BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,325 COMMITMENTS 886 745 271 5,070 5,465 6,227 6,481 1,098 844 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 325) 148 -11 29 145 270 322 288 3 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 10.2 3.7 69.2 74.6 85.0 88.5 15.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 9 8 16 17 27 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,343 COMMITMENTS 14,167 5,484 990 14,458 16,917 29,615 23,391 2,728 8,952 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,087) 383 56 163 237 501 783 720 304 367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 17.0 3.1 44.7 52.3 91.6 72.3 8.4 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 13 24 22 26 24 55 54 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,846 COMMITMENTS 564 1,241 501 4,975 3,970 6,040 5,712 806 1,134 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 265) 46 -47 72 154 216 272 241 -7 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 18.1 7.3 72.7 58.0 88.2 83.4 11.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 14 10 21 15 33 31 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,215 COMMITMENTS 285 1,393 237 2,359 825 2,881 2,455 334 760 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 134) -20 134 0 145 0 125 134 9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 43.3 7.4 73.4 25.7 89.6 76.4 10.4 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 6 10 7 18 14 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 208,399 COMMITMENTS 75,853 74,630 37,626 77,908 68,017 191,387 180,273 17,012 28,126 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 3,811) 2,541 -864 -946 2,375 4,570 3,970 2,760 -159 1,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 35.8 18.1 37.4 32.6 91.8 86.5 8.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 96 92 89 59 74 217 205 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,340 COMMITMENTS 73,193 64,111 40,352 99,125 103,470 212,670 207,933 29,670 34,407 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,142) -5,324 5,388 1,780 3,991 -3,782 447 3,386 695 -2,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 26.5 16.7 40.9 42.7 87.8 85.8 12.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 118 91 119 114 116 298 273 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,962 COMMITMENTS 1,461 2,968 845 2,154 810 4,460 4,623 1,502 1,339 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 938) 35 606 100 420 -53 555 653 383 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 49.8 14.2 36.1 13.6 74.8 77.5 25.2 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 17 25 12 26 19 49 52 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,493 COMMITMENTS 15,724 9,061 6,236 11,354 12,472 33,314 27,769 9,179 14,724 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 631) 117 486 568 -28 -73 657 981 -26 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 21.3 14.7 26.7 29.4 78.4 65.3 21.6 34.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 52 43 56 50 64 135 145 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,627 COMMITMENTS 1,174 3,518 36 2,504 573 3,714 4,127 913 500 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 98) 481 70 0 -36 48 445 118 -347 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 76.0 0.8 54.1 12.4 80.3 89.2 19.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 7 2 10 5 18 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,177 COMMITMENTS 2,866 16,526 721 24,869 9,551 28,456 26,798 721 2,379 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 626) 47 553 43 542 6 632 602 -6 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 56.6 2.5 85.2 32.7 97.5 91.8 2.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 14 31 16 18 16 42 54 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 48,876 COMMITMENTS 2,665 3,690 535 45,184 44,000 48,384 48,225 492 651 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 34) 290 196 -1 -388 -30 -99 165 133 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 7.5 1.1 92.4 90.0 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 7 5 1 10 11 17 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 170,087 COMMITMENTS 33,993 98,173 3,583 112,225 24,505 149,801 126,261 20,286 43,826 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 7,969) -1,202 6,911 444 7,857 1,172 7,099 8,527 870 -558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 57.7 2.1 66.0 14.4 88.1 74.2 11.9 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 26 38 13 20 22 49 71 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,399 COMMITMENTS 11,364 12,830 108 19,362 4,633 30,834 17,571 6,565 19,828 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 5,034) 1,603 3,193 0 4,220 528 5,823 3,721 -789 1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 34.3 0.3 51.8 12.4 82.4 47.0 17.6 53.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 13 3 9 8 19 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 191,087 COMMITMENTS 22,590 104,638 20,030 145,436 57,470 188,056 182,138 3,031 8,949 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -5,241) 744 -6,051 -3,611 -2,482 3,804 -5,349 -5,858 108 617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 54.8 10.5 76.1 30.1 98.4 95.3 1.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 22 79 7 22 21 48 103 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 169,224 COMMITMENTS 45,748 52,305 2,079 98,230 91,834 146,057 146,218 23,167 23,006 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -4,071) 1,953 -1,278 -17 -4,275 -5,505 -2,339 -6,800 -1,732 2,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 30.9 1.2 58.0 54.3 86.3 86.4 13.