BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,677 COMMITMENTS 412 1,208 208 5,208 4,425 5,828 5,841 849 836 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 359) 46 5 40 259 283 345 328 14 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 18.1 3.1 78.0 66.3 87.3 87.5 12.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 8 8 19 19 29 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,131 COMMITMENTS 14,441 6,169 534 14,862 16,245 29,837 22,948 2,294 9,183 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,202) 109 684 2 1,128 -145 1,239 541 -37 661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 19.2 1.7 46.3 50.6 92.9 71.4 7.1 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 16 24 19 26 26 59 53 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,513 COMMITMENTS 130 1,317 268 4,402 2,888 4,800 4,473 713 1,040 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 374) 9 188 17 321 69 347 274 27 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 23.9 4.9 79.8 52.4 87.1 81.1 12.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 11 7 18 13 26 26 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,165 COMMITMENTS 495 188 243 1,069 927 1,807 1,358 358 807 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 85) -38 32 47 41 0 50 79 35 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 8.7 11.2 49.4 42.8 83.5 62.7 16.5 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 2 7 7 5 15 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,163 COMMITMENTS 74,369 79,482 38,322 87,217 70,457 199,908 188,261 19,255 30,902 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,060) 6,181 7,579 -2,154 -2,226 -4,714 1,801 711 -741 349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 36.3 17.5 39.8 32.1 91.2 85.9 8.8 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 82 100 91 65 71 205 221 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,256 COMMITMENTS 118,083 44,064 37,231 92,346 152,428 247,660 233,723 28,596 42,533 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -12,819) -4,282 2,592 -4,860 -1,817 -8,155 -10,959 -10,423 -1,860 -2,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 16.0 13.5 33.4 55.2 89.6 84.6 10.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 123 93 112 98 142 298 294 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,309 COMMITMENTS 1,926 1,750 51 1,212 1,555 3,189 3,356 1,120 953 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 0) -47 20 -9 166 30 110 41 -110 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.7 40.6 1.2 28.1 36.1 74.0 77.9 26.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 22 2 18 17 35 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,704 COMMITMENTS 19,728 10,999 3,217 12,668 13,654 35,613 27,870 11,091 18,834 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,942) 1,494 309 243 241 367 1,978 919 -36 1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 23.6 6.9 27.1 29.2 76.3 59.7 23.7 40.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 73 49 33 47 68 141 133 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,637 COMMITMENTS 959 3,492 25 2,791 588 3,775 4,105 862 532 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 58) 13 16 0 75 42 88 58 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 75.3 0.5 60.2 12.7 81.4 88.5 18.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 6 2 10 6 17 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,886 COMMITMENTS 2,102 15,118 373 23,572 8,996 26,047 24,487 839 2,399 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,587) 189 468 49 1,286 763 1,524 1,280 63 307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 56.2 1.4 87.7 33.5 96.9 91.1 3.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 14 26 10 21 17 39 49 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 42,254 COMMITMENTS 3,879 1,812 535 37,433 39,457 41,847 41,804 407 450 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 861) 385 502 0 532 368 917 870 -56 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 4.3 1.3 88.6 93.4 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 1 10 12 16 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 81,380 COMMITMENTS 18,270 35,849 2,220 38,597 14,191 59,087 52,260 22,293 29,120 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -37,240) -4,214 1,084 -1,115 -32,757 -34,201 -38,086 -34,232 846 -3,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 44.1 2.7 47.4 17.4 72.6 64.2 27.4 35.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 16 25 8 16 22 36 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 21,869 COMMITMENTS 9,910 2,838 6 2,592 5,940 12,508 8,784 9,361 13,085 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,017) 1,052 -662 -11 5 1,844 1,046 1,171 971 846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 13.0 0.0 11.9 27.2 57.2 40.2 42.8 59.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 4 2 4 9 13 14 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,876 COMMITMENTS 39,402 67,269 367 69,300 38,128 109,069 105,764 2,807 6,112 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -21,784) 11,157 -13,466 -569 -30,739 -7,489 -20,151 -21,524 -1,633 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 60.1 0.3 61.9 34.1 97.5 94.5 2.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 28 51 7 15 20 47 75 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 178,641 COMMITMENTS 51,530 73,724 1,234 97,485 81,898 150,249 156,856 28,392 21,785 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 32,006) 17,653 14,413 -116 9,512 19,472 27,049 33,769 4,957 -1,763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 41.3 0.7 54.6 45.8 84.1 87.8 15.