BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,427 COMMITMENTS 639 777 327 4,561 4,741 5,527 5,845 900 582 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 3) -18 234 7 70 -134 59 107 -56 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 12.1 5.1 71.0 73.8 86.0 90.9 14.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 11 10 15 15 27 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,890 COMMITMENTS 11,728 5,975 709 12,727 14,230 25,164 20,914 2,726 6,976 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 572) 156 337 155 231 163 542 655 30 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 21.4 2.5 45.6 51.0 90.2 75.0 9.8 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 14 25 20 26 25 54 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,211 COMMITMENTS 326 915 512 4,600 3,883 5,438 5,310 773 901 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 365) -50 -60 148 296 216 394 304 -29 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 14.7 8.2 74.1 62.5 87.6 85.5 12.4 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 13 11 22 15 34 32 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,647 COMMITMENTS 282 390 228 1,877 1,218 2,387 1,836 260 811 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 147) 149 -155 78 -86 107 141 30 6 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 14.7 8.6 70.9 46.0 90.2 69.4 9.8 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 6 8 9 15 15 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 200,403 COMMITMENTS 73,441 56,816 35,252 72,840 78,615 181,533 170,683 18,870 29,720 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 5,063) 3,338 -2,200 -678 1,298 6,307 3,958 3,429 1,105 1,634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 28.4 17.6 36.3 39.2 90.6 85.2 9.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 102 74 97 61 79 223 206 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,329 COMMITMENTS 70,438 81,880 47,664 115,441 92,474 233,543 222,018 27,786 39,311 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -5,729) -920 -1,869 -5,823 3,253 3,633 -3,490 -4,059 -2,239 -1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 31.3 18.2 44.2 35.4 89.4 85.0 10.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 100 136 156 109 119 313 337 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,583 COMMITMENTS 1,530 3,777 850 2,576 411 4,956 5,038 1,627 1,545 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 965) -323 563 90 812 126 579 779 386 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 57.4 12.9 39.1 6.2 75.3 76.5 24.7 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 19 34 10 28 13 53 54 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,702 COMMITMENTS 9,293 10,212 5,572 12,795 7,079 27,660 22,863 8,042 12,839 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -2,306) -903 -227 -1,017 -542 -488 -2,462 -1,732 156 -574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 28.6 15.6 35.8 19.8 77.5 64.0 22.5 36.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 39 57 44 50 49 119 129 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,922 COMMITMENTS 687 2,605 112 1,917 718 2,716 3,435 1,206 487 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 34) 0 -14 -6 95 12 89 -8 -55 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 66.4 2.9 48.9 18.3 69.3 87.6 30.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 8 6 9 7 17 15 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,164 COMMITMENTS 2,349 12,378 699 21,664 9,446 24,712 22,523 452 2,641 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 891) 98 488 75 786 164 959 727 -68 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 49.2 2.8 86.1 37.5 98.2 89.5 1.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 13 29 14 19 17 43 50 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,429 COMMITMENTS 1,157 2,937 0 32,421 30,979 33,578 33,916 851 513 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 76) 0 -763 0 -128 778 -128 15 204 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 8.5 0.0 94.2 90.0 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 0 11 8 14 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 139,431 COMMITMENTS 36,211 78,446 1,755 79,347 16,456 117,313 96,657 22,118 42,774 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 3,218) -4,690 -849 -230 6,508 1,230 1,588 151 1,630 3,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 56.3 1.3 56.9 11.8 84.1 69.3 15.9 30.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 25 32 8 21 19 48 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,229 COMMITMENTS 13,266 15,981 138 17,634 3,459 31,038 19,578 7,191 18,651 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,248) -456 383 12 1,761 -514 1,317 -119 -69 1,367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 41.8 0.4 46.1 9.0 81.2 51.2 18.8 48.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 9 4 10 7 19 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,517 COMMITMENTS 31,276 75,727 5,013 102,653 54,957 138,942 135,697 3,575 6,820 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 15,973) -16,350 15,745 -1,317 33,195 2,618 15,528 17,046 445 -1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 53.1 3.5 72.0 38.6 97.5 95.2 2.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 21 68 8 13 24 39 96 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 155,821 COMMITMENTS 49,815 51,862 2,157 82,145 70,731 134,117 124,750 21,704 31,071 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 9,248) 4,814 8,128 769 1,597 -4,811 7,180 4,086 2,068 5,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 33.3 1.4 52.7 45.4 86.1 80.1 13.9 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 28 32 7 21 25 52 61 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 174,697 COMMITMENTS 39,753 61,805 3,446 109,614 77,076 152,813 142,327 21,884 32,370 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -2,742) -8,529 -10,155 -114 5,822 4,871 -2,821 -5,398 79 2,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 35.4 2.0 62.7 44.1 87.5 81.5 12.