BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,355 COMMITMENTS 347 2,429 762 5,955 3,405 7,063 6,596 1,292 1,759 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 277) 26 -142 58 334 252 418 167 -141 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 29.1 9.1 71.3 40.8 84.5 78.9 15.5 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 10 9 16 16 27 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 79,821 COMMITMENTS 28,600 5,216 16,962 30,578 36,480 76,141 58,658 3,680 21,163 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 189) 57 143 89 125 46 271 278 -82 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 6.5 21.3 38.3 45.7 95.4 73.5 4.6 26.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 26 24 38 38 36 83 79 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,432 COMMITMENTS 98 1,529 784 5,442 3,925 6,324 6,239 1,108 1,193 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 63) 17 -9 16 388 22 421 29 -358 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 20.6 10.6 73.2 52.8 85.1 83.9 14.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 9 10 18 15 30 26 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,007 COMMITMENTS 2,825 40 699 1,709 2,261 5,233 3,000 775 3,007 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 50) 18 6 -6 9 6 21 6 29 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 0.7 11.6 28.4 37.6 87.1 49.9 12.9 50.1 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,219 COMMITMENTS 83,258 30,163 73,184 97,965 138,941 254,407 242,287 23,812 35,932 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 4,498) -266 3,379 819 3,388 204 3,941 4,402 557 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 10.8 26.3 35.2 49.9 91.4 87.1 8.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 114 54 98 97 91 250 217 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 363,021 COMMITMENTS 106,663 17,141 103,301 122,045 191,811 332,009 312,252 31,012 50,769 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -2,654) -71 -1,818 198 -2,122 2,331 -1,994 711 -660 -3,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 4.7 28.5 33.6 52.8 91.5 86.0 8.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401) 131 63 118 133 168 318 314 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,815 COMMITMENTS 1,389 2,120 269 1,189 547 2,847 2,937 968 878 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -31) 17 -16 13 30 -11 60 -13 -91 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 55.6 7.1 31.2 14.3 74.6 77.0 25.4 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 16 15 9 21 14 41 34 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,974 COMMITMENTS 11,774 4,985 15,250 15,619 12,785 42,644 33,021 12,330 21,953 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -689) -837 -46 -72 93 -352 -815 -469 126 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 9.1 27.7 28.4 23.3 77.6 60.1 22.4 39.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 57 43 56 83 88 172 163 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,887 COMMITMENTS 3,916 27,742 4,715 35,236 9,219 43,867 41,676 1,020 3,212 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 424) -120 3 155 371 146 406 304 18 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 61.8 10.5 78.5 20.5 97.7 92.8 2.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 10 25 15 21 17 41 47 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,793 COMMITMENTS 5,048 1,176 227 46,120 49,609 51,395 51,012 398 781 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 156) -70 -27 86 97 158 113 217 43 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 2.3 0.4 89.0 95.8 99.2 98.5 0.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 5 2 13 17 19 23 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 113,246 COMMITMENTS 31,443 46,973 8,645 50,743 19,940 90,831 75,558 22,415 37,688 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -2,109) -1,194 670 -616 16 -783 -1,794 -728 -314 -1,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 41.5 7.6 44.8 17.6 80.2 66.7 19.8 33.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 21 30 13 23 21 48 60 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,646 COMMITMENTS 8,298 25,087 4,069 46,486 12,275 58,853 41,431 6,792 24,215 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 3,008) 1,993 1,761 329 1,569 -94 3,892 1,997 -884 1,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 38.2 6.2 70.8 18.7 89.7 63.1 10.3 36.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 12 15 7 12 15 27 34 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,298 COMMITMENTS 15,715 79,676 381 110,322 42,913 126,418 122,970 3,880 7,329 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -1,270) -1,429 -993 -39 -371 -458 -1,839 -1,489 569 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 61.1 0.3 84.7 32.9 97.0 94.4 3.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 20 58 5 13 18 36 78 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 171,304 COMMITMENTS 34,285 54,822 14,600 104,455 66,487 153,339 135,909 17,965 35,396 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 466) -2,094 2,370 -1,019 4,127 -1,661 1,014 -310 -548 776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 32.0 8.5 61.0 38.8 89.5 79.3 10.5 20.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 33 30 26 29 36 72 82 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 278,890 COMMITMENTS 27,755 123,314 30,663 200,927 63,141 259,345 217,118 19,545 61,772 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -1,504) -738 1,974 -689 -1,441 321 -2,868 1,606 1,365 -3,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 44.2 11.0 72.0 22.6 93.0 77.9 7.