MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 25 METRIC TONS) OPEN INTEREST: 27,598 COMMITMENTS 920 4,836 3,000 23,318 19,382 27,238 27,218 360 380 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 640) -400 80 200 840 360 640 640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 17.5 10.9 84.5 70.2 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 10 6 9 7 16 19 BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,727 COMMITMENTS 391 817 231 4,104 4,351 4,726 5,399 1,001 328 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 384) -18 48 -2 261 303 241 349 143 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 14.3 4.0 71.7 76.0 82.5 94.3 17.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 8 6 10 17 19 29 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,161 COMMITMENTS 14,947 8,265 1,162 8,694 14,394 24,803 23,821 3,358 4,340 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,097) -293 207 335 691 584 733 1,126 364 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.1 29.3 4.1 30.9 51.1 88.1 84.6 11.9 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 19 26 20 17 25 50 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,121 COMMITMENTS 693 256 364 4,313 4,936 5,370 5,556 751 565 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 27) 5 42 -28 14 88 -9 102 36 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 4.2 5.9 70.5 80.6 87.7 90.8 12.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 5 8 23 19 32 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,444 COMMITMENTS 115,959 52,648 39,283 96,214 141,118 251,456 233,049 23,988 42,395 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -4,079) -422 841 3,315 -6,382 -8,364 -3,489 -4,208 -590 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 19.1 14.3 34.9 51.2 91.3 84.6 8.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326) 122 76 109 74 93 260 231 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 376,022 COMMITMENTS 158,255 46,929 50,523 138,520 228,881 347,298 326,333 28,724 49,689 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 4,329) -2,903 537 1,834 5,163 1,188 4,094 3,559 235 770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 12.5 13.4 36.8 60.9 92.4 86.8 7.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422) 127 83 118 98 159 300 315 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,133 COMMITMENTS 1,490 1,101 380 890 1,991 2,760 3,472 1,373 661 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 401) 398 65 38 -218 404 218 507 183 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 26.6 9.2 21.5 48.2 66.8 84.0 33.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 15 11 7 13 17 34 32 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,374 COMMITMENTS 26,897 10,658 10,878 14,453 18,847 52,228 40,383 8,146 19,991 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,613) 1,002 -641 191 -22 1,299 1,171 849 442 764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 17.7 18.0 23.9 31.2 86.5 66.9 13.5 33.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 59 48 57 47 77 143 160 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 21,684 COMMITMENTS 2,970 13,461 863 17,137 6,448 20,970 20,772 714 912 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 18) 36 -147 -102 64 344 -2 95 20 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 62.1 4.0 79.0 29.7 96.7 95.8 3.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 13 12 10 21 17 38 35 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,754 COMMITMENTS 6,554 12,760 12 31,924 25,897 38,490 38,669 1,264 1,085 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 3,810) 2,937 3,217 -78 1,075 635 3,934 3,774 -124 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 32.1 0.0 80.3 65.1 96.8 97.3 3.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 10 8 1 9 7 19 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 169,522 COMMITMENTS 60,000 51,957 4,699 65,157 87,484 129,856 144,140 39,666 25,382 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 8,457) 13,920 -2,727 -647 -5,013 10,683 8,260 7,309 197 1,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 30.6 2.8 38.4 51.6 76.6 85.0 23.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 35 22 18 23 27 67 59 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,183 COMMITMENTS 13,832 17,499 929 12,254 11,043 27,015 29,471 16,168 13,712 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 5,240) 3,473 7,348 -226 1,368 -293 4,615 6,829 625 -1,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 40.5 2.2 28.4 25.6 62.6 68.2 37.4 31.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 13 6 11 8 27 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 209,717 COMMITMENTS 130,155 17,616 4,776 65,879 184,118 200,810 206,510 8,907 3,207 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -3,524) 4,864 -9,816 2,238 -10,532 4,438 -3,430 -3,140 -94 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.1 8.4 2.3 31.4 87.8 95.8 98.5 4.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 84 23 6 18 28 106 53 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 200,185 COMMITMENTS 50,883 67,356 9,076 108,392 94,589 168,351 171,021 31,834 29,164 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 6,537) 4,269 -3,396 707 -1,148 8,043 3,828 5,354 2,709 1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 33.6 4.5 54.1 47.3 84.1 85.4 15.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 35 29 20 28 35 72 75 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 250,071 COMMITMENTS 37,419 164,338 5,428 188,763 41,117 231,610 210,883 18,461 39,188 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 10,285) -3,359 11,435 -365 13,897 -597 10,173 10,473 112 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 65.7 2.2 75.5 16.4 92.6 84.3 7.4 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 30 41 16 32 29 68 80 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 446,259 COMMITMENTS 199,540 108,219 15,560 150,114 268,566 365,214 392,345 81,045 53,914 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 9,360) 9,273 1,740 -1,094 -33 10,414 8,146 11,060 1,214 -1,700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 24.3 3.5 33.6 60.2 81.8 87.9 18.2 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 96 54 42 64 66 177 146 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,342 COMMITMENTS 11,676 6,740 184 6,718 12,933 18,578 19,857 1,764 485 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 5,676) 5,742 2,243 58 -470 3,546 5,330 5,847 346 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.4 33.1 0.9 33.0 63.6 91.3 97.6 8.