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 35 37 14 28 37 69 82 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 322,721 COMMITMENTS 61,932 149,592 6,195 215,338 103,272 283,465 259,059 39,256 63,662 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 7,271) -1,594 5,033 451 10,510 558 9,367 6,042 -2,096 1,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 46.4 1.9 66.7 32.0 87.8 80.3 12.2 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 47 98 32 52 53 116 167 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,643 COMMITMENTS 11,480 17,477 789 11,366 4,625 23,635 22,891 1,008 1,752 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,834) 276 425 500 2,088 2,174 2,864 3,099 -30 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 70.9 3.2 46.1 18.8 95.9 92.9 4.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 7 15 3 5 4 14 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,105 COMMITMENTS 20,995 24,057 201 11,339 4,392 32,535 28,650 1,570 5,455 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,815) -1,995 -2,462 -23 213 1,106 -1,805 -1,379 -10 -436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.6 70.5 0.6 33.2 12.9 95.4 84.0 4.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 14 37 3 13 12 29 50 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,149 COMMITMENTS 2,835 5,142 77 3,852 514 6,764 5,733 385 1,416 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 71.9 1.1 53.9 7.2 94.6 80.2 5.4 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 11 2 4 2 9 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,065,176 COMMITMENTS 1574411 1085759 2185740 6499457 6671029 10259608 9942528 805,568 1122648 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -106,491) -45,088 -71,007 -36,614 -27,035 -26,129 -108,737 -133,750 2,246 27,259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 9.8 19.8 58.7 60.3 92.7 89.9 7.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 59 75 104 126 149 247 276 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 686,659 COMMITMENTS 77,088 111,828 18,644 477,026 442,157 572,758 572,629 113,901 114,030 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 6,694) 3,885 -2,146 1,455 3,768 12,584 9,108 11,893 -2,414 -5,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 16.3 2.7 69.5 64.4 83.4 83.4 16.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606) 106 144 59 224 258 365 428 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 103,295 COMMITMENTS 12,630 1,855 411 61,435 39,792 74,476 42,058 28,819 61,237 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 461) 1,485 -2,052 206 -772 5,295 919 3,449 -458 -2,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 1.8 0.4 59.5 38.5 72.1 40.7 27.9 59.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 13 7 4 35 28 49 38 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,916,818 COMMITMENTS 333,127 560,702 80,328 2077954 2011823 2491409 2652853 425,409 263,965 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 31,163) 7,552 -4,916 10,692 22,701 36,446 40,945 42,222 -9,782 -11,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 19.2 2.8 71.2 69.0 85.4 91.0 14.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595) 103 145 56 215 244 353 411 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 88,674 COMMITMENTS 8,509 4,077 264 70,839 80,240 79,612 84,581 9,062 4,093 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 6,656) 798 633 -43 5,123 6,879 5,878 7,469 778 -813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 4.6 0.3 79.9 90.5 89.8 95.4 10.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 13 5 1 42 34 55 40 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,099 COMMITMENTS 11,103 10,695 485 35,944 36,463 47,532 47,642 4,567 4,456 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,201) -2,009 -611 -176 362 -345 -1,823 -1,132 622 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 20.5 0.9 69.0 70.0 91.2 91.4 8.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 45 50 12 58 69 109 125 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 260,494 COMMITMENTS 55,517 53,473 2,424 179,719 182,315 237,660 238,212 22,834 22,282 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -6,006) -10,047 -3,055 -878 1,808 -1,725 -9,117 -5,658 3,111 -348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 20.5 0.9 69.0 70.0 91.2 91.4 8.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 45 50 12 58 69 109 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,869 COMMITMENTS 44,560 93,425 462 83,537 13,958 128,559 107,845 14,310 35,024 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -4,410) 1,894 -2,073 -527 -6,299 93 -4,932 -2,507 522 -1,903 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 65.4 0.3 58.5 9.8 90.0 75.5 10.0 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 20 42 3 18 11 39 55 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 46,703 COMMITMENTS 18,299 19,788 20 19,838 19,408 38,157 39,216 8,546 7,487 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -1,476) -390 -1,145 20 -1,438 -219 -1,808 -1,344 332 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 42.4 0.0 42.5 41.6 81.7 84.0 18.3 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 16 18 1 17 10 34 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 85,230 COMMITMENTS 44,313 7,317 683 31,087 20,670 76,083 28,670 9,147 56,560 CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,486) 3,276 -680 -407 -1,855 -7,610 1,014 -8,697 472 10,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 8.6 0.8 36.5 24.3 89.3 33.6 10.7 66.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 39 9 5 22 20 61 34
Updated October 2, 2015