MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,882 COMMITMENTS 1,560 6,320 2,460 22,502 17,742 26,522 26,522 360 360 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,308) -240 -620 -80 -1,988 -1,608 -2,308 -2,308 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 23.5 9.2 83.7 66.0 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 11 3 9 7 14 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,602 COMMITMENTS 489 818 248 3,961 4,161 4,698 5,227 904 375 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -606) 148 -204 -123 -589 -249 -564 -576 -42 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 14.6 4.4 70.7 74.3 83.9 93.3 16.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 7 6 17 20 28 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,071 COMMITMENTS 16,947 7,492 682 7,701 15,502 25,330 23,676 2,741 4,395 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,287) -2,569 -1,506 -124 -1,674 -1,701 -4,367 -3,331 80 -956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.4 26.7 2.4 27.4 55.2 90.2 84.3 9.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 15 23 18 17 28 46 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,075 COMMITMENTS 727 636 340 4,380 4,438 5,447 5,414 628 661 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -773) -305 -214 -14 -367 -467 -686 -695 -87 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 10.5 5.6 72.1 73.1 89.7 89.1 10.3 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 4 9 24 16 36 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,335 COMMITMENTS 99,747 46,468 39,888 88,618 129,650 228,253 216,006 21,082 33,329 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 10,328) 6,218 3,557 -2,045 4,784 7,064 8,957 8,576 1,371 1,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 18.6 16.0 35.5 52.0 91.5 86.6 8.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 105 77 100 64 78 234 202 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 414,712 COMMITMENTS 182,134 47,183 66,833 132,496 246,009 381,463 360,025 33,249 54,687 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -6,817) 2,701 -1,357 -6,224 -2,370 377 -5,893 -7,204 -924 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 11.4 16.1 31.9 59.3 92.0 86.8 8.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459) 151 81 127 116 165 348 329 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,830 COMMITMENTS 1,176 1,378 884 1,379 1,616 3,439 3,878 1,391 952 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -188) -52 -2 148 -161 -285 -65 -139 -123 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 28.5 18.3 28.6 33.5 71.2 80.3 28.8 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 15 12 20 18 44 39 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,455 COMMITMENTS 27,086 12,518 7,933 14,581 17,183 49,600 37,634 7,855 19,821 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 2,491) 1,288 745 -179 1,356 944 2,465 1,510 26 981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 21.8 13.8 25.4 29.9 86.3 65.5 13.7 34.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 69 59 50 42 84 143 168 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,160 COMMITMENTS 521 4,275 57 3,563 488 4,141 4,820 1,019 340 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -827) -135 -752 -46 -528 3 -709 -795 -118 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 82.8 1.1 69.1 9.5 80.3 93.4 19.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 3 12 5 18 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,870 COMMITMENTS 3,547 15,657 738 18,142 5,662 22,427 22,057 443 813 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -4,253) -1,268 -3,613 -83 -2,754 -435 -4,105 -4,131 -148 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 68.5 3.2 79.3 24.8 98.1 96.4 1.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 14 10 9 23 17 40 33 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,626 COMMITMENTS 9,806 2,184 0 26,345 34,336 36,151 36,520 1,475 1,106 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,614) -184 57 0 1,815 1,301 1,631 1,358 -17 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 5.8 0.0 70.0 91.3 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 8 0 12 8 25 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 210,933 COMMITMENTS 26,492 120,993 13,453 145,121 39,283 185,066 173,729 25,867 37,204 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 10,660) 2,781 -905 9,326 395 3,931 12,502 12,352 -1,842 -1,692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 57.4 6.4 68.8 18.6 87.7 82.4 12.3 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 28 48 24 28 29 72 86 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,728 COMMITMENTS 6,752 23,307 930 29,817 14,004 37,499 38,241 14,229 13,487 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,675) -1,983 -3,940 179 -885 1,409 -2,689 -2,352 14 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 45.1 1.8 57.6 27.1 72.5 73.9 27.5 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 15 5 14 12 25 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 207,116 COMMITMENTS 115,601 30,780 7,217 75,128 166,379 197,946 204,376 9,170 2,740 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,058) 3,122 -6,697 4,661 -7,024 3,240 759 1,204 299 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 14.9 3.5 36.3 80.3 95.6 98.7 4.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 85 33 13 13 28 106 69 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 248,173 COMMITMENTS 40,147 76,863 7,993 171,798 133,050 219,938 217,906 28,235 30,267 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -5,866) -5,427 1,638 980 -3,094 -8,377 -7,541 -5,759 1,675 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 31.0 3.2 69.2 53.6 88.6 87.8 11.4 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 32 39 24 33 38 80 86 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 225,549 COMMITMENTS 39,736 94,763 15,450 143,746 81,444 198,932 191,657 26,617 33,892 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 11,822) -3,668 -916 10,509 296 5,018 7,137 14,611 4,685 -2,789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 42.0 6.8 63.7 36.1 88.2 85.0 11.8 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 36 39 25 28 37 80 88 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 447,178 COMMITMENTS 164,889 90,880 23,324 188,042 279,047 376,255 393,251 70,923 53,927 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -6,102) -11,337 -12,477 6,103 2,250 -385 -2,984 -6,759 -3,118 657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 20.3 5.2 42.1 62.4 84.1 87.9 15.