MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,958 COMMITMENTS 1,320 4,756 2,800 22,478 19,022 26,598 26,578 360 380 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 640) 0 120 60 580 460 640 640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 17.6 10.4 83.4 70.6 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 10 4 9 7 15 17 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,343 COMMITMENTS 409 769 233 3,843 4,048 4,485 5,050 858 293 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 99) -56 91 -39 185 89 90 141 9 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 14.4 4.4 71.9 75.8 83.9 94.5 16.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 5 11 18 17 31 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,064 COMMITMENTS 15,240 8,058 827 8,003 13,810 24,070 22,695 2,994 4,369 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 418) -125 557 75 388 -295 338 337 80 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 29.8 3.1 29.6 51.0 88.9 83.9 11.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 21 23 18 15 25 46 56 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,094 COMMITMENTS 688 214 392 4,299 4,848 5,379 5,454 715 640 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 149) 160 -94 40 -48 197 152 143 -3 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 3.5 6.4 70.5 79.6 88.3 89.5 11.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 3 8 24 19 33 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 279,523 COMMITMENTS 116,381 51,807 35,968 102,596 149,482 254,945 237,257 24,578 42,266 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 8,435) 9,649 3,750 -896 188 3,437 8,941 6,291 -506 2,144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 18.5 12.9 36.7 53.5 91.2 84.9 8.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 126 72 99 71 95 253 225 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 371,693 COMMITMENTS 161,158 46,392 48,689 133,357 227,693 343,204 322,774 28,489 48,919 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -6,080) -3,447 1,792 -4,811 1,933 -818 -6,325 -3,837 245 -2,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 12.5 13.1 35.9 61.3 92.3 86.8 7.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 123 83 111 103 159 294 310 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,732 COMMITMENTS 1,092 1,036 342 1,108 1,587 2,542 2,965 1,190 767 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -108) 147 -21 -215 13 171 -55 -65 -53 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 27.8 9.2 29.7 42.5 68.1 79.4 31.9 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 14 11 6 14 18 33 32 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,761 COMMITMENTS 25,895 11,299 10,687 14,475 17,548 51,057 39,534 7,704 19,227 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 1,488) -626 -2 2,193 -125 -933 1,442 1,258 46 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.1 19.2 18.2 24.6 29.9 86.9 67.3 13.1 32.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 63 47 59 44 74 146 156 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,666 COMMITMENTS 2,934 13,608 965 17,073 6,104 20,972 20,677 694 989 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 257) 4 -17 118 194 185 316 286 -59 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 62.8 4.5 78.8 28.2 96.8 95.4 3.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 13 12 11 21 15 39 33 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,944 COMMITMENTS 3,617 9,543 90 30,849 25,262 34,556 34,895 1,388 1,049 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 1,410) -384 1,748 0 1,748 -388 1,364 1,360 46 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 26.5 0.3 85.8 70.3 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 9 1 9 6 17 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 161,065 COMMITMENTS 46,080 54,684 5,346 70,170 76,801 121,596 136,831 39,469 24,234 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 15,986) 11,780 -18,988 104 -859 38,065 11,025 19,181 4,961 -3,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 34.0 3.3 43.6 47.7 75.5 85.0 24.5 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 30 22 15 24 26 63 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,943 COMMITMENTS 10,359 10,151 1,155 10,886 11,336 22,400 22,642 15,543 15,301 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -548) -569 -890 416 1,686 -369 1,533 -843 -2,081 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 26.8 3.0 28.7 29.9 59.0 59.7 41.0 40.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 8 5 9 8 22 18 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 213,241 COMMITMENTS 125,291 27,432 2,538 76,411 179,680 204,240 209,650 9,001 3,591 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,511) 5,883 -7,117 831 -682 8,602 6,032 2,316 -3,521 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.8 12.9 1.2 35.8 84.3 95.8 98.3 4.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 84 28 6 20 27 107 58 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 193,648 COMMITMENTS 46,614 70,752 8,369 109,540 86,546 164,523 165,667 29,125 27,981 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -7,731) -7,411 -11,040 170 820 2,577 -6,421 -8,293 -1,310 562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 36.5 4.3 56.6 44.7 85.0 85.6 15.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 28 34 20 28 37 66 81 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 239,786 COMMITMENTS 40,778 152,903 5,793 174,866 41,714 221,437 200,410 18,349 39,376 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 32,189) -2,870 34,219 1,073 33,042 -1,927 31,245 33,365 944 -1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 63.8 2.4 72.9 17.4 92.3 83.6 7.7 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 27 52 15 32 32 68 90 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 436,899 COMMITMENTS 190,267 106,479 16,654 150,147 258,152 357,068 381,285 79,831 55,614 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 14,403) 4,342 -1,982 979 5,887 13,851 11,208 12,848 3,195 1,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 24.4 3.8 34.4 59.1 81.7 87.3 18.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 92 57 45 67 67 181 148 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,666 COMMITMENTS 5,934 4,497 126 7,188 9,387 13,248 14,010 1,418 656 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -5,585) -4,455 -1,868 126 -1,455 -3,228 -5,784 -4,970 199 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.5 30.7 0.9 49.0 64.0 90.3 95.5 9.