BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,288 COMMITMENTS 232 2,711 209 4,560 1,977 5,001 4,897 1,287 1,391 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 320) -2 68 36 237 159 271 263 49 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 43.1 3.3 72.5 31.4 79.5 77.9 20.5 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 12 6 15 15 23 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,965 COMMITMENTS 27,675 9,169 794 17,136 25,590 45,605 35,553 1,360 11,412 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,075) 853 476 164 1,018 1,210 2,035 1,850 40 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.9 19.5 1.7 36.5 54.5 97.1 75.7 2.9 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 18 25 22 29 32 62 64 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,228 COMMITMENTS 54 1,249 162 3,767 2,852 3,983 4,263 1,245 965 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 161) 2 122 -4 22 234 20 352 141 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 23.9 3.1 72.1 54.6 76.2 81.5 23.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 9 7 14 13 22 23 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,336 COMMITMENTS 2,479 429 30 488 1,445 2,997 1,904 339 1,432 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 189) 137 47 -3 2 58 136 102 53 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.3 12.9 0.9 14.6 43.3 89.8 57.1 10.2 42.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 6 2 5 9 11 16 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 208,408 COMMITMENTS 81,677 44,176 25,352 82,117 111,566 189,146 181,094 19,262 27,314 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -4,644) -8,875 1,160 -1,028 6,554 -3,873 -3,349 -3,741 -1,295 -903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 21.2 12.2 39.4 53.5 90.8 86.9 9.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 79 71 79 66 83 199 197 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,964 COMMITMENTS 110,489 47,089 26,582 102,612 152,079 239,683 225,750 28,281 42,214 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -21,568) -26,582 -3,097 -176 6,686 -11,714 -20,072 -14,987 -1,496 -6,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 17.6 9.9 38.3 56.8 89.4 84.2 10.6 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 115 65 100 99 146 271 279 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,542 COMMITMENTS 1,395 2,234 15 1,119 441 2,529 2,690 1,013 852 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -576) -57 54 -125 -294 -234 -476 -305 -100 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 63.1 0.4 31.6 12.5 71.4 75.9 28.6 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 15 15 4 19 11 36 29 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,855 COMMITMENTS 12,514 7,883 4,495 12,625 10,508 29,634 22,886 10,221 16,969 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -4,354) -1,910 -1,911 -666 -828 -54 -3,404 -2,631 -950 -1,723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 19.8 11.3 31.7 26.4 74.4 57.4 25.6 42.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 51 42 41 60 76 139 140 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,110 COMMITMENTS 7,002 26,040 278 27,914 7,599 35,194 33,917 916 2,193 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,225) 575 1,104 -3 1,588 1,008 2,160 2,109 65 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 72.1 0.8 77.3 21.0 97.5 93.9 2.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 16 16 5 20 16 38 35 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,608 COMMITMENTS 5,099 1,203 141 46,021 49,422 51,261 50,766 347 842 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,636) 1,163 -146 8 736 1,557 1,907 1,419 -271 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 2.3 0.3 89.2 95.8 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 4 2 12 15 17 20 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 98,477 COMMITMENTS 33,904 46,091 3,788 41,241 12,050 78,933 61,929 19,544 36,548 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -30,998) 1,507 -2,000 -17,963 -14,554 -9,559 -31,010 -29,522 12 -1,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 46.8 3.8 41.9 12.2 80.2 62.9 19.8 37.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 22 25 9 18 15 40 49 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,021 COMMITMENTS 6,514 23,360 205 40,998 8,855 47,717 32,420 7,304 22,601 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 3,644) -12,391 800 -122 15,478 1,506 2,965 2,184 679 1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 42.5 0.4 74.5 16.1 86.7 58.9 13.3 41.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 15 3 9 12 19 28 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,728 COMMITMENTS 17,311 80,681 78 110,165 42,988 127,554 123,747 3,174 6,981 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -6,900) -8,532 2,082 78 1,289 -8,577 -7,165 -6,417 265 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 61.7 0.1 84.3 32.9 97.6 94.7 2.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 22 61 2 13 18 37 79 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,455 COMMITMENTS 36,615 51,848 2,773 85,812 54,230 125,200 108,851 16,255 32,604 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 3,874) -1,246 -565 510 5,182 692 4,446 637 -572 3,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 36.7 2.0 60.7 38.3 88.5 77.0 11.5 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 35 22 8 22 30 58 59 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 226,107 COMMITMENTS 29,021 122,763 6,246 176,015 38,120 211,282 167,129 14,825 58,978 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -1,578) -16,631 -9,816 700 14,081 6,311 -1,850 -2,805 272 1,227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 54.3 2.8 77.8 16.9 93.4 73.9 6.6 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 25 58 13 23 26 56 90 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 376,849 COMMITMENTS 40,690 187,294 9,848 295,843 99,595 346,381 296,737 30,468 80,112 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 8,678) -15,489 4,460 771 27,231 4,451 12,513 9,682 -3,835 -1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 49.7 2.6 78.5 26.4 91.9 78.7 8.1 21.