MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 26,958: 1,320 4,756 2,800 22,478 19,022 26,598 26,578: 360 380 Old : 26,958: 1,320 4,756 2,800 22,478 19,022 26,598 26,578: 360 380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 640: 0 120 60 580 460 640 640: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 17.6 10.4 83.4 70.6 98.7 98.6: 1.3 1.4 Old : 100.0: 4.9 17.6 10.4 83.4 70.6 98.7 98.6: 1.3 1.4 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 : 23: 2 10 4 9 7 15 17: Old : 23: 2 10 4 9 7 15 17: 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 : 84.3 65.3 95.2 89.2 52.8 36.9 54.0 50.2 Old : 84.3 65.3 95.2 89.2 52.8 36.9 54.0 50.2 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, July 11, 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 : 7,246: 662 1,314 954 4,595 4,642 6,211 6,909: 1,035 337 Old : 7,246: 662 1,314 954 4,595 4,642 6,211 6,909: 1,035 337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 72: -89 45 -14 170 82 67 113: 5 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 18.1 13.2 63.4 64.1 85.7 95.4: 14.3 4.6 Old : 100.0: 9.1 18.1 13.2 63.4 64.1 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 : 40: 7 8 11 20 18 33 31: Old : 40: 7 8 11 20 18 33 31: 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 46.4 53.8 62.5 35.7 41.4 50.7 54.7 Old : 35.7 46.4 53.8 62.5 35.7 41.4 50.7 54.7 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, July 11, 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 : 48,839: 15,180 4,639 14,559 14,270 19,429 44,008 38,627: 4,830 10,211 Old : 48,839: 15,180 4,639 14,559 14,270 19,429 44,008 38,627: 4,830 10,211 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 471: -242 625 332 259 -343 349 614: 122 -142 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 9.5 29.8 29.2 39.8 90.1 79.1: 9.9 20.9 Old : 100.0: 31.1 9.5 29.8 29.2 39.8 90.1 79.1: 9.9 20.9 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 : 86: 24 23 31 30 34 69 73: Old : 86: 24 23 31 30 34 69 73: 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 : 30.6 23.9 47.9 39.0 29.5 21.0 43.1 27.6 Old : 30.6 23.9 47.9 39.0 29.5 21.0 43.1 27.6 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, July 11, 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 : 9,335: 423 438 1,853 6,134 6,313 8,410 8,604: 924 731 Old : 9,335: 423 438 1,853 6,134 6,313 8,410 8,604: 924 731 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 159: 42 -156 149 -8 171 182 164: -24 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 4.7 19.8 65.7 67.6 90.1 92.2: 9.9 7.8 Old : 100.0: 4.5 4.7 19.8 65.7 67.6 90.1 92.2: 9.9 7.8 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 : 42: 6 6 9 28 20 39 30: Old : 42: 6 6 9 28 20 39 30: 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 : 29.9 34.1 49.3 55.4 28.9 27.7 43.0 37.6 Old : 29.9 34.1 49.3 55.4 28.9 27.7 43.0 37.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 5,063: 121 133 1,615 2,979 1,812 4,715 3,559: 348 1,504 Old : 5,063: 121 133 1,615 2,979 1,812 4,715 3,559: 348 1,504 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 2.6 31.9 58.8 35.8 93.1 70.3: 6.9 29.7 Old : 100.0: 2.4 2.6 31.9 58.8 35.8 93.1 70.3: 6.9 29.7 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: 3 5 8 9 8 17 16: Old : 20: 3 5 8 9 8 17 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 : 56.8 43.8 79.6 57.3 51.4 29.9 58.2 35.1 Old : 56.8 43.8 79.6 57.3 51.4 29.9 58.2 35.1 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, July 11, 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 : 345,721: 113,591 26,867 96,411 107,874 172,005 317,876 295,282: 27,845 50,439 Old : 224,501: 86,299 33,284 58,476 62,973 102,355 207,749 194,115: 16,753 30,386 Other: 121,220: 40,891 7,181 24,336 44,901 69,650 