MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 25,830 COMMITMENTS 640 4,932 2,880 21,950 17,658 25,470 25,470 360 360 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,828) -280 -264 0 -1,548 -1,544 -1,828 -1,808 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 19.1 11.1 85.0 68.4 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 11 6 8 7 15 20 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,412 COMMITMENTS 864 1,643 1,136 5,251 5,260 7,252 8,039 1,160 373 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 445) 212 157 145 117 150 475 452 -30 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 19.5 13.5 62.4 62.5 86.2 95.6 13.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 10 5 11 23 21 37 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,157 COMMITMENTS 16,745 7,382 15,214 16,879 21,381 48,838 43,978 5,319 10,179 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,224) 911 1,725 -475 148 366 584 1,615 640 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 13.6 28.1 31.2 39.5 90.2 81.2 9.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 28 23 30 37 39 80 77 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,754 COMMITMENTS 560 561 1,854 6,375 6,789 8,789 9,203 965 551 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 275) 75 61 26 198 231 298 318 -23 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 5.7 19.0 65.4 69.6 90.1 94.4 9.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 9 9 29 19 41 30 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,291 COMMITMENTS 152 117 1,633 3,160 1,949 4,946 3,699 345 1,592 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 164) -90 40 83 165 36 157 158 7 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 2.2 30.9 59.7 36.8 93.5 69.9 6.5 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 8 9 8 17 16 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 322,830 COMMITMENTS 105,076 29,250 89,617 103,610 155,879 298,303 274,746 24,527 48,084 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,481) -2,725 2,354 3,050 172 -5,796 497 -392 -1,978 -1,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 9.1 27.8 32.1 48.3 92.4 85.1 7.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 131 87 128 89 97 293 250 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 420,185 COMMITMENTS 146,314 14,955 102,212 139,300 244,842 387,826 362,009 32,360 58,176 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -21,230) -6,952 -1,017 -6,653 -7,785 -10,193 -21,390 -17,863 160 -3,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 3.6 24.3 33.2 58.3 92.3 86.2 7.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436) 155 66 146 137 177 362 338 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,207 COMMITMENTS 2,203 1,097 654 901 2,341 3,758 4,092 1,448 1,115 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 322) 220 57 12 80 46 312 116 10 206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.3 21.1 12.6 17.3 45.0 72.2 78.6 27.8 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 20 10 14 16 18 46 35 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 73,732 COMMITMENTS 26,028 7,194 22,070 16,321 19,776 64,418 49,041 9,314 24,691 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,397) -1,068 -212 -1,039 504 -96 -1,602 -1,347 206 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 9.8 29.9 22.1 26.8 87.4 66.5 12.6 33.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 62 53 67 71 92 175 178 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,981 COMMITMENTS 1,568 14,272 5,578 23,892 10,808 31,039 30,659 942 1,322 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -313) 287 -77 -245 -344 166 -302 -156 -11 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 44.6 17.4 74.7 33.8 97.1 95.9 2.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 12 13 15 27 22 46 43 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,937 COMMITMENTS 3,658 8,429 0 30,125 25,188 33,783 33,617 1,154 1,320 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -2,536) -1,157 -2,690 0 -1,328 0 -2,485 -2,690 -51 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 24.1 0.0 86.2 72.1 96.7 96.2 3.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 12 6 0 10 6 22 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 233,660 COMMITMENTS 78,942 35,290 27,294 82,077 145,237 188,314 207,822 45,346 25,838 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 15,737) 11,766 -3,082 3,249 -1,801 19,428 13,214 19,595 2,523 -3,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 15.1 11.7 35.1 62.2 80.6 88.9 19.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 44 22 27 32 31 89 68 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,270 COMMITMENTS 13,544 12,005 1,781 11,793 13,401 27,118 27,187 14,152 14,084 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -5,001) -1,355 -4,082 313 -13 -1,010 -1,054 -4,779 -3,947 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 29.1 4.3 28.6 32.5 65.7 65.9 34.3 34.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 11 7 8 11 23 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 214,681 COMMITMENTS 130,186 16,483 4,908 70,107 190,453 205,201 211,844 9,479 2,836 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 2,002) 118 -540 -484 2,437 3,499 2,070 2,475 -68 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.6 7.7 2.3 32.7 88.7 95.6 98.7 4.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 85 28 6 21 25 111 55 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 267,041 COMMITMENTS 57,712 87,951 38,146 135,864 110,075 231,722 236,172 35,318 30,868 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 25,971) 4,248 8,950 11,055 8,567 4,101 23,870 24,106 2,101 1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 32.9 14.3 50.9 41.2 86.8 88.4 13.2 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 43 28 33 31 44 89 90 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 284,802 COMMITMENTS 31,150 148,943 29,675 202,353 71,549 263,177 250,167 21,624 34,635 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 11,982) 6,392 -399 6,214 387 11,339 12,994 17,154 -1,011 -5,172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 52.3 10.4 71.1 25.1 92.4 87.8 7.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 32 48 25 34 33 82 90 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 571,784 COMMITMENTS 182,481 101,043 85,129 216,627 320,145 484,237 506,316 87,548 65,468 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 27,912) -10,682 1,130 17,788 19,464 8,246 26,570 27,164 1,342 748 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 17.7 14.9 37.9 56.0 84.7 88.6 15.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 106 70 78 70 77 210 192 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 24,804 COMMITMENTS 12,596 3,985 867 3,043 17,632 16,506 22,484 8,298 2,320 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.8 16.1 3.5 12.3 71.1 66.5 90.6 33.