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 38 88 22 47 60 98 158 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 65,182 COMMITMENTS 5,173 55,077 3,385 55,897 6,125 64,455 64,587 727 595 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,412) 688 432 -342 1,075 1,186 1,421 1,276 -9 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 84.5 5.2 85.8 9.4 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 8 2 8 7 15 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,295 COMMITMENTS 9,786 11,194 370 7,099 2,655 17,255 14,219 2,040 5,076 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 848) -79 690 17 1,241 44 1,179 751 -331 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 58.0 1.9 36.8 13.8 89.4 73.7 10.6 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 20 28 3 9 4 30 34 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,337,743 COMMITMENTS 1509700 1608475 2046545 6049720 5445424 9605965 9100444 731,778 1237299 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -29,454) 45,665 -128,109 -32,387 -34,984 150,934 -21,706 -9,562 -7,748 -19,892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 15.6 19.8 58.5 52.7 92.9 88.0 7.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 37 89 89 116 136 216 260 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 672,428 COMMITMENTS 105,909 79,039 17,514 467,139 518,166 590,562 614,720 81,865 57,708 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -160,088) -10,403 -9,110 -15,754 -112,273 -117,394 -138,430 -142,258 -21,658 -17,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 11.8 2.6 69.5 77.1 87.8 91.4 12.2 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568) 121 107 53 234 227 375 370 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 124,603 COMMITMENTS 14,762 7,293 3,589 68,844 97,556 87,195 108,438 37,408 16,165 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -48,756) -1,143 -2,202 -307 -37,034 -39,603 -38,484 -42,112 -10,272 -6,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 5.9 2.9 55.3 78.3 70.0 87.0 30.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 11 8 6 36 35 51 47 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,739,124 COMMITMENTS 470,825 373,824 54,535 1991477 2103050 2516837 2531409 222,287 207,715 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -556,659) -73,168 -61,408 -50,366 -376,197 -388,957 -499,731 -500,731 -56,928 -55,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 13.6 2.0 72.7 76.8 91.9 92.4 8.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554) 119 105 50 222 215 356 356 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 80,651 COMMITMENTS 8,484 5,823 961 61,196 70,136 70,641 76,920 10,010 3,731 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -30,770) 425 1,567 -516 -17,187 -31,916 -17,278 -30,865 -13,492 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 7.2 1.2 75.9 87.0 87.6 95.4 12.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 14 7 4 47 34 63 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,041 COMMITMENTS 15,689 7,354 1,448 43,985 56,289 61,123 65,091 6,918 2,950 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -41,184) -6,510 -1,922 -972 -33,914 -38,776 -41,396 -41,670 212 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 10.8 2.1 64.6 82.7 89.8 95.7 10.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 58 32 12 69 62 131 102 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,204 COMMITMENTS 78,445 36,769 7,242 219,926 281,443 305,613 325,454 34,591 14,750 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -107,560) -31,311 -8,595 -873 -102,050 -103,991 -134,234 -113,459 26,674 5,899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 10.8 2.1 64.6 82.7 89.8 95.7 10.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 58 32 12 69 62 131 102 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,773 COMMITMENTS 26,180 65,416 780 77,548 16,227 104,508 82,423 14,265 36,350 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,986) -606 4,377 -28 2,536 -2,550 1,902 1,799 84 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 55.1 0.7 65.3 13.7 88.0 69.4 12.0 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 20 42 8 19 13 42 60 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 60,998 COMMITMENTS 20,008 15,139 398 29,789 39,603 50,195 55,140 10,803 5,858 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 524) 239 595 25 64 -161 328 459 196 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 24.8 0.7 48.8 64.9 82.3 90.4 17.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 18 13 1 21 12 39 26 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 99,900 COMMITMENTS 43,826 3,876 795 46,468 10,449 91,089 15,120 8,811 84,780 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,399) 3,276 -307 10 666 -317 3,952 -614 -2,553 2,013 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 3.9 0.8 46.5 10.5 91.2 15.1 8.8 84.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 36 7 4 30 16 68 25
Updated December 30, 2014