MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 25 METRIC TONS) : : : : All : 29,154: 1,600 5,816 2,580 23,894 19,658 28,074 28,054: 1,080 1,100 Old : 29,154: 1,600 5,816 2,580 23,894 19,658 28,074 28,054: 1,080 1,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 1,240: -120 -120 120 720 720 720 720: 520 520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 19.9 8.8 82.0 67.4 96.3 96.2: 3.7 3.8 Old : 100.0: 5.5 19.9 8.8 82.0 67.4 96.3 96.2: 3.7 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 4 10 4 9 7 16 19: Old : 26: 4 10 4 9 7 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.1 61.9 92.1 84.4 56.6 38.0 58.8 51.9 Old : 81.1 61.9 92.1 84.4 56.6 38.0 58.8 51.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 8,219: 809 1,428 1,130 5,106 5,285 7,045 7,843: 1,175 376 Old : 8,219: 809 1,428 1,130 5,106 5,285 7,045 7,843: 1,175 376 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 76: -31 -100 60 20 39 48 -2: 27 77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 17.4 13.8 62.1 64.3 85.7 95.4: 14.3 4.6 Old : 100.0: 9.8 17.4 13.8 62.1 64.3 85.7 95.4: 14.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 8 8 11 19 21 32 35: Old : 42: 8 8 11 19 21 32 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.7 44.8 54.7 61.1 36.7 41.0 51.2 53.8 Old : 36.7 44.8 54.7 61.1 36.7 41.0 51.2 53.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 200,000 POUNDS) : : : : All : 53,722: 17,702 5,818 15,354 16,054 22,212 49,110 43,385: 4,612 10,338 Old : 53,722: 17,702 5,818 15,354 16,054 22,212 49,110 43,385: 4,612 10,338 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 1,342: -186 264 743 852 553 1,409 1,560: -67 -218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 10.8 28.6 29.9 41.3 91.4 80.8: 8.6 19.2 Old : 100.0: 33.0 10.8 28.6 29.9 41.3 91.4 80.8: 8.6 19.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 91: 22 27 34 31 36 74 76: Old : 91: 22 27 34 31 36 74 76: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.9 25.4 49.0 39.9 31.0 22.9 44.8 29.5 Old : 31.9 25.4 49.0 39.9 31.0 22.9 44.8 29.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 44,000 LBS.) : : : : All : 10,319: 509 908 1,977 6,956 6,674 9,442 9,559: 877 760 Old : 10,319: 509 908 1,977 6,956 6,674 9,442 9,559: 877 760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 739: -2 50 254 431 461 683 766: 56 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 8.8 19.2 67.4 64.7 91.5 92.6: 8.5 7.4 Old : 100.0: 4.9 8.8 19.2 67.4 64.7 91.5 92.6: 8.5 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 6 10 10 27 19 40 32: Old : 45: 6 10 10 27 19 40 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.2 31.5 51.3 54.2 31.2 25.8 45.8 39.0 Old : 31.2 31.5 51.3 54.2 31.2 25.8 45.8 39.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 311,977: 96,083 23,663 86,007 103,581 156,449 285,671 266,119: 26,306 45,859 Old : 220,295: 76,823 29,730 56,395 71,062 102,927 204,280 189,052: 16,014 31,243 Other: 91,683: 31,315 5,989 17,556 32,519 53,522 81,390 77,067: 10,292 14,616 : : : : : Changes in Commitments from: June 20, 2017 : : 14,556: 249 334 2,619 10,530 10,328 13,398 13,282: 1,157 1,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 7.6 27.6 33.2 50.1 91.6 85.3: 8.4 14.7 Old : 100.0: 34.9 13.5 25.6 32.3 46.7 92.7 85.8: 7.3 14.2 Other: 100.0: 34.2 6.5 19.1 35.5 58.4 88.8 84.1: 11.2 15.9 : : : :# Traders : Number of Traders in Each Category : All : 317: 133 60 123 81 94 271 236: Old : 309: 118 77 106 71 91 243 227: Other: 188: 