MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 27,188: 1,200 5,504 2,880 22,736 18,432 26,816 26,816: 372 372 Old : 27,188: 1,200 5,504 2,880 22,736 18,432 26,816 26,816: 372 372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 420: 400 332 120 140 208 660 660: -240 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 20.2 10.6 83.6 67.8 98.6 98.6: 1.4 1.4 Old : 100.0: 4.4 20.2 10.6 83.6 67.8 98.6 98.6: 1.4 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 : 24: 3 10 6 8 7 16 19: Old : 24: 3 10 6 8 7 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.1 62.5 92.1 86.6 49.4 36.6 53.6 48.7 Old : 82.1 62.5 92.1 86.6 49.4 36.6 53.6 48.7 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, August 29, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 20,000 POUNDS) : : : : All : 8,438: 608 1,272 1,268 5,360 5,587 7,235 8,126: 1,203 312 Old : 8,438: 608 1,272 1,268 5,360 5,587 7,235 8,126: 1,203 312 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 380: -70 7 93 289 275 313 376: 67 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 15.1 15.0 63.5 66.2 85.7 96.3: 14.3 3.7 Old : 100.0: 7.2 15.1 15.0 63.5 66.2 85.7 96.3: 14.3 3.7 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 : 44: 8 8 12 26 22 40 36: Old : 44: 8 8 12 26 22 40 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 : 39.4 41.3 53.7 56.9 39.4 37.8 44.0 47.6 Old : 39.4 41.3 53.7 56.9 39.4 37.8 44.0 47.6 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, August 29, 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 : 48,605: 14,357 4,789 13,672 15,808 20,032 43,838 38,494: 4,767 10,111 Old : 48,605: 14,357 4,789 13,672 15,808 20,032 43,838 38,494: 4,767 10,111 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 2,534: 779 -1,145 1,809 199 950 2,787 1,614: -254 920 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 9.9 28.1 32.5 41.2 90.2 79.2: 9.8 20.8 Old : 100.0: 29.5 9.9 28.1 32.5 41.2 90.2 79.2: 9.8 20.8 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 : 90: 26 19 32 37 39 76 77: Old : 90: 26 19 32 37 39 76 77: 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 : 27.9 23.9 44.1 38.5 26.9 20.2 39.8 27.6 Old : 27.9 23.9 44.1 38.5 26.9 20.2 39.8 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, August 29, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 44,000 LBS.) : : : : All : 10,235: 899 507 2,089 6,183 7,227 9,170 9,822: 1,064 413 Old : 10,235: 899 507 2,089 6,183 7,227 9,170 9,822: 1,064 413 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 529: 152 32 189 179 318 520 539: 8 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 4.9 20.4 60.4 70.6 89.6 96.0: 10.4 4.0 Old : 100.0: 8.8 4.9 20.4 60.4 70.6 89.6 96.0: 10.4 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 : 44: 8 7 10 27 19 40 31: Old : 44: 8 7 10 27 19 40 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 : 29.9 38.4 50.4 59.3 26.9 32.2 40.3 42.1 Old : 29.9 38.4 50.4 59.3 26.9 32.2 40.3 42.1 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, August 29, 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 : 312,947: 98,183 33,884 90,519 101,686 142,300 290,388 266,703: 22,560 46,244 Old : 137,624: 61,967 44,020 33,091 33,282 45,277 128,339 122,387: 9,285 15,237 Other: 175,323: 59,778 13,426 33,866 68,404 97,023 162,049 144,316: 13,274 31,007 : : : : : Changes in Commitments from: August 22, 2017 : : 3,937: -8,490 1,902 11,909 1,059 -10,064 4,479 3,748: -541 189 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 10.8 28.9 32.5 45.5 92.8 85.2: 7.2 14.8 Old : 100.0: 45.0 32.0 24.0 24.2 32.9 93.3 88.9: 6.7 11.1 Other: 100.0: 34.1 7.7 19.3 39.0 55.3 92.4 82.3: 7.6 17.7 : : : :# Traders : Number of Traders in Each Category : All : 330: 110 97 135 86 87 274 257: Old : 304: 99 103 74 63 79 199 220: Other: 261: 98 57 83 75 78 215 183: :---------------------------------------------------------------------------------------------------- : 