BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,252 COMMITMENTS 904 606 237 4,949 5,535 6,090 6,378 1,162 874 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 84) -11 28 13 20 -29 22 12 62 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 8.4 3.3 68.2 76.3 84.0 87.9 16.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 7 7 15 17 24 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,542 COMMITMENTS 12,297 4,741 771 13,907 16,332 26,975 21,844 2,567 7,698 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 292) -440 -66 142 450 311 152 387 140 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 16.0 2.6 47.1 55.3 91.3 73.9 8.7 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 12 25 18 26 25 49 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,400 COMMITMENTS 605 1,222 411 4,433 3,485 5,449 5,118 951 1,282 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 66) 5 45 2 20 39 27 86 39 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 19.1 6.4 69.3 54.5 85.1 80.0 14.9 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 12 8 19 13 29 29 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,914 COMMITMENTS 208 1,171 163 2,345 798 2,716 2,132 198 782 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -69) 5 -201 5 -5 22 5 -174 -74 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 40.2 5.6 80.5 27.4 93.2 73.2 6.8 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 5 11 7 19 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 190,466 COMMITMENTS 68,680 68,385 30,385 74,473 65,736 173,538 164,506 16,928 25,960 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 525) 493 310 6 -163 390 336 706 189 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 35.9 16.0 39.1 34.5 91.1 86.4 8.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 87 88 77 57 71 199 193 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,990 COMMITMENTS 71,332 67,927 47,780 100,246 95,597 219,358 211,304 27,632 35,686 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 5,828) -496 5,919 3,148 3,739 -1,409 6,391 7,658 -563 -1,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 27.5 19.3 40.6 38.7 88.8 85.6 11.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 101 105 125 101 127 282 308 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,547 COMMITMENTS 1,936 3,752 704 2,368 428 5,008 4,884 1,539 1,663 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -5) 42 -41 38 -74 -127 6 -130 -11 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 57.3 10.8 36.2 6.5 76.5 74.6 23.5 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 19 31 10 23 8 50 44 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,320 COMMITMENTS 10,508 9,536 4,005 11,972 6,838 26,485 20,379 7,835 13,941 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -7,043) -3,263 -1,154 -2,681 -453 -2,710 -6,397 -6,545 -646 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 27.8 11.7 34.9 19.9 77.2 59.4 22.8 40.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 45 47 42 42 50 112 123 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,344 COMMITMENTS 950 2,894 112 2,026 842 3,088 3,848 1,256 496 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 45) -378 -109 42 -70 83 -406 16 451 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 66.6 2.6 46.6 19.4 71.1 88.6 28.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 8 5 9 6 17 15 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,638 COMMITMENTS 2,463 13,528 851 22,723 9,986 26,037 24,365 601 2,273 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 136) -95 -253 89 169 202 163 38 -27 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 50.8 3.2 85.3 37.5 97.7 91.5 2.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 12 30 14 18 18 41 51 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,840 COMMITMENTS 2,566 5,962 535 51,112 47,825 54,213 54,322 627 518 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,879) -273 2,593 0 3,215 406 2,942 2,999 -63 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 10.9 1.0 93.2 87.2 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 4 1 14 12 20 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 161,893 COMMITMENTS 28,964 84,083 2,411 108,541 31,967 139,916 118,461 21,977 43,432 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -6,926) -591 -5,184 -822 -6,090 -1,856 -7,503 -7,862 577 936 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 51.9 1.5 67.0 19.7 86.4 73.2 13.6 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 21 32 9 19 18 44 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,203 COMMITMENTS 5,442 13,945 633 22,579 5,155 28,654 19,733 7,549 16,470 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,698) 553 -3,541 376 -1,767 1,604 -838 -1,561 -860 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 38.5 1.7 62.4 14.2 79.1 54.5 20.9 45.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 12 7 13 10 23 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 191,019 COMMITMENTS 21,353 98,290 17,515 149,437 66,834 188,305 182,639 2,714 8,380 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -5,071) 952 -5,164 -356 -4,031 544 -3,435 -4,976 -1,636 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 51.5 9.2 78.2 35.0 98.6 95.6 1.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 20 73 9 18 25 43 103 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 170,032 COMMITMENTS 47,801 59,040 2,588 99,011 82,339 149,400 143,967 20,632 26,065 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -6,930) -10,250 4,288 -5 9,806 -17,010 -449 -12,727 -6,481 5,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 34.7 1.5 58.2 48.4 87.9 84.7 12.1 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 35 29 11 26 37 65 73 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 273,205 COMMITMENTS 68,023 83,578 4,549 179,349 150,846 251,921 238,973 21,284 34,232 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 12,747) 8,101 -15,403 952 5,590 31,801 14,643 17,350 -1,896 -4,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 30.6 1.7 65.6 55.2 92.2 87.5 7.