MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 26,270 COMMITMENTS 960 4,812 2,880 22,070 18,218 25,910 25,910 360 360 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 400) 320 0 0 80 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 18.3 11.0 84.0 69.3 98.6 98.6 1.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 9 6 8 7 17 18 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,454 COMMITMENTS 781 1,310 1,076 4,537 4,746 6,393 7,132 1,060 322 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 396) 41 -61 67 271 408 379 414 16 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 17.6 14.4 60.9 63.7 85.8 95.7 14.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 11 7 12 24 21 40 35 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,487 COMMITMENTS 13,727 6,307 11,609 15,151 18,335 40,487 36,251 5,000 9,236 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -131) 342 312 -399 -58 339 -115 252 -15 -383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 13.9 25.5 33.3 40.3 89.0 79.7 11.0 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 26 20 28 36 38 74 74 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,296 COMMITMENTS 649 461 1,756 5,886 6,647 8,291 8,864 1,005 432 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 590) 168 -9 99 220 574 487 664 103 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 5.0 18.9 63.3 71.5 89.2 95.4 10.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 7 9 27 18 39 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,299 COMMITMENTS 115,876 34,042 96,546 101,850 160,234 314,272 290,822 25,027 48,477 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 16,884) 8,947 2,931 5,213 1,416 7,177 15,576 15,321 1,308 1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 10.0 28.5 30.0 47.2 92.6 85.7 7.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 137 102 144 88 94 323 257 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 362,030 COMMITMENTS 132,859 22,909 68,631 131,604 217,460 333,094 309,000 28,936 53,029 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -12,925) -9,615 3,510 -881 -1,715 -12,837 -12,212 -10,208 -713 -2,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 6.3 19.0 36.4 60.1 92.0 85.4 8.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 146 63 138 127 155 327 316 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,640 COMMITMENTS 1,814 1,142 502 887 2,127 3,203 3,772 1,437 868 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -383) -249 31 -103 -59 -190 -411 -262 28 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.1 24.6 10.8 19.1 45.9 69.0 81.3 31.0 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 18 11 14 17 21 43 39 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 72,140 COMMITMENTS 23,547 6,598 24,281 14,899 17,984 62,726 48,862 9,414 23,278 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -3,630) -1,987 -577 878 -2,145 -2,261 -3,254 -1,960 -376 -1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 9.1 33.7 20.7 24.9 87.0 67.7 13.0 32.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 62 48 72 70 88 177 176 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,387 COMMITMENTS 1,074 11,899 4,279 20,173 9,203 25,525 25,380 862 1,007 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -317) 231 74 -248 -294 -78 -311 -253 -5 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 45.1 16.2 76.4 34.9 96.7 96.2 3.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 13 14 14 26 21 45 43 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,164 COMMITMENTS 4,842 11,646 0 30,898 24,290 35,740 35,936 1,424 1,228 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 1,694) 1,665 2,671 -42 127 -940 1,750 1,689 -56 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 31.3 0.0 83.1 65.4 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 7 0 10 6 21 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 225,523 COMMITMENTS 86,751 33,937 19,288 77,071 147,511 183,110 200,736 42,413 24,787 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -12,444) -11,337 1,589 1,902 1,329 -15,883 -8,107 -12,392 -4,337 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 15.0 8.6 34.2 65.4 81.2 89.0 18.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 50 17 30 31 28 92 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,969 COMMITMENTS 12,556 13,926 1,830 14,542 10,108 28,927 25,864 12,041 15,105 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -3,702) -2,712 -2,974 101 -522 -1,413 -3,133 -4,286 -569 584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 34.0 4.5 35.5 24.7 70.6 63.1 29.4 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 13 14 7 6 10 23 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 237,827 COMMITMENTS 130,900 35,971 3,362 94,990 195,599 229,251 234,932 8,576 2,896 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 18,689) 232 11,813 456 18,827 6,387 19,515 18,656 -826 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.0 15.1 1.4 39.9 82.2 96.4 98.8 3.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 79 34 6 20 25 104 60 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 253,066 COMMITMENTS 62,516 92,734 31,885 126,375 95,104 220,777 219,723 32,290 33,343 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 8,623) 3,440 10,392 5,106 2,287 -10,347 10,832 5,151 -2,209 3,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 36.6 12.6 49.9 37.6 87.2 86.8 12.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 39 26 28 28 42 76 87 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,266 COMMITMENTS 39,769 120,868 31,579 160,003 67,366 231,351 219,813 22,915 34,453 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -12,345) 3,286 -15,237 8,241 -24,537 -2,944 -13,011 -9,940 666 -2,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 47.5 12.4 62.9 26.5 91.0 86.5 9.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 33 36 25 33 32 77 82 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 554,716 COMMITMENTS 190,899 105,555 73,042 207,730 315,970 471,671 494,567 83,045 60,149 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 1,858) -7,829 810 6,488 6,274 -5,156 4,932 2,142 -3,074 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 19.0 13.2 37.4 57.0 85.0 89.2 15.0 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 102 67 75 64 70 201 178 EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE Code-399741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 23,356 COMMITMENTS 11,711 5,754 1,298 3,026 13,832 16,035 20,884 7,321 2,472 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,004) -958 1,703 497 -13 -3,059 -474 -859 -530 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 24.6 5.6 13.0 59.2 68.7 89.4 31.3 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 3 2 6 7 15 11 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,648 COMMITMENTS 18,071 7,257 0 5,793 17,949 23,864 25,206 1,784 442 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,470) -1,308 -483 0 42 -909 -1,266 -1,392 -204 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.5 28.3 0.0 22.6 70.0 93.0 98.3 7.