MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 27,658: 920 5,196 2,880 23,498 19,202 27,298 27,278: 360 380 Old : 27,658: 920 5,196 2,880 23,498 19,202 27,298 27,278: 360 380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 60: 0 360 -120 180 -180 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 18.8 10.4 85.0 69.4 98.7 98.6: 1.3 1.4 Old : 100.0: 3.3 18.8 10.4 85.0 69.4 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 6 8 7 15 19: Old : 23: 2 10 6 8 7 15 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 : 82.6 65.6 94.3 87.9 51.1 34.9 52.2 46.6 Old : 82.6 65.6 94.3 87.9 51.1 34.9 52.2 46.6 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 25, 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 : 7,967: 652 1,486 991 5,134 5,110 6,777 7,587: 1,190 380 Old : 7,967: 652 1,486 991 5,134 5,110 6,777 7,587: 1,190 380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 136: -79 24 -3 217 112 134 133: 2 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 18.7 12.4 64.4 64.1 85.1 95.2: 14.9 4.8 Old : 100.0: 8.2 18.7 12.4 64.4 64.1 85.1 95.2: 14.9 4.8 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 : 40: 6 8 10 22 21 34 33: Old : 40: 6 8 10 22 21 34 33: 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 : 40.7 46.7 57.2 62.0 40.7 42.3 52.1 54.0 Old : 40.7 46.7 57.2 62.0 40.7 42.3 52.1 54.0 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 25, 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 : 52,933: 15,834 5,658 15,690 16,730 21,016 48,254 42,363: 4,678 10,570 Old : 52,933: 15,834 5,658 15,690 16,730 21,016 48,254 42,363: 4,678 10,570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 2,945: 511 180 1,099 1,631 1,091 3,241 2,370: -296 575 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 10.7 29.6 31.6 39.7 91.2 80.0: 8.8 20.0 Old : 100.0: 29.9 10.7 29.6 31.6 39.7 91.2 80.0: 8.8 20.0 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 : 97: 27 24 33 37 40 79 82: Old : 97: 27 24 33 37 40 79 82: 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 : 28.7 24.6 45.4 39.2 27.4 21.2 40.7 28.8 Old : 28.7 24.6 45.4 39.2 27.4 21.2 40.7 28.8 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 25, 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 : 9,479: 486 500 1,828 6,176 6,558 8,490 8,886: 989 593 Old : 9,479: 486 500 1,828 6,176 6,558 8,490 8,886: 989 593 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 44: 39 4 -12 -8 113 19 105: 25 -61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 5.3 19.3 65.2 69.2 89.6 93.7: 10.4 6.3 Old : 100.0: 5.1 5.3 19.3 65.2 69.2 89.6 93.7: 10.4 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 : 42: 5 7 9 28 20 39 30: Old : 42: 5 7 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 : 30.5 33.8 49.8 56.0 29.6 28.8 43.6 38.6 Old : 30.5 33.8 49.8 56.0 29.6 28.8 43.6 38.6 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 25, 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 : 5,127: 243 77 1,551 2,996 1,913 4,789 3,540: 338 1,586 Old : 5,127: 243 77 1,551 2,996 1,913 4,789 3,540: 338 1,586 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 41: 96 -16 -35 -25 27 36 -24: 5 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 1.5 30.2 58.4 37.3 93.4 69.1: 6.6 30.9 Old : 100.0: 4.7 1.5 30.2 58.4 37.3 93.4 69.1: 6.6 30.9 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 : 20: 6 2 8 9 8 17 16: Old : 20: 6 2 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 : 56.9 43.3 79.3 56.9 51.0 31.6 57.9 35.4 Old : 56.9 43.3 79.3 56.9 51.0 31.6 57.9 35.4 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 25, 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 : 324,311: 107,800 26,895 86,567 103,438 161,676 297,806 275,139: 26,505 49,172 Old : 187,227: 75,277 34,790 43,888 