68 25 47 59 71 145 129: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.8 17.2 22.1 24.1 13.7 16.1 22.0 22.3 Old : 13.9 17.4 23.2 25.4 13.8 16.3 22.8 22.8 Other: 24.5 18.9 37.4 29.8 23.8 15.9 35.5 25.9 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 40,000 POUNDS) : : : : All : 458,089: 173,350 16,547 117,598 133,541 258,048 424,490 392,193: 33,599 65,896 Old : 458,089: 173,350 16,547 117,598 133,541 258,048 424,490 392,193: 33,599 65,896 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -10,282: -5,718 -1,651 -4,236 -367 -3,668 -10,321 -9,555: 39 -727 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 3.6 25.7 29.2 56.3 92.7 85.6: 7.3 14.4 Old : 100.0: 37.8 3.6 25.7 29.2 56.3 92.7 85.6: 7.3 14.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 444: 155 69 143 137 178 367 338: Old : 444: 155 69 143 137 178 367 338: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.2 19.7 22.6 26.1 14.2 19.2 22.3 24.9 Old : 14.2 19.7 22.6 26.1 14.2 19.2 22.3 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 110,000 BOARD FEET) : : : : All : 4,642: 1,198 1,138 909 1,217 1,684 3,324 3,730: 1,317 912 Old : 4,642: 1,198 1,138 909 1,217 1,684 3,324 3,730: 1,317 912 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 108: -57 201 46 111 -113 99 134: 9 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 24.5 19.6 26.2 36.3 71.6 80.4: 28.4 19.6 Old : 100.0: 25.8 24.5 19.6 26.2 36.3 71.6 80.4: 28.4 19.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 61: 15 19 15 19 21 44 47: Old : 61: 15 19 15 19 21 44 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.2 34.0 35.0 47.3 20.7 29.9 30.5 39.6 Old : 22.2 34.0 35.0 47.3 20.7 29.9 30.5 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 71,309: 27,532 7,402 20,478 14,544 19,523 62,554 47,403: 8,755 23,906 Old : 71,309: 27,532 7,402 20,478 14,544 19,523 62,554 47,403: 8,755 23,906 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 2,086: 1,186 518 1,038 -21 735 2,203 2,291: -117 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 10.4 28.7 20.4 27.4 87.7 66.5: 12.3 33.5 Old : 100.0: 38.6 10.4 28.7 20.4 27.4 87.7 66.5: 12.3 33.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 231: 72 46 68 65 90 176 178: Old : 231: 72 46 68 65 90 176 178: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.3 10.8 27.5 18.8 15.8 8.6 25.5 12.9 Old : 16.3 10.8 27.5 18.8 15.8 8.6 25.5 12.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 44,000 LBS.) : : : : All : 5,641: 558 4,207 243 3,702 742 4,502 5,192: 1,139 449 Old : 5,641: 558 4,207 243 3,702 742 4,502 5,192: 1,139 449 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -42: 20 -60 1 -62 -25 -40 -84: -2 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 74.6 4.3 65.6 13.2 79.8 92.0: 20.2 8.0 Old : 100.0: 9.9 74.6 4.3 65.6 13.2 79.8 92.0: 20.2 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 5 4 12 8 18 15: Old : 21: 4 5 4 12 8 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 74.5 67.7 85.2 50.0 74.1 64.7 80.3 Old : 50.7 74.5 67.7 85.2 50.0 74.1 64.7 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 35,042: 877 17,075 6,597 26,793 9,836 34,267 33,508: 775 1,534 Old : 35,042: 877 17,075 6,597 26,793 9,836 34,267 33,508: 775 1,534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 472: -72 -73 187 340 310 455 424: 17 48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 48.7 18.8 76.5 28.1 97.8 95.6: 2.2 4.4 Old : 100.0: 2.5 48.7 18.8 76.5 28.1 97.8 95.6: 2.2 4.