110,128 101,167: 11,092 20,053 : : : : : Changes in Commitments from: July 3, 2017 : : 12,021: 7,118 3,767 6,166 -671 310 12,613 10,243: -592 1,778 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 7.8 27.9 31.2 49.8 91.9 85.4: 8.1 14.6 Old : 100.0: 38.4 14.8 26.0 28.1 45.6 92.5 86.5: 7.5 13.5 Other: 100.0: 33.7 5.9 20.1 37.0 57.5 90.8 83.5: 9.2 16.5 : : : :# Traders : Number of Traders in Each Category : All : 335: 140 71 121 91 100 293 239: Old : 322: 124 81 101 73 98 252 229: Other: 215: 71 38 55 67 79 170 146: :---------------------------------------------------------------------------------------------------- : 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 : 13.2 16.4 20.8 22.7 13.2 16.2 20.2 21.5 Old : 12.6 18.3 21.2 25.9 12.6 17.5 20.7 23.1 Other: 22.6 15.1 33.1 25.0 22.4 13.8 31.9 22.6 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 436,579: 160,094 16,044 106,684 138,075 252,249 404,853 374,977: 31,727 61,602 Old : 436,579: 160,094 16,044 106,684 138,075 252,249 404,853 374,977: 31,727 61,602 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -12,377: -4,737 91 -8,653 911 -985 -12,478 -9,547: 102 -2,830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 3.7 24.4 31.6 57.8 92.7 85.9: 7.3 14.1 Old : 100.0: 36.7 3.7 24.4 31.6 57.8 92.7 85.9: 7.3 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 : 435: 147 73 142 138 176 357 338: Old : 435: 147 73 142 138 176 357 338: 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 : 14.7 19.6 23.7 26.1 14.7 19.3 23.4 25.0 Old : 14.7 19.6 23.7 26.1 14.7 19.3 23.4 25.0 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, July 11, 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 : 3,948: 1,087 959 491 1,146 1,696 2,724 3,147: 1,224 801 Old : 3,948: 1,087 959 491 1,146 1,696 2,724 3,147: 1,224 801 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -77: 155 -25 -203 20 182 -28 -47: -49 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 24.3 12.4 29.0 43.0 69.0 79.7: 31.0 20.3 Old : 100.0: 27.5 24.3 12.4 29.0 43.0 69.0 79.7: 31.0 20.3 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 : 50: 17 8 9 16 19 37 34: Old : 50: 17 8 9 16 19 37 34: 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 : 27.0 40.4 41.0 56.2 25.4 35.5 36.8 49.8 Old : 27.0 40.4 41.0 56.2 25.4 35.5 36.8 49.8 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, July 11, 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 : 73,518: 26,813 7,641 22,473 15,297 19,361 64,582 49,475: 8,935 24,042 Old : 73,518: 26,813 7,641 22,473 15,297 19,361 64,582 49,475: 8,935 24,042 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 1,409: -684 -119 2,309 -153 -932 1,472 1,258: -63 151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.5 10.4 30.6 20.8 26.3 87.8 67.3: 12.2 32.7 Old : 100.0: 36.5 10.4 30.6 20.8 26.3 87.8 67.3: 12.2 32.7 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: 70 46 70 70 88 183 175: Old : 231: 70 46 70 70 88 183 175: 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 : 17.1 10.8 28.4 18.9 16.3 8.6 25.9 13.3 Old : 17.1 10.8 28.4 18.9 16.3 8.6 25.9 13.3 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, July 11, 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 : 31,298: 1,145 14,014 5,799 23,425 9,912 30,369 29,726: 929 1,572 Old : 31,298: 1,145 14,014 5,799 23,425 9,912 30,369 29,726: 929 1,572 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 803: 364 -122 192 295 776 851 846: -48 -43 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 44.8 18.5 74.8 31.7 97.0 95.0: 3.0 5.0 Old : 100.0: 3.7 44.8 18.5 74.8 31.7 97.0 95.0: 3.0 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 : 57: 13 13 16 23 20 43 42: Old : 57: 13 13 16 23 20 43 42: 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 : 41.6 42.3 62.3 62.1 39.1 41.8 57.7 57.4 Old : 41.6 42.3 62.3 62.1 39.1 41.8 57.7 57.4 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, July 11, 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 : 35,944: 3,617 9,543 90 30,849 25,262 34,556 34,895: 1,388 1,049 Old : 35,944: 3,617 9,543 90 30,849 25,262 34,556 34,895: 1,388 1,049 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 1,410: -384 1,748 0 1,748 -388 1,364 1,360: 46 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 26.5 0.3 85.8 70.3 96.1 97.1: 3.9 2.9 Old : 100.0: 10.1 26.5 0.3 85.8 70.3 96.1 97.1: 3.9 2.9 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 : 31: 8 9 1 9 6 17 16: Old : 31: 8 9 1 9 6 17 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 : 77.2 72.9 91.4 92.9 77.2 72.9 91.4 92.9 Old : 77.2 72.9 91.4 92.9 77.2 72.9 91.4 92.9 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, July 11, 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 : 190,396: 44,654 50,390 18,441 86,075 95,172 149,170 164,002: 41,226 26,394 Old : 190,396: 44,654 50,390 18,441 86,075 95,172 149,170 164,002: 41,226 26,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 14,706: 13,674 -18,977 -2,005 -1,875 39,180 9,793 18,198: 4,912 -3,492 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 26.5 9.7 45.2 50.0 78.3 86.1: 21.7 13.9 Old : 100.0: 23.5 26.5 9.7 45.2 50.0 78.3 86.1: 21.7 13.9 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 : 96: 30 24 21 30 31 73 65: Old : 96: 30 24 21 30 31 73 65: 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 : 24.9 35.0 37.0 48.6 23.1 34.2 32.6 46.6 Old : 24.9 35.0 37.0 48.6 23.1 34.2 32.6 46.6 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, July 11, 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 : 39,126: 10,516 10,126 1,448 11,468 12,063 23,432 23,637: 15,694 15,489 Old : 39,126: 10,516 10,126 1,448 11,468 12,063 23,432 23,637: 15,694 15,489 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -442: -543 -798 415 1,993 -185 1,865 -568: -2,307 126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 25.9 3.7 29.3 30.8 59.9 60.4: 40.1 39.6 Old : 100.0: 26.9 25.9 3.7 29.3 30.8 59.9 60.4: 40.1 39.6 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 : 34: 11 8 5 9 10 22 21: Old : 34: 11 8 5 9 10 22 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 : 33.4 34.9 43.7 46.2 32.5 34.9 42.2 46.1 Old : 33.4 34.9 43.7 46.2 32.5 34.9 42.2 46.1 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, July 11, 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 : 213,579: 125,280 27,339 2,780 76,507 179,815 204,568 209,934: 9,011 3,645 Old : 213,579: 125,280 27,339 2,780 76,507 179,815 204,568 209,934: 9,011 3,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 2,149: 5,879 -7,070 551 -745 8,469 5,685 1,950: -3,536 199 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 12.8 1.3 35.8 84.2 95.8 98.3: 4.2 1.7 Old : 100.0: 58.7 12.8 1.3 35.8 84.2 95.8 98.3: 4.2 1.7 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 : 154: 84 29 8 22 28 110 61: Old : 154: 84 29 8 22 28 110 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 : 36.5 70.5 55.1 82.8 36.5 70.5 55.1 82.6 Old : 36.5 70.5 55.1 82.8 36.5 70.5 55.1 82.6 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, July 11, 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 : 226,558: 47,030 69,276 24,448 124,114 102,828 195,592 196,552: 30,966 30,006 Old : 226,558: 47,030 69,276 24,448 124,114 102,828 195,592 196,552: 30,966 30,006 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -16,930: -5,315 -10,334 -5,528 -5,219 -665 -16,061 -16,526: -868 -404 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 30.6 10.8 54.8 45.4 86.3 86.8: 13.7 13.2 Old : 100.0: 20.8 30.6 10.8 54.8 45.4 86.3 