53,330 83,364 172,494 162,041: 14,733 25,186 Other: 137,084: 47,467 7,049 27,737 50,109 78,312 125,312 113,097: 11,772 23,986 : : : : : Changes in Commitments from: July 18, 2017 : : -20,424: -6,369 -3,024 -14,772 1,527 -1,577 -19,614 -19,373: -811 -1,051 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 8.3 26.7 31.9 49.9 91.8 84.8: 8.2 15.2 Old : 100.0: 40.2 18.6 23.4 28.5 44.5 92.1 86.5: 7.9 13.5 Other: 100.0: 34.6 5.1 20.2 36.6 57.1 91.4 82.5: 8.6 17.5 : : : :# Traders : Number of Traders in Each Category : All : 332: 132 77 124 91 99 289 241: Old : 313: 107 93 95 76 94 240 226: Other: 228: 87 34 58 71 82 186 150: :---------------------------------------------------------------------------------------------------- : 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 : 13.9 16.7 21.5 23.6 13.7 16.6 21.2 22.1 Old : 13.4 19.4 21.8 27.8 13.3 18.9 21.7 25.8 Other: 20.8 14.9 31.3 24.7 20.6 13.7 30.5 22.2 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 441,415: 153,265 15,972 108,865 147,086 255,036 409,216 379,872: 32,199 61,543 Old : 441,415: 153,265 15,972 108,865 147,086 255,036 409,216 379,872: 32,199 61,543 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -850: -4,714 -1,170 -251 3,645 1,183 -1,320 -239: 471 -611 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.7 3.6 24.7 33.3 57.8 92.7 86.1: 7.3 13.9 Old : 100.0: 34.7 3.6 24.7 33.3 57.8 92.7 86.1: 7.3 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 : 447: 153 74 150 138 181 367 353: Old : 447: 153 74 150 138 181 367 353: 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 : 13.5 18.8 23.3 25.1 13.4 18.5 22.1 24.1 Old : 13.5 18.8 23.3 25.1 13.4 18.5 22.1 24.1 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 25, 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 : 4,884: 1,984 1,040 641 822 2,295 3,447 3,976: 1,438 909 Old : 4,884: 1,984 1,040 641 822 2,295 3,447 3,976: 1,438 909 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 425: 494 106 8 -119 127 383 240: 42 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.6 21.3 13.1 16.8 47.0 70.6 81.4: 29.4 18.6 Old : 100.0: 40.6 21.3 13.1 16.8 47.0 70.6 81.4: 29.4 18.6 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 : 53: 21 8 13 14 18 43 34: Old : 53: 21 8 13 14 18 43 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 : 27.2 35.7 37.3 51.2 27.2 34.9 37.0 49.3 Old : 27.2 35.7 37.3 51.2 27.2 34.9 37.0 49.3 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 25, 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 : 75,128: 27,095 7,406 23,109 15,816 19,872 66,021 50,387: 9,108 24,741 Old : 75,128: 27,095 7,406 23,109 15,816 19,872 66,021 50,387: 9,108 24,741 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -203: -842 595 -58 779 -868 -121 -331: -82 128 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.1 9.9 30.8 21.1 26.5 87.9 67.1: 12.1 32.9 Old : 100.0: 36.1 9.9 30.8 21.1 26.5 87.9 67.1: 12.1 32.9 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 : 233: 67 52 70 67 90 177 180: Old : 233: 67 52 70 67 90 177 180: 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 : 16.7 10.5 26.9 18.8 15.7 8.4 23.1 12.0 Old : 16.7 10.5 26.9 18.8 15.7 8.4 23.1 12.0 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 25, 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 : 32,294: 1,281 14,350 5,823 24,236 10,643 31,340 30,815: 953 1,479 Old : 32,294: 1,281 14,350 5,823 24,236 10,643 31,340 30,815: 953 1,479 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 1,102: 125 527 102 856 472 1,084 1,101: 18 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 44.4 18.0 75.0 33.0 97.0 95.4: 3.0 4.6 Old : 100.0: 4.0 44.4 18.0 75.0 33.0 97.0 95.4: 3.0 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 : 58: 12 13 15 25 22 44 