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 9 22 18 27 23 49 50: Old : 66: 9 22 18 27 23 49 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 43.2 63.8 61.3 41.7 42.7 60.8 57.3 Old : 42.8 43.2 63.8 61.3 41.7 42.7 60.8 57.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 33,131: 4,906 5,574 90 26,989 26,462 31,985 32,126: 1,146 1,005 Old : 33,131: 4,906 5,574 90 26,989 26,462 31,985 32,126: 1,146 1,005 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 2,312: 778 2,878 -217 2,288 209 2,849 2,870: -537 -558 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 16.8 0.3 81.5 79.9 96.5 97.0: 3.5 3.0 Old : 100.0: 14.8 16.8 0.3 81.5 79.9 96.5 97.0: 3.5 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 11 11 1 8 7 19 19: Old : 36: 11 11 1 8 7 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.9 70.5 90.6 92.0 77.9 70.5 90.6 92.0 Old : 77.9 70.5 90.6 92.0 77.9 70.5 90.6 92.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CAD 100,000) : : : : All : 168,401: 26,837 76,334 15,886 93,088 44,498 135,811 136,717: 32,590 31,683 Old : 168,401: 26,837 76,334 15,886 93,088 44,498 135,811 136,717: 32,590 31,683 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -70,827: -1,424 -33,591 553 -72,770 -36,638 -73,641 -69,676: 2,814 -1,151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 45.3 9.4 55.3 26.4 80.6 81.2: 19.4 18.8 Old : 100.0: 15.9 45.3 9.4 55.3 26.4 80.6 81.2: 19.4 18.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 100: 25 32 19 30 31 67 72: Old : 100: 25 32 19 30 31 67 72: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 22.5 47.3 34.1 34.9 22.5 45.6 33.7 Old : 35.7 22.5 47.3 34.1 34.9 22.5 45.6 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF CHF 125,000) : : : : All : 38,361: 11,404 15,706 1,296 10,544 7,775 23,244 24,777: 15,117 13,584 Old : 38,361: 11,404 15,706 1,296 10,544 7,775 23,244 24,777: 15,117 13,584 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 2,533: -20 1,768 -283 921 219 618 1,704: 1,914 828 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 40.9 3.4 27.5 20.3 60.6 64.6: 39.4 35.4 Old : 100.0: 29.7 40.9 3.4 27.5 20.3 60.6 64.6: 39.4 35.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 14 10 4 6 8 20 22: Old : 37: 14 10 4 6 8 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 33.4 43.1 45.3 33.5 33.4 42.8 45.3 Old : 33.6 33.4 43.1 45.3 33.5 33.4 42.8 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF MXN 500,000) : : : : All : 213,514: 126,019 44,790 1,417 77,508 164,199 204,944 210,406: 8,570 3,108 Old : 213,514: 126,019 44,790 1,417 77,508 164,199 204,944 210,406: 8,570 3,108 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -4,637: 360 -31,718 -3,899 127 30,856 -3,412 -4,761: -1,224 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.0 21.0 0.7 36.3 76.9 96.0 98.5: 4.0 1.5 Old : 100.0: 59.0 21.0 0.7 36.3 76.9 96.0 98.5: 4.0 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 150: 81 33 7 20 24 106 59: Old : 150: 81 33 7 20 24 106 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.2 64.4 56.4 81.8 38.2 64.3 56.0 81.7 Old : 38.2 64.4 56.4 81.8 38.2 64.3 56.0 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF GBP 62,500) : : : : All : 225,618: 46,298 81,771 23,780 128,771 88,241 198,850 193,792: 26,768 31,826 Old : 225,618: 46,298 81,771 23,780 128,771 88,241 198,850 193,792: 26,768 31,826 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -10,638: -5,010 309 -7,229 1,645 -4,120 -10,594 -11,040: -44 401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 36.2 10.5 57.1 39.1 88.1 85.9: 11.9 14.1 Old : 100.0: 20.5 36.2 10.5 57.1 39.1 88.1 85.9: 11.9 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 115: 36 27 26 30 43 77 85: Old : 115: 36 27 26 30 43 77 85: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 33.7 53.4 44.2 40.9 32.9 47.0 41.5 Old : 43.3 33.7 53.4 44.2 40.9 32.9 47.0 41.