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 43 37 15 24 37 73 83 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 363,980 COMMITMENTS 74,910 142,767 8,764 238,443 150,100 322,117 301,631 41,863 62,349 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -10,997) -12,897 -11,118 574 2,451 5,259 -9,872 -5,285 -1,125 -5,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 39.2 2.4 65.5 41.2 88.5 82.9 11.5 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 63 84 46 51 60 134 172 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,933 COMMITMENTS 11,550 18,182 8,824 12,280 4,850 32,654 31,856 1,279 2,077 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 7,543) 767 1,482 5,365 1,251 119 7,383 6,966 160 577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 53.6 26.0 36.2 14.3 96.2 93.9 3.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 15 3 5 5 12 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,339 COMMITMENTS 13,543 21,822 336 18,292 6,027 32,171 28,185 2,168 6,154 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 939) -1,845 371 155 2,503 -76 813 450 126 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 63.5 1.0 53.3 17.6 93.7 82.1 6.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 35 5 13 13 29 51 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,063 COMMITMENTS 2,703 6,812 23 5,945 697 8,671 7,532 392 1,531 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -564) -527 -249 0 18 -88 -509 -337 -55 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 75.2 0.3 65.6 7.7 95.7 83.1 4.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 13 1 4 4 8 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,192,635 COMMITMENTS 1643292 1561728 2434941 7329008 6954461 11407241 10951130 785,394 1241505 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 17,212) 211 82,952 -38,352 101,715 49,899 63,574 94,499 -46,362 -77,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 12.8 20.0 60.1 57.0 93.6 89.8 6.4 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 50 85 101 125 152 242 280 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 816,628 COMMITMENTS 85,691 112,244 23,449 543,300 514,354 652,440 650,047 164,188 166,580 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 33,717) -11,576 9,376 -586 33,655 4,693 21,493 13,483 12,224 20,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 13.7 2.9 66.5 63.0 79.9 79.6 20.1 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 97 145 69 236 249 374 422 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 172,435 COMMITMENTS 15,288 5,740 236 123,860 58,819 139,384 64,795 33,051 107,640 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 19,045) -827 -827 14 19,500 648 18,687 -165 358 19,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 3.3 0.1 71.8 34.1 80.8 37.6 19.2 62.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 12 6 5 43 29 56 39 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,220,963 COMMITMENTS 398,051 578,557 70,029 2097199 2277676 2565279 2926262 655,684 294,701 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 73,358) -39,976 64,786 -16,770 70,775 20,226 14,029 68,242 59,329 5,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 18.0 2.2 65.1 70.7 79.6 90.9 20.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577) 96 143 63 222 239 355 408 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,960 COMMITMENTS 8,541 3,582 287 69,656 80,275 78,484 84,144 9,476 3,816 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,777) 793 -434 -1,203 1,114 3,567 704 1,930 1,073 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 4.1 0.3 79.2 91.3 89.2 95.7 10.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 11 5 2 47 38 58 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,008 COMMITMENTS 9,569 10,790 1,376 43,678 42,532 54,622 54,699 4,386 4,309 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,208) -3,146 362 -94 -504 -4,595 -3,744 -4,328 -464 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 18.3 2.3 74.0 72.1 92.6 92.7 7.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 44 50 14 70 77 121 136 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,040 COMMITMENTS 47,843 53,952 6,880 218,388 212,662 273,111 273,494 21,929 21,546 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -21,040) -15,730 1,808 -471 -2,519 -22,975 -18,720 -21,638 -2,320 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 18.3 2.3 74.0 72.1 92.6 92.7 7.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 44 50 14 70 77 121 136 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 173,947 COMMITMENTS 50,928 106,660 610 108,502 25,707 160,040 132,977 13,907 40,970 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -431) 3,653 -4,342 -354 -5,483 961 -2,184 -3,735 1,753 3,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 61.3 0.4 62.4 14.8 92.0 76.4 8.0 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 15 44 5 20 14 37 61 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 51,836 COMMITMENTS 15,684 9,376 458 25,571 36,675 41,713 46,509 10,123 5,327 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -277) 1,925 -161 -292 -571 -464 1,062 -917 -1,339 640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 18.1 0.9 49.3 70.8 80.5 89.7 19.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 12 3 20 10 39 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 123,406 COMMITMENTS 36,406 11,265 3,664 71,923 15,754 111,993 30,683 11,413 92,723 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -6,961) -11,276 -538 -102 3,412 -1,928 -7,966 -2,568 1,005 -4,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 9.1 3.0 58.3 12.8 90.8 24.9 9.2 75.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 33 11 11 38 23 75 42
Updated September 4, 2015