43: Old : 58: 12 13 15 25 22 44 43: 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 42.2 62.6 61.5 39.3 41.7 57.2 57.6 Old : 41.6 42.2 62.6 61.5 39.3 41.7 57.2 57.6 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 25, 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 : 37,473: 4,815 11,119 0 31,453 25,188 36,268 36,307: 1,205 1,166 Old : 37,473: 4,815 11,119 0 31,453 25,188 36,268 36,307: 1,205 1,166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -2,281: -1,739 -1,641 -12 -471 -709 -2,222 -2,362: -59 81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 29.7 0.0 83.9 67.2 96.8 96.9: 3.2 3.1 Old : 100.0: 12.8 29.7 0.0 83.9 67.2 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 : 34: 11 9 0 9 6 20 15: Old : 34: 11 9 0 9 6 20 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 : 76.0 73.3 89.4 93.0 76.0 73.3 89.4 93.0 Old : 76.0 73.3 89.4 93.0 76.0 73.3 89.4 93.0 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, July 25, 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 : 217,922: 67,176 38,372 24,045 83,878 125,809 175,100 188,227: 42,823 29,695 Old : 217,922: 67,176 38,372 24,045 83,878 125,809 175,100 188,227: 42,823 29,695 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 11,013: 10,038 -8,918 1,888 -2,079 16,813 9,847 9,784: 1,166 1,229 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 17.6 11.0 38.5 57.7 80.3 86.4: 19.7 13.6 Old : 100.0: 30.8 17.6 11.0 38.5 57.7 80.3 86.4: 19.7 13.6 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 : 105: 41 22 27 32 30 85 68: Old : 105: 41 22 27 32 30 85 68: 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 : 21.5 40.1 33.6 52.5 19.0 39.0 30.0 49.8 Old : 21.5 40.1 33.6 52.5 19.0 39.0 30.0 49.8 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 25, 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 : 46,271: 14,899 16,087 1,467 11,805 14,411 28,172 31,966: 18,099 14,305 Old : 46,271: 14,899 16,087 1,467 11,805 14,411 28,172 31,966: 18,099 14,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 1,781: 1,059 -1,344 106 -1,122 2,625 43 1,387: 1,737 394 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 34.8 3.2 25.5 31.1 60.9 69.1: 39.1 30.9 Old : 100.0: 32.2 34.8 3.2 25.5 31.1 60.9 69.1: 39.1 30.9 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 : 38: 12 12 6 8 9 23 24: Old : 38: 12 12 6 8 9 23 24: 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 37.2 46.1 50.4 34.6 37.1 44.8 50.3 Old : 34.7 37.2 46.1 50.4 34.6 37.1 44.8 50.3 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, July 25, 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 : 212,678: 130,068 17,023 5,392 67,671 186,954 203,131 209,370: 9,547 3,309 Old : 212,678: 130,068 17,023 5,392 67,671 186,954 203,131 209,370: 9,547 3,309 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 2,595: -87 -407 378 1,670 2,629 1,961 2,599: 634 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 8.0 2.5 31.8 87.9 95.5 98.4: 4.5 1.6 Old : 100.0: 61.2 8.0 2.5 31.8 87.9 95.5 98.4: 4.5 1.6 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 : 152: 85 28 8 19 26 110 57: Old : 152: 85 28 8 19 26 110 57: 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 : 35.6 74.0 52.5 84.3 35.6 74.0 52.5 83.4 Old : 35.6 74.0 52.5 84.3 35.6 74.0 52.5 83.4 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 25, 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 : 241,069: 53,464 79,001 27,092 127,297 105,974 207,853 212,066: 33,217 29,003 Old : 241,069: 53,464 79,001 27,092 127,297 105,974 207,853 212,066: 33,217 29,003 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 2,576: 2,796 10,711 338 181 -5,360 3,316 5,689: -740 -3,113 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 32.8 11.2 52.8 44.0 86.2 88.0: 13.8 12.0 Old : 100.0: 22.2 32.8 11.2 52.8 44.0 86.2 88.0: 13.8 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 : 123: 41 29 31 32 45 86 92: Old : 123: 41 29 31 32 45 86 92: 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 : 40.3 34.7 49.2 47.1 38.7 33.9 44.1 43.4 Old : 40.3 34.7 49.2 47.1 38.7 33.9 44.1 43.4 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 25, 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 : 272,819: 24,758 149,342 23,460 201,966 60,210 250,184 233,013: 22,636 39,807 Old : 272,819: 24,758 149,342 23,460 201,966 60,210 250,184 233,013: 22,636 39,807 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -12,216: -9,044 -15,829 2,506 -8,176 2,515 -14,714 -10,808: 2,498 -1,408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 54.7 8.6 74.0 22.1 91.7 85.4: 8.3 14.6 Old : 100.0: 9.1 54.7 8.6 74.0 22.1 91.7 85.4: 8.3 14.6 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 : 119: 29 43 23 34 33 75 87: Old : 119: 29 43 23 34 33 75 87: 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 : 48.8 40.8 60.9 49.5 46.1 40.5 56.8 49.3 Old : 48.8 40.8 60.9 49.5 46.1 40.5 56.8 49.3 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 25, 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 : 543,872: 193,163 99,913 67,341 197,162 311,899 457,666 479,152: 86,206 64,720 Old : 543,872: 193,163 99,913 67,341 197,162 311,899 457,666 479,152: 86,206 64,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 14,423: -3,123 -2,575 7,573 10,348 7,099 14,798 12,098: -375 2,326 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 18.4 12.4 36.3 57.3 84.1 88.1: 15.9 11.9 Old : 100.0: 35.5 18.4 12.4 36.3 57.3 84.1 88.1: 15.9 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 : 271: 104 68 67 68 74 203 179: Old : 271: 104 68 67 68 74 203 179: 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 : 17.6 30.4 26.8 42.6 16.7 27.9 24.6 37.8 Old : 17.6 30.4 26.8 42.6 16.7 27.9 24.6 37.8 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 25, 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 : 25,093: 13,898 9,568 184 9,218 14,770 23,300 24,522: 1,793 571 Old : 25,093: 13,898 9,568 184 9,218 14,770 23,300 24,522: 1,793 571 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 4,751: 2,222 2,828 0 2,500 1,837 4,722 4,665: 29 86 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 38.1 0.7 36.7 58.9 92.9 97.7: 7.1 2.3 Old : 100.0: 55.4 38.1 0.7 36.7 58.9 92.9 97.7: 7.1 2.3 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 : 32: 10 12 1 6 7 17 19: Old : 32: 10 12 1 6 7 17 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 : 71.6 64.5 87.0 85.6 69.6 64.5 77.0 75.7 Old : 71.6 64.5 87.0 85.6 69.6 64.5 77.0 75.7 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 25, 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 : 54,603: 41,221 6,416 18 6,720 43,900 47,959 50,334: 6,644 4,269 Old : 54,603: 41,221 6,416 18 6,720 43,900 47,959 50,334: 6,644 4,269 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -2,893: -3,036 -1,860 -302 42 -898 -3,296 -3,060: 403 167 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 11.8 0.0 12.3 80.4 87.8 92.2: 12.2 7.8 Old : 100.0: 75.5 11.8 0.0 12.3 80.4 87.8 92.2: 12.2 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 : 85: 51 15 1 10 13 61 29: Old : 85: 51 15 1 10 13 61 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 : 35.0 59.5 51.9 76.4 35.0 59.4 51.9 76.3 Old : 35.0 59.5 51.9 76.4 35.0 59.4 51.9 76.3 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, July 25, 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 : 20,271: 11,263 2,615 752 7,325 16,008 19,340 19,375: 931 896 Old : 20,271: 11,263 2,615 752 7,325 16,008 19,340 19,375: 931 896 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 632: 1,092 776 174 -584 -270 682 680: -50 -48 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.6 12.9 3.7 36.1 79.0 95.4 95.6: 4.6 4.4 Old : 100.0: 55.6 12.9 3.7 36.1 79.0 95.4 95.6: 4.6 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 : 29: 12 8 2 8 4 20 14: Old : 29: 12 8 2 8 4 20 14: 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 : 63.6 80.6 80.0 90.2 54.2 65.0 65.3 72.8 Old : 63.6 80.6 80.0 90.2 54.2 65.0 65.3 72.8 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 25, 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 :21,035,057: 931,532 2,138,249 8,695,931 10,756,499 8,983,544 20,383,962 19,817,724: 651,095 1,217,334 Old :21,035,057: 931,532 2,138,249 8,695,931 10,756,499 8,983,544 20,383,962 19,817,724: 651,095 1,217,334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 338,195: 62,025 -5,930 239,675 99,067 186,389 400,768 420,135: -62,573 -81,940 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 10.2 41.3 51.1 42.7 96.9 94.2: 3.1 5.8 Old : 100.0: 4.4 10.2 41.3 51.1 42.7 96.9 94.2: 3.1 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 : 342: 51 135 147 124 144 279 331: Old : 342: 51 135 147 124 144 279 331: 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 : 28.2 18.4 42.0 30.9 20.2 8.0 23.0 11.0 Old : 28.2 18.4 42.0 30.9 20.2 8.0 23.0 11.0 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 25, 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 : 804,336: 108,755 89,458 110,721 486,905 502,081 706,381 702,260: 97,955 102,076 Old : 804,336: 108,755 89,458 110,721 486,905 502,081 706,381 702,260: 97,955 102,076 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 15,695: 3,305 -447 -1,769 8,789 15,403 10,325 13,187: 5,370 2,508 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 11.1 13.8 60.5 62.4 87.8 87.3: 12.2 12.7 Old : 100.0: 13.5 11.1 13.8 60.5 62.4 87.8 87.3: 12.2 12.7 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 : 678: 169 175 190 241 258 507 526: Old : 678: 169 175 190 241 258 507 526: 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 : 13.6 12.6 23.0 20.3 11.5 12.3 18.7 17.6 Old : 13.6 12.6 23.0 20.3 11.5 12.3 18.7 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 25, 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 : 104,963: 5,169 7,771 21,817 39,425 54,924 66,411 84,512: 38,552 20,452 Old : 104,963: 5,169 7,771 21,817 39,425 54,924 66,411 84,512: 38,552 20,452 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 3,805: 1,432 1,090 -345 -1,060 2,424 27 3,169: 3,779 636 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 7.4 20.8 37.6 52.3 63.3 80.5: 36.7 19.5 Old : 100.0: 4.9 7.4 20.8 37.6 52.3 63.3 80.5: 36.7 19.5 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 : 68: 14 17 27 28 30 58 58: Old : 68: 14 17 27 28 30 58 58: 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 : 18.8 27.6 30.3 42.7 10.2 20.9 16.4 31.4 Old : 18.8 27.6 30.3 42.7 10.2 20.9 16.4 31.4 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 25, 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 : 3,496,863: 534,808 425,312 427,644 2,237,398 2,235,784 3,199,850 3,088,740: 297,013 408,123 Old : 3,496,863: 534,808 425,312 427,644 2,237,398 2,235,784 3,199,850 3,088,740: 297,013 408,123 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 59,447: 18,808 1,761 -16,563 49,247 64,892 51,493 50,089: 7,955 9,358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 12.2 12.2 64.0 63.9 91.5 88.3: 8.5 11.7 Old : 100.0: 15.3 12.2 12.2 64.0 63.9 91.5 88.3: 8.5 11.7 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 : 660: 164 168 180 235 252 489 510: Old : 660: 164 168 180 235 252 489 510: 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 13.4 25.4 20.4 13.1 13.1 21.2 18.8 Old : 15.5 13.4 25.4 20.4 13.1 13.1 21.2 18.8 