MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 29,190 COMMITMENTS 1,800 6,940 2,540 24,490 19,350 28,830 28,830 360 360 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,240) 0 640 -160 1,440 800 1,280 1,280 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 23.8 8.7 83.9 66.3 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 11 3 9 8 14 19 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,208 COMMITMENTS 341 1,022 371 4,550 4,410 5,262 5,803 946 405 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 120) 67 48 -3 -8 55 56 100 64 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 16.5 6.0 73.3 71.0 84.8 93.5 15.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 10 9 18 19 30 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,358 COMMITMENTS 19,516 8,998 806 9,375 17,203 29,697 27,007 2,661 5,351 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 378) -68 -453 -70 560 593 422 70 -44 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.3 27.8 2.5 29.0 53.2 91.8 83.5 8.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 27 21 19 27 50 59 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,848 COMMITMENTS 1,032 850 354 4,747 4,905 6,133 6,109 715 739 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 50) -312 79 -45 389 -21 32 13 18 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 12.4 5.2 69.3 71.6 89.6 89.2 10.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 10 6 9 24 18 37 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,007 COMMITMENTS 93,529 42,911 41,933 83,834 122,586 219,296 207,430 19,711 31,577 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 11,453) 6,467 313 4,360 -103 6,772 10,724 11,445 729 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 18.0 17.5 35.1 51.3 91.8 86.8 8.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 99 73 106 60 77 229 205 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 421,529 COMMITMENTS 179,433 48,540 73,057 134,866 245,632 387,356 367,229 34,173 54,300 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 714) -1,781 -936 2,110 57 1,679 386 2,853 328 -2,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 11.5 17.3 32.0 58.3 91.9 87.1 8.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469) 155 76 132 120 177 354 343 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,018 COMMITMENTS 1,228 1,380 736 1,540 1,901 3,504 4,017 1,514 1,001 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 71) -227 -125 197 193 -35 163 37 -92 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 27.5 14.7 30.7 37.9 69.8 80.1 30.2 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 18 12 10 18 16 39 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,964 COMMITMENTS 25,798 11,773 8,112 13,225 16,239 47,135 36,124 7,829 18,840 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -3,594) -1,127 -1,064 -617 -1,061 -686 -2,805 -2,367 -789 -1,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 21.4 14.8 24.1 29.5 85.8 65.7 14.2 34.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 67 57 49 36 81 133 163 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,987 COMMITMENTS 656 5,027 103 4,091 485 4,850 5,615 1,137 372 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 59) 20 -24 -5 235 92 250 63 -191 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 84.0 1.7 68.3 8.1 81.0 93.8 19.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 6 4 12 6 19 15 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,123 COMMITMENTS 4,815 19,270 821 20,896 6,097 26,532 26,188 591 935 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 8) -360 -279 119 234 130 -7 -30 15 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 71.0 3.0 77.0 22.5 97.8 96.6 2.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 13 12 22 18 44 38 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,012 COMMITMENTS 9,990 2,127 0 24,530 33,035 34,520 35,162 1,492 850 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -47) -282 -20 0 157 -50 -125 -70 78 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 5.9 0.0 68.1 91.7 95.9 97.6 4.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 8 0 11 8 24 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 200,273 COMMITMENTS 23,711 121,898 4,127 144,726 35,352 172,564 161,377 27,709 38,896 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -8,031) -5,970 -6,892 504 -2,723 7 -8,189 -6,381 158 -1,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 60.9 2.1 72.3 17.7 86.2 80.6 13.8 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 24 42 17 28 30 61 80 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,403 COMMITMENTS 8,735 27,247 751 30,702 12,595 40,188 40,593 14,215 13,810 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 3,225) 2,617 1,344 -534 -191 1,510 1,892 2,320 1,333 905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 50.1 1.4 56.4 23.2 73.9 74.6 26.1 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 17 8 11 9 26 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 206,058 COMMITMENTS 112,479 37,477 2,556 82,152 163,139 197,187 203,172 8,871 2,886 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -5,052) 13,870 -6,834 -486 -19,302 2,480 -5,918 -4,840 866 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 18.2 1.2 39.9 79.2 95.7 98.6 4.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 84 36 9 14 23 103 64 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 254,039 COMMITMENTS 45,574 75,225 7,013 174,892 141,427 227,479 223,665 26,560 30,374 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -2,218) -3,592 2,192 -954 5,241 -5,745 695 -4,507 -2,913 2,289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 29.6 2.8 68.8 55.7 89.5 88.0 10.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 31 38 23 32 42 75 91 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 213,727 COMMITMENTS 43,404 95,679 4,941 143,450 76,426 191,795 177,046 21,932 36,681 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 2,429) 1,484 2,103 596 146 1,959 2,226 4,658 203 -2,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 44.8 2.3 67.1 35.8 89.7 82.8 10.