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 : 14.8 16.0 23.3 21.6 14.7 15.9 22.7 21.1 Old : 12.4 18.0 22.4 25.7 12.4 17.2 22.1 23.9 Other: 22.2 15.9 32.1 23.1 22.2 15.8 31.3 22.7 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 377,170: 133,262 30,149 77,447 138,391 214,195 349,100 321,791: 28,070 55,379 Old : 377,170: 133,262 30,149 77,447 138,391 214,195 349,100 321,791: 28,070 55,379 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 6,043: 1,216 7,655 2,870 1,798 -6,144 5,883 4,381: 160 1,662 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 8.0 20.5 36.7 56.8 92.6 85.3: 7.4 14.7 Old : 100.0: 35.3 8.0 20.5 36.7 56.8 92.6 85.3: 7.4 14.7 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 : 411: 134 74 149 135 162 341 332: Old : 411: 134 74 149 135 162 341 332: 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 17.5 25.4 24.7 14.7 16.5 25.1 23.2 Old : 14.7 17.5 25.4 24.7 14.7 16.5 25.1 23.2 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, August 29, 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 : 4,542: 1,802 1,091 561 868 2,117 3,231 3,768: 1,310 773 Old : 4,542: 1,802 1,091 561 868 2,117 3,231 3,768: 1,310 773 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 62: 34 -36 117 -34 87 117 169: -56 -107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 24.0 12.3 19.1 46.6 71.1 83.0: 28.9 17.0 Old : 100.0: 39.7 24.0 12.3 19.1 46.6 71.1 83.0: 28.9 17.0 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 : 53: 18 8 14 16 23 41 39: Old : 53: 18 8 14 16 23 41 39: 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 : 26.6 37.9 38.5 52.3 26.6 37.1 38.5 50.3 Old : 26.6 37.9 38.5 52.3 26.6 37.1 38.5 50.3 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, August 29, 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 : 70,030: 23,171 6,710 24,183 14,175 17,066 61,529 47,959: 8,501 22,072 Old : 70,030: 23,171 6,710 24,183 14,175 17,066 61,529 47,959: 8,501 22,072 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : -1,023: 709 -451 -661 -683 5 -635 -1,108: -388 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 9.6 34.5 20.2 24.4 87.9 68.5: 12.1 31.5 Old : 100.0: 33.1 9.6 34.5 20.2 24.4 87.9 68.5: 12.1 31.5 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 : 215: 68 46 73 60 81 167 168: Old : 215: 68 46 73 60 81 167 168: 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 11.0 29.5 19.2 17.5 7.7 26.0 12.0 Old : 18.6 11.0 29.5 19.2 17.5 7.7 26.0 12.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 4,293: 335 3,085 213 2,630 730 3,178 4,028: 1,115 265 Old : 4,293: 335 3,085 213 2,630 730 3,178 4,028: 1,115 265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 35: 15 80 0 -3 -15 12 65: 23 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 71.9 5.0 61.3 17.0 74.0 93.8: 26.0 6.2 Old : 100.0: 7.8 71.9 5.0 61.3 17.0 74.0 93.8: 26.0 6.2 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 : 21: 5 5 5 11 8 17 17: Old : 21: 5 5 5 11 8 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 : 49.1 71.4 64.9 83.6 44.8 71.4 58.1 79.3 Old : 49.1 71.4 64.9 83.6 44.8 71.4 58.1 79.3 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, August 29, 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 : 28,736: 723 12,540 4,589 22,538 10,444 27,850 27,573: 886 1,164 Old : 28,736: 723 12,540 4,589 22,538 10,444 27,850 27,573: 886 1,164 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 2,025: -120 694 448 1,688 683 2,016 1,824: 9 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 43.6 16.0 78.4 36.3 96.9 96.0: 3.1 4.0 Old : 100.0: 2.5 43.6 16.0 78.4 36.3 96.9 96.0: 3.1 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 : 61: 9 19 14 27 24 47 46: Old : 61: 9 19 14 27 24 47 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 42.0 65.2 61.5 44.4 41.6 61.5 57.8 Old : 45.7 42.0 65.2 61.5 44.4 41.6 61.5 57.8 