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF JPY 12,500,000) : : : : All : 222,926: 35,569 96,552 24,059 143,213 62,220 202,841 182,831: 20,085 40,096 Old : 222,926: 35,569 96,552 24,059 143,213 62,220 202,841 182,831: 20,085 40,096 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 17,140: -1,917 8,990 2,853 13,946 1,020 14,882 12,862: 2,258 4,278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 43.3 10.8 64.2 27.9 91.0 82.0: 9.0 18.0 Old : 100.0: 16.0 43.3 10.8 64.2 27.9 91.0 82.0: 9.0 18.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 118: 29 44 26 33 32 75 89: Old : 118: 29 44 26 33 32 75 89: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.8 34.8 50.8 45.0 37.0 34.5 47.7 41.9 Old : 38.8 34.8 50.8 45.0 37.0 34.5 47.7 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 473,996: 179,577 119,422 48,432 170,723 243,851 398,733 411,705: 75,263 62,291 Old : 473,996: 179,577 119,422 48,432 170,723 243,851 398,733 411,705: 75,263 62,291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 33,313: 10,192 -1,513 7,391 10,965 20,872 28,548 26,749: 4,765 6,564 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 25.2 10.2 36.0 51.4 84.1 86.9: 15.9 13.1 Old : 100.0: 37.9 25.2 10.2 36.0 51.4 84.1 86.9: 15.9 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 258: 96 71 63 63 65 189 170: Old : 258: 96 71 63 63 65 189 170: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.7 25.6 29.2 37.7 20.5 23.9 27.5 34.8 Old : 20.7 25.6 29.2 37.7 20.5 23.9 27.5 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 34,785: 13,654 5,070 1,223 7,525 24,367 22,402 30,660: 12,383 4,125 Old : 34,785: 13,654 5,070 1,223 7,525 24,367 22,402 30,660: 12,383 4,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 138: -700 -582 -91 293 662 -498 -11: 636 149 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 14.6 3.5 21.6 70.1 64.4 88.1: 35.6 11.9 Old : 100.0: 39.3 14.6 3.5 21.6 70.1 64.4 88.1: 35.6 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 7 5 4 9 5 19 11: Old : 22: 7 5 4 9 5 19 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.2 80.8 50.4 87.7 36.7 78.5 49.5 84.1 Old : 37.2 80.8 50.4 87.7 36.7 78.5 49.5 84.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF BRL 100,000) : : : : All : 18,579: 9,640 5,358 0 7,472 12,617 17,112 17,975: 1,467 604 Old : 18,579: 9,640 5,358 0 7,472 12,617 17,112 17,975: 1,467 604 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 442: 523 211 0 -90 191 433 402: 9 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.9 28.8 0.0 40.2 67.9 92.1 96.7: 7.9 3.3 Old : 100.0: 51.9 28.8 0.0 40.2 67.9 92.1 96.7: 7.9 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 12 15 0 6 6 18 21: Old : 37: 12 15 0 6 6 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.0 67.2 82.3 79.0 70.0 64.8 78.5 76.0 Old : 70.0 67.2 82.3 79.0 70.0 64.8 78.5 76.