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 37 36 20 28 37 76 82 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 453,280 COMMITMENTS 176,226 103,357 17,221 185,792 279,432 379,239 400,010 74,041 53,270 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 3,920) 1,194 -6,830 2,340 -4,732 7,338 -1,198 2,848 5,118 1,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 22.8 3.8 41.0 61.6 83.7 88.2 16.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 94 64 47 66 66 177 161 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,335 COMMITMENTS 16,332 6,939 414 5,737 23,528 22,483 30,881 12,852 4,454 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 366) -130 370 5 -113 -43 -238 332 604 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 19.6 1.2 16.2 66.6 63.6 87.4 36.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 6 3 7 6 17 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,902 COMMITMENTS 12,516 4,409 104 19,138 27,567 31,758 32,080 1,144 822 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 9,206) 607 150 70 9,011 9,128 9,688 9,348 -482 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 13.4 0.3 58.2 83.8 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 17 12 2 7 9 24 23 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,203 COMMITMENTS 16,886 22,425 423 23,102 16,391 40,411 39,239 3,792 4,964 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 38) 2,868 -810 -10 -3,363 973 -505 153 543 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 50.7 1.0 52.3 37.1 91.4 88.8 8.6 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 21 23 6 13 15 38 40 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 17,642 COMMITMENTS 4,040 1,968 3,084 9,467 12,025 16,591 17,077 1,051 565 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -166) -377 -950 236 -23 769 -164 55 -2 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 11.2 17.5 53.7 68.2 94.0 96.8 6.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 5 3 9 7 18 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,028,713 COMMITMENTS 755,600 3212645 2904278 9631245 6759398 13291123 12876321 737,590 1152392 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 414,419) 769 4,416 26,599 256,284 301,685 283,652 332,700 130,767 81,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 22.9 20.7 68.7 48.2 94.7 91.8 5.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 46 114 118 120 141 252 304 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 695,192 COMMITMENTS 104,991 101,857 30,125 479,948 473,169 615,064 605,151 80,128 90,041 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 3,375) 2,009 368 -138 4,471 3,645 6,341 3,874 -2,966 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 14.7 4.3 69.0 68.1 88.5 87.0 11.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602) 116 141 76 236 244 388 425 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 77,966 COMMITMENTS 3,978 12,063 575 50,584 39,605 55,137 52,243 22,829 25,723 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 140) 345 1,844 -348 1,209 -452 1,206 1,044 -1,066 -904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 15.5 0.7 64.9 50.8 70.7 67.0 29.3 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 6 3 22 19 33 25 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,086,131 COMMITMENTS 554,764 498,671 98,051 2146819 2167819 2799634 2764541 286,497 321,590 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 16,177) 12,038 -3,661 -2,670 16,309 20,483 25,677 14,152 -9,500 2,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 16.2 3.2 69.6 70.2 90.7 89.6 9.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595) 114 140 71 231 236 376 416 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 16,074 COMMITMENTS 2,267 0 0 11,667 15,234 13,934 15,234 2,140 840 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.0 0.0 72.6 94.8 86.7 94.8 13.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 0 0 8 8 13 8 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 91,384 COMMITMENTS 21,876 2,894 711 56,643 84,396 79,230 88,001 12,154 3,383 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -1,757) -613 -913 43 -994 -1,020 -1,564 -1,890 -193 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 3.2 0.8 62.0 92.4 86.7 96.3 13.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 14 5 4 44 30 59 38 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,100 COMMITMENTS 25,368 9,306 1,055 21,670 37,534 48,093 47,895 7,008 7,205 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,058) 1,614 369 -553 -583 980 478 796 581 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 16.9 1.9 39.3 68.1 87.3 86.9 12.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 66 64 21 71 77 150 149 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,501 COMMITMENTS 126,840 46,531 5,275 108,348 187,670 240,463 239,476 35,038 36,025 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 5,292) 8,072 1,846 -2,767 -2,916 4,900 2,389 3,979 2,903 1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 16.9 1.9 39.3 68.1 87.3 86.9 12.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 66 64 21 71 77 150 149 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,388 COMMITMENTS 43,148 40,081 2,019 63,520 56,238 108,687 98,338 20,701 31,050 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,138) 256 -176 -543 -582 651 -869 -68 2,007 1,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 31.0 1.6 49.1 43.5 84.0 76.0 16.0 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 25 27 11 19 24 47 59 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 39,530 COMMITMENTS 17,739 12,462 114 13,277 23,733 31,130 36,309 8,400 3,221 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -618) 375 -119 91 314 -652 780 -680 -1,398 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 31.5 0.3 33.6 60.0 78.8 91.9 21.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 21 9 2 15 12 36 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 79,511 COMMITMENTS 26,417 13,354 1,568 42,145 37,117 70,130 52,039 9,381 27,472 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -2,245) -216 -1,719 368 -1,858 -408 -1,706 -1,759 -539 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 16.8 2.0 53.0 46.7 88.2 65.4 11.8 34.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 23 18 5 28 25 52 47
Updated June 2, 2017