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 34 41 4 21 34 58 76 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 247,839 COMMITMENTS 39,019 126,736 3,717 190,910 55,586 233,646 186,039 14,193 61,800 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -14,490) -25,741 -18,688 -590 10,808 6,104 -15,523 -13,174 1,033 -1,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 51.1 1.5 77.0 22.4 94.3 75.1 5.7 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 18 64 9 25 33 49 100 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 345,427 COMMITMENTS 67,867 167,173 5,022 233,162 101,253 306,051 273,448 39,376 71,979 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -4,718) -14,847 -4,898 531 7,350 -1,588 -6,966 -5,955 2,248 1,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 48.4 1.5 67.5 29.3 88.6 79.2 11.4 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 61 87 30 52 62 127 166 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 15,544 COMMITMENTS 7,112 7,291 3,175 4,422 4,185 14,709 14,651 835 893 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -1,695) -783 -1,918 4 -703 255 -1,482 -1,659 -213 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 46.9 20.4 28.4 26.9 94.6 94.3 5.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 8 2 4 5 13 13 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,911 COMMITMENTS 19,661 33,224 693 19,844 2,338 40,198 36,255 2,713 6,656 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 5,742) 279 4,674 58 5,192 384 5,529 5,116 213 626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 77.4 1.6 46.2 5.4 93.7 84.5 6.3 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 20 49 4 15 8 36 60 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,993,368 COMMITMENTS 1684195 1366553 1975662 6514964 6379425 10174821 9721640 818,547 1271728 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 208,421) -11,381 34,453 56,829 134,096 88,991 179,544 180,273 28,877 28,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 12.4 18.0 59.3 58.0 92.6 88.4 7.4 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 39 93 95 122 143 232 265 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 608,957 COMMITMENTS 75,229 84,748 16,379 419,834 415,653 511,442 516,780 97,515 92,177 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -209,173) -3,399 -3,507 -6,119 -140,738 -144,685 -150,256 -154,312 -58,917 -54,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 13.9 2.7 68.9 68.3 84.0 84.9 16.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556) 97 112 55 220 253 347 390 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 93,876 COMMITMENTS 9,362 444 211 50,306 51,515 59,879 52,170 33,997 41,706 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -81,628) -923 -2,660 -1 -73,357 -29,997 -74,281 -32,658 -7,347 -48,970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.5 0.2 53.6 54.9 63.8 55.6 36.2 44.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 12 5 2 29 25 41 32 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,575,407 COMMITMENTS 331,254 423,439 78,923 1847639 1820690 2257816 2323052 317,591 252,355 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -637,724) -28,741 -20,600 -14,228 -336,906 -573,442 -379,875 -608,270 -257,849 -29,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 16.4 3.1 71.7 70.7 87.7 90.2 12.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545) 93 112 53 209 243 330 380 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 91,736 COMMITMENTS 11,659 3,298 1,009 67,345 84,143 80,013 88,450 11,723 3,286 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -16,347) 1,866 -351 -296 -17,319 -7,104 -15,749 -7,751 -598 -8,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 3.6 1.1 73.4 91.7 87.2 96.4 12.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 18 3 3 46 41 64 47 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,325 COMMITMENTS 20,195 5,255 1,122 41,982 59,246 63,299 65,623 6,025 3,702 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -18,384) 4,308 -1,897 -2,576 -16,181 -9,911 -14,449 -14,384 -3,935 -4,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 7.6 1.6 60.6 85.5 91.3 94.7 8.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 72 33 10 63 66 139 105 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,623 COMMITMENTS 100,974 26,273 5,611 209,911 296,229 316,496 328,113 30,127 18,510 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -44,309) 14,612 -7,492 -4,682 -47,941 -15,214 -38,011 -27,388 -6,298 -16,921 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 7.6 1.6 60.6 85.5 91.3 94.7 8.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 72 33 10 63 66 139 105 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,184 COMMITMENTS 56,099 65,151 451 44,097 19,622 100,647 85,224 15,537 30,960 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -3,178) -9,322 -4,318 62 4,629 -133 -4,631 -4,389 1,453 1,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 56.1 0.4 38.0 16.9 86.6 73.4 13.4 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 31 5 15 10 34 44 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,236 COMMITMENTS 17,123 15,149 0 28,611 34,194 45,734 49,343 10,502 6,893 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,618) 2,337 753 -45 443 1,549 2,735 2,257 883 1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 26.9 0.0 50.9 60.8 81.3 87.7 18.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 19 14 0 23 11 42 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 113,918 COMMITMENTS 44,351 11,812 94 60,307 8,081 104,752 19,987 9,166 93,931 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,748) 1,727 1,701 -350 1,869 -2,129 3,246 -778 -498 3,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 10.4 0.1 52.9 7.1 92.0 17.5 8.0 82.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 38 15 2 31 15 69 32
Updated June 26, 2015