MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,174 COMMITMENTS 1,840 5,800 2,660 22,314 18,354 26,814 26,814 360 360 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 292) 280 -520 200 -188 612 292 292 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 21.3 9.8 82.1 67.5 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 9 5 9 7 17 19 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,806 COMMITMENTS 469 793 255 4,162 4,425 4,886 5,473 920 333 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 204) -20 -25 7 201 264 188 246 16 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 13.7 4.4 71.7 76.2 84.2 94.3 15.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 7 8 17 21 28 32 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,674 COMMITMENTS 17,158 7,064 988 7,885 16,044 26,031 24,096 2,643 4,578 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 603) 211 -428 306 184 542 701 420 -98 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.8 24.6 3.4 27.5 56.0 90.8 84.0 9.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 25 19 16 28 45 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,323 COMMITMENTS 710 673 414 4,695 4,628 5,819 5,715 504 608 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 248) -17 37 74 315 190 372 301 -124 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 10.6 6.5 74.3 73.2 92.0 90.4 8.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 10 5 10 23 18 36 30 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 254,077 COMMITMENTS 101,508 46,706 42,086 88,191 130,238 231,785 219,030 22,292 35,047 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 4,742) 1,761 238 2,198 -427 588 3,532 3,024 1,210 1,718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 18.4 16.6 34.7 51.3 91.2 86.2 8.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 117 66 102 61 80 231 207 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 413,641 COMMITMENTS 184,051 48,059 66,369 130,681 243,228 381,101 357,656 32,540 55,985 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -1,071) 1,917 876 -464 -1,815 -2,781 -362 -2,369 -709 1,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 11.6 16.0 31.6 58.8 92.1 86.5 7.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451) 144 79 120 113 165 333 324 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,244 COMMITMENTS 1,195 1,119 574 1,134 1,554 2,903 3,247 1,341 997 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -586) 19 -259 -310 -245 -62 -536 -631 -50 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 26.4 13.5 26.7 36.6 68.4 76.5 31.6 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 14 13 11 19 19 41 37 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,203 COMMITMENTS 26,911 12,561 8,017 14,495 16,962 49,423 37,540 7,780 19,663 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -252) -175 43 84 -86 -221 -177 -94 -75 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.0 22.0 14.0 25.3 29.7 86.4 65.6 13.6 34.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 64 53 48 43 82 136 164 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,120 COMMITMENTS 470 4,269 54 3,603 460 4,127 4,783 993 337 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -40) -51 -6 -3 40 -28 -14 -37 -26 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 83.4 1.1 70.4 9.0 80.6 93.4 19.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 5 2 11 5 16 11 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,397 COMMITMENTS 3,585 15,888 710 18,608 5,946 22,903 22,544 494 853 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 527) 38 231 -28 466 284 476 487 51 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 67.9 3.0 79.5 25.4 97.9 96.4 2.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 13 12 11 24 19 43 36 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,874 COMMITMENTS 8,954 2,601 25 31,403 38,313 40,382 40,939 1,492 935 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 4,248) -852 417 25 5,058 3,977 4,231 4,419 17 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 6.2 0.1 75.0 91.5 96.4 97.8 3.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 10 2 12 8 27 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 204,115 COMMITMENTS 26,781 115,376 16,322 134,249 36,156 177,352 167,854 26,763 36,261 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -6,818) 289 -5,617 2,869 -10,872 -3,127 -7,714 -5,875 896 -943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 56.5 8.0 65.8 17.7 86.9 82.2 13.1 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 28 37 19 31 27 69 74 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,138 COMMITMENTS 8,518 22,978 1,210 31,071 16,355 40,799 40,543 14,339 14,595 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 3,410) 1,766 -329 280 1,254 2,351 3,300 2,302 110 1,108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 41.7 2.2 56.4 29.7 74.0 73.5 26.0 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 12 14 7 14 11 30 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 233,490 COMMITMENTS 123,468 27,654 16,176 84,029 186,727 223,673 230,557 9,817 2,933 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 26,374) 7,867 -3,126 8,959 8,901 20,348 25,727 26,181 647 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.9 11.8 6.9 36.0 80.0 95.8 98.7 4.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 81 34 14 18 28 109 68 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 269,593 COMMITMENTS 40,552 79,993 31,023 171,312 127,420 242,887 238,436 26,706 31,157 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 21,420) 405 3,130 23,030 -486 -5,630 22,949 20,530 -1,529 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 29.7 11.5 63.5 47.3 90.1 88.4 9.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 26 42 24 33 40 75 92 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 210,617 COMMITMENTS 34,160 84,713 8,690 144,233 83,337 187,083 176,740 23,534 33,877 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -14,932) -5,576 -10,050 -6,760 487 1,893 -11,849 -14,917 -3,083 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 40.2 4.1 68.5 39.6 88.8 83.9 11.2 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 28 41 19 28 35 67 84 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 474,300 COMMITMENTS 164,227 85,174 24,390 211,353 301,281 399,970 410,845 74,330 63,455 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 27,122) -662 -5,706 1,066 23,311 22,234 23,715 17,594 3,407 9,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 18.0 5.1 44.6 63.5 84.3 86.6 15.