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, August 29, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF RUB 2,500,000) : : : : All : 33,170: 3,861 3,904 113 27,612 27,738 31,586 31,755: 1,584 1,415 Old : 33,170: 3,861 3,904 113 27,612 27,738 31,586 31,755: 1,584 1,415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : -1,673: 650 -2,826 -9 -2,361 903 -1,720 -1,932: 47 259 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 11.8 0.3 83.2 83.6 95.2 95.7: 4.8 4.3 Old : 100.0: 11.6 11.8 0.3 83.2 83.6 95.2 95.7: 4.8 4.3 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 : 33: 12 7 1 9 7 22 14: Old : 33: 12 7 1 9 7 22 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 : 78.2 74.1 86.7 92.8 78.2 74.0 86.7 92.3 Old : 78.2 74.1 86.7 92.8 78.2 74.0 86.7 92.3 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, August 29, 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 : 225,909: 85,231 30,557 20,270 77,665 146,694 183,166 197,520: 42,743 28,389 Old : 225,909: 85,231 30,557 20,270 77,665 146,694 183,166 197,520: 42,743 28,389 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 5,985: 5,286 3,235 1,797 -1,005 859 6,078 5,891: -94 94 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 13.5 9.0 34.4 64.9 81.1 87.4: 18.9 12.6 Old : 100.0: 37.7 13.5 9.0 34.4 64.9 81.1 87.4: 18.9 12.6 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 : 102: 46 18 25 29 27 85 61: Old : 102: 46 18 25 29 27 85 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 : 24.5 49.3 38.2 62.5 23.2 48.3 35.1 60.0 Old : 24.5 49.3 38.2 62.5 23.2 48.3 35.1 60.0 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, August 29, 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 : 43,454: 13,209 14,666 2,377 14,586 11,158 30,172 28,201: 13,282 15,253 Old : 43,454: 13,209 14,666 2,377 14,586 11,158 30,172 28,201: 13,282 15,253 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 1,569: 1,041 507 80 -932 342 188 928: 1,381 641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 33.7 5.5 33.6 25.7 69.4 64.9: 30.6 35.1 Old : 100.0: 30.4 33.7 5.5 33.6 25.7 69.4 64.9: 30.6 35.1 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 : 38: 15 11 7 5 9 25 22: Old : 38: 15 11 7 5 9 25 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.2 30.7 50.9 45.3 37.8 30.7 49.1 45.3 Old : 39.2 30.7 50.9 45.3 37.8 30.7 49.1 45.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 246,740: 135,549 38,450 7,152 95,441 197,517 238,141 243,119: 8,599 3,622 Old : 246,740: 135,549 38,450 7,152 95,441 197,517 238,141 243,119: 8,599 3,622 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 2,635: -2,307 -1,696 3,753 1,642 -193 3,088 1,863: -452 772 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 15.6 2.9 38.7 80.1 96.5 98.5: 3.5 1.5 Old : 100.0: 54.9 15.6 2.9 38.7 80.1 96.5 98.5: 3.5 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 161: 79 40 9 21 26 109 68: Old : 161: 79 40 9 21 26 109 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 : 41.2 64.5 56.6 76.7 41.2 64.4 56.6 76.2 Old : 41.2 64.5 56.6 76.7 41.2 64.4 56.6 76.2 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, August 29, 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 : 265,701: 58,189 109,015 35,463 143,344 89,514 236,997 233,993: 28,705 31,709 Old : 265,701: 58,189 109,015 35,463 143,344 89,514 236,997 233,993: 28,705 31,709 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 8,010: 625 7,487 -623 11,023 251 11,025 7,115: -3,015 895 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 41.0 13.3 53.9 33.7 89.2 88.1: 10.8 11.9 Old : 100.0: 21.9 41.0 13.3 53.9 33.7 89.2 88.1: 10.8 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 : 123: 37 35 31 29 42 78 96: Old : 123: 37 35 31 29 42 78 96: 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 : 40.5 32.9 51.0 44.3 37.4 32.2 46.4 41.8 Old : 40.5 32.9 51.0 44.3 37.4 32.2 46.4 41.8 