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 33 33 11 22 34 61 72 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 252,655 COMMITMENTS 49,906 129,622 3,936 185,079 65,098 238,921 198,656 13,734 53,999 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 6,386) 3,636 19,814 146 4,459 -16,290 8,241 3,670 -1,855 2,716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 51.3 1.6 73.3 25.8 94.6 78.6 5.4 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 27 62 13 27 34 61 102 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 367,885 COMMITMENTS 70,620 184,014 6,023 254,646 102,623 331,289 292,660 36,596 75,225 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 9,945) 2,778 12,164 -1,633 10,177 -927 11,322 9,604 -1,377 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 50.0 1.6 69.2 27.9 90.1 79.6 9.9 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 59 92 34 49 62 122 176 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,359 COMMITMENTS 8,396 12,860 2,981 10,116 4,819 21,493 20,660 866 1,699 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 2,056) 175 4,646 -52 1,692 -2,201 1,815 2,393 241 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 57.5 13.3 45.2 21.6 96.1 92.4 3.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 11 2 5 4 12 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,530 COMMITMENTS 14,391 26,290 219 21,363 5,422 35,973 31,931 2,557 6,599 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,043) 841 -25 -14 133 1,233 960 1,194 83 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 68.2 0.6 55.4 14.1 93.4 82.9 6.6 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 15 46 5 13 12 30 61 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,919 COMMITMENTS 2,826 6,462 23 5,567 878 8,416 7,363 503 1,556 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 557) 221 393 0 220 -10 441 383 116 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 72.5 0.3 62.4 9.8 94.4 82.6 5.6 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 13 1 4 3 8 16 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,910,531 COMMITMENTS 1644267 1656595 2214829 7205359 6771766 11064455 10643190 846,076 1267341 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 269,346) -61,985 16,286 111,789 212,041 140,629 261,845 268,704 7,501 642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 13.9 18.6 60.5 56.9 92.9 89.4 7.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 33 97 101 118 143 229 271 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 651,953 COMMITMENTS 78,302 94,045 20,742 437,755 430,672 536,800 545,459 115,154 106,494 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,774) -710 3,692 347 -1,896 -5,793 -2,259 -1,755 7,033 6,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 14.4 3.2 67.1 66.1 82.3 83.7 17.7 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564) 108 119 58 223 242 356 395 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 109,579 COMMITMENTS 10,589 3,002 1,298 61,293 51,759 73,180 56,059 36,399 53,520 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 3,439) 700 401 -113 1,512 -1,684 2,099 -1,396 1,340 4,835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 2.7 1.2 55.9 47.2 66.8 51.2 33.2 48.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 11 7 4 30 33 42 44 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,711,872 COMMITMENTS 360,640 477,289 75,147 1882311 1894564 2318098 2447000 393,774 264,872 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 6,674) -3,515 19,986 -1,234 -17,042 -20,546 -21,791 -1,794 28,465 8,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 17.6 2.8 69.4 69.9 85.5 90.2 14.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553) 104 120 53 214 230 342 379 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 80,367 COMMITMENTS 8,672 3,351 1,443 60,537 71,851 70,652 76,645 9,715 3,722 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -371) 1,360 -553 373 -1,009 -2 724 -182 -1,095 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 4.2 1.8 75.3 89.4 87.9 95.4 12.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 12 5 3 53 33 65 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,634 COMMITMENTS 22,066 6,270 1,124 41,335 59,506 64,525 66,899 6,110 3,735 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -1,670) -2,102 136 148 435 -2,199 -1,519 -1,915 -151 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 8.9 1.6 58.5 84.2 91.4 94.7 8.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 73 41 8 70 65 146 111 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 353,171 COMMITMENTS 110,329 31,350 5,618 206,676 297,528 322,623 334,496 30,548 18,675 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -8,352) -10,508 679 739 2,174 -10,994 -7,595 -9,576 -757 1,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 8.9 1.6 58.5 84.2 91.4 94.7 8.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 73 41 8 70 65 146 111 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 168,404 COMMITMENTS 49,401 98,813 635 104,143 22,692 154,179 122,140 14,225 46,264 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 2,430) 2,846 1,599 582 -185 334 3,243 2,515 -813 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 58.7 0.4 61.8 13.5 91.6 72.5 8.4 27.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 18 49 6 19 15 40 67 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 55,194 COMMITMENTS 14,473 13,558 460 29,226 36,685 44,159 50,703 11,035 4,491 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,103) 77 45 217 -10 314 284 576 819 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 24.6 0.8 53.0 66.5 80.0 91.9 20.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 18 10 2 24 10 43 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/04/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 122,778 COMMITMENTS 47,452 12,176 413 66,604 7,986 114,469 20,575 8,309 102,203 CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 6,447) 2,988 2,383 -327 3,806 -2,162 6,467 -106 -20 6,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 9.9 0.3 54.2 6.5 93.2 16.8 6.8 83.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 36 15 5 34 16 73 33
Updated August 7, 2015