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 26 67 35 29 35 76 117 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 482,748 COMMITMENTS 44,975 188,276 64,686 335,527 140,489 445,188 393,451 37,559 89,297 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 11,854) 2,514 6,708 1,461 8,224 3,665 12,199 11,834 -345 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 39.0 13.4 69.5 29.1 92.2 81.5 7.8 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 49 103 68 54 74 141 208 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,821 COMMITMENTS 5,520 34,972 3,905 35,711 6,141 45,136 45,018 685 803 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -19,361) 347 -20,105 520 -20,186 16 -19,319 -19,569 -42 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 76.3 8.5 77.9 13.4 98.5 98.2 1.5 1.8 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 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,071 COMMITMENTS 8,236 10,082 327 6,733 2,636 15,296 13,045 2,775 5,026 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -1,224) -1,550 -1,112 -43 -366 -19 -1,959 -1,174 735 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.6 55.8 1.8 37.3 14.6 84.6 72.2 15.4 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 20 27 4 8 4 30 33 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,186,233 COMMITMENTS 1491119 1403138 7090280 7774050 7359442 16355448 15852859 830,784 1333373 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -216,087) -16,407 -611 -172,812 -62,715 -49,848 -251,934 -223,272 35,846 7,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 8.2 41.3 45.2 42.8 95.2 92.2 4.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 53 92 108 136 147 254 286 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 846,387 COMMITMENTS 107,134 75,907 66,257 574,179 628,477 747,570 770,641 98,818 75,746 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -6,240) 571 -4,366 -6,338 -6,130 -1,796 -11,897 -12,500 5,657 6,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 9.0 7.8 67.8 74.3 88.3 91.1 11.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632) 168 114 132 251 242 476 434 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 192,955 COMMITMENTS 12,910 8,523 23,282 109,890 136,696 146,083 168,501 46,872 24,453 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -1,377) -2,067 -634 -1,413 -1,063 -1,014 -4,543 -3,062 3,167 1,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 4.4 12.1 57.0 70.8 75.7 87.3 24.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 20 13 28 48 46 83 75 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,267,163 COMMITMENTS 474,160 339,965 211,830 2321444 2458905 3007434 3010700 259,730 256,464 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -24,317) -523 -32,372 -10,911 -25,333 -3,908 -36,767 -47,191 12,450 22,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 10.4 6.5 71.1 75.3 92.1 92.2 7.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601) 160 105 117 241 231 446 408 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 81,744 COMMITMENTS 8,621 4,965 1,118 61,570 72,353 71,309 78,436 10,435 3,308 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 1,090) 137 -858 157 374 2,217 668 1,516 422 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 6.1 1.4 75.3 88.5 87.2 96.0 12.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 14 8 4 47 37 63 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,267 COMMITMENTS 16,070 7,700 2,017 43,771 56,358 61,858 66,074 7,410 3,194 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -1,109) 394 383 -58 -1,801 -1,535 -1,465 -1,210 355 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 11.1 2.9 63.2 81.4 89.3 95.4 10.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 57 36 18 72 67 135 115 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,337 COMMITMENTS 80,351 38,499 10,083 218,855 281,788 309,289 330,369 37,048 15,968 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -5,547) 1,971 1,914 -290 -9,005 -7,673 -7,325 -6,049 1,777 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 11.1 2.9 63.2 81.4 89.3 95.4 10.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 57 36 18 72 67 135 115 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,285 COMMITMENTS 24,657 66,827 10,147 90,841 26,001 125,646 102,975 17,640 40,310 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 300) -1,604 -317 -674 2,234 178 -44 -814 344 1,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 46.6 7.1 63.4 18.1 87.7 71.9 12.3 28.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 23 45 20 20 23 55 76 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 61,607 COMMITMENTS 19,056 16,985 473 30,380 37,705 49,909 55,163 11,698 6,444 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 609) -952 1,846 75 591 -1,898 -286 23 895 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 27.6 0.8 49.3 61.2 81.0 89.5 19.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 16 15 1 20 12 37 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/30/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 103,940 COMMITMENTS 49,278 3,974 789 43,168 10,779 93,235 15,542 10,705 88,398 CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 4,040) 5,452 98 -6 -3,300 330 2,146 422 1,894 3,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.4 3.8 0.8 41.5 10.4 89.7 15.0 10.3 85.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 40 6 5 29 18 70 28
Updated January 2, 2015