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, August 29, 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 : 249,457: 40,709 113,007 30,026 153,669 74,624 224,404 217,657: 25,053 31,800 Old : 249,457: 40,709 113,007 30,026 153,669 74,624 224,404 217,657: 25,053 31,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : -6,053: -128 -6,483 -2,084 -4,972 3,681 -7,184 -4,885: 1,130 -1,169 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 45.3 12.0 61.6 29.9 90.0 87.3: 10.0 12.7 Old : 100.0: 16.3 45.3 12.0 61.6 29.9 90.0 87.3: 10.0 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 : 116: 35 34 26 33 34 82 80: Old : 116: 35 34 26 33 34 82 80: 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 : 40.2 39.4 52.0 49.9 38.1 38.7 47.1 49.1 Old : 40.2 39.4 52.0 49.9 38.1 38.7 47.1 49.1 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, August 29, 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 : 582,900: 190,948 100,169 83,046 218,632 332,174 492,626 515,389: 90,273 67,510 Old : 582,900: 190,948 100,169 83,046 218,632 332,174 492,626 515,389: 90,273 67,510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 26,937: -4,686 -3,617 11,877 13,340 11,354 20,532 19,614: 6,405 7,323 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.8 17.2 14.2 37.5 57.0 84.5 88.4: 15.5 11.6 Old : 100.0: 32.8 17.2 14.2 37.5 57.0 84.5 88.4: 15.5 11.6 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 : 267: 101 71 72 67 71 204 179: Old : 267: 101 71 72 67 71 204 179: 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 : 18.6 32.1 30.5 44.4 18.3 29.9 27.3 40.5 Old : 18.6 32.1 30.5 44.4 18.3 29.9 27.3 40.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF EUR 125,000) : : : : All : 34,904: 12,715 3,022 1,549 7,167 26,073 21,431 30,644: 13,473 4,260 Old : 34,904: 12,715 3,022 1,549 7,167 26,073 21,431 30,644: 13,473 4,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 171: -727 -311 209 4 159 -514 57: 685 114 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 8.7 4.4 20.5 74.7 61.4 87.8: 38.6 12.2 Old : 100.0: 36.4 8.7 4.4 20.5 74.7 61.4 87.8: 38.6 12.2 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 : 21: 8 4 4 8 4 18 10: Old : 21: 8 4 4 8 4 18 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 : 32.4 83.3 46.2 87.5 32.1 80.7 44.6 82.4 Old : 32.4 83.3 46.2 87.5 32.1 80.7 44.6 82.4 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, August 29, 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 : 34,051: 17,134 7,819 38 15,009 25,323 32,181 33,180: 1,870 871 Old : 34,051: 17,134 7,819 38 15,009 25,323 32,181 33,180: 1,870 871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 9,305: 27 898 13 9,216 7,980 9,256 8,891: 49 414 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 23.0 0.1 44.1 74.4 94.5 97.4: 5.5 2.6 Old : 100.0: 50.3 23.0 0.1 44.1 74.4 94.5 97.4: 5.5 2.6 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 : 39: 16 12 1 5 8 22 20: Old : 39: 16 12 1 5 8 22 20: 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 : 73.5 73.8 86.6 87.6 54.6 49.4 61.5 61.2 Old : 73.5 73.8 86.6 87.6 54.6 49.4 61.5 61.2 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, August 29, 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 : 43,732: 29,002 10,198 747 8,363 29,667 38,112 40,612: 5,620 3,120 Old : 43,732: 29,002 10,198 747 8,363 29,667 38,112 40,612: 5,620 3,120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : -358: -588 2,490 -318 1,210 -2,106 304 66: -662 -424 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 23.3 1.7 19.1 67.8 87.1 92.9: 12.9 7.1 Old : 100.0: 66.3 23.3 1.7 19.1 67.8 87.1 92.9: 12.9 7.1 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 : 83: 48 17 8 11 12 61 35: Old : 83: 48 17 8 11 12 61 35: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.6 56.9 45.4 75.2 27.6 56.9 41.6 71.1 Old : 28.6 56.9 45.4 75.2 27.6 56.9 41.6 71.1 