MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 25,870 COMMITMENTS 640 4,812 2,880 21,990 17,818 25,510 25,510 360 360 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 40) 0 -120 0 40 160 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 18.6 11.1 85.0 68.9 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 9 6 8 7 15 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,064 COMMITMENTS 411 735 284 3,488 3,749 4,183 4,768 881 296 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -881) 11 -128 -19 -791 -715 -799 -862 -82 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 14.5 5.6 68.9 74.0 82.6 94.2 17.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 10 6 12 20 19 35 32 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,089 COMMITMENTS 12,806 7,536 805 9,252 13,180 22,863 21,521 3,226 4,568 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,498) -3,123 -856 -716 -489 -2,699 -4,328 -4,271 -170 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 28.9 3.1 35.5 50.5 87.6 82.5 12.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 20 19 17 20 24 49 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,529 COMMITMENTS 710 355 244 3,873 4,484 4,827 5,083 702 446 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -778) -65 32 -92 -589 -676 -746 -736 -32 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 6.4 4.4 70.0 81.1 87.3 91.9 12.7 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 6 8 23 17 33 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,036 COMMITMENTS 107,312 51,315 40,145 95,587 132,557 243,044 224,017 20,992 40,019 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -34) 3,488 2,529 -94 -2,737 -1,580 657 855 -691 -889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 19.4 15.2 36.2 50.2 92.0 84.8 8.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 124 87 110 74 92 268 237 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,354 COMMITMENTS 143,077 37,662 29,909 127,112 213,272 300,098 280,843 26,256 45,511 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -25,768) -6,300 -4,082 -10,751 -6,085 -9,785 -23,136 -24,618 -2,632 -1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 11.5 9.2 38.9 65.3 92.0 86.1 8.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406) 126 78 109 93 151 281 300 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,747 COMMITMENTS 2,058 1,272 383 922 2,173 3,363 3,828 1,384 919 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -168) -153 -26 -12 47 4 -118 -34 -50 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 26.8 8.1 19.4 45.8 70.8 80.6 29.2 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 17 12 8 15 20 40 35 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 61,011 COMMITMENTS 25,383 11,428 10,729 16,160 18,500 52,272 40,657 8,739 20,354 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 1,992) -123 -21 1,171 494 640 1,542 1,790 450 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 18.7 17.6 26.5 30.3 85.7 66.6 14.3 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 58 49 63 56 83 155 169 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 18,993 COMMITMENTS 2,100 11,292 747 15,464 6,281 18,311 18,320 682 673 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -3,403) -940 -2,633 2 -2,425 -614 -3,363 -3,245 -40 -158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 59.5 3.9 81.4 33.1 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 13 11 9 21 14 36 32 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,470 COMMITMENTS 3,177 8,975 42 30,771 25,230 33,990 34,247 1,480 1,223 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 533) -481 546 42 646 42 207 630 326 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 25.3 0.1 86.8 71.1 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 6 1 10 6 21 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 205,963 COMMITMENTS 98,237 35,416 4,983 58,066 143,051 161,286 183,450 44,677 22,513 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 15,341) 15,352 -6,831 -450 -513 22,988 14,389 15,707 952 -366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 17.2 2.4 28.2 69.5 78.3 89.1 21.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 48 20 17 25 26 81 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,122 COMMITMENTS 15,268 16,670 1,209 14,459 11,011 30,936 28,890 12,186 14,232 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 3,310) 1,732 4,574 38 3,336 -1,656 5,106 2,956 -1,796 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 38.7 2.8 33.5 25.5 71.7 67.0 28.3 33.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 17 7 8 10 25 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 218,908 COMMITMENTS 130,668 24,231 2,781 76,063 189,073 209,512 216,085 9,396 2,823 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 4,550) 482 7,594 -1,917 6,062 -1,187 4,627 4,490 -77 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 11.1 1.3 34.7 86.4 95.7 98.7 4.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 85 30 6 19 25 108 57 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 208,091 COMMITMENTS 58,617 83,777 8,929 108,561 87,823 176,107 180,529 31,984 27,562 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -9,339) -240 -4,532 -4,304 -3,326 -957 -7,870 -9,793 -1,469 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 40.3 4.3 52.2 42.2 84.6 86.8 15.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 38 26 21 26 40 71 80 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 232,827 COMMITMENTS 39,810 135,623 6,950 165,991 55,822 212,751 198,395 20,076 34,432 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -10,049) 3,365 -13,018 -1,311 -12,387 2,376 -10,333 -11,953 284 1,904 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 58.3 3.0 71.3 24.0 91.4 85.2 8.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 32 40 15 29 28 69 76 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 461,152 COMMITMENTS 201,231 107,546 22,609 157,833 279,623 381,673 409,778 79,479 51,374 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 3,898) 9,754 -1,294 1,439 -6,471 6,758 4,722 6,903 -824 -3,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 23.3 4.9 34.2 60.6 82.8 88.9 17.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 100 63 47 65 70 186 160 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,360 COMMITMENTS 12,669 4,051 801 3,039 16,891 16,509 21,743 7,851 2,617 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -444) 73 66 -66 -4 -741 3 -741 -447 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 16.6 3.3 12.5 69.3 67.8 89.3 32.