BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 8,078 COMMITMENTS 320 2,571 704 5,621 3,154 6,645 6,429 1,432 1,649 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 369) -6 114 42 251 173 287 329 81 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 31.8 8.7 69.6 39.0 82.3 79.6 17.7 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 11 9 16 15 27 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 79,632 COMMITMENTS 28,543 5,073 16,874 30,453 36,433 75,870 58,380 3,762 21,252 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,740) 1,005 496 139 701 1,065 1,845 1,701 -106 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 6.4 21.2 38.2 45.8 95.3 73.3 4.7 26.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 25 24 35 39 38 83 78 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED 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: 7,369 COMMITMENTS 81 1,538 768 5,055 3,904 5,903 6,210 1,466 1,159 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 242) -2 127 35 65 257 98 419 144 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 20.9 10.4 68.6 53.0 80.1 84.3 19.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 10 10 18 15 30 26 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED 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: 5,957 COMMITMENTS 2,807 34 705 1,700 2,256 5,212 2,995 745 2,962 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 264) 136 16 31 31 86 197 133 67 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.1 0.6 11.8 28.5 37.9 87.5 50.3 12.5 49.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 3 9 7 12 18 21 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 273,721 COMMITMENTS 83,524 26,783 72,365 94,577 138,737 250,467 237,885 23,254 35,836 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -2,919) -10,822 -54 1,881 6,973 -4,382 -1,968 -2,555 -951 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 9.8 26.4 34.6 50.7 91.5 86.9 8.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 99 66 95 96 91 247 213 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 365,675 COMMITMENTS 106,734 18,959 103,102 124,167 189,480 334,003 311,541 31,672 54,134 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -18,549) -28,288 -819 2,211 8,389 -12,802 -17,688 -11,410 -861 -7,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 5.2 28.2 34.0 51.8 91.3 85.2 8.7 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403) 130 64 123 127 167 316 316 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 3,846 COMMITMENTS 1,371 2,135 256 1,158 558 2,786 2,950 1,059 896 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -551) -74 -2 -76 -309 -211 -459 -289 -92 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 55.5 6.7 30.1 14.5 72.5 76.7 27.5 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 15 9 19 14 39 34 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 55,663 COMMITMENTS 12,611 5,031 15,322 15,526 13,137 43,459 33,490 12,204 22,173 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -4,044) -2,579 -2,253 394 -831 74 -3,016 -1,785 -1,029 -2,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 9.0 27.5 27.9 23.6 78.1 60.2 21.9 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 55 46 56 80 92 170 168 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 44,463 COMMITMENTS 4,036 27,739 4,560 34,865 9,072 43,461 41,372 1,002 3,092 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,798) 142 1,058 512 2,064 1,103 2,718 2,674 79 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 62.4 10.3 78.4 20.4 97.7 93.0 2.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 8 27 14 21 17 41 46 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 51,637 COMMITMENTS 5,117 1,203 141 46,024 49,451 51,282 50,795 355 842 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,665) 1,181 -146 8 739 1,586 1,928 1,448 -263 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 2.3 0.3 89.1 95.8 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 4 2 12 17 18 22 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED 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: 115,355 COMMITMENTS 32,637 46,303 9,261 50,727 20,722 92,626 76,286 22,729 39,069 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -30,418) 1,246 -2,208 -17,638 -14,323 -9,150 -30,716 -28,996 298 -1,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 40.1 8.0 44.0 18.0 80.3 66.1 19.7 33.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 21 29 13 22 20 48 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 62,638 COMMITMENTS 6,305 23,326 3,740 44,917 12,368 54,962 39,434 7,676 23,204 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 4,920) -12,640 780 558 16,239 2,074 4,158 3,412 762 1,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 37.2 6.0 71.7 19.7 87.7 63.0 12.3 37.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 9 14 6 12 15 23 33 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 131,569 COMMITMENTS 17,144 80,669 420 110,693 43,371 128,257 124,459 3,312 7,110 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -6,830) -8,466 2,070 53 1,315 -8,468 -7,097 -6,345 266 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 61.3 0.3 84.1 33.0 97.5 94.6 2.