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, August 29, 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 : 25,925: 16,727 5,103 27 8,177 19,971 24,931 25,101: 994 824 Old : 25,925: 16,727 5,103 27 8,177 19,971 24,931 25,101: 994 824 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 2,591: 1,673 1,252 -1,337 2,250 2,644 2,586 2,559: 5 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.5 19.7 0.1 31.5 77.0 96.2 96.8: 3.8 3.2 Old : 100.0: 64.5 19.7 0.1 31.5 77.0 96.2 96.8: 3.8 3.2 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 : 30: 15 7 1 5 6 20 14: Old : 30: 15 7 1 5 6 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 : 66.0 81.3 83.7 92.7 55.6 60.5 67.6 71.5 Old : 66.0 81.3 83.7 92.7 55.6 60.5 67.6 71.5 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, August 29, 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 :22,004,321: 1,080,319 2,261,587 9,119,189 11,091,710 9,477,279 21,291,218 20,858,055: 713,103 1,146,266 Old :22,004,321: 1,080,319 2,261,587 9,119,189 11,091,710 9,477,279 21,291,218 20,858,055: 713,103 1,146,266 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 477,346: 35,026 7,784 248,394 194,692 239,613 478,112 495,791: -766 -18,446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 10.3 41.4 50.4 43.1 96.8 94.8: 3.2 5.2 Old : 100.0: 4.9 10.3 41.4 50.4 43.1 96.8 94.8: 3.2 5.2 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 : 369: 52 143 151 140 160 304 353: Old : 369: 52 143 151 140 160 304 353: 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 : 28.9 19.2 41.9 31.3 19.8 8.6 22.7 12.1 Old : 28.9 19.2 41.9 31.3 19.8 8.6 22.7 12.1 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, August 29, 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 : 888,916: 123,521 86,807 129,275 542,658 567,438 795,455 783,520: 93,461 105,395 Old : 888,916: 123,521 86,807 129,275 542,658 567,438 795,455 783,520: 93,461 105,395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 18,189: 6,448 -5,285 -1,574 13,678 21,449 18,551 14,590: -362 3,599 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 9.8 14.5 61.0 63.8 89.5 88.1: 10.5 11.9 Old : 100.0: 13.9 9.8 14.5 61.0 63.8 89.5 88.1: 10.5 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 : 719: 178 183 201 260 278 544 556: Old : 719: 178 183 201 260 278 544 556: 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 : 14.5 12.9 23.4 21.4 11.6 11.5 18.0 16.7 Old : 14.5 12.9 23.4 21.4 11.6 11.5 18.0 16.7 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, August 29, 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 : 109,572: 3,993 7,902 15,335 52,223 63,539 71,551 86,775: 38,021 22,796 Old : 109,572: 3,993 7,902 15,335 52,223 63,539 71,551 86,775: 38,021 22,796 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 2,346: -705 -602 -2,209 3,422 4,691 508 1,881: 1,838 465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 7.2 14.0 47.7 58.0 65.3 79.2: 34.7 20.8 Old : 100.0: 3.6 7.2 14.0 47.7 58.0 65.3 79.2: 34.7 20.8 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 : 73: 12 16 22 30 34 57 57: Old : 73: 12 16 22 30 34 57 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 : 19.4 23.3 29.4 38.8 12.0 20.0 19.7 29.4 Old : 19.4 23.3 29.4 38.8 12.0 20.0 19.7 29.4 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, August 29, 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 : 3,896,720: 616,849 413,733 550,495 2,452,176 2,519,498 3,619,520 3,483,725: 277,200 412,994 Old : 3,896,720: 616,849 413,733 550,495 2,452,176 2,519,498 3,619,520 3,483,725: 277,200 412,994 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 79,217: 29,640 -29,539 9,298 51,281 83,786 90,219 63,545: -11,002 15,672 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 10.6 14.1 62.9 64.7 92.9 89.4: 7.1 10.6 Old : 100.0: 15.8 10.6 14.1 62.9 64.7 92.9 89.4: 7.1 10.6 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 : 700: 174 177 193 252 269 526 539: Old : 700: 174 177 193 252 269 526 539: 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 : 16.2 13.6 25.1 21.4 13.2 12.2 19.9 18.0 Old : 16.2 13.6 25.1 21.4 13.2 12.2 19.9 18.