MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,318 COMMITMENTS 1,320 4,636 2,740 21,898 18,562 25,958 25,938 360 380 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,836) -280 -1,180 160 -1,996 -1,096 -2,116 -2,116 -720 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 17.6 10.4 83.2 70.5 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 9 5 9 7 16 17 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,174 COMMITMENTS 751 1,268 968 4,424 4,560 6,144 6,797 1,031 378 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,045) -58 -160 -162 -681 -724 -901 -1,047 -144 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 17.7 13.5 61.7 63.6 85.6 94.7 14.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 9 6 11 19 18 32 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,367 COMMITMENTS 15,421 4,014 14,227 14,011 19,773 43,659 38,013 4,708 10,354 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -5,355) -2,281 -1,804 -1,127 -2,043 -2,440 -5,451 -5,371 96 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 8.3 29.4 29.0 40.9 90.3 78.6 9.7 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 24 32 30 35 68 73 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,176 COMMITMENTS 382 594 1,704 6,142 6,142 8,228 8,440 948 736 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,143) -127 -314 -273 -814 -532 -1,214 -1,119 71 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 6.5 18.6 66.9 66.9 89.7 92.0 10.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 8 9 26 17 37 27 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,700 COMMITMENTS 106,473 23,099 90,245 108,545 171,695 305,263 285,039 28,437 48,661 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 21,722) 10,391 -564 4,238 4,964 15,246 19,592 18,920 2,130 2,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 6.9 27.0 32.5 51.5 91.5 85.4 8.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 144 63 125 86 104 287 247 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 448,956 COMMITMENTS 164,830 15,953 115,337 137,164 253,234 417,331 384,524 31,625 64,432 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -9,133) -8,520 -594 -2,262 3,623 -4,813 -7,159 -7,669 -1,974 -1,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 3.6 25.7 30.6 56.4 93.0 85.6 7.0 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435) 150 68 136 137 178 358 330 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,025 COMMITMENTS 932 985 694 1,126 1,515 2,752 3,194 1,273 831 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -617) -266 -153 -214 -92 -169 -572 -536 -45 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 24.5 17.3 28.0 37.6 68.4 79.3 31.6 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 11 11 16 19 35 38 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 72,109 COMMITMENTS 27,497 7,761 20,164 15,449 20,293 63,110 48,218 8,998 23,891 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 800) -35 359 -315 906 771 557 815 244 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 10.8 28.0 21.4 28.1 87.5 66.9 12.5 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 67 46 64 68 93 172 175 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,495 COMMITMENTS 781 14,136 5,607 23,130 9,137 29,518 28,879 977 1,616 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -4,547) -96 -2,939 -990 -3,663 -699 -4,749 -4,629 202 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 46.4 18.4 75.8 30.0 96.8 94.7 3.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 17 16 23 20 42 41 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,534 COMMITMENTS 4,001 7,795 90 29,101 25,650 33,192 33,535 1,342 999 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,403) -905 2,221 0 2,112 -812 1,207 1,409 196 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 22.6 0.3 84.3 74.3 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 11 1 9 6 18 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 175,691 COMMITMENTS 30,980 69,367 20,446 87,950 55,991 139,376 145,804 36,314 29,886 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 7,290) 4,143 -6,967 4,560 -5,137 11,494 3,566 9,087 3,724 -1,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 39.5 11.6 50.1 31.9 79.3 83.0 20.7 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 30 22 23 30 33 71 69 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,567 COMMITMENTS 11,059 10,924 1,033 9,475 12,248 21,567 24,205 18,000 15,362 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,206) -345 -4,782 -263 -1,069 4,473 -1,677 -572 2,883 1,778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 27.6 2.6 23.9 31.0 54.5 61.2 45.5 38.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 6 4 6 9 19 18 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 211,430 COMMITMENTS 119,401 34,409 2,229 77,253 171,346 198,883 207,985 12,547 3,445 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,084) -6,618 -10,381 812 -255 7,147 -6,061 -2,422 3,977 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.5 16.3 1.1 36.5 81.0 94.1 98.4 5.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 80 30 10 20 25 108 58 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 243,488 COMMITMENTS 52,345 79,610 29,976 129,333 103,493 211,654 213,078 31,834 30,410 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 17,870) 6,047 -2,162 6,195 561 15,252 12,804 19,286 5,066 -1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 32.7 12.3 53.1 42.5 86.9 87.5 13.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 32 29 25 31 43 76 84 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 252,293 COMMITMENTS 40,670 113,384 28,267 163,242 68,287 232,179 209,938 20,114 42,355 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 29,367) 5,101 16,833 4,208 20,029 6,067 29,338 27,107 29 2,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 44.9 11.2 64.7 27.1 92.0 83.2 8.0 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 29 46 26 33 34 73 95 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 499,733 COMMITMENTS 183,939 106,071 51,869 181,873 280,279 417,680 438,218 82,053 61,514 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 25,737) 4,362 -13,351 3,436 11,150 36,428 18,948 26,513 6,789 -776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 21.2 10.4 36.4 56.1 83.6 87.7 16.