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF NZD 100,000) : : : : All : 57,424: 45,001 19,768 97 6,381 32,706 51,479 52,571: 5,945 4,853 Old : 57,424: 45,001 19,768 97 6,381 32,706 51,479 52,571: 5,945 4,853 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 7,329: 6,613 2,835 -360 587 4,173 6,840 6,648: 489 681 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 34.4 0.2 11.1 57.0 89.6 91.5: 10.4 8.5 Old : 100.0: 78.4 34.4 0.2 11.1 57.0 89.6 91.5: 10.4 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 93: 43 29 3 5 16 49 47: Old : 93: 43 29 3 5 16 49 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 48.4 62.0 66.3 45.4 48.4 62.0 66.3 Old : 45.4 48.4 62.0 66.3 45.4 48.4 62.0 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF ZAR 500,000) : : : : All : 29,535: 23,600 3,587 1,576 3,455 23,461 28,631 28,624: 904 911 Old : 29,535: 23,600 3,587 1,576 3,455 23,461 28,631 28,624: 904 911 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -231: -422 -1,106 166 0 726 -256 -214: 25 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 12.1 5.3 11.7 79.4 96.9 96.9: 3.1 3.1 Old : 100.0: 79.9 12.1 5.3 11.7 79.4 96.9 96.9: 3.1 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 12 7 2 4 7 16 16: Old : 27: 12 7 2 4 7 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.6 79.6 92.3 91.1 73.8 68.9 78.6 77.0 Old : 83.6 79.6 92.3 91.1 73.8 68.9 78.6 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $1,000,000) : : : : All :21,292,110: 700,379 2,071,809 9,013,829 10,918,969 9,045,040 20,633,177 20,130,678: 658,933 1,161,432 Old :21,292,110: 700,379 2,071,809 9,013,829 10,918,969 9,045,040 20,633,177 20,130,678: 658,933 1,161,432 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 463,023: -23,057 -70,637 241,156 279,939 318,847 498,038 489,366: -35,015 -26,344 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 9.7 42.3 51.3 42.5 96.9 94.5: 3.1 5.5 Old : 100.0: 3.3 9.7 42.3 51.3 42.5 96.9 94.5: 3.1 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 345: 50 133 146 125 150 281 334: Old : 345: 50 133 146 125 150 281 334: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.4 18.1 40.7 29.8 18.9 7.3 22.0 9.9 Old : 27.4 18.1 40.7 29.8 18.9 7.3 22.0 9.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 756,901: 99,962 97,173 104,632 462,699 465,630 667,293 667,435: 89,608 89,466 Old : 756,901: 99,962 97,173 104,632 462,699 465,630 667,293 667,435: 89,608 89,466 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 12,018: 2,407 235 7,465 944 8,325 10,816 16,026: 1,202 -4,007 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.2 12.8 13.8 61.1 61.5 88.2 88.2: 11.8 11.8 Old : 100.0: 13.2 12.8 13.8 61.1 61.5 88.2 88.2: 11.8 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 675: 190 149 183 240 257 505 515: Old : 675: 190 149 183 240 257 505 515: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.0 12.5 23.5 21.0 12.4 11.8 19.2 16.9 Old : 14.0 12.5 23.5 21.0 12.4 11.8 19.2 16.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 INDEX X $250.00) : : : : All : 81,527: 4,270 4,947 17,505 29,907 40,082 51,682 62,534: 29,844 18,993 Old : 81,527: 4,270 4,947 17,505 29,907 40,082 51,682 62,534: 29,844 18,993 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -976: -234 -919 432 -1,474 2,714 -1,275 2,228: 299 -3,204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 6.1 21.5 36.7 49.2 63.4 76.7: 36.6 23.3 Old : 100.0: 5.2 6.1 21.5 36.7 49.2 63.4 76.7: 36.6 23.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 15 15 25 24 28 54 54: Old : 65: 15 15 25 24 28 54 54: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.3 27.5 30.1 41.4 11.8 21.6 17.6 30.2 Old : 18.3 27.5 30.1 41.4 11.8 21.6 17.6 30.