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 2 6 7 15 10 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,824 COMMITMENTS 17,179 11,334 349 12,138 19,030 29,666 30,713 2,158 1,111 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 6,731) 3,281 1,766 165 2,920 4,260 6,366 6,191 365 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.0 35.6 1.1 38.1 59.8 93.2 96.5 6.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 12 1 6 5 18 17 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,968 COMMITMENTS 41,531 6,593 415 6,595 44,162 48,541 51,170 6,427 3,798 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 365) 310 177 397 -125 262 582 836 -217 -471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 75.6 12.0 0.8 12.0 80.3 88.3 93.1 11.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 57 15 3 10 14 67 32 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 21,408 COMMITMENTS 11,825 3,281 1,246 7,514 16,051 20,585 20,578 823 830 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,137) 562 666 494 189 43 1,245 1,203 -108 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.2 15.3 5.8 35.1 75.0 96.2 96.1 3.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 13 11 2 8 5 21 18 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 21,217,812 COMMITMENTS 1017196 2241323 8640858 10921022 9171928 20579076 20054109 638,736 1163703 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 182,755) 85,664 103,074 -55,073 164,523 188,384 195,114 236,385 -12,359 -53,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 10.6 40.7 51.5 43.2 97.0 94.5 3.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353) 57 134 150 134 151 292 342 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 816,990 COMMITMENTS 108,074 95,442 113,161 496,965 502,283 718,200 710,886 98,790 106,104 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 12,654) -681 5,983 2,440 10,060 203 11,819 8,626 835 4,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 11.7 13.9 60.8 61.5 87.9 87.0 12.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 691) 179 170 190 247 266 516 536 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 103,385 COMMITMENTS 3,898 7,799 20,709 38,393 53,187 63,000 81,695 40,384 21,690 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -1,578) -1,271 28 -1,107 -1,032 -1,737 -3,411 -2,817 1,832 1,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 7.5 20.0 37.1 51.4 60.9 79.0 39.1 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 14 16 25 28 31 57 57 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,568,026 COMMITMENTS 534,481 451,814 448,658 2292859 2245484 3275999 3145956 292,027 422,070 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 71,163) -327 26,503 21,014 55,461 9,700 76,148 57,216 -4,986 13,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 12.7 12.6 64.3 62.9 91.8 88.2 8.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 672) 172 165 181 241 258 498 519 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| 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: 28,629 COMMITMENTS 10,940 293 0 14,357 27,563 25,297 27,856 3,332 773 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 3,365) 2,501 293 0 699 3,084 3,200 3,377 165 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 1.0 0.0 50.1 96.3 88.4 97.3 11.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 1 0 8 7 15 8 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| 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: 15,428 COMMITMENTS 4,721 643 0 8,527 14,089 13,248 14,732 2,180 696 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 164) -3,723 -142 0 3,775 326 52 184 112 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 4.2 0.0 55.3 91.3 85.9 95.5 14.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 0 6 9 11 11 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 22,429 COMMITMENTS 417 2,019 0 19,926 19,473 20,343 21,492 2,086 937 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 9.0 0.0 88.8 86.8 90.7 95.8 9.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 7 14 8 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 92,113 COMMITMENTS 23,186 2,441 926 55,015 84,918 79,127 88,285 12,986 3,828 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -924) -169 -198 149 -2,089 -303 -2,109 -352 1,185 -572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 2.7 1.0 59.7 92.2 85.9 95.8 14.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 13 6 4 38 43 51 53 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,298 COMMITMENTS 23,009 11,604 2,393 28,676 38,815 54,078 52,812 7,220 8,486 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 1,027) 129 -425 590 -100 722 620 888 408 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 18.9 3.9 46.8 63.3 88.2 86.2 11.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 76 74 33 70 94 162 185 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 306,492 COMMITMENTS 115,045 58,020 11,965 143,382 194,075 270,392 264,060 36,100 42,432 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 5,137) 644 -2,125 2,952 -498 3,611 3,098 4,438 2,039 699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 18.9 3.9 46.8 63.3 88.2 86.2 11.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 76 74 33 70 94 162 185 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 168,608 COMMITMENTS 81,162 22,983 17,905 29,348 105,817 128,415 146,705 40,193 21,903 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 6,271) 2,613 90 1,375 1,980 8,787 5,968 10,252 303 -3,982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 13.6 10.6 17.4 62.8 76.2 87.0 23.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 41 24 20 29 30 78 66 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,634 COMMITMENTS 12,228 5,992 2 14,090 26,991 26,320 32,985 9,314 2,649 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -267) 6 -146 0 -556 -177 -550 -323 283 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.3 16.8 0.0 39.5 75.7 73.9 92.6 26.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 17 6 1 14 12 31 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,768 COMMITMENTS 20,226 6,549 1,777 21,152 14,684 43,155 23,010 12,613 32,758 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -957) 3,052 2,078 203 -5,200 1,685 -1,945 3,966 988 -4,923 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.3 11.7 3.2 37.9 26.3 77.4 41.3 22.6 58.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 25 16 3 25 23 51 41 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,109 COMMITMENTS 8,567 6,719 0 6,035 8,175 14,602 14,894 507 215 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: -234) -23 -36 -1 -253 0 -277 -37 43 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.7 44.5 0.0 39.9 54.1 96.6 98.6 3.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 5 0 8 2 15 7 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/17 | --------------------------------------------------------------| 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: 92,906 COMMITMENTS 6,158 16,593 24,240 62,486 52,073 92,884 92,906 22 0 CHANGES FROM 07/25/17 (CHANGE IN OPEN INTEREST: 512) 0 1,025 -280 792 -233 512 512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 17.9 26.1 67.3 56.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 11 14 16 16
Updated August 4, 2017