MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,950 COMMITMENTS 1,800 6,300 2,700 23,050 18,550 27,550 27,550 400 400 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 114) -280 804 20 374 -710 114 114 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 22.5 9.7 82.5 66.4 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 11 3 8 8 13 19 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,088 COMMITMENTS 274 974 374 4,558 4,355 5,206 5,703 882 385 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 175) -15 124 -75 286 243 196 292 -21 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 16.0 6.1 74.9 71.5 85.5 93.7 14.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 9 9 18 19 29 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,980 COMMITMENTS 19,584 9,451 876 8,815 16,610 29,275 26,937 2,705 5,043 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 651) -32 -45 304 386 263 658 522 -7 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.2 29.6 2.7 27.6 51.9 91.5 84.2 8.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 26 18 19 23 48 53 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,798 COMMITMENTS 1,344 771 399 4,358 4,926 6,101 6,096 697 702 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 64) -191 -31 1 177 137 -13 107 77 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 11.3 5.9 64.1 72.5 89.7 89.7 10.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 11 6 8 24 19 37 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,554 COMMITMENTS 87,062 42,598 37,573 83,937 115,814 208,572 195,985 18,982 31,569 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 6,802) 8,506 -5,305 -687 -1,105 12,703 6,714 6,711 88 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 18.7 16.5 36.9 50.9 91.7 86.1 8.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 105 61 106 60 74 228 199 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 420,815 COMMITMENTS 181,214 49,476 70,947 134,809 243,953 386,970 364,376 33,845 56,439 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 4,491) 5,274 -94 -1,909 1,420 4,325 4,785 2,322 -294 2,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 11.8 16.9 32.0 58.0 92.0 86.6 8.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457) 156 69 136 119 172 352 336 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,947 COMMITMENTS 1,455 1,505 539 1,347 1,936 3,341 3,980 1,606 967 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 87) -254 -36 84 257 84 87 132 0 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 30.4 10.9 27.2 39.1 67.5 80.5 32.5 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 19 13 7 17 19 39 37 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,558 COMMITMENTS 26,925 12,837 8,729 14,286 16,925 49,940 38,491 8,618 20,067 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 1,578) 252 465 752 412 111 1,416 1,328 162 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 21.9 14.9 24.4 28.9 85.3 65.7 14.7 34.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 79 54 54 41 84 153 168 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,928 COMMITMENTS 636 5,051 108 3,856 393 4,600 5,552 1,328 376 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 43) 48 49 -8 35 72 75 113 -32 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 85.2 1.8 65.0 6.6 77.6 93.7 22.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 6 4 10 5 17 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,115 COMMITMENTS 5,175 19,549 702 20,662 5,967 26,539 26,218 576 897 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 164) -296 -13 170 150 88 24 245 140 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 72.1 2.6 76.2 22.0 97.9 96.7 2.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 17 15 11 22 18 44 39 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,059 COMMITMENTS 10,272 2,147 0 24,373 33,085 34,645 35,232 1,414 827 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 105) -1,704 164 0 1,662 -25 -42 139 147 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 6.0 0.0 67.6 91.8 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 8 0 10 7 23 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 208,304 COMMITMENTS 29,681 128,790 3,623 147,449 35,345 180,753 167,758 27,551 40,546 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -11,179) -9,449 -8,340 -516 2,196 -1,224 -7,769 -10,080 -3,410 -1,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 61.8 1.7 70.8 17.0 86.8 80.5 13.2 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 27 45 16 28 30 62 84 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,178 COMMITMENTS 6,118 25,903 1,285 30,893 11,085 38,296 38,273 12,882 12,905 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,250) 2,172 795 224 -4,366 6,135 -1,970 7,154 4,220 -4,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 50.6 2.5 60.4 21.7 74.8 74.8 25.2 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 19 8 12 9 26 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 211,110 COMMITMENTS 98,609 44,311 3,042 101,454 160,659 203,105 208,012 8,005 3,098 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 27,253) 5,923 21,679 1,258 20,379 4,164 27,560 27,101 -307 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 21.0 1.4 48.1 76.1 96.2 98.5 3.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 78 30 10 15 25 98 61 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 256,257 COMMITMENTS 49,166 73,033 7,967 169,651 147,172 226,784 228,172 29,473 28,085 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 222) 797 -8,331 1,004 -636 8,890 1,165 1,563 -943 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 28.5 3.1 66.2 57.4 88.5 89.0 11.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 32 39 22 31 44 76 92 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 211,298 COMMITMENTS 41,920 93,576 4,345 143,304 74,467 189,569 172,388 21,729 38,910 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -11,212) -43 -8,395 -42 -11,767 1,754 -11,852 -6,683 640 -4,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 44.3 2.1 67.8 35.2 89.7 81.6 10.