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($50 X S&P 500 INDEX) : : : : All : 3,376,872: 480,573 463,242 433,522 2,163,958 2,127,743 3,078,054 3,024,507: 298,819 352,365 Old : 3,376,872: 480,573 463,242 433,522 2,163,958 2,127,743 3,078,054 3,024,507: 298,819 352,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 64,972: 10,968 3,533 37,399 12,090 28,058 60,456 68,990: 4,516 -4,017 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 13.7 12.8 64.1 63.0 91.2 89.6: 8.8 10.4 Old : 100.0: 14.2 13.7 12.8 64.1 63.0 91.2 89.6: 8.8 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 655: 186 139 171 236 252 486 498: Old : 655: 186 139 171 236 252 486 498: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.5 13.3 25.4 21.4 13.7 12.2 21.1 18.0 Old : 15.5 13.3 25.4 21.4 13.7 12.2 21.1 18.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($250 x S&P Select Sector Financial Inde : : : : All : 18,687: 3,189 396 0 13,103 17,110 16,292 17,506: 2,395 1,181 Old : 18,687: 3,189 396 0 13,103 17,110 16,292 17,506: 2,395 1,181 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 2.1 0.0 70.1 91.6 87.2 93.7: 12.8 6.3 Old : 100.0: 17.1 2.1 0.0 70.1 91.6 87.2 93.7: 12.8 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 1 0 7 9 11 10: Old : 20: 4 1 0 7 9 11 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 78.2 82.1 91.0 64.1 78.2 81.5 88.5 Old : 64.1 78.2 82.1 91.0 64.1 78.2 81.5 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($100 x S&P Select Sector Health Care In : : : : All : 15,023: 9,642 649 0 3,504 13,626 13,146 14,275: 1,877 748 Old : 15,023: 9,642 649 0 3,504 13,626 13,146 14,275: 1,877 748 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 4.3 0.0 23.3 90.7 87.5 95.0: 12.5 5.0 Old : 100.0: 64.2 4.3 0.0 23.3 90.7 87.5 95.0: 12.5 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 6 2 0 6 8 12 10: Old : 20: 6 2 0 6 8 12 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.2 71.5 81.3 92.3 69.7 71.5 78.1 88.8 Old : 71.2 71.5 81.3 92.3 69.7 71.5 78.1 88.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 400 INDEX X $100) : : : : All : 93,531: 23,875 2,707 1,841 55,709 85,362 81,425 89,910: 12,106 3,621 Old : 93,531: 23,875 2,707 1,841 55,709 85,362 81,425 89,910: 12,106 3,621 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 2,146: 1,459 -743 297 371 2,704 2,127 2,258: 19 -112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 2.9 2.0 59.6 91.3 87.1 96.1: 12.9 3.9 Old : 100.0: 25.5 2.9 2.0 59.6 91.3 87.1 96.1: 12.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 82: 15 5 5 42 36 57 46: Old : 82: 15 5 5 42 36 57 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 40.4 50.5 63.2 34.6 40.4 48.9 62.9 Old : 34.7 40.4 50.5 63.2 34.6 40.4 48.9 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 INDEX X $100) : : : : All : 60,202: 22,789 12,074 2,564 27,000 38,319 52,353 52,957: 7,849 7,245 Old : 60,202: 22,789 12,074 2,564 27,000 38,319 52,353 52,957: 7,849 7,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 1,194: -2,338 1,486 92 3,445 -1,363 1,199 215: -5 979 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 20.1 4.3 44.8 63.7 87.0 88.0: 13.0 12.0 Old : 100.0: 37.9 20.1 4.3 44.8 63.7 87.0 88.0: 13.0 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 274: 71 80 38 62 86 155 182: Old : 274: 71 80 38 62 86 155 182: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 24.4 46.8 33.4 34.0 24.4 46.5 33.2 Old : 34.0 24.4 46.8 33.4 34.0 24.4 46.5 33.