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 103 64 63 68 70 201 168 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,598 COMMITMENTS 12,709 3,726 1,158 7,402 24,572 21,269 29,456 12,329 4,142 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,187) -945 -1,344 -65 -123 205 -1,133 -1,204 -54 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 11.1 3.4 22.0 73.1 63.3 87.7 36.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 4 3 9 5 17 10 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,251 COMMITMENTS 10,389 6,365 0 8,643 12,615 19,032 18,980 1,219 1,271 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,672) 749 1,007 0 1,171 -2 1,920 1,005 -248 667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.3 31.4 0.0 42.7 62.3 94.0 93.7 6.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 15 0 7 5 18 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,560 COMMITMENTS 44,484 15,351 142 6,245 37,544 50,871 53,037 6,689 4,523 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 136) -517 -4,417 45 -136 4,838 -608 466 744 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.3 26.7 0.2 10.8 65.2 88.4 92.1 11.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 43 28 4 5 17 50 47 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 26,755 COMMITMENTS 20,765 1,641 1,437 3,456 22,657 25,658 25,735 1,097 1,020 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -2,780) -2,835 -1,946 -139 1 -804 -2,973 -2,889 193 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.6 6.1 5.4 12.9 84.7 95.9 96.2 4.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 13 6 2 4 7 17 15 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 21,872,753 COMMITMENTS 774,176 2065055 9374761 11039100 9172038 21188036 20611854 684,717 1260899 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 580,644) 73,797 -6,754 360,932 120,131 126,999 554,859 481,176 25,784 99,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 9.4 42.9 50.5 41.9 96.9 94.2 3.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337) 49 127 149 121 148 276 330 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 749,328 COMMITMENTS 99,992 87,380 101,704 458,122 470,233 659,818 659,316 89,510 90,012 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -7,573) 30 -9,793 -2,928 -4,577 4,602 -7,475 -8,119 -98 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 11.7 13.6 61.1 62.8 88.1 88.0 11.9 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661) 175 156 174 239 254 490 509 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 84,378 COMMITMENTS 4,356 4,887 17,604 32,194 42,776 54,155 65,268 30,223 19,110 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 2,851) 86 -60 99 2,287 2,694 2,472 2,734 379 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 5.8 20.9 38.2 50.7 64.2 77.4 35.8 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 14 13 23 24 28 51 52 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,324,750 COMMITMENTS 480,797 415,081 417,880 2129640 2137282 3028317 2970243 296,434 354,507 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -52,122) 224 -48,161 -15,642 -34,319 9,539 -49,737 -54,264 -2,385 2,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 12.5 12.6 64.1 64.3 91.1 89.3 8.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643) 170 149 163 235 248 473 492 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| 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: 15,483 COMMITMENTS 10,000 814 0 3,631 13,947 13,631 14,761 1,852 722 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 460) 358 165 0 127 321 485 486 -25 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.6 5.3 0.0 23.5 90.1 88.0 95.3 12.0 4.7 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 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 94,441 COMMITMENTS 23,698 2,275 930 57,138 87,697 81,766 90,902 12,675 3,539 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 910) -177 -432 -911 1,429 2,335 341 992 569 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 2.4 1.0 60.5 92.9 86.6 96.3 13.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 14 5 5 41 35 55 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,718 COMMITMENTS 21,327 13,179 2,461 30,041 38,741 53,829 54,381 7,889 7,338 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,517) -1,461 1,105 -103 3,041 422 1,476 1,424 40 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 21.4 4.0 48.7 62.8 87.2 88.1 12.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 72 79 28 67 84 154 176 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,592 COMMITMENTS 106,636 65,895 12,305 150,204 193,704 269,146 271,904 39,446 36,688 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 7,584) -7,307 5,524 -515 15,204 2,110 7,382 7,118 201 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 21.4 4.0 48.7 62.8 87.2 88.1 12.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 72 79 28 67 84 154 176 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,836 COMMITMENTS 55,652 24,281 14,757 26,186 63,401 96,594 102,439 29,241 23,397 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 16,867) 6,881 -4,754 4,222 3,351 20,273 14,454 19,741 2,412 -2,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 19.3 11.7 20.8 50.4 76.8 81.4 23.2 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 35 26 20 21 26 66 62 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,443 COMMITMENTS 13,172 6,605 0 15,040 26,946 28,212 33,551 8,231 2,892 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -402) 639 -327 0 -705 106 -66 -221 -336 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 18.1 0.0 41.3 73.9 77.4 92.1 22.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 6 0 16 11 29 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,437 COMMITMENTS 16,924 9,004 1,126 37,996 19,818 56,046 29,948 11,391 37,489 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,983) 2,532 31 123 -5,766 2,935 -3,111 3,089 1,128 -5,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 13.4 1.7 56.3 29.4 83.1 44.4 16.9 55.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 27 9 5 27 18 55 31 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/17 | --------------------------------------------------------------| 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: 82,411 COMMITMENTS 6,158 16,562 20,834 55,393 45,015 82,385 82,411 26 0 CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,864) -2,578 1,140 202 4,261 522 1,885 1,864 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 20.1 25.3 67.2 54.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 2 11 13 16 16
Updated July 7, 2017