MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 29,154 COMMITMENTS 1,600 5,816 2,580 23,894 19,658 28,074 28,054 1,080 1,100 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,240) -120 -120 120 720 720 720 720 520 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 19.9 8.8 82.0 67.4 96.3 96.2 3.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 10 4 9 7 16 19 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,219 COMMITMENTS 809 1,428 1,130 5,106 5,285 7,045 7,843 1,175 376 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 76) -31 -100 60 20 39 48 -2 27 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 17.4 13.8 62.1 64.3 85.7 95.4 14.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 8 11 19 21 32 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,722 COMMITMENTS 17,702 5,818 15,354 16,054 22,212 49,110 43,385 4,612 10,338 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,342) -186 264 743 852 553 1,409 1,560 -67 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 10.8 28.6 29.9 41.3 91.4 80.8 8.6 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 22 27 34 31 36 74 76 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,319 COMMITMENTS 509 908 1,977 6,956 6,674 9,442 9,559 877 760 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 739) -2 50 254 431 461 683 766 56 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 8.8 19.2 67.4 64.7 91.5 92.6 8.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 10 10 27 19 40 32 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,977 COMMITMENTS 96,083 23,663 86,007 103,581 156,449 285,671 266,119 26,306 45,859 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 14,556) 249 334 2,619 10,530 10,328 13,398 13,282 1,157 1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 7.6 27.6 33.2 50.1 91.6 85.3 8.4 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 133 60 123 81 94 271 236 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 458,089 COMMITMENTS 173,350 16,547 117,598 133,541 258,048 424,490 392,193 33,599 65,896 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -10,282) -5,718 -1,651 -4,236 -367 -3,668 -10,321 -9,555 39 -727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 3.6 25.7 29.2 56.3 92.7 85.6 7.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444) 155 69 143 137 178 367 338 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,642 COMMITMENTS 1,198 1,138 909 1,217 1,684 3,324 3,730 1,317 912 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 108) -57 201 46 111 -113 99 134 9 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 24.5 19.6 26.2 36.3 71.6 80.4 28.4 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 15 19 15 19 21 44 47 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 71,309 COMMITMENTS 27,532 7,402 20,478 14,544 19,523 62,554 47,403 8,755 23,906 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,086) 1,186 518 1,038 -21 735 2,203 2,291 -117 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 10.4 28.7 20.4 27.4 87.7 66.5 12.3 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 72 46 68 65 90 176 178 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,641 COMMITMENTS 558 4,207 243 3,702 742 4,502 5,192 1,139 449 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -42) 20 -60 1 -62 -25 -40 -84 -2 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 74.6 4.3 65.6 13.2 79.8 92.0 20.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 5 4 12 8 18 15 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,042 COMMITMENTS 877 17,075 6,597 26,793 9,836 34,267 33,508 775 1,534 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 472) -72 -73 187 340 310 455 424 17 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 48.7 18.8 76.5 28.1 97.8 95.6 2.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 9 22 18 27 23 49 50 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,131 COMMITMENTS 4,906 5,574 90 26,989 26,462 31,985 32,126 1,146 1,005 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,312) 778 2,878 -217 2,288 209 2,849 2,870 -537 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 16.8 0.3 81.5 79.9 96.5 97.0 3.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 11 11 1 8 7 19 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,401 COMMITMENTS 26,837 76,334 15,886 93,088 44,498 135,811 136,717 32,590 31,683 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -70,827) -1,424 -33,591 553 -72,770 -36,638 -73,641 -69,676 2,814 -1,151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 45.3 9.4 55.3 26.4 80.6 81.2 19.4 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 25 32 19 30 31 67 72 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,361 COMMITMENTS 11,404 15,706 1,296 10,544 7,775 23,244 24,777 15,117 13,584 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,533) -20 1,768 -283 921 219 618 1,704 1,914 828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 40.9 3.4 27.5 20.3 60.6 64.6 39.4 35.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 14 10 4 6 8 20 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 213,514 COMMITMENTS 126,019 44,790 1,417 77,508 164,199 204,944 210,406 8,570 3,108 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -4,637) 360 -31,718 -3,899 127 30,856 -3,412 -4,761 -1,224 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.0 21.0 0.7 36.3 76.9 96.0 98.5 4.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 81 33 7 20 24 106 59 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 225,618 COMMITMENTS 46,298 81,771 23,780 128,771 88,241 198,850 193,792 26,768 31,826 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -10,638) -5,010 309 -7,229 1,645 -4,120 -10,594 -11,040 -44 401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 36.2 10.5 57.1 39.1 88.1 85.9 11.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 36 27 26 30 43 77 85 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 222,926 COMMITMENTS 35,569 96,552 24,059 143,213 62,220 202,841 182,831 20,085 40,096 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 17,140) -1,917 8,990 2,853 13,946 1,020 14,882 12,862 2,258 4,278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 43.3 10.8 64.2 27.9 91.0 82.0 9.0 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 29 44 26 33 32 75 89 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 473,996 COMMITMENTS 179,577 119,422 48,432 170,723 243,851 398,733 411,705 75,263 62,291 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 33,313) 10,192 -1,513 7,391 10,965 20,872 28,548 26,749 4,765 6,564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 25.2 10.2 36.0 51.4 84.1 86.9 15.