BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,854 COMMITMENTS 685 821 227 4,894 5,005 5,806 6,053 1,048 801 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 360) 150 -55 4 100 353 254 302 106 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 12.0 3.3 71.4 73.0 84.7 88.3 15.3 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 7 7 16 16 27 25 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,319 COMMITMENTS 13,328 5,164 705 13,739 15,832 27,772 21,701 2,547 8,618 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,916) 1,442 333 -52 383 1,440 1,773 1,721 143 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 17.0 2.3 45.3 52.2 91.6 71.6 8.4 28.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 11 23 16 25 24 48 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,285 COMMITMENTS 330 1,219 349 4,704 3,642 5,383 5,210 902 1,075 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 678) 216 205 78 372 398 666 681 12 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 19.4 5.6 74.8 57.9 85.6 82.9 14.4 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 14 8 19 13 29 27 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,741 COMMITMENTS 319 861 243 1,810 839 2,372 1,943 369 798 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 31.4 8.9 66.0 30.6 86.5 70.9 13.5 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 5 9 7 16 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 200,599 COMMITMENTS 70,136 75,513 35,520 78,857 62,461 184,513 173,494 16,086 27,105 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -16,305) -3,496 -4,802 -4,746 -6,732 -6,261 -14,974 -15,809 -1,331 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 37.6 17.7 39.3 31.1 92.0 86.5 8.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 80 92 85 62 70 201 202 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,026 COMMITMENTS 77,130 46,441 37,481 93,515 114,893 208,126 198,815 29,900 39,211 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 2,708) -6,964 6,391 4,142 3,479 -8,705 657 1,828 2,051 880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 19.5 15.7 39.3 48.3 87.4 83.5 12.6 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 117 80 112 97 116 278 263 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,371 COMMITMENTS 1,433 1,852 662 1,268 892 3,363 3,406 1,008 965 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 291) -24 154 48 161 -59 185 143 106 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 42.4 15.1 29.0 20.4 76.9 77.9 23.1 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 18 22 7 21 14 42 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,992 COMMITMENTS 15,704 8,394 6,108 11,903 12,550 33,715 27,052 9,277 15,940 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 364) 828 96 -342 -78 542 408 296 -44 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 19.5 14.2 27.7 29.2 78.4 62.9 21.6 37.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 60 42 59 48 70 144 152 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,436 COMMITMENTS 686 3,414 25 2,551 513 3,262 3,952 1,174 484 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 220) 52 311 -20 116 -95 148 196 72 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 77.0 0.6 57.5 11.6 73.5 89.1 26.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 7 2 10 5 17 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,674 COMMITMENTS 2,913 15,104 630 23,404 9,442 26,947 25,176 727 2,498 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 2,525) 361 1,645 20 2,145 632 2,526 2,297 -1 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 54.6 2.3 84.6 34.1 97.4 91.0 2.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 17 26 16 18 15 41 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,028 COMMITMENTS 2,277 3,970 536 45,883 43,955 48,696 48,461 332 567 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -2,521) 65 -243 0 -2,631 -2,221 -2,566 -2,464 45 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 8.1 1.1 93.6 89.7 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 5 2 10 11 19 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,762 COMMITMENTS 41,443 85,011 2,797 87,887 20,556 132,127 108,364 21,635 45,398 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 15,331) 3,266 6,108 910 11,133 4,530 15,309 11,548 22 3,783 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 55.3 1.8 57.2 13.4 85.9 70.5 14.1 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 22 34 11 19 22 45 64 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 28,424 COMMITMENTS 9,881 6,464 106 10,249 4,199 20,236 10,769 8,188 17,655 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 6,034) 3,383 3,047 0 4,021 -724 7,404 2,323 -1,370 3,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 22.7 0.4 36.1 14.8 71.2 37.9 28.8 62.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 10 7 2 9 7 20 15 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,662 COMMITMENTS 21,371 102,795 23,538 141,585 54,800 186,494 181,133 3,168 8,529 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 36,023) 1,406 10,112 14,096 20,422 11,137 35,924 35,345 99 678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 54.2 12.4 74.7 28.9 98.3 95.5 1.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 23 77 8 20 23 49 103 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 164,779 COMMITMENTS 35,141 56,609 1,396 105,350 85,715 141,887 143,720 22,892 21,059 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 7,706) 2,979 248 74 4,471 8,049 7,524 8,371 182 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 34.4 0.8 63.9 52.0 86.1 87.2 13.