86.8: 13.7 13.2 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 : 116: 32 31 31 31 44 79 90: Old : 116: 32 31 31 31 44 79 90: 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 : 42.5 33.6 51.8 45.8 41.6 32.8 47.8 42.7 Old : 42.5 33.6 51.8 45.8 41.6 32.8 47.8 42.7 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, July 11, 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 : 277,101: 37,925 151,999 22,431 196,038 61,764 256,394 236,194: 20,707 40,907 Old : 277,101: 37,925 151,999 22,431 196,038 61,764 256,394 236,194: 20,707 40,907 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 24,808: -2,746 38,615 -5,836 32,795 -6,523 24,214 26,256: 593 -1,448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 54.9 8.1 70.7 22.3 92.5 85.2: 7.5 14.8 Old : 100.0: 13.7 54.9 8.1 70.7 22.3 92.5 85.2: 7.5 14.8 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 : 128: 26 54 26 34 35 75 100: Old : 128: 26 54 26 34 35 75 100: 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 : 43.2 36.1 57.0 46.0 41.7 35.7 53.5 45.1 Old : 43.2 36.1 57.0 46.0 41.7 35.7 53.5 45.1 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, July 11, 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 : 507,632: 188,827 103,494 51,161 182,822 289,534 422,810 444,189: 84,822 63,443 Old : 507,632: 188,827 103,494 51,161 182,822 289,534 422,810 444,189: 84,822 63,443 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 7,900: 4,889 -2,577 -708 949 9,255 5,130 5,971: 2,769 1,929 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 20.4 10.1 36.0 57.0 83.3 87.5: 16.7 12.5 Old : 100.0: 37.2 20.4 10.1 36.0 57.0 83.3 87.5: 16.7 12.5 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 : 258: 92 65 63 72 72 196 169: Old : 258: 92 65 63 72 72 196 169: 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 : 18.6 29.9 27.8 42.3 18.3 28.4 26.7 39.0 Old : 18.6 29.9 27.8 42.3 18.3 28.4 26.7 39.0 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, July 11, 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 : 14,666: 5,934 4,497 126 7,188 9,387 13,248 14,010: 1,418 656 Old : 14,666: 5,934 4,497 126 7,188 9,387 13,248 14,010: 1,418 656 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -5,585: -4,455 -1,868 126 -1,455 -3,228 -5,784 -4,970: 199 -615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 30.7 0.9 49.0 64.0 90.3 95.5: 9.7 4.5 Old : 100.0: 40.5 30.7 0.9 49.0 64.0 90.3 95.5: 9.7 4.5 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 : 31: 11 11 2 5 5 17 17: Old : 31: 11 11 2 5 5 17 17: 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 : 69.6 73.3 81.0 85.7 69.2 73.3 79.7 85.7 Old : 69.6 73.3 81.0 85.7 69.2 73.3 79.7 85.7 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, July 11, 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 : 58,499: 45,435 13,530 464 6,414 39,769 52,313 53,763: 6,186 4,736 Old : 58,499: 45,435 13,530 464 6,414 39,769 52,313 53,763: 6,186 4,736 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 939: 951 -1,821 322 169 2,225 1,442 726: -503 213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.7 23.1 0.8 11.0 68.0 89.4 91.9: 10.6 8.1 Old : 100.0: 77.7 23.1 0.8 11.0 68.0 89.4 91.9: 10.6 8.1 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 : 91: 44 24 3 6 17 50 44: Old : 91: 44 24 3 6 17 50 44: 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 : 42.7 48.9 58.3 63.8 42.7 48.9 58.3 63.8 Old : 42.7 48.9 58.3 63.8 42.7 48.9 58.3 63.8 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, July 11, 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 : 20,164: 11,777 1,632 970 6,456 16,530 19,203 19,132: 961 1,032 Old : 20,164: 11,777 1,632 970 6,456 16,530 19,203 19,132: 961 1,032 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -6,591: -8,988 -9 -467 3,000 -6,127 -6,455 -6,603: -136 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 8.1 4.8 32.0 82.0 95.2 94.9: 4.8 5.1 Old : 100.0: 58.4 8.1 4.8 32.0 82.0 95.2 94.9: 4.8 5.1 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 : 28: 14 5 2 8 4 22 11: Old : 28: 14 5 2 8 4 22 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 : 50.2 84.1 70.8 92.8 40.8 66.6 59.0 73.8 Old : 50.2 84.1 70.8 92.8 40.8 66.6 59.0 73.8 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, July 11, 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 :21,531,198: 676,784 2,099,705 9,203,323 11,010,440 8,969,885 20,890,546 20,272,913: 640,652 1,258,285 Old :21,531,198: 676,784 2,099,705 9,203,323 11,010,440 8,969,885 20,890,546 20,272,913: 640,652 1,258,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -341,555: -97,392 34,651 -171,438 -28,660 -202,153 -297,490 -338,941: -44,065 -2,614 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 9.8 42.7 51.1 41.7 97.0 94.2: 3.0 5.8 Old : 100.0: 3.1 9.8 42.7 51.1 41.7 97.0 94.2: 3.0 5.8 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 : 333: 47 133 145 122 141 273 325: Old : 333: 47 133 145 122 141 273 325: 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 : 27.8 18.2 41.6 30.0 19.6 7.4 22.1 10.3 Old : 27.8 18.2 41.6 30.0 19.6 7.4 22.1 10.3 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, July 11, 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 : 748,645: 102,810 87,790 100,359 454,281 470,397 657,451 658,547: 91,194 90,098 Old : 748,645: 102,810 87,790 100,359 454,281 470,397 657,451 658,547: 91,194 90,098 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -683: 2,818 410 -1,344 -3,841 165 -2,367 -769: 1,684 86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 11.7 13.4 60.7 62.8 87.8 88.0: 12.2 12.0 Old : 100.0: 13.7 11.7 13.4 60.7 62.8 87.8 88.0: 12.2 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 : 673: 175 167 191 240 254 503 524: Old : 673: 175 167 191 240 254 503 524: 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 : 13.8 12.6 23.2 20.3 12.1 12.4 18.9 17.6 Old : 13.8 12.6 23.2 20.3 12.1 12.4 18.9 17.6 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, July 11, 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 : 85,052: 3,935 4,551 16,577 31,785 45,211 52,297 66,339: 32,755 18,713 Old : 85,052: 3,935 4,551 16,577 31,785 45,211 52,297 66,339: 32,755 18,713 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 674: -421 -336 -1,027 -409 2,435 -1,857 1,072: 2,531 -398 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 5.4 19.5 37.4 53.2 61.5 78.0: 38.5 22.0 Old : 100.0: 4.6 5.4 19.5 37.4 53.2 61.5 78.0: 38.5 22.0 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 : 66: 14 14 24 27 31 54 56: Old : 66: 14 14 24 27 31 54 56: 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 : 16.6 27.3 28.3 41.1 11.6 22.7 17.5 31.9 Old : 16.6 27.3 28.3 41.1 11.6 22.7 17.5 31.9 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, July 11, 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 : 3,317,966: 497,969 419,791 415,318 2,112,481 2,125,930 3,025,768 2,961,039: 292,198 356,927 Old : 3,317,966: 497,969 419,791 415,318 2,112,481 2,125,930 3,025,768 2,961,039: 292,198 356,927 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -6,785: 17,172 4,710 -2,562 -17,159 -11,352 -2,549 -9,205: -4,236 2,420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 12.7 12.5 63.7 64.1 91.2 89.2: 8.8 10.8 Old : 100.0: 15.0 12.7 12.5 63.7 64.1 91.2 89.2: 8.8 10.8 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 : 654: 171 160 181 235 246 487 506: Old : 654: 171 160 181 235 246 487 506: 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 : 15.4 12.9 25.2 20.6 13.5 12.7 21.0 18.5 Old : 15.4 12.9 