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 96 71 63 63 65 189 170 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,785 COMMITMENTS 13,654 5,070 1,223 7,525 24,367 22,402 30,660 12,383 4,125 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 138) -700 -582 -91 293 662 -498 -11 636 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 14.6 3.5 21.6 70.1 64.4 88.1 35.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 5 4 9 5 19 11 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,579 COMMITMENTS 9,640 5,358 0 7,472 12,617 17,112 17,975 1,467 604 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 442) 523 211 0 -90 191 433 402 9 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 28.8 0.0 40.2 67.9 92.1 96.7 7.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 15 0 6 6 18 21 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,424 COMMITMENTS 45,001 19,768 97 6,381 32,706 51,479 52,571 5,945 4,853 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 7,329) 6,613 2,835 -360 587 4,173 6,840 6,648 489 681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.4 34.4 0.2 11.1 57.0 89.6 91.5 10.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 43 29 3 5 16 49 47 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 29,535 COMMITMENTS 23,600 3,587 1,576 3,455 23,461 28,631 28,624 904 911 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -231) -422 -1,106 166 0 726 -256 -214 25 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.9 12.1 5.3 11.7 79.4 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 7 2 4 7 16 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 21,292,110 COMMITMENTS 700,379 2071809 9013829 10918969 9045040 20633177 20130678 658,933 1161432 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 463,023) -23,057 -70,637 241,156 279,939 318,847 498,038 489,366 -35,015 -26,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 9.7 42.3 51.3 42.5 96.9 94.5 3.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 50 133 146 125 150 281 334 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 756,901 COMMITMENTS 99,962 97,173 104,632 462,699 465,630 667,293 667,435 89,608 89,466 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 12,018) 2,407 235 7,465 944 8,325 10,816 16,026 1,202 -4,007 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 12.8 13.8 61.1 61.5 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675) 190 149 183 240 257 505 515 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 81,527 COMMITMENTS 4,270 4,947 17,505 29,907 40,082 51,682 62,534 29,844 18,993 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -976) -234 -919 432 -1,474 2,714 -1,275 2,228 299 -3,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 6.1 21.5 36.7 49.2 63.4 76.7 36.6 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 15 15 25 24 28 54 54 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,376,872 COMMITMENTS 480,573 463,242 433,522 2163958 2127743 3078054 3024507 298,819 352,365 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 64,972) 10,968 3,533 37,399 12,090 28,058 60,456 68,990 4,516 -4,017 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 13.7 12.8 64.1 63.0 91.2 89.6 8.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655) 186 139 171 236 252 486 498 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($250 x S&P Select Sector Financial Inde OPEN INTEREST: 18,687 COMMITMENTS 3,189 396 0 13,103 17,110 16,292 17,506 2,395 1,181 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 2.1 0.0 70.1 91.6 87.2 93.7 12.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 0 7 9 11 10 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Health Care In OPEN INTEREST: 15,023 COMMITMENTS 9,642 649 0 3,504 13,626 13,146 14,275 1,877 748 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.2 4.3 0.0 23.3 90.7 87.5 95.0 12.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 2 0 6 8 12 10 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 93,531 COMMITMENTS 23,875 2,707 1,841 55,709 85,362 81,425 89,910 12,106 3,621 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 2,146) 1,459 -743 297 371 2,704 2,127 2,258 19 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 2.9 2.0 59.6 91.3 87.1 96.1 12.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 5 5 42 36 57 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,202 COMMITMENTS 22,789 12,074 2,564 27,000 38,319 52,353 52,957 7,849 7,245 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,194) -2,338 1,486 92 3,445 -1,363 1,199 215 -5 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 20.1 4.3 44.8 63.7 87.0 88.0 13.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 71 80 38 62 86 155 182 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 301,008 COMMITMENTS 113,943 60,371 12,820 135,000 191,594 261,764 264,785 39,244 36,223 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 5,968) -11,690 7,430 458 17,227 -6,814 5,995 1,074 -26 4,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.9 20.1 4.3 44.8 63.7 87.0 88.0 13.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 71 80 38 62 86 155 182 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,969 COMMITMENTS 48,770 29,035 10,534 22,835 43,128 82,140 82,698 26,829 26,271 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 10,162) 7,404 2,118 -154 1,910 8,886 9,159 10,850 1,002 -688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 26.6 9.7 21.0 39.6 75.4 75.9 24.6 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 32 26 17 21 25 60 61 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,845 COMMITMENTS 12,533 6,932 0 15,745 26,840 28,278 33,772 8,567 3,073 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,051) -1,313 -901 0 -197 -514 -1,510 -1,415 459 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 18.8 0.0 42.7 72.8 76.7 91.7 23.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 5 0 17 11 29 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 69,420 COMMITMENTS 14,392 8,973 1,003 43,762 16,883 59,157 26,859 10,263 42,561 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 920) -2,380 1,286 -373 2,084 -771 -669 142 1,589 778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 12.9 1.4 63.0 24.3 85.2 38.7 14.8 61.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 22 8 4 28 18 51 29 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 80,547 COMMITMENTS 8,736 15,422 20,632 51,132 44,493 80,500 80,547 47 0 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 19.1 25.6 63.5 55.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 3 3 10 12 16 16
Updated June 30, 2017