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 25, 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 : 25,264: 8,439 0 0 13,658 24,479 22,097 24,479: 3,167 785 Old : 25,264: 8,439 0 0 13,658 24,479 22,097 24,479: 3,167 785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 1,858: 1,820 0 0 29 1,827 1,849 1,827: 9 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 0.0 0.0 54.1 96.9 87.5 96.9: 12.5 3.1 Old : 100.0: 33.4 0.0 0.0 54.1 96.9 87.5 96.9: 12.5 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 : 21: 8 0 0 7 7 15 7: Old : 21: 8 0 0 7 7 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 : 58.9 77.0 77.3 96.9 58.9 77.0 77.3 95.2 Old : 58.9 77.0 77.3 96.9 58.9 77.0 77.3 95.2 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 25, 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 : 15,264: 8,444 785 0 4,752 13,763 13,196 14,548: 2,068 716 Old : 15,264: 8,444 785 0 4,752 13,763 13,196 14,548: 2,068 716 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 97: -37 122 0 151 -147 114 -25: -17 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 5.1 0.0 31.1 90.2 86.5 95.3: 13.5 4.7 Old : 100.0: 55.3 5.1 0.0 31.1 90.2 86.5 95.3: 13.5 4.7 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 : 21: 6 2 0 6 9 12 11: Old : 21: 6 2 0 6 9 12 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 : 64.2 72.8 79.9 91.0 63.8 72.8 76.1 88.1 Old : 64.2 72.8 79.9 91.0 63.8 72.8 76.1 88.1 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 25, 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 : 93,037: 23,355 2,639 777 57,104 85,221 81,236 88,637: 11,801 4,400 Old : 93,037: 23,355 2,639 777 57,104 85,221 81,236 88,637: 11,801 4,400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 1,160: -508 -304 -188 2,256 944 1,560 452: -400 708 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 2.8 0.8 61.4 91.6 87.3 95.3: 12.7 4.7 Old : 100.0: 25.1 2.8 0.8 61.4 91.6 87.3 95.3: 12.7 4.7 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 : 84: 13 6 4 42 42 55 52: Old : 84: 13 6 4 42 42 55 52: 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 42.8 54.1 63.7 38.4 42.7 53.5 63.3 Old : 38.7 42.8 54.1 63.7 38.4 42.7 53.5 63.3 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 25, 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 : 60,271: 22,880 12,029 1,803 28,776 38,093 53,459 51,925: 6,812 8,346 Old : 60,271: 22,880 12,029 1,803 28,776 38,093 53,459 51,925: 6,812 8,346 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 770: 2,204 -673 -342 -1,142 1,759 719 744: 51 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 20.0 3.0 47.7 63.2 88.7 86.2: 11.3 13.8 Old : 100.0: 38.0 20.0 3.0 47.7 63.2 88.7 86.2: 11.3 13.8 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 : 273: 70 77 31 72 87 159 178: Old : 273: 70 77 31 72 87 159 178: 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 : 27.6 24.4 40.5 33.9 27.5 24.0 40.4 33.6 Old : 27.6 24.4 40.5 33.9 27.5 24.0 40.4 33.6 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 25, 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 : 301,355: 114,401 60,145 9,013 143,880 190,464 267,294 259,623: 34,061 41,732 Old : 301,355: 114,401 60,145 9,013 143,880 190,464 267,294 259,623: 34,061 41,732 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 3,852: 11,018 -3,367 -1,711 -5,710 8,796 3,597 3,718: 255 134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 20.0 3.0 47.7 63.2 88.7 86.2: 11.3 13.8 Old : 100.0: 38.0 20.0 3.0 47.7 63.2 88.7 86.2: 11.3 13.8 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 : 273: 70 77 31 72 87 159 178: Old : 273: 70 77 31 72 87 159 178: 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 : 27.6 24.4 40.5 33.9 27.5 24.0 40.4 33.6 Old : 27.6 24.4 40.5 33.9 27.5 24.0 40.4 33.6 