25.2 20.6 13.5 12.7 21.0 18.5 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, July 11, 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 : 21,053: 4,448 396 0 13,557 19,951 18,005 20,347: 3,048 706 Old : 21,053: 4,448 396 0 13,557 19,951 18,005 20,347: 3,048 706 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 1.9 0.0 64.4 94.8 85.5 96.6: 14.5 3.4 Old : 100.0: 21.1 1.9 0.0 64.4 94.8 85.5 96.6: 14.5 3.4 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 : 20: 6 1 0 7 7 13 8: Old : 20: 6 1 0 7 7 13 8: 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 : 53.1 78.4 74.7 96.6 53.1 78.4 74.7 94.9 Old : 53.1 78.4 74.7 96.6 53.1 78.4 74.7 94.9 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, July 11, 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 : 15,504: 8,958 663 0 4,601 14,220 13,559 14,883: 1,945 621 Old : 15,504: 8,958 663 0 4,601 14,220 13,559 14,883: 1,945 621 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 21: -1,042 -151 0 970 273 -72 122: 93 -101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.8 4.3 0.0 29.7 91.7 87.5 96.0: 12.5 4.0 Old : 100.0: 57.8 4.3 0.0 29.7 91.7 87.5 96.0: 12.5 4.0 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: 6 2 0 7 8 13 10: Old : 21: 6 2 0 7 8 13 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 : 64.2 73.6 79.0 93.3 63.3 73.6 76.9 89.9 Old : 64.2 73.6 79.0 93.3 63.3 73.6 76.9 89.9 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, July 11, 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 : 92,890: 23,529 2,985 499 56,930 85,705 80,958 89,189: 11,932 3,701 Old : 92,890: 23,529 2,985 499 56,930 85,705 80,958 89,189: 11,932 3,701 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -1,551: -169 710 -431 -208 -1,992 -808 -1,713: -743 162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 3.2 0.5 61.3 92.3 87.2 96.0: 12.8 4.0 Old : 100.0: 25.3 3.2 0.5 61.3 92.3 87.2 96.0: 12.8 4.0 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 : 82: 15 5 3 42 36 57 44: Old : 82: 15 5 3 42 36 57 44: 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 : 38.7 42.7 53.2 64.2 38.6 42.6 53.1 63.9 Old : 38.7 42.7 53.2 64.2 38.6 42.6 53.1 63.9 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, July 11, 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 : 58,404: 18,389 12,009 2,138 31,054 36,131 51,581 50,277: 6,823 8,127 Old : 58,404: 18,389 12,009 2,138 31,054 36,131 51,581 50,277: 6,823 8,127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -3,314: -2,938 -1,170 -323 1,013 -2,610 -2,248 -4,104: -1,066 789 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 20.6 3.7 53.2 61.9 88.3 86.1: 11.7 13.9 Old : 100.0: 31.5 20.6 3.7 53.2 61.9 88.3 86.1: 11.7 13.9 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 : 261: 64 80 33 65 78 149 171: Old : 261: 64 80 33 65 78 149 171: 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 : 33.3 20.5 44.7 31.2 33.2 20.2 44.1 30.9 Old : 33.3 20.5 44.7 31.2 33.2 20.2 44.1 30.9 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, July 11, 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 : 292,021: 91,946 60,044 10,689 155,269 180,653 257,904 251,386: 34,117 40,635 Old : 292,021: 91,946 60,044 10,689 155,269 180,653 257,904 251,386: 34,117 40,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -16,571: -14,690 -5,851 -1,616 5,064 -13,050 -11,242 -20,518: -5,328 3,947 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 20.6 3.7 53.2 61.9 88.3 86.1: 11.7 13.9 Old : 100.0: 31.5 20.6 3.7 53.2 61.9 88.3 86.1: 11.7 13.9 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 : 261: 64 80 33 65 78 149 171: Old : 261: 64 80 33 65 78 149 171: 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 : 33.3 20.5 44.7 31.2 33.2 20.2 44.1 30.9 Old : 33.3 20.5 