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 14 13 0 4 8 18 21 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 48,413 COMMITMENTS 33,509 8,670 672 7,975 35,560 42,156 44,902 6,257 3,511 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -4,738) -6,732 1,914 -34 2,027 -6,280 -4,739 -4,400 1 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.2 17.9 1.4 16.5 73.5 87.1 92.7 12.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 48 17 5 11 12 60 33 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,819 COMMITMENTS 11,346 1,874 1,282 6,163 15,871 18,791 19,027 1,028 792 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,768) 12 -1,554 -29 -1,810 -195 -1,827 -1,778 59 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.2 9.5 6.5 31.1 80.1 94.8 96.0 5.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 15 7 2 6 5 21 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 21,411,489 COMMITMENTS 1065090 2415419 8677021 10975013 9126480 20717124 20218920 694,366 1192570 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -328,488) 16,849 65,809 -261,118 -123,344 -134,403 -367,612 -329,712 39,125 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 11.3 40.5 51.3 42.6 96.8 94.4 3.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 58 133 148 131 154 287 344 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 863,540 COMMITMENTS 114,657 89,742 132,187 517,692 533,220 764,536 755,149 99,004 108,391 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 21,000) 4,410 -7,568 9,166 3,726 17,295 17,303 18,893 3,697 2,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 10.4 15.3 59.9 61.7 88.5 87.4 11.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714) 183 185 211 251 269 542 557 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 109,429 COMMITMENTS 3,845 8,406 19,959 42,659 59,199 66,463 87,564 42,966 21,865 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -430) -42 952 -2,871 -1,807 1,057 -4,720 -862 4,290 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 7.7 18.2 39.0 54.1 60.7 80.0 39.3 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 12 20 26 30 30 61 57 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,770,556 COMMITMENTS 570,996 423,619 544,200 2375168 2370107 3490363 3337927 280,192 432,629 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 107,148) 28,254 -36,609 54,195 27,664 81,188 110,113 98,774 -2,965 8,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 11.2 14.4 63.0 62.9 92.6 88.5 7.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698) 178 180 203 245 263 526 543 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| 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: 29,737 COMMITMENTS 11,925 370 0 14,421 28,431 26,346 28,801 3,391 936 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -461) -247 -163 0 -12 -463 -259 -626 -202 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 1.2 0.0 48.5 95.6 88.6 96.9 11.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 1 0 8 7 16 8 E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| 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: 22,324 COMMITMENTS 263 2,019 0 20,199 19,239 20,462 21,258 1,862 1,066 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -404) -373 0 0 54 -523 -319 -523 -85 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 9.0 0.0 90.5 86.2 91.7 95.2 8.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 6 15 7 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 90,696 COMMITMENTS 23,970 2,123 775 53,756 83,569 78,501 86,467 12,195 4,229 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,854) 253 -517 -368 -697 -1,214 -812 -2,099 -1,042 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 2.3 0.9 59.3 92.1 86.6 95.3 13.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 16 5 6 39 40 56 50 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,874 COMMITMENTS 21,824 12,372 3,193 32,018 38,915 57,035 54,481 6,839 9,393 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 943) 490 -171 -138 424 385 776 75 167 867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 19.4 5.0 50.1 60.9 89.3 85.3 10.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 70 86 39 71 93 164 195 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 319,369 COMMITMENTS 109,119 61,862 15,965 160,091 194,576 285,174 272,403 34,195 46,966 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 4,714) 2,448 -857 -689 2,122 1,923 3,880 377 834 4,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 19.4 5.0 50.1 60.9 89.3 85.3 10.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 70 86 39 71 93 164 195 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,127 COMMITMENTS 92,312 30,342 17,136 27,131 107,520 136,580 154,998 38,547 20,128 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 1,403) 2,079 -1,844 2,729 -2,137 2,586 2,671 3,472 -1,268 -2,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.7 17.3 9.8 15.5 61.4 78.0 88.5 22.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 46 22 22 30 29 86 63 E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 2000 INDEX X $50) OPEN INTEREST: 15,205 COMMITMENTS 2,196 5,602 401 11,072 7,056 13,670 13,059 1,535 2,146 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 36.8 2.6 72.8 46.4 89.9 85.9 10.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 9 3 11 10 19 19 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,288 COMMITMENTS 12,569 5,717 13 14,696 26,361 27,278 32,091 7,010 2,197 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -953) -413 53 13 481 -326 81 -260 -1,034 -693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 16.7 0.0 42.9 76.9 79.6 93.6 20.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 19 6 1 16 11 35 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,844 COMMITMENTS 18,289 6,690 2,106 23,421 21,148 43,816 29,944 10,028 23,900 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -1,923) -3,225 -1,844 250 3,285 7,221 310 5,627 -2,233 -7,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 12.4 3.9 43.5 39.3 81.4 55.6 18.6 44.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 22 15 5 26 20 48 40 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,495 COMMITMENTS 1,114 6,725 182 13,715 8,376 15,011 15,283 484 212 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 229) -7,357 48 182 7,484 0 309 230 -80 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 43.4 1.2 88.5 54.1 96.9 98.6 3.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 2 8 1 16 6 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 | --------------------------------------------------------------| 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: 96,738 COMMITMENTS 6,158 13,223 27,072 63,486 56,443 96,716 96,738 22 0 CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -850) 0 -1,070 60 -910 160 -850 -850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 13.7 28.0 65.6 58.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 11 14 16 16
Updated August 18, 2017