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 25, 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 : 162,338: 78,550 22,893 16,530 27,368 97,030 122,448 136,453: 39,890 25,885 Old : 162,338: 78,550 22,893 16,530 27,368 97,030 122,448 136,453: 39,890 25,885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 18,246: 11,667 5,046 2,357 1,732 12,403 15,756 19,805: 2,490 -1,560 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 14.1 10.2 16.9 59.8 75.4 84.1: 24.6 15.9 Old : 100.0: 48.4 14.1 10.2 16.9 59.8 75.4 84.1: 24.6 15.9 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 : 103: 43 23 17 27 30 76 64: Old : 103: 43 23 17 27 30 76 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 : 16.9 39.1 28.4 51.5 16.9 35.2 27.6 45.6 Old : 16.9 39.1 28.4 51.5 16.9 35.2 27.6 45.6 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 25, 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 : 35,901: 12,222 6,138 2 14,646 27,168 26,870 33,308: 9,031 2,593 Old : 35,901: 12,222 6,138 2 14,646 27,168 26,870 33,308: 9,031 2,593 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -364: -1,763 446 0 394 -21 -1,369 425: 1,005 -789 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 17.1 0.0 40.8 75.7 74.8 92.8: 25.2 7.2 Old : 100.0: 34.0 17.1 0.0 40.8 75.7 74.8 92.8: 25.2 7.2 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 : 44: 16 6 1 15 11 31 18: Old : 44: 16 6 1 15 11 31 18: 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 : 31.5 79.3 44.3 86.3 31.5 79.3 44.3 86.1 Old : 31.5 79.3 44.3 86.3 31.5 79.3 44.3 86.1 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 25, 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 : 56,725: 17,174 4,471 1,574 26,352 12,999 45,100 19,044: 11,625 37,681 Old : 56,725: 17,174 4,471 1,574 26,352 12,999 45,100 19,044: 11,625 37,681 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -2,030: 2,080 -816 -995 -5,152 -854 -4,067 -2,665: 2,037 635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 7.9 2.8 46.5 22.9 79.5 33.6: 20.5 66.4 Old : 100.0: 30.3 7.9 2.8 46.5 22.9 79.5 33.6: 20.5 66.4 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 : 79: 28 12 3 29 21 57 36: Old : 79: 28 12 3 29 21 57 36: 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 : 21.5 9.5 32.3 16.1 21.2 8.3 31.0 13.6 Old : 21.5 9.5 32.3 16.1 21.2 8.3 31.0 13.6 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 25, 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 : 15,343: 8,590 6,755 1 6,288 8,175 14,879 14,931: 464 412 Old : 15,343: 8,590 6,755 1 6,288 8,175 14,879 14,931: 464 412 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : -344: 340 734 -636 -2 -551 -298 -453: -46 109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 44.0 0.0 41.0 53.3 97.0 97.3: 3.0 2.7 Old : 100.0: 56.0 44.0 0.0 41.0 53.3 97.0 97.3: 3.0 2.7 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: 7 4 1 8 2 16 6: Old : 20: 7 4 1 8 2 16 6: 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 : 81.8 92.7 90.2 97.3 81.8 92.7 89.9 95.5 Old : 81.8 92.7 90.2 97.3 81.8 92.7 89.9 95.5 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 25, 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 : 92,394: 6,158 15,568 24,520 61,694 52,306 92,372 92,394: 22 0 Old : 92,394: 6,158 15,568 24,520 61,694 52,306 92,372 92,394: 22 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 18, 2017 : : 5,169: 0 -1,379 2,629 2,540 3,919 5,169 5,169: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 16.8 26.5 66.8 56.6 100.0 100.0: 0.0 0.0 Old : 100.0: 6.7 16.8 26.5 66.8 56.6 100.0 100.0: 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 : 85.6 82.3 96.4 94.0 35.1 29.9 37.3 35.5 Old : 85.6 82.3 96.4 94.0 35.1 29.9 37.3 35.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2017