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 2 6 7 15 10 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,118 COMMITMENTS 19,379 7,740 0 5,751 18,858 25,130 26,598 1,988 520 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -4,706) 2,200 -3,594 -349 -6,387 -172 -4,536 -4,115 -170 -591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.5 28.5 0.0 21.2 69.5 92.7 98.1 7.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 13 0 4 7 16 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 53,151 COMMITMENTS 40,241 6,756 706 5,948 41,840 46,895 49,302 6,256 3,849 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,817) -1,290 163 291 -647 -2,322 -1,646 -1,868 -171 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.7 12.7 1.3 11.2 78.7 88.2 92.8 11.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 52 16 4 12 12 66 31 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,587 COMMITMENTS 11,334 3,428 1,311 7,973 16,066 20,618 20,805 969 782 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 179) -491 147 65 459 15 33 227 146 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 15.9 6.1 36.9 74.4 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 14 9 2 7 5 21 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,499,845 COMMITMENTS 976,745 2557348 2723571 9165380 7060606 12865696 12341525 634,149 1158320 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 260,307) -25,075 21,237 119,528 150,236 89,785 244,689 230,550 15,618 29,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 18.9 20.2 67.9 52.3 95.3 91.4 4.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323) 53 110 117 119 144 246 309 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 681,713 COMMITMENTS 108,974 93,712 31,989 461,108 468,115 602,071 593,816 79,642 87,897 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 13,040) 1,754 2,008 2,184 13,134 8,584 17,072 12,776 -4,033 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 13.7 4.7 67.6 68.7 88.3 87.1 11.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630) 138 153 77 229 238 406 429 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 59,026 COMMITMENTS 3,919 4,051 0 24,373 40,410 28,292 44,461 30,734 14,565 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 2,271) 13 -246 0 3,867 2,428 3,880 2,182 -1,609 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 6.9 0.0 41.3 68.5 47.9 75.3 52.1 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 8 0 18 21 22 29 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,113,437 COMMITMENTS 539,006 462,034 146,215 2183676 2138526 2868897 2746775 244,540 366,662 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 53,843) 6,567 9,132 13,059 46,336 30,781 65,962 52,972 -12,119 871 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 14.8 4.7 70.1 68.7 92.1 88.2 7.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625) 139 152 74 225 234 401 423 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| 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: 30,198 COMMITMENTS 12,172 533 0 14,433 28,894 26,605 29,427 3,593 771 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 1,569) 1,232 240 0 76 1,331 1,308 1,571 261 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 1.8 0.0 47.8 95.7 88.1 97.4 11.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 2 0 8 7 16 9 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| 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: 22,728 COMMITMENTS 636 2,019 0 20,145 19,762 20,781 21,781 1,947 947 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 299) 219 0 0 219 289 438 289 -139 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 8.9 0.0 88.6 87.0 91.4 95.8 8.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 13 8 15 9 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 92,550 COMMITMENTS 23,717 2,640 1,143 54,453 84,783 79,313 88,566 13,237 3,984 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 437) 531 199 217 -562 -135 186 281 251 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 2.9 1.2 58.8 91.6 85.7 95.7 14.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 15 7 4 39 41 54 52 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,955 COMMITMENTS 21,220 12,621 1,840 30,700 37,497 53,760 51,957 6,194 7,997 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 1,395) -1,523 1,035 769 2,814 -408 2,060 1,396 -665 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 21.1 3.1 51.2 62.5 89.7 86.7 10.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 74 77 24 67 85 151 176 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 299,774 COMMITMENTS 106,101 63,103 9,199 153,502 187,485 268,802 259,787 30,972 39,987 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 6,973) -7,616 5,173 3,846 14,070 -2,039 10,300 6,980 -3,327 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 21.1 3.1 51.2 62.5 89.7 86.7 10.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 74 77 24 67 85 151 176 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,911 COMMITMENTS 92,077 34,067 3,110 16,430 91,905 111,617 129,082 38,294 20,829 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 10,683) 6,797 9,500 674 3,111 -1,002 10,582 9,172 101 1,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.4 22.7 2.1 11.0 61.3 74.5 86.1 25.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 49 20 15 22 22 76 52 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,241 COMMITMENTS 12,982 5,664 0 14,215 26,687 27,197 32,351 8,044 2,890 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -393) 754 -328 -2 125 -304 877 -634 -1,270 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 16.1 0.0 40.3 75.7 77.2 91.8 22.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 19 5 0 15 11 34 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,767 COMMITMENTS 21,514 8,534 1,856 20,136 13,927 43,506 24,317 12,261 31,450 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1) 1,288 1,985 79 -1,016 -757 351 1,307 -352 -1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 15.3 3.3 36.1 25.0 78.0 43.6 22.0 56.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 26 18 3 23 20 49 41 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,266 COMMITMENTS 8,471 6,677 0 6,231 8,376 14,702 15,053 564 213 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 157) -96 -42 0 196 201 100 159 57 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 43.7 0.0 40.8 54.9 96.3 98.6 3.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 0 8 1 14 6 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| 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: 97,588 COMMITMENTS 6,158 14,293 27,012 64,396 56,283 97,566 97,588 22 0 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 4,682) 0 -2,300 2,772 1,910 4,210 4,682 4,682 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 14.6 27.7 66.0 57.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 11 14 16 16
Updated August 11, 2017