MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,768 COMMITMENTS 800 5,172 2,760 22,596 18,224 26,156 26,156 612 612 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 498) -160 360 -120 526 6 246 246 252 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 19.3 10.3 84.4 68.1 97.7 97.7 2.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 10 6 8 7 15 19 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,846 COMMITMENTS 328 624 410 4,118 4,552 4,856 5,586 990 260 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 473) -102 -66 88 417 460 403 482 70 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 10.7 7.0 70.4 77.9 83.1 95.6 16.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 8 11 21 20 35 32 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,525 COMMITMENTS 12,877 6,918 959 9,332 14,156 23,168 22,033 3,357 4,492 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 25) -213 -414 59 146 490 -8 135 33 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 26.1 3.6 35.2 53.4 87.3 83.1 12.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 16 22 18 20 25 49 53 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,233 COMMITMENTS 845 445 306 4,240 5,121 5,391 5,872 842 361 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 211) -32 90 58 137 73 163 221 48 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 7.1 4.9 68.0 82.2 86.5 94.2 13.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 6 9 24 16 35 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 254,173 COMMITMENTS 104,821 51,305 33,383 95,751 130,544 233,955 215,232 20,218 38,941 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -21,882) -12,416 -6,174 -5,491 -1,645 -7,669 -19,552 -19,334 -2,330 -2,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 20.2 13.1 37.7 51.4 92.0 84.7 8.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 102 94 97 70 82 236 229 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 313,561 COMMITMENTS 132,456 39,476 29,807 127,853 202,311 290,116 271,594 23,445 41,967 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,519) -910 -264 2,229 3,888 1,897 5,207 3,862 -1,688 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 12.6 9.5 40.8 64.5 92.5 86.6 7.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 112 81 115 90 147 265 299 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,205 COMMITMENTS 1,769 1,255 233 869 1,886 2,871 3,374 1,334 831 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -173) -49 -5 -70 16 -116 -103 -191 -70 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 29.8 5.5 20.7 44.9 68.3 80.2 31.7 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 15 11 8 14 18 33 34 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,629 COMMITMENTS 22,989 10,990 10,578 13,399 15,483 46,966 37,051 7,663 17,578 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -2,021) -404 521 -446 -421 -739 -1,271 -664 -750 -1,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 20.1 19.4 24.5 28.3 86.0 67.8 14.0 32.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 61 42 65 54 73 152 155 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,778 COMMITMENTS 269 3,056 38 2,573 416 2,880 3,510 898 268 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 80.9 1.0 68.1 11.0 76.2 92.9 23.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 7 2 11 6 16 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 19,701 COMMITMENTS 1,807 11,499 656 16,544 6,927 19,007 19,082 694 619 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 227) -153 -56 -205 586 532 228 271 -1 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 58.4 3.3 84.0 35.2 96.5 96.9 3.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 14 10 9 22 17 39 33 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,843 COMMITMENTS 3,211 6,730 122 29,973 26,835 33,306 33,687 1,537 1,156 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -2,321) -1,631 -4,916 122 -925 2,545 -2,434 -2,249 113 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 19.3 0.4 86.0 77.0 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 13 8 1 10 6 24 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 186,960 COMMITMENTS 80,965 29,866 3,740 61,276 127,582 145,981 161,188 40,979 25,772 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -5,066) -5,490 -5,240 -1,570 1,683 -1,120 -5,377 -7,930 311 2,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 16.0 2.0 32.8 68.2 78.1 86.2 21.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 42 13 21 23 26 75 51 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,420 COMMITMENTS 12,168 14,155 1,725 15,046 10,308 28,939 26,188 11,481 14,232 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 1,040) -388 418 471 1,081 715 1,164 1,604 -124 -564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 35.0 4.3 37.2 25.5 71.6 64.8 28.4 35.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 13 11 8 6 9 24 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 243,849 COMMITMENTS 137,856 40,238 3,259 93,686 197,558 234,801 241,055 9,048 2,794 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 6,260) 6,956 4,187 26 -1,199 2,100 5,783 6,313 477 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.5 16.5 1.3 38.4 81.0 96.3 98.9 3.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 86 33 7 18 26 110 61 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 216,494 COMMITMENTS 61,484 107,384 7,436 118,557 73,564 187,477 188,384 29,017 28,110 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,235) -2,326 11,714 -222 6,376 -5,342 3,828 6,150 -593 -2,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 49.6 3.4 54.8 34.0 86.6 87.0 13.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 35 34 22 27 36 69 85 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,457 COMMITMENTS 45,162 119,248 6,012 142,448 59,657 193,622 184,917 21,835 30,540 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 367) 1,854 -1,552 -139 -2,779 3,603 -1,064 1,912 1,431 -1,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 55.3 2.8 66.1 27.7 89.9 85.8 10.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 35 36 19 31 32 75 78 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 464,445 COMMITMENTS 197,818 109,842 19,103 169,989 284,515 386,910 413,460 77,535 50,985 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,297) 7,482 -1,227 -2,659 -4,188 5,969 635 2,083 1,662 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 23.7 4.1 36.6 61.3 83.3 89.0 16.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 100 65 45 64 66 185 156 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,733 COMMITMENTS 13,442 3,333 1,340 7,163 25,914 21,945 30,587 12,788 4,146 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 9.6 3.9 20.6 74.6 63.2 88.1 36.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 4 3 8 4 19 9 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 22,455 COMMITMENTS 11,450 5,088 758 3,025 13,815 15,233 19,661 7,222 2,794 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -901) -261 -666 -540 -1 -17 -802 -1,223 -99 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 22.7 3.4 13.5 61.5 67.8 87.6 32.