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 29,551: 11,239 0 0 14,612 28,696 25,851 28,696: 3,700 855 Old : 29,551: 11,239 0 0 14,612 28,696 25,851 28,696: 3,700 855 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 155: -202 0 0 -7 195 -209 195: 364 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 0.0 0.0 49.4 97.1 87.5 97.1: 12.5 2.9 Old : 100.0: 38.0 0.0 0.0 49.4 97.1 87.5 97.1: 12.5 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 : 20: 7 0 0 7 7 14 7: Old : 20: 7 0 0 7 7 14 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 : 60.1 78.0 76.1 97.1 60.1 78.0 76.1 95.5 Old : 60.1 78.0 76.1 97.1 60.1 78.0 76.1 95.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 Utilities Inde : : : : All : 23,015: 239 2,299 0 20,410 19,624 20,649 21,923: 2,366 1,092 Old : 23,015: 239 2,299 0 20,410 19,624 20,649 21,923: 2,366 1,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : -17: -4 0 0 -478 -59 -482 -59: 465 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 10.0 0.0 88.7 85.3 89.7 95.3: 10.3 4.7 Old : 100.0: 1.0 10.0 0.0 88.7 85.3 89.7 95.3: 10.3 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 : 20: 1 2 0 12 6 13 8: Old : 20: 1 2 0 12 6 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 : 51.3 87.9 79.3 95.3 51.3 87.9 79.3 94.0 Old : 51.3 87.9 79.3 95.3 51.3 87.9 79.3 94.0 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, August 29, 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 : 87,361: 22,844 2,028 1,158 51,413 79,798 75,415 82,984: 11,946 4,377 Old : 87,361: 22,844 2,028 1,158 51,413 79,798 75,415 82,984: 11,946 4,377 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : -1,362: -228 184 121 -1,705 -1,660 -1,812 -1,355: 450 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 2.3 1.3 58.9 91.3 86.3 95.0: 13.7 5.0 Old : 100.0: 26.1 2.3 1.3 58.9 91.3 86.3 95.0: 13.7 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 : 78: 14 5 5 37 38 52 47: Old : 78: 14 5 5 37 38 52 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 45.0 55.5 66.3 39.3 44.9 53.4 66.2 Old : 39.6 45.0 55.5 66.3 39.3 44.9 53.4 66.2 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, August 29, 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 : 60,732: 21,426 12,918 2,074 30,246 36,936 53,746 51,928: 6,986 8,804 Old : 60,732: 21,426 12,918 2,074 30,246 36,936 53,746 51,928: 6,986 8,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : -602: 583 42 -575 -421 -252 -413 -785: -189 183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 21.3 3.4 49.8 60.8 88.5 85.5: 11.5 14.5 Old : 100.0: 35.3 21.3 3.4 49.8 60.8 88.5 85.5: 11.5 14.5 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 : 295: 72 86 32 73 97 162 198: Old : 295: 72 86 32 73 97 162 198: 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 : 25.9 18.7 39.9 28.5 24.3 17.9 38.4 27.6 Old : 25.9 18.7 39.9 28.5 24.3 17.9 38.4 27.6 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, August 29, 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 : 303,662: 107,131 64,592 10,369 151,231 184,678 268,731 259,640: 34,931 44,022 Old : 303,662: 107,131 64,592 10,369 151,231 184,678 268,731 259,640: 34,931 44,022 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : -3,011: 2,914 208 -2,874 -2,106 -1,258 -2,066 -3,924: -945 913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 21.3 3.4 49.8 60.8 88.5 85.5: 11.5 14.5 Old : 100.0: 35.3 21.3 3.4 49.8 60.8 88.5 85.5: 11.5 14.5 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 : 295: 72 86 32 73 97 162 198: Old : 295: 72 86 32 73 97 162 198: 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 : 25.9 18.7 39.9 28.5 24.3 17.9 38.4 27.6 Old : 25.9 18.7 39.9 28.5 24.3 