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 11 2 5 5 17 17 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 58,499 COMMITMENTS 45,435 13,530 464 6,414 39,769 52,313 53,763 6,186 4,736 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 939) 951 -1,821 322 169 2,225 1,442 726 -503 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.7 23.1 0.8 11.0 68.0 89.4 91.9 10.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 44 24 3 6 17 50 44 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 20,164 COMMITMENTS 11,777 1,632 970 6,456 16,530 19,203 19,132 961 1,032 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -6,591) -8,988 -9 -467 3,000 -6,127 -6,455 -6,603 -136 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 8.1 4.8 32.0 82.0 95.2 94.9 4.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 14 5 2 8 4 22 11 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,971,072 COMMITMENTS 790,835 2452952 2585805 8976579 6712712 12353219 11751469 617,853 1219603 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -79,672) -19,126 12,156 -3,564 -15,218 -90,731 -37,908 -82,139 -41,764 2,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 18.9 19.9 69.2 51.8 95.2 90.6 4.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 42 110 110 107 132 228 287 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 614,457 COMMITMENTS 102,280 83,932 25,104 411,328 432,024 538,713 541,061 75,745 73,397 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 1,347) 2,427 272 -11 -3,303 345 -886 607 2,233 740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 13.7 4.1 66.9 70.3 87.7 88.1 12.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589) 128 136 78 218 234 380 414 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 45,526 COMMITMENTS 3,879 1,252 0 17,213 32,169 21,092 33,421 24,434 12,105 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,855) -90 -438 0 136 3,290 46 2,852 2,809 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 2.8 0.0 37.8 70.7 46.3 73.4 53.7 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 8 0 16 22 21 30 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,844,657 COMMITMENTS 494,163 415,561 123,363 1970577 1999274 2588103 2538198 256,554 306,459 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -7,540) 11,854 2,819 677 -17,193 -14,723 -4,662 -11,227 -2,878 3,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 14.6 4.3 69.3 70.3 91.0 89.2 9.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582) 126 137 75 215 225 375 403 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| 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: 21,053 COMMITMENTS 4,448 396 0 13,557 19,951 18,005 20,347 3,048 706 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 1.9 0.0 64.4 94.8 85.5 96.6 14.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 0 7 7 13 8 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| 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: 15,504 COMMITMENTS 8,958 663 0 4,601 14,220 13,559 14,883 1,945 621 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 21) -1,042 -151 0 970 273 -72 122 93 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 4.3 0.0 29.7 91.7 87.5 96.0 12.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 2 0 7 8 13 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 92,890 COMMITMENTS 23,529 2,985 499 56,930 85,705 80,958 89,189 11,932 3,701 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,551) -169 710 -431 -208 -1,992 -808 -1,713 -743 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 3.2 0.5 61.3 92.3 87.2 96.0 12.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 5 3 42 36 57 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,985 COMMITMENTS 18,253 12,107 920 30,425 35,386 49,598 48,413 6,387 7,572 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,443) -2,529 -960 -197 1,072 -2,106 -1,655 -3,263 -788 820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 21.6 1.6 54.3 63.2 88.6 86.5 11.4 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 63 74 19 61 75 135 157 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 279,925 COMMITMENTS 91,265 60,535 4,601 152,123 176,929 247,989 242,065 31,936 37,860 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -12,214) -12,647 -4,798 -986 5,359 -10,530 -8,274 -16,314 -3,940 4,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 21.6 1.6 54.3 63.2 88.6 86.5 11.4 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 63 74 19 61 75 135 157 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,130 COMMITMENTS 55,950 19,144 3,039 11,922 53,888 70,911 76,071 27,219 22,059 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,605) -1,594 -5,986 -112 -141 2,915 -1,847 -3,183 -758 578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.0 19.5 3.1 12.1 54.9 72.3 77.5 27.7 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 36 23 12 17 25 58 55 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,551 COMMITMENTS 13,661 6,223 28 14,750 27,198 28,439 33,449 8,112 3,102 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 108) 489 -382 28 -290 252 227 -102 -119 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 17.0 0.1 40.4 74.4 77.8 91.5 22.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 15 6 1 16 11 32 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 69,592 COMMITMENTS 15,373 6,682 1,526 42,558 20,561 59,457 28,769 10,135 40,823 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 2,155) -1,551 -2,322 400 4,562 743 3,411 -1,179 -1,256 3,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 9.6 2.2 61.2 29.5 85.4 41.3 14.6 58.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 24 13 4 28 18 53 34 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,394 COMMITMENTS 8,246 5,844 352 6,296 8,726 14,894 14,922 500 472 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.6 38.0 2.3 40.9 56.7 96.8 96.9 3.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 1 8 2 15 7 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 86,082 COMMITMENTS 6,158 17,097 21,366 58,534 47,619 86,058 86,082 24 0 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: 3,671) 0 535 532 3,141 2,604 3,673 3,671 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 19.9 24.8 68.0 55.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 2 11 13 16 16
Updated July 14, 2017