018 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -185,136) 148,064 -324,766 2,024 -380,047 145,909 -229,959 -176,833 44,823 -8,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 25.4 20.8 69.8 45.4 95.6 91.5 4.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 36 116 117 107 131 233 291 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 684,563 COMMITMENTS 101,566 99,713 29,269 469,953 470,193 600,788 599,174 83,776 85,389 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 4,408) -4,182 5,576 -293 8,506 -1,948 4,032 3,335 376 1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 14.6 4.3 68.7 68.7 87.8 87.5 12.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605) 123 143 77 227 235 386 419 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 71,457 COMMITMENTS 4,597 9,168 920 43,370 37,614 48,887 47,702 22,570 23,755 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -1,097) 282 -547 -1,075 -729 420 -1,522 -1,202 425 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 12.8 1.3 60.7 52.6 68.4 66.8 31.6 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 8 2 25 21 34 29 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,065,532 COMMITMENTS 532,258 500,138 94,330 2132916 2162893 2759504 2757361 306,028 308,171 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 27,526) -22,084 30,847 3,678 46,176 -11,841 27,770 22,684 -244 4,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 16.3 3.1 69.6 70.6 90.0 89.9 10.0 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 120 144 72 222 227 377 408 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 96,060 COMMITMENTS 21,720 3,512 1,418 60,522 87,879 83,660 92,809 12,400 3,251 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -127) -1,163 150 40 1,203 31 80 221 -207 -348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 3.7 1.5 63.0 91.5 87.1 96.6 12.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 8 5 47 31 61 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,992 COMMITMENTS 25,254 9,547 1,205 20,997 36,035 47,456 46,786 6,536 7,206 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 128) -1,907 1,282 319 1,534 -1,801 -55 -200 183 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 17.7 2.2 38.9 66.7 87.9 86.7 12.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 75 66 24 72 72 160 149 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 269,961 COMMITMENTS 126,272 47,734 6,025 104,984 180,173 237,281 233,932 32,680 36,029 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 642) -9,537 6,412 1,594 7,668 -9,007 -275 -1,001 917 1,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 17.7 2.2 38.9 66.7 87.9 86.7 12.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 75 66 24 72 72 160 149 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,755 COMMITMENTS 52,244 45,900 3,354 63,428 54,442 119,026 103,696 19,729 35,059 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 18,716) -4,227 15,213 1,204 24,774 -269 21,751 16,148 -3,035 2,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 33.1 2.4 45.7 39.2 85.8 74.7 14.2 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 26 29 10 18 20 47 56 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 41,054 COMMITMENTS 17,392 12,949 23 12,637 24,618 30,052 37,590 11,002 3,464 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 455) -991 414 23 -373 300 -1,341 737 1,796 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 31.5 0.1 30.8 60.0 73.2 91.6 26.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 20 8 2 15 12 35 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 79,086 COMMITMENTS 29,671 16,234 927 39,084 37,931 69,682 55,092 9,404 23,994 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -5,790) -1,249 292 97 -5,159 882 -6,311 1,271 521 -7,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 20.5 1.2 49.4 48.0 88.1 69.7 11.9 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 28 19 5 31 26 61 48
Updated May 19, 2017