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 28 35 12 24 35 59 75 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 251,136 COMMITMENTS 50,899 113,213 3,819 181,299 81,664 236,017 198,696 15,119 52,440 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 3,432) 1,732 16,675 150 2,393 -13,745 4,275 3,080 -843 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 45.1 1.5 72.2 32.5 94.0 79.1 6.0 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 23 58 12 26 33 55 97 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 366,892 COMMITMENTS 65,728 178,704 7,435 254,622 101,507 327,785 287,646 39,107 79,246 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 10,132) 3,052 8,247 1,591 5,493 -3,698 10,136 6,140 -4 3,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 48.7 2.0 69.4 27.7 89.3 78.4 10.7 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 56 90 33 47 56 118 165 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,552 COMMITMENTS 14,347 8,141 3,726 3,647 9,334 21,720 21,201 832 1,351 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 4,428) 3,900 1,236 686 30 2,413 4,616 4,335 -188 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.6 36.1 16.5 16.2 41.4 96.3 94.0 3.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 8 4 2 5 13 13 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,544 COMMITMENTS 13,200 29,154 270 22,843 2,306 36,313 31,730 2,231 6,814 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -3,767) -304 -4,004 -95 -3,064 -64 -3,463 -4,163 -304 396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 75.6 0.7 59.3 6.0 94.2 82.3 5.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 13 51 6 11 9 27 63 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,451,253 COMMITMENTS 1749141 1546542 2125982 6775611 6509407 10650734 10181931 800,519 1269322 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 51,419) -79,739 -14,104 59,004 87,558 20,491 66,823 65,391 -15,404 -13,972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 13.5 18.6 59.2 56.8 93.0 88.9 7.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 36 92 94 112 136 218 258 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 635,291 COMMITMENTS 79,536 88,408 18,139 429,693 424,302 527,368 530,849 107,923 104,443 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,722) 5,460 -1,802 755 -1,980 7,067 4,235 6,020 -2,512 -4,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 13.9 2.9 67.6 66.8 83.0 83.6 17.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547) 99 112 58 224 237 350 381 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 104,900 COMMITMENTS 9,867 637 1,411 59,488 52,586 70,766 54,634 34,134 50,266 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -2,488) -1,394 266 -475 -1,412 3,601 -3,281 3,392 793 -5,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.6 1.3 56.7 50.1 67.5 52.1 32.5 47.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 10 8 3 31 31 42 42 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,651,956 COMMITMENTS 356,805 447,312 75,182 1851024 1858579 2283011 2381073 368,945 270,883 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 21,051) 29,747 -14,860 10,669 -2,838 17,330 37,578 13,139 -16,527 7,912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 16.9 2.8 69.8 70.1 86.1 89.8 13.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535) 96 111 54 213 226 335 365 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 80,842 COMMITMENTS 8,293 3,681 1,576 60,331 72,068 70,200 77,325 10,642 3,517 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 897) 1,436 1,106 276 -776 -1,018 936 364 -39 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 4.6 1.9 74.6 89.1 86.8 95.6 13.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 14 5 3 50 35 64 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,975 COMMITMENTS 23,598 6,470 1,020 38,470 56,836 63,088 64,327 5,887 4,648 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 8,175) 7,160 1,010 -119 681 6,847 7,722 7,738 452 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 9.4 1.5 55.8 82.4 91.5 93.3 8.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 67 46 12 65 66 137 119 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,873 COMMITMENTS 117,989 32,352 5,101 192,348 284,180 315,438 321,633 29,435 23,240 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 40,874) 35,800 5,052 -594 3,406 34,234 38,612 38,692 2,262 2,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 9.4 1.5 55.8 82.4 91.5 93.3 8.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 67 46 12 65 66 137 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 159,796 COMMITMENTS 52,330 93,180 75 93,305 22,394 145,710 115,649 14,086 44,147 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 11,390) -2,606 4,703 42 14,828 4,018 12,264 8,763 -874 2,627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 58.3 0.0 58.4 14.0 91.2 72.4 8.8 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 20 41 5 20 16 43 59 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 55,757 COMMITMENTS 15,244 14,129 400 29,570 36,467 45,214 50,996 10,543 4,761 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -368) -1,401 442 400 221 362 -780 1,204 412 -1,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 25.3 0.7 53.0 65.4 81.1 91.5 18.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 18 11 2 25 9 44 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 115,359 COMMITMENTS 42,445 10,694 544 63,166 8,317 106,155 19,555 9,204 95,804 CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 5,063) 2,477 2,081 151 1,523 355 4,151 2,587 912 2,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 9.3 0.5 54.8 7.2 92.0 17.0 8.0 83.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 32 14 5 32 17 67 33
Updated July 24, 2015