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 32 37 17 28 38 69 83 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 449,360 COMMITMENTS 175,032 110,187 14,881 190,524 272,094 380,437 397,162 68,923 52,198 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 17,701) 10,798 -16,443 559 4,118 35,737 15,475 19,853 2,226 -2,152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 24.5 3.3 42.4 60.6 84.7 88.4 15.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 97 71 48 69 65 183 167 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,969 COMMITMENTS 16,462 6,569 409 5,850 23,571 22,721 30,549 12,248 4,420 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,044) 1,709 1,659 12 45 359 1,766 2,030 278 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 18.8 1.2 16.7 67.4 65.0 87.4 35.0 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 7 2 7 6 17 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,696 COMMITMENTS 11,909 4,259 34 10,127 18,439 22,070 22,732 1,626 964 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 663) 367 289 0 652 94 1,019 383 -356 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 18.0 0.1 42.7 77.8 93.1 95.9 6.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 12 1 5 7 19 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,165 COMMITMENTS 14,018 23,235 433 26,465 15,418 40,916 39,086 3,249 5,079 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -1,022) 2,100 -637 97 -3,456 -83 -1,259 -623 237 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 52.6 1.0 59.9 34.9 92.6 88.5 7.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 24 28 6 14 14 40 46 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,808 COMMITMENTS 4,417 2,918 2,848 9,490 11,256 16,755 17,022 1,053 786 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 123) -67 60 200 10 -80 143 180 -20 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 16.4 16.0 53.3 63.2 94.1 95.6 5.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 5 2 9 6 16 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,614,294 COMMITMENTS 754,831 3208229 2877679 9374961 6457713 13007471 12543621 606,823 1070673 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 363,228) 87,060 -151,032 124,635 129,476 442,970 341,171 416,573 22,057 -53,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 23.6 21.1 68.9 47.4 95.5 92.1 4.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 48 113 121 116 137 250 302 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 691,817 COMMITMENTS 102,982 101,489 30,264 475,477 469,524 608,722 601,277 83,094 90,540 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 7,253) 1,416 1,776 995 5,524 -668 7,935 2,103 -681 5,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 14.7 4.4 68.7 67.9 88.0 86.9 12.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609) 122 142 78 230 246 388 430 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 77,826 COMMITMENTS 3,633 10,219 923 49,375 40,057 53,931 51,199 23,895 26,627 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 6,369) -964 1,051 3 6,005 2,443 5,044 3,497 1,325 2,872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 13.1 1.2 63.4 51.5 69.3 65.8 30.7 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 7 3 22 18 30 26 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,069,954 COMMITMENTS 542,726 502,332 100,721 2130510 2147336 2773957 2750389 295,997 319,565 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 4,422) 10,468 2,194 6,391 -2,406 -15,557 14,453 -6,972 -10,031 11,394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 16.4 3.3 69.4 69.9 90.4 89.6 9.6 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603) 121 140 74 225 238 378 420 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 93,141 COMMITMENTS 22,489 3,807 668 57,637 85,416 80,794 89,891 12,347 3,250 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -2,919) 769 295 -750 -2,885 -2,463 -2,866 -2,918 -53 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 4.1 0.7 61.9 91.7 86.7 96.5 13.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 14 8 5 45 31 61 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,042 COMMITMENTS 23,754 8,937 1,608 22,253 36,554 47,615 47,099 6,427 6,942 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 50) -1,501 -610 403 1,256 519 159 313 -109 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 16.5 3.0 41.2 67.6 88.1 87.2 11.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 71 62 21 69 76 151 148 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,209 COMMITMENTS 118,768 44,685 8,042 111,264 182,770 238,074 235,497 32,135 34,712 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 248) -7,504 -3,049 2,017 6,280 2,597 793 1,565 -545 -1,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 16.5 3.0 41.2 67.6 88.1 87.2 11.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 71 62 21 69 76 151 148 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,250 COMMITMENTS 42,892 40,257 2,562 64,102 55,587 109,556 98,406 18,694 29,844 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -10,505) -9,352 -5,643 -792 674 1,145 -9,470 -5,290 -1,035 -5,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.4 31.4 2.0 50.0 43.3 85.4 76.7 14.6 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 27 25 11 18 24 47 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,148 COMMITMENTS 17,364 12,581 23 12,963 24,385 30,350 36,989 9,798 3,159 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -906) -28 -368 0 326 -233 298 -601 -1,204 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 31.3 0.1 32.3 60.7 75.6 92.1 24.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 21 8 1 16 12 37 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/23/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,756 COMMITMENTS 26,633 15,073 1,200 44,003 37,525 71,836 53,798 9,920 27,958 CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 2,670) -3,038 -1,161 273 4,919 -406 2,154 -1,294 516 3,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 18.4 1.5 53.8 45.9 87.9 65.8 12.1 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 22 21 4 30 26 54 49
Updated May 26, 2017