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 11 11 1 4 7 16 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 57,496 COMMITMENTS 44,257 8,276 320 6,678 44,798 51,255 53,394 6,241 4,102 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -1,003) -1,178 -5,254 -144 264 5,029 -1,058 -369 55 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.0 14.4 0.6 11.6 77.9 89.1 92.9 10.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 52 19 4 9 15 63 36 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 19,639 COMMITMENTS 10,171 1,839 578 7,909 16,278 18,658 18,695 981 944 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -525) -1,606 207 -392 1,453 -252 -545 -437 20 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 9.4 2.9 40.3 82.9 95.0 95.2 5.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 15 7 2 8 4 23 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,936,689 COMMITMENTS 912,533 2436598 2554318 8774314 6681705 12241165 11672621 695,524 1264068 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -34,383) 121,698 -16,354 -31,487 -202,265 -31,007 -112,054 -78,848 77,671 44,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 18.8 19.7 67.8 51.6 94.6 90.2 5.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 49 104 111 107 132 232 285 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 631,177 COMMITMENTS 107,255 85,494 25,600 421,755 440,231 554,611 551,326 76,566 79,851 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 16,719) 4,976 1,562 496 10,427 8,207 15,899 10,265 821 6,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 13.5 4.1 66.8 69.7 87.9 87.3 12.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592) 129 134 71 219 237 378 412 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 48,357 COMMITMENTS 3,362 2,083 0 19,415 34,018 22,777 36,101 25,580 12,256 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,831) -517 831 0 2,202 1,849 1,685 2,680 1,146 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 4.3 0.0 40.1 70.3 47.1 74.7 52.9 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 9 0 16 22 21 31 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,914,099 COMMITMENTS 525,302 422,891 122,167 2011702 2031065 2659171 2576123 254,928 337,976 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 69,442) 31,139 7,330 -1,196 41,125 31,791 71,068 37,925 -1,626 31,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 14.5 4.2 69.0 69.7 91.3 88.4 8.7 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586) 128 134 68 216 229 375 400 E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| 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: 23,406 COMMITMENTS 6,619 0 0 13,629 22,652 20,248 22,652 3,158 754 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 2,353) 2,171 -396 0 72 2,701 2,243 2,305 110 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 0.0 0.0 58.2 96.8 86.5 96.8 13.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 0 0 7 7 14 7 E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| 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: 15,167 COMMITMENTS 8,481 663 0 4,601 13,910 13,082 14,573 2,085 594 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -337) -477 0 0 0 -310 -477 -310 140 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.9 4.4 0.0 30.3 91.7 86.3 96.1 13.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 0 7 9 13 11 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 91,877 COMMITMENTS 23,863 2,943 965 54,848 84,277 79,676 88,185 12,201 3,692 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -1,013) 334 -42 466 -2,082 -1,428 -1,282 -1,004 269 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 3.2 1.1 59.7 91.7 86.7 96.0 13.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 15 6 5 41 39 57 49 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,703 COMMITMENTS 20,604 12,852 853 28,834 35,211 50,291 48,916 6,412 7,787 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 718) 2,351 745 -67 -1,591 -175 693 503 24 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 22.7 1.5 50.9 62.1 88.7 86.3 11.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 62 76 17 66 82 135 168 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 283,514 COMMITMENTS 103,022 64,261 4,264 144,170 176,055 251,456 244,580 32,058 38,934 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 3,589) 11,757 3,726 -337 -7,953 -874 3,467 2,515 122 1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 22.7 1.5 50.9 62.1 88.7 86.3 11.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 62 76 17 66 82 135 168 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,718 COMMITMENTS 69,075 17,719 1,761 11,175 73,624 82,011 93,104 35,707 24,614 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 19,588) 13,125 -1,425 -1,278 -747 19,736 11,100 17,033 8,488 2,555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.7 15.1 1.5 9.5 62.5 69.7 79.1 30.3 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 43 18 12 19 26 67 51 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,265 COMMITMENTS 13,985 5,692 2 14,252 27,189 28,239 32,883 8,026 3,382 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -286) 324 -531 -26 -498 -9 -200 -566 -86 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 15.7 0.0 39.3 75.0 77.9 90.7 22.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 17 4 1 15 11 32 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,755 COMMITMENTS 15,094 5,287 2,569 31,504 13,853 49,167 21,709 9,588 37,046 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: -10,837) -279 -1,395 1,043 -11,054 -6,708 -10,290 -7,060 -547 -3,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 9.0 4.4 53.6 23.6 83.7 36.9 16.3 63.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 23 14 6 32 20 58 37 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,687 COMMITMENTS 8,250 6,021 637 6,290 8,726 15,177 15,384 510 303 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 293) 4 177 285 -6 0 283 462 10 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.6 38.4 4.1 40.1 55.6 96.7 98.1 3.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 2 8 2 16 7 S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A FUTURES ONLY POSITIONS AS OF 07/18/17 | --------------------------------------------------------------| 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: 87,225 COMMITMENTS 6,158 16,947 21,891 59,154 48,387 87,203 87,225 22 0 CHANGES FROM 07/11/17 (CHANGE IN OPEN INTEREST: 1,143) 0 -150 525 620 768 1,145 1,143 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 19.4 25.1 67.8 55.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 2 11 13 16 16
Updated July 21, 2017