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NASDAQ 100 STOCK INDEX X $20) : : : : All : 301,008: 113,943 60,371 12,820 135,000 191,594 261,764 264,785: 39,244 36,223 Old : 301,008: 113,943 60,371 12,820 135,000 191,594 261,764 264,785: 39,244 36,223 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 5,968: -11,690 7,430 458 17,227 -6,814 5,995 1,074: -26 4,894 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.9 20.1 4.3 44.8 63.7 87.0 88.0: 13.0 12.0 Old : 100.0: 37.9 20.1 4.3 44.8 63.7 87.0 88.0: 13.0 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 274: 71 80 38 62 86 155 182: Old : 274: 71 80 38 62 86 155 182: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.0 24.4 46.8 33.4 34.0 24.4 46.5 33.2 Old : 34.0 24.4 46.8 33.4 34.0 24.4 46.5 33.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF AUD 100,000) : : : : All : 108,969: 48,770 29,035 10,534 22,835 43,128 82,140 82,698: 26,829 26,271 Old : 108,969: 48,770 29,035 10,534 22,835 43,128 82,140 82,698: 26,829 26,271 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 10,162: 7,404 2,118 -154 1,910 8,886 9,159 10,850: 1,002 -688 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.8 26.6 9.7 21.0 39.6 75.4 75.9: 24.6 24.1 Old : 100.0: 44.8 26.6 9.7 21.0 39.6 75.4 75.9: 24.6 24.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 32 26 17 21 25 60 61: Old : 88: 32 26 17 21 25 60 61: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.4 20.7 28.7 31.0 16.4 19.2 27.9 28.0 Old : 16.4 20.7 28.7 31.0 16.4 19.2 27.9 28.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X $5.00) : : : : All : 36,845: 12,533 6,932 0 15,745 26,840 28,278 33,772: 8,567 3,073 Old : 36,845: 12,533 6,932 0 15,745 26,840 28,278 33,772: 8,567 3,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : -1,051: -1,313 -901 0 -197 -514 -1,510 -1,415: 459 364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 18.8 0.0 42.7 72.8 76.7 91.7: 23.3 8.3 Old : 100.0: 34.0 18.8 0.0 42.7 72.8 76.7 91.7: 23.3 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 12 5 0 17 11 29 16: Old : 41: 12 5 0 17 11 29 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.5 79.0 47.0 86.0 30.5 79.0 47.0 85.7 Old : 30.5 79.0 47.0 86.0 30.5 79.0 47.0 85.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (NIKKEI INDEX X JPY 500) : : : : All : 69,420: 14,392 8,973 1,003 43,762 16,883 59,157 26,859: 10,263 42,561 Old : 69,420: 14,392 8,973 1,003 43,762 16,883 59,157 26,859: 10,263 42,561 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : 920: -2,380 1,286 -373 2,084 -771 -669 142: 1,589 778 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 12.9 1.4 63.0 24.3 85.2 38.7: 14.8 61.3 Old : 100.0: 20.7 12.9 1.4 63.0 24.3 85.2 38.7: 14.8 61.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 69: 22 8 4 28 18 51 29: Old : 69: 22 8 4 28 18 51 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.4 23.2 50.9 27.8 37.4 22.8 50.9 27.0 Old : 37.4 23.2 50.9 27.8 37.4 22.8 50.9 27.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (S&P 500 ANNUAL DIVIDEND INDEX X $250) : : : : All : 80,547: 8,736 15,422 20,632 51,132 44,493 80,500 80,547: 47 0 Old : 80,547: 8,736 15,422 20,632 51,132 44,493 80,500 80,547: 47 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 20, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 19.1 25.6 63.5 55.2 99.9 100.0: 0.1 0.0 Old : 100.0: 10.8 19.1 25.6 63.5 55.2 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 3 3 10 12 16 16: Old : 20: 4 3 3 10 12 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 83.1 81.9 95.3 93.8 34.1 28.3 35.0 33.3 Old : 83.1 81.9 95.3 93.8 34.1 28.3 35.0 33.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2017