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 88 63 54 67 65 179 159 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,839 COMMITMENTS 16,202 6,509 452 5,906 22,694 22,560 29,655 11,279 4,184 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,496) -130 -430 38 169 -834 77 -1,226 -1,573 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 19.2 1.3 17.5 67.1 66.7 87.6 33.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 6 3 8 6 19 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,282 COMMITMENTS 8,554 4,405 0 7,251 12,389 15,805 16,794 1,477 488 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -15,620) -3,962 -4 -104 -11,887 -15,178 -15,953 -15,286 333 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.5 25.5 0.0 42.0 71.7 91.5 97.2 8.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 9 13 0 5 6 14 19 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,814 COMMITMENTS 19,348 21,133 553 19,481 17,500 39,382 39,186 4,432 4,628 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -389) 2,462 -1,292 130 -3,621 1,109 -1,029 -53 640 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 48.2 1.3 44.5 39.9 89.9 89.4 10.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 29 25 5 13 15 45 42 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,782 COMMITMENTS 12,262 2,149 1,164 7,355 17,795 20,781 21,108 1,001 674 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 4,140) 8,222 181 -1,920 -2,112 5,770 4,190 4,031 -50 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 9.9 5.3 33.8 81.7 95.4 96.9 4.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 5 4 9 6 20 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,075,364 COMMITMENTS 881,830 3147743 2807672 9742724 7014751 13432226 12970166 643,138 1105198 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 46,651) 126,230 -64,902 -96,606 111,479 255,353 141,103 93,845 -94,452 -47,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 22.4 19.9 69.2 49.8 95.4 92.1 4.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 57 106 117 122 142 257 303 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 706,889 COMMITMENTS 108,034 103,683 32,500 485,798 480,891 626,332 617,074 80,556 89,815 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 11,696) 3,044 1,826 2,374 5,851 7,722 11,269 11,923 428 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 14.7 4.6 68.7 68.0 88.6 87.3 11.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617) 125 152 88 234 240 400 440 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 78,376 COMMITMENTS 4,542 11,885 906 50,873 38,979 56,321 51,770 22,055 26,606 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 410) 564 -178 331 289 -626 1,184 -473 -774 883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 15.2 1.2 64.9 49.7 71.9 66.1 28.1 33.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 9 9 3 24 19 35 29 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,142,563 COMMITMENTS 573,621 515,151 101,809 2174627 2209559 2850057 2826519 292,506 316,044 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 56,432) 18,857 16,480 3,758 27,808 41,740 50,423 61,978 6,009 -5,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 16.4 3.2 69.2 70.3 90.7 89.9 9.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610) 125 149 83 228 232 389 429 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 90,266 COMMITMENTS 23,170 2,821 672 53,554 83,720 77,396 87,213 12,870 3,053 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,118) 1,294 -73 -39 -3,089 -676 -1,834 -788 716 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 3.1 0.7 59.3 92.7 85.7 96.6 14.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 14 5 3 45 34 59 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,241 COMMITMENTS 29,274 10,776 1,225 25,427 44,402 55,926 56,402 7,316 6,839 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 8,141) 3,906 1,470 170 3,757 6,868 7,833 8,507 308 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 17.0 1.9 40.2 70.2 88.4 89.2 11.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 74 67 21 80 82 168 156 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,206 COMMITMENTS 146,371 53,879 6,124 127,133 222,009 279,628 282,012 36,578 34,194 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 40,705) 19,531 7,348 849 18,785 34,339 39,165 42,536 1,540 -1,831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 17.0 1.9 40.2 70.2 88.4 89.2 11.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 74 67 21 80 82 168 156 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,572 COMMITMENTS 39,101 39,215 5,675 68,531 60,312 113,307 105,202 20,265 28,370 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 4,184) -4,047 -866 3,656 5,011 4,074 4,620 6,864 -436 -2,680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 29.4 4.2 51.3 45.2 84.8 78.8 15.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 29 31 16 20 26 56 66 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,378 COMMITMENTS 16,264 11,667 5,601 22,445 32,488 44,310 49,756 12,068 6,622 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 16,848) -1,475 -795 5,487 9,168 8,755 13,180 13,447 3,668 3,401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 20.7 9.9 39.8 57.6 78.6 88.3 21.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 19 8 8 17 12 40 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 102,861 COMMITMENTS 25,579 17,690 7,875 49,471 45,241 82,925 70,806 19,936 32,055 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 23,350) -838 4,336 6,307 7,326 8,124 12,795 18,767 10,555 4,583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 17.2 7.7 48.1 44.0 80.6 68.8 19.4 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 24 21 14 33 26 62 56
Updated June 9, 2017