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 23 61 6 15 19 41 83 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 170,838 COMMITMENTS 36,379 52,452 15,619 100,328 68,148 152,325 136,219 18,513 34,620 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 5,487) -140 -1,112 -608 5,957 3,803 5,209 2,083 278 3,404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 30.7 9.1 58.7 39.9 89.2 79.7 10.8 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 37 27 27 27 36 73 81 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 280,393 COMMITMENTS 28,493 121,340 31,352 202,368 62,821 262,213 215,513 18,180 64,881 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -857) -16,097 -10,055 424 13,849 6,815 -1,824 -2,816 967 1,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 43.3 11.2 72.2 22.4 93.5 76.9 6.5 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 28 65 35 29 34 77 115 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 470,894 COMMITMENTS 42,461 181,568 63,225 327,304 136,824 432,990 381,617 37,904 89,277 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 22,514) -11,868 5,097 6,245 29,973 11,853 24,351 23,196 -1,837 -681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 38.6 13.4 69.5 29.1 92.0 81.0 8.0 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 51 94 65 53 70 139 195 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 17,402,320 COMMITMENTS 1507526 1403749 7263092 7836764 7409290 16607382 16076131 794,938 1326189 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 577,216) 121,030 -75,532 384,404 94,272 290,693 599,705 599,564 -22,489 -22,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 8.1 41.7 45.0 42.6 95.4 92.4 4.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 57 90 112 137 147 259 290 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 852,627 COMMITMENTS 106,562 80,273 72,596 580,309 630,272 759,467 783,141 93,161 69,486 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -254,433) -12,501 -3,002 -41,797 -169,192 -184,640 -223,490 -229,439 -30,943 -24,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 9.4 8.5 68.1 73.9 89.1 91.9 10.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630) 160 124 136 250 238 475 436 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 194,331 COMMITMENTS 14,977 9,157 24,696 110,953 137,710 150,626 171,563 43,705 22,768 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -81,557) -1,426 -787 -7,501 -57,952 -63,160 -66,879 -71,448 -14,679 -10,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 4.7 12.7 57.1 70.9 77.5 88.3 22.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 17 16 25 48 45 83 71 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,291,481 COMMITMENTS 474,684 372,337 222,741 2346776 2462813 3044201 3057891 247,280 233,590 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -864,379) -83,574 -39,272 -143,282 -556,200 -607,400 -783,056 -789,954 -81,324 -74,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 11.3 6.8 71.3 74.8 92.5 92.9 7.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600) 155 112 122 240 228 445 412 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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: 80,654 COMMITMENTS 8,484 5,823 961 61,196 70,136 70,641 76,920 10,013 3,734 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -30,772) 425 1,567 -516 -17,187 -31,916 -17,278 -30,865 -13,494 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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+ OPTION AND FUTURES COMBINED 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: 70,377 COMMITMENTS 15,676 7,317 2,075 45,572 57,892 63,323 67,284 7,054 3,093 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -44,982) -6,940 -1,828 -1,719 -36,183 -41,791 -44,842 -45,339 -140 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 10.4 2.9 64.8 82.3 90.0 95.6 10.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 61 33 19 72 67 138 114 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 351,884 COMMITMENTS 78,380 36,585 10,373 227,861 289,461 316,614 336,418 35,270 15,466 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -126,456) -33,644 -8,310 -4,426 -113,396 -119,067 -151,466 -131,803 25,010 5,347 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 10.4 2.9 64.8 82.3 90.0 95.6 10.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 61 33 19 72 67 138 114 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 142,986 COMMITMENTS 26,262 67,144 10,822 88,607 25,823 125,690 103,789 17,296 39,197 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 4,628) -447 4,694 1,259 3,389 -1,579 4,201 4,374 427 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 47.0 7.6 62.0 18.1 87.9 72.6 12.1 27.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 22 43 18 20 23 51 75 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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