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 84 59 51 64 64 175 150 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,236 COMMITMENTS 14,743 5,686 508 6,229 23,147 21,480 29,341 12,756 4,895 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 397) -1,459 -823 56 323 453 -1,080 -314 1,477 711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 16.6 1.5 18.2 67.6 62.7 85.7 37.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 6 5 9 6 20 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,926 COMMITMENTS 8,855 4,949 0 7,660 12,525 16,515 17,474 1,411 452 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 644) 301 544 0 409 136 710 680 -66 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.4 27.6 0.0 42.7 69.9 92.1 97.5 7.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 15 0 6 6 17 21 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,576 COMMITMENTS 27,261 25,666 1,405 19,392 21,735 48,058 48,806 5,518 4,770 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 9,762) 7,913 4,533 852 -89 4,235 8,676 9,620 1,086 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 47.9 2.6 36.2 40.6 89.7 91.1 10.3 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 34 21 9 13 14 51 42 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 31,016 COMMITMENTS 21,022 3,822 2,516 6,382 23,839 29,920 30,177 1,096 839 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 9,234) 8,760 1,673 1,352 -973 6,044 9,139 9,069 95 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.8 12.3 8.1 20.6 76.9 96.5 97.3 3.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 12 6 4 8 6 22 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 14,150,540 COMMITMENTS 1034586 2904796 2878696 9605827 7238420 13519109 13021912 631,431 1128628 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 75,176) 152,756 -242,947 71,024 -136,897 223,669 86,883 51,746 -11,707 23,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 20.5 20.3 67.9 51.2 95.5 92.0 4.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 62 107 125 118 141 260 310 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 785,893 COMMITMENTS 110,467 104,381 40,556 548,778 550,056 699,801 694,992 86,093 90,901 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 79,005) 2,432 697 8,056 62,979 69,165 73,468 77,919 5,536 1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 13.3 5.2 69.8 70.0 89.0 88.4 11.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602) 121 153 100 238 244 409 448 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 91,400 COMMITMENTS 4,923 10,389 2,144 58,860 58,601 65,927 71,134 25,473 20,266 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 13,024) 381 -1,496 1,238 7,987 19,622 9,606 19,364 3,418 -6,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 11.4 2.3 64.4 64.1 72.1 77.8 27.9 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 9 7 6 25 28 36 39 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,472,466 COMMITMENTS 579,651 521,891 140,128 2449589 2457273 3169368 3119292 303,098 353,174 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 329,903) 6,030 6,740 38,319 274,962 247,714 319,311 292,773 10,592 37,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 15.0 4.0 70.5 70.8 91.3 89.8 8.7 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597) 123 149 95 233 236 400 437 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| 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: 23,719 COMMITMENTS 3,852 546 0 17,422 22,163 21,274 22,709 2,445 1,010 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.3 0.0 73.5 93.4 89.7 95.7 10.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 2 0 10 11 16 13 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 18,260 COMMITMENTS 6,135 0 0 9,838 17,697 15,973 17,697 2,287 563 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 0.0 0.0 53.9 96.9 87.5 96.9 12.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 0 0 11 13 16 13 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 28,092 COMMITMENTS 203 2,494 0 24,025 24,777 24,228 27,271 3,864 821 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 8.9 0.0 85.5 88.2 86.2 97.1 13.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 0 13 10 14 13 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 97,655 COMMITMENTS 24,222 2,869 1,608 59,079 89,806 84,909 94,283 12,746 3,372 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 7,389) 1,052 48 936 5,525 6,086 7,513 7,070 -124 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 2.9 1.6 60.5 92.0 86.9 96.5 13.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 14 5 6 49 36 65 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,647 COMMITMENTS 30,168 9,852 1,572 50,179 71,142 81,919 82,566 7,728 7,081 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 26,406) 894 -924 347 24,752 26,740 25,994 26,163 412 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 11.0 1.8 56.0 79.4 91.4 92.1 8.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 73 64 32 84 90 178 166 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 448,235 COMMITMENTS 150,842 49,258 7,860 250,895 355,711 409,597 412,829 38,638 35,406 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 132,029) 4,471 -4,621 1,736 123,762 133,702 129,969 130,817 2,060 1,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 11.0 1.8 56.0 79.4 91.4 92.1 8.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 73 64 32 84 90 178 166 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,959 COMMITMENTS 33,134 34,645 12,654 65,992 59,467 111,780 106,766 23,179 28,193 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,387) -5,967 -4,570 6,979 -2,539 -845 -1,527 1,564 2,914 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 25.7 9.4 48.9 44.1 82.8 79.1 17.2 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 28 28 18 19 25 58 61 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,672 COMMITMENTS 14,764 7,242 0 13,898 27,340 28,662 34,582 8,010 2,090 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -19,706) -1,500 -4,425 -5,601 -8,547 -5,148 -15,648 -15,174 -4,058 -4,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 19.7 0.0 37.9 74.6 78.2 94.3 21.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 14 5 0 15 11 29 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/13/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,884 COMMITMENTS 14,136 6,528 873 38,233 13,028 53,242 20,429 10,642 43,455 CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -38,977) -11,443 -11,162 -7,002 -11,238 -32,213 -29,683 -50,377 -9,294 11,400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 10.2 1.4 59.8 20.4 83.3 32.0 16.7 68.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 21 7 2 28 14 49 23
Updated June 16, 2017