BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,842 COMMITMENTS 910 590 250 4,751 5,286 5,911 6,126 931 716 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -483) 24 -155 -21 -319 -179 -316 -355 -167 -128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 8.6 3.7 69.4 77.3 86.4 89.5 13.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 8 7 15 16 25 26 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,291 COMMITMENTS 12,532 4,678 621 12,488 15,022 25,641 20,321 2,650 7,970 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -4,052) -1,635 -806 -369 -1,970 -1,895 -3,974 -3,070 -78 -982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 16.5 2.2 44.1 53.1 90.6 71.8 9.4 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 12 21 19 23 22 50 48 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,186 COMMITMENTS 537 1,045 368 4,357 3,567 5,262 4,980 924 1,206 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -660) -27 -196 -133 -618 -403 -778 -732 118 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 16.9 5.9 70.4 57.7 85.1 80.5 14.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 12 9 19 12 30 27 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,018 COMMITMENTS 211 1,437 173 2,338 730 2,722 2,340 296 678 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -197) -74 44 -64 -21 -95 -159 -115 -38 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 47.6 5.7 77.5 24.2 90.2 77.5 9.8 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 4 6 9 7 17 14 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,456 COMMITMENTS 74,100 77,180 36,553 76,115 62,712 186,768 176,445 16,688 27,011 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -4,943) -1,753 2,550 -1,073 -1,793 -5,305 -4,619 -3,828 -324 -1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 37.9 18.0 37.4 30.8 91.8 86.7 8.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 98 98 90 63 65 221 205 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,259 COMMITMENTS 71,597 57,985 36,903 89,953 99,875 198,453 194,763 30,806 34,496 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -13,081) -1,596 -6,126 -3,449 -9,172 -3,595 -14,217 -13,170 1,136 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 25.3 16.1 39.2 43.6 86.6 85.0 13.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 122 93 115 103 112 285 266 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,076 COMMITMENTS 1,524 3,131 781 2,434 751 4,739 4,663 1,337 1,413 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 114) 63 163 -64 280 -59 279 40 -165 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 51.5 12.9 40.1 12.4 78.0 76.7 22.0 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 14 23 9 25 17 46 45 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,074 COMMITMENTS 15,616 9,458 5,548 11,647 12,232 32,811 27,238 9,263 14,836 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -419) -108 397 -688 293 -240 -503 -531 84 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 22.5 13.2 27.7 29.1 78.0 64.7 22.0 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 52 45 53 53 63 139 143 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,043 COMMITMENTS 1,141 3,020 36 2,123 512 3,300 3,568 743 475 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -584) -33 -498 0 -381 -61 -414 -559 -170 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 74.7 0.9 52.5 12.7 81.6 88.3 18.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 8 3 10 5 18 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,587 COMMITMENTS 2,489 13,703 775 21,721 9,033 24,985 23,511 602 2,076 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,590) -377 -2,823 54 -3,148 -518 -3,471 -3,287 -119 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 53.6 3.0 84.9 35.3 97.6 91.9 2.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 14 28 14 17 18 39 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 50,707 COMMITMENTS 2,815 3,505 535 46,752 46,000 50,102 50,040 605 667 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 1,831) 150 -185 0 1,568 2,000 1,718 1,815 113 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 6.9 1.1 92.2 90.7 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 4 1 12 11 19 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,252 COMMITMENTS 28,546 95,951 3,743 118,620 28,840 150,909 128,534 21,343 43,718 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 2,165) -5,447 -2,222 160 6,395 4,335 1,108 2,273 1,057 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 55.7 2.2 68.9 16.7 87.6 74.6 12.4 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 24 40 16 21 23 50 75 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,677 COMMITMENTS 9,668 16,680 123 26,623 2,835 36,414 19,638 7,263 24,039 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 6,278) -1,696 3,850 15 7,261 -1,798 5,580 2,067 698 4,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 38.2 0.3 61.0 6.5 83.4 45.0 16.6 55.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 12 3 10 6 20 20 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 173,781 COMMITMENTS 18,163 88,732 18,745 133,951 57,530 170,859 165,007 2,922 8,774 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -17,306) -4,427 -15,906 -1,285 -11,485 60 -17,197 -17,131 -109 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 51.1 10.8 77.1 33.1 98.3 95.0 1.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 25 77 10 23 22 55 105 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 158,247 COMMITMENTS 41,751 52,122 1,559 91,311 83,243 134,621 136,924 23,626 21,323 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -10,977) -3,997 -183 -520 -6,919 -8,591 -11,436 -9,294 459 -1,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 32.9 1.0 57.7 52.6 85.1 86.5 14.