44.7 31.2 33.2 20.2 44.1 30.9 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, July 11, 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 : 115,032: 54,916 18,722 10,583 20,990 62,180 86,490 91,485: 28,543 23,547 Old : 115,032: 54,916 18,722 10,583 20,990 62,180 86,490 91,485: 28,543 23,547 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : -10,803: -736 -5,560 -4,173 -5,196 -1,221 -10,105 -10,954: -698 151 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.7 16.3 9.2 18.2 54.1 75.2 79.5: 24.8 20.5 Old : 100.0: 47.7 16.3 9.2 18.2 54.1 75.2 79.5: 24.8 20.5 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 : 95: 35 25 17 23 30 66 64: Old : 95: 35 25 17 23 30 66 64: 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 : 17.9 32.3 30.7 44.0 17.9 29.6 29.8 40.3 Old : 17.9 32.3 30.7 44.0 17.9 29.6 29.8 40.3 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, July 11, 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 : 36,551: 13,661 6,223 28 14,750 27,198 28,439 33,449: 8,112 3,102 Old : 36,551: 13,661 6,223 28 14,750 27,198 28,439 33,449: 8,112 3,102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 108: 489 -382 28 -290 252 227 -102: -119 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 17.0 0.1 40.4 74.4 77.8 91.5: 22.2 8.5 Old : 100.0: 37.4 17.0 0.1 40.4 74.4 77.8 91.5: 22.2 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 : 44: 15 6 1 16 11 32 17: Old : 44: 15 6 1 16 11 32 17: 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 : 33.1 77.9 46.3 84.9 33.1 77.9 46.3 84.6 Old : 33.1 77.9 46.3 84.9 33.1 77.9 46.3 84.6 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, July 11, 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 : 69,592: 15,373 6,682 1,526 42,558 20,561 59,457 28,769: 10,135 40,823 Old : 69,592: 15,373 6,682 1,526 42,558 20,561 59,457 28,769: 10,135 40,823 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 2,155: -1,551 -2,322 400 4,562 743 3,411 -1,179: -1,256 3,334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 9.6 2.2 61.2 29.5 85.4 41.3: 14.6 58.7 Old : 100.0: 22.1 9.6 2.2 61.2 29.5 85.4 41.3: 14.6 58.7 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 : 76: 24 13 4 28 18 53 34: Old : 76: 24 13 4 28 18 53 34: 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 : 35.1 20.3 45.7 27.4 35.1 19.9 45.7 26.1 Old : 35.1 20.3 45.7 27.4 35.1 19.9 45.7 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (GSCI X $250) : : : : All : 15,394: 8,246 5,844 352 6,296 8,726 14,894 14,922: 500 472 Old : 15,394: 8,246 5,844 352 6,296 8,726 14,894 14,922: 500 472 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 38.0 2.3 40.9 56.7 96.8 96.9: 3.2 3.1 Old : 100.0: 53.6 38.0 2.3 40.9 56.7 96.8 96.9: 3.2 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 : 20: 6 5 1 8 2 15 7: Old : 20: 6 5 1 8 2 15 7: 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 : 81.5 91.7 89.5 96.9 81.5 89.4 88.3 92.8 Old : 81.5 91.7 89.5 96.9 81.5 89.4 88.3 92.8 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, July 11, 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 : 86,082: 6,158 17,097 21,366 58,534 47,619 86,058 86,082: 24 0 Old : 86,082: 6,158 17,097 21,366 58,534 47,619 86,058 86,082: 24 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 3,671: 0 535 532 3,141 2,604 3,673 3,671: -2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 19.9 24.8 68.0 55.3 100.0 100.0: 0.0 0.0 Old : 100.0: 7.2 19.9 24.8 68.0 55.3 100.0 100.0: 0.0 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: 3 3 2 11 13 16 16: Old : 20: 3 3 2 11 13 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 : 84.3 83.2 96.2 94.9 35.7 30.2 36.6 34.9 Old : 84.3 83.2 96.2 94.9 35.7 30.2 36.6 34.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2017