17.9 38.4 27.6 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, August 29, 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 : 182,378: 99,146 32,975 15,180 30,712 111,397 145,038 159,552: 37,340 22,826 Old : 182,378: 99,146 32,975 15,180 30,712 111,397 145,038 159,552: 37,340 22,826 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 9,939: 9,173 3,723 -554 1,101 5,649 9,719 8,818: 220 1,122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 18.1 8.3 16.8 61.1 79.5 87.5: 20.5 12.5 Old : 100.0: 54.4 18.1 8.3 16.8 61.1 79.5 87.5: 20.5 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 : 101: 44 22 23 28 28 84 61: Old : 101: 44 22 23 28 28 84 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 : 20.4 47.2 31.7 61.0 20.4 43.8 31.7 56.3 Old : 20.4 47.2 31.7 61.0 20.4 43.8 31.7 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSEL 2000 INDEX X $50) : : : : All : 20,938: 2,146 3,002 768 15,099 14,687 18,014 18,457: 2,925 2,481 Old : 20,938: 2,146 3,002 768 15,099 14,687 18,014 18,457: 2,925 2,481 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 2,779: 275 -580 427 1,163 2,865 1,866 2,712: 914 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 14.3 3.7 72.1 70.1 86.0 88.2: 14.0 11.8 Old : 100.0: 10.2 14.3 3.7 72.1 70.1 86.0 88.2: 14.0 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 5 5 5 13 13 22 19: Old : 29: 5 5 5 13 13 22 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 : 43.4 48.8 60.0 69.3 41.9 47.5 55.5 59.6 Old : 43.4 48.8 60.0 69.3 41.9 47.5 55.5 59.6 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, August 29, 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 : 34,541: 12,394 5,681 112 13,974 26,008 26,480 31,801: 8,061 2,740 Old : 34,541: 12,394 5,681 112 13,974 26,008 26,480 31,801: 8,061 2,740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 117: -572 -258 9 -904 -85 -1,467 -334: 1,584 451 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 16.4 0.3 40.5 75.3 76.7 92.1: 23.3 7.9 Old : 100.0: 35.9 16.4 0.3 40.5 75.3 76.7 92.1: 23.3 7.9 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 : 44: 18 5 4 15 9 33 18: Old : 44: 18 5 4 15 9 33 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 : 31.3 81.7 43.1 88.7 31.3 81.7 43.1 88.4 Old : 31.3 81.7 43.1 88.7 31.3 81.7 43.1 88.4 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, August 29, 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 : 56,161: 19,190 6,004 2,441 22,909 26,757 44,540 35,202: 11,621 20,959 Old : 56,161: 19,190 6,004 2,441 22,909 26,757 44,540 35,202: 11,621 20,959 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : -1,283: -1,229 -715 248 -2,017 4,128 -2,998 3,661: 1,715 -4,944 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 10.7 4.3 40.8 47.6 79.3 62.7: 20.7 37.3 Old : 100.0: 34.2 10.7 4.3 40.8 47.6 79.3 62.7: 20.7 37.3 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 : 73: 25 13 7 22 22 49 40: Old : 73: 25 13 7 22 22 49 40: 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 : 17.2 33.0 30.8 41.7 15.1 32.1 27.8 39.5 Old : 17.2 33.0 30.8 41.7 15.1 32.1 27.8 39.5 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, August 29, 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 : 101,938: 6,288 13,493 28,332 67,296 60,113 101,916 101,938: 22 0 Old : 101,938: 6,288 13,493 28,332 67,296 60,113 101,916 101,938: 22 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 22, 2017 : : 2,850: 0 920 220 2,630 1,710 2,850 2,850: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 13.2 27.8 66.0 59.0 100.0 100.0: 0.0 0.0 Old : 100.0: 6.2 13.2 27.8 66.0 59.0 100.0 100.0: 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 : 23: 3 2 2 12 14 17 16: Old : 23: 3 2 2 12 14 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 : 85.4 81.6 96.8 94.4 36.7 28.3 37.6 34.8 Old : 85.4 81.6 96.8 94.4 36.7 28.3 37.6 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2017