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 30 32 7 22 34 56 69 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 264,608 COMMITMENTS 45,768 150,994 3,300 199,520 51,445 248,588 205,739 16,020 58,869 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 11,953) -4,138 21,372 -636 14,441 -13,653 9,667 7,083 2,286 4,870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 57.1 1.2 75.4 19.4 93.9 77.8 6.1 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 21 59 11 27 31 54 95 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 361,334 COMMITMENTS 67,373 182,583 6,105 248,825 96,502 322,303 285,190 39,031 76,144 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -6,551) -3,247 -1,431 82 -5,821 -6,121 -8,986 -7,470 2,435 919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 50.5 1.7 68.9 26.7 89.2 78.9 10.8 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 57 95 39 49 56 127 171 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,003 COMMITMENTS 8,866 14,071 3,274 10,786 4,889 22,926 22,234 1,077 1,769 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 1,644) 470 1,211 293 670 70 1,433 1,574 211 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 58.6 13.6 44.9 20.4 95.5 92.6 4.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 14 3 6 4 13 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,861 COMMITMENTS 13,931 24,503 192 20,282 5,906 34,405 30,601 2,456 6,260 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,669) -460 -1,787 -27 -1,081 484 -1,568 -1,330 -101 -339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 66.5 0.5 55.0 16.0 93.3 83.0 6.7 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 15 37 4 12 12 29 51 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,128 COMMITMENTS 2,790 6,706 23 5,733 890 8,546 7,619 582 1,509 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 209) -36 244 0 166 12 130 256 79 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 73.5 0.3 62.8 9.8 93.6 83.5 6.4 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 14 1 4 3 8 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,960,881 COMMITMENTS 1604058 1651000 2262417 7320540 6777414 11187015 10690831 773,866 1270050 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 50,350) -40,209 -5,595 47,588 115,181 5,648 122,560 47,641 -72,210 2,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 13.8 18.9 61.2 56.7 93.5 89.4 6.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 34 102 100 122 148 232 280 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 671,573 COMMITMENTS 77,345 101,554 22,029 453,152 436,736 552,526 560,319 119,047 111,254 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 19,619) -957 7,509 1,287 15,397 6,064 15,726 14,860 3,893 4,759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 15.1 3.3 67.5 65.0 82.3 83.4 17.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563) 99 125 59 228 240 355 397 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 115,656 COMMITMENTS 11,998 3,724 1,296 66,867 53,256 80,161 58,276 35,495 57,380 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 6,077) 1,409 722 -2 5,574 1,497 6,981 2,217 -904 3,860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 3.2 1.1 57.8 46.0 69.3 50.4 30.7 49.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 11 8 3 32 31 44 42 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,779,583 COMMITMENTS 346,560 508,975 83,841 1931424 1917398 2361825 2510214 417,758 269,369 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 67,711) -14,080 31,686 8,694 49,113 22,834 43,727 63,214 23,984 4,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 18.3 3.0 69.5 69.0 85.0 90.3 15.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550) 96 124 53 216 229 338 380 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 80,784 COMMITMENTS 8,603 2,733 845 61,634 73,336 71,082 76,914 9,702 3,870 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 417) -69 -618 -598 1,097 1,485 430 269 -13 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 3.4 1.0 76.3 90.8 88.0 95.2 12.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 13 5 3 53 34 66 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,902 COMMITMENTS 18,343 5,983 2,307 42,209 56,684 62,860 64,975 6,043 3,928 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,732) -3,723 -287 1,184 874 -2,821 -1,665 -1,925 -67 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 8.7 3.3 61.3 82.3 91.2 94.3 8.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 69 45 12 73 68 150 119 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,511 COMMITMENTS 91,715 29,915 11,537 211,046 283,421 314,298 324,873 30,213 19,638 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -8,660) -18,614 -1,435 5,919 4,370 -14,107 -8,325 -9,623 -335 963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 8.7 3.3 61.3 82.3 91.2 94.3 8.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 69 45 12 73 68 150 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,751 COMMITMENTS 48,017 99,287 444 101,106 22,371 149,567 122,102 15,184 42,649 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,653) -1,384 474 -191 -3,037 -321 -4,612 -38 959 -3,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 60.3 0.3 61.4 13.6 90.8 74.1 9.2 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 16 47 5 18 15 38 63 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 55,867 COMMITMENTS 15,867 14,344 446 29,030 36,684 45,343 51,474 10,524 4,393 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 673) 1,394 786 -14 -196 -1 1,184 771 -511 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 25.7 0.8 52.0 65.7 81.2 92.1 18.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 21 13 2 22 10 44 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 120,234 COMMITMENTS 43,943 9,964 725 66,990 9,015 111,658 19,704 8,576 100,530 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -2,544) -3,509 -2,212 312 386 1,029 -2,811 -871 267 -1,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 8.3 0.6 55.7 7.5 92.9 16.4 7.1 83.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 31 12 5 32 18 66 32
Updated August 14, 2015