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 3 3 6 7 15 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,746 COMMITMENTS 17,107 6,921 25 5,793 17,343 22,925 24,289 1,821 457 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -902) -964 -336 25 0 -606 -939 -917 37 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.1 28.0 0.1 23.4 70.1 92.6 98.2 7.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 12 14 1 4 7 17 21 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,090 COMMITMENTS 29,590 7,708 1,065 7,153 31,773 37,808 40,546 6,282 3,544 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -4,323) -3,919 -962 393 -822 -3,787 -4,348 -4,356 25 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.1 17.5 2.4 16.2 72.1 85.8 92.0 14.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 50 14 7 11 12 63 31 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 23,334 COMMITMENTS 15,054 3,851 1,364 5,927 17,327 22,345 22,542 989 792 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,515) 3,708 1,977 82 -236 1,456 3,554 3,515 -39 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.5 16.5 5.8 25.4 74.3 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 17 7 2 5 6 22 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 13,437,818 COMMITMENTS 884,821 2402525 2842066 9022122 7065482 12749009 12310073 688,809 1127745 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -51,187) -23,692 -175,349 51,679 -97,473 100,597 -69,486 -23,073 18,299 -28,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 17.9 21.1 67.1 52.6 94.9 91.6 5.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 54 107 119 122 148 253 311 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 713,658 COMMITMENTS 116,091 91,140 38,117 479,496 499,207 633,704 628,464 79,954 85,194 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 18,481) 1,144 4,322 4,435 16,623 15,050 22,203 23,806 -3,722 -5,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 12.8 5.3 67.2 70.0 88.8 88.1 11.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618) 128 149 79 233 242 403 428 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 67,563 COMMITMENTS 3,758 7,227 283 33,731 44,340 37,772 51,850 29,791 15,713 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 5,510) 629 2,186 283 9,882 2,629 10,794 5,098 -5,284 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 10.7 0.4 49.9 65.6 55.9 76.7 44.1 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 9 1 20 21 24 31 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,230,474 COMMITMENTS 585,699 443,601 165,135 2228824 2274333 2979658 2883069 250,816 347,405 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 64,854) 12,226 20,328 11,111 33,707 62,103 57,044 93,542 7,810 -28,688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 13.7 5.1 69.0 70.4 92.2 89.2 7.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613) 131 146 79 225 236 395 422 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| 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: 29,396 COMMITMENTS 11,441 0 0 14,619 28,501 26,060 28,501 3,336 895 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -341) -484 -370 0 198 70 -286 -300 -55 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 0.0 0.0 49.7 97.0 88.7 97.0 11.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 0 0 8 7 15 7 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| 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: 23,032 COMMITMENTS 243 2,299 0 20,888 19,683 21,131 21,982 1,901 1,050 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 708) -20 280 0 689 444 669 724 39 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 10.0 0.0 90.7 85.5 91.7 95.4 8.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 14 6 15 8 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 88,723 COMMITMENTS 23,072 1,844 1,037 53,118 81,458 77,227 84,339 11,496 4,384 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -1,973) -898 -279 262 -638 -2,111 -1,274 -2,128 -699 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 2.1 1.2 59.9 91.8 87.0 95.1 13.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 4 6 40 39 57 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,746 COMMITMENTS 20,634 12,821 1,392 29,882 36,484 51,908 50,698 6,838 8,048 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -1,760) -1,003 617 -155 -942 -1,441 -2,101 -980 341 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 21.8 2.4 50.9 62.1 88.4 86.3 11.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 70 81 24 68 86 148 181 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 293,728 COMMITMENTS 103,170 64,107 6,960 149,408 182,422 259,538 253,489 34,190 40,239 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -8,798) -5,016 3,083 -776 -4,712 -7,206 -10,504 -4,899 1,706 -3,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 21.8 2.4 50.9 62.1 88.4 86.3 11.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 70 81 24 68 86 148 181 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,592 COMMITMENTS 91,558 31,074 2,854 19,484 95,356 113,896 129,284 35,696 20,308 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -217) -1,760 -2,632 180 2,324 731 744 -1,721 -961 1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.2 20.8 1.9 13.0 63.7 76.1 86.4 23.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 46 19 13 21 23 72 50 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 16,365 COMMITMENTS 1,871 2,704 16 12,562 11,270 14,449 13,990 1,916 2,375 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,117) -421 -1,854 15 3,057 4,699 2,651 2,860 466 257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 16.5 0.1 76.8 68.9 88.3 85.5 11.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 6 1 10 9 15 15 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,424 COMMITMENTS 12,966 5,939 103 14,878 26,093 27,947 32,135 6,477 2,289 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 136) 397 222 90 182 -268 669 44 -533 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 17.3 0.3 43.2 75.8 81.2 93.4 18.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 17 7 2 18 12 36 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,444 COMMITMENTS 20,419 6,719 2,193 24,926 22,629 47,538 31,541 9,906 25,903 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 3,600) 2,130 29 87 1,505 1,481 3,722 1,597 -122 2,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 11.7 3.8 43.4 39.4 82.8 54.9 17.2 45.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 26 15 4 30 20 57 38 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| 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: 99,088 COMMITMENTS 6,288 12,573 28,112 64,666 58,403 99,066 99,088 22 0 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,350) 130 -650 1,040 1,180 1,960 2,350 2,350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 12.7 28.4 65.3 58.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 12 14 17 16
Updated August 25, 2017