BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,086 COMMITMENTS 593 1,365 245 3,149 2,582 3,987 4,192 1,099 894 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 113) 33 157 -37 63 -1 59 119 54 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 26.8 4.8 61.9 50.8 78.4 82.4 21.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 11 9 13 13 27 25 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,752 COMMITMENTS 18,578 10,633 653 12,197 12,828 31,428 24,114 2,324 9,638 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,270) 1,133 712 -31 235 675 1,337 1,356 -67 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.0 31.5 1.9 36.1 38.0 93.1 71.4 6.9 28.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 16 29 21 25 20 51 60 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,514 COMMITMENTS 371 2,008 496 6,230 4,022 7,097 6,526 417 988 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 183) 37 -94 1 193 182 231 89 -48 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 26.7 6.6 82.9 53.5 94.5 86.9 5.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 18 14 21 16 36 38 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,750 COMMITMENTS 490 227 361 1,714 1,488 2,565 2,076 185 674 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 98) -52 0 59 91 35 98 94 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 8.3 13.1 62.3 54.1 93.3 75.5 6.7 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 5 7 8 15 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,456 COMMITMENTS 55,445 64,251 27,300 69,195 52,628 151,940 144,179 14,516 22,277 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 883) -1,248 -2,789 10 3,071 3,937 1,833 1,158 -950 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 38.6 16.4 41.6 31.6 91.3 86.6 8.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 76 81 74 55 65 171 194 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,818 COMMITMENTS 61,554 73,435 45,482 131,539 103,020 238,575 221,937 24,243 40,881 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 11,958) -3,567 -595 4,199 11,693 6,307 12,325 9,911 -367 2,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 27.9 17.3 50.0 39.2 90.8 84.4 9.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 83 113 107 105 124 258 293 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,845 COMMITMENTS 1,276 1,650 517 877 817 2,670 2,984 1,175 861 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -200) -90 49 -51 98 -59 -43 -61 -157 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 42.9 13.4 22.8 21.2 69.4 77.6 30.6 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 20 7 14 13 37 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,560 COMMITMENTS 12,489 10,283 4,612 10,112 5,548 27,213 20,443 7,347 14,117 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -121) -356 -421 99 109 -153 -148 -475 27 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 29.8 13.3 29.3 16.1 78.7 59.2 21.3 40.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 33 53 34 45 43 103 116 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,236 COMMITMENTS 775 4,745 77 3,359 120 4,211 4,942 1,025 294 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 307) 76 299 18 171 -6 265 311 42 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 90.6 1.5 64.2 2.3 80.4 94.4 19.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 6 5 11 4 20 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,308 COMMITMENTS 3,623 20,140 612 27,547 9,026 31,782 29,778 526 2,530 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 985) 307 990 -58 727 106 976 1,038 9 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 62.3 1.9 85.3 27.9 98.4 92.2 1.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 18 29 17 22 19 45 60 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,231 COMMITMENTS 2,809 3,593 0 25,699 25,110 28,508 28,703 723 528 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 49) 317 266 0 -161 -294 156 -28 -107 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 12.3 0.0 87.9 85.9 97.5 98.2 2.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 4 0 10 9 18 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,137 COMMITMENTS 47,598 108,385 372 101,821 21,148 149,791 129,905 22,346 42,232 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 8,556) 4,143 8,903 -11 4,632 708 8,764 9,600 -208 -1,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 63.0 0.2 59.2 12.3 87.0 75.5 13.0 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 26 35 4 22 25 48 64 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,114 COMMITMENTS 26,836 23,272 160 17,028 5,091 44,024 28,523 5,090 20,591 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,151) -810 -1,622 2 39 -95 -769 -1,715 -382 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 47.4 0.3 34.7 10.4 89.6 58.1 10.4 41.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 10 4 10 10 20 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 139,756 COMMITMENTS 30,566 87,953 925 105,141 43,545 136,632 132,423 3,124 7,333 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,902) 1,830 2,498 -723 870 -49 1,977 1,726 -75 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 62.9 0.7 75.2 31.2 97.8 94.8 2.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 24 67 9 14 18 46 86 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 204,038 COMMITMENTS 40,476 71,498 1,901 143,839 91,028 186,216 164,427 17,822 39,611 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 9,725) -1,599 2,762 394 9,623 6,484 8,418 9,640 1,307 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 35.0 0.9 70.5 44.6 91.3 80.6 8.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 22 39 7 23 32 48 75 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,825 COMMITMENTS 45,008 62,234 2,527 131,111 96,331 178,646 161,092 18,179 35,733 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -550) 7,331 -5,810 -128 -10,800 5,358 -3,597 -580 3,047 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 31.6 1.3 66.6 48.9 90.8 81.8 9.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 27 39 15 24 30 55 80 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 400,497 COMMITMENTS 66,973 227,523 4,976 273,701 93,279 345,650 325,778 54,847 74,719 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -6,036) -3,536 -4,033 -314 -1,653 -4 -5,503 -4,351 -533 -1,685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 56.8 1.2 68.3 23.3 86.3 81.3 13.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 47 103 31 53 57 113 178 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 29,333 COMMITMENTS 9,858 7,307 3,479 15,112 17,204 28,449 27,990 884 1,343 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 8,791) 890 1,399 3,058 4,689 4,415 8,637 8,872 154 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 24.9 11.9 51.5 58.7 97.0 95.4 3.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 11 2 3 4 12 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,587 COMMITMENTS 14,971 15,117 103 6,004 5,148 21,078 20,368 3,509 4,219 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 530) 25 -50 -108 -203 634 -286 476 816 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 61.5 0.4 24.4 20.9 85.7 82.8 14.3 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 21 20 3 10 11 33 32 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,275,110 COMMITMENTS 1396935 1808938 1724258 6511761 5702970 9632954 9236166 642,156 1038944 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 70,836) 14,840 112,426 513 81,228 -22,537 96,581 90,402 -25,745 -19,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 17.6 16.8 63.4 55.5 93.8 89.9 6.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 40 83 98 113 133 223 254 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 584,476 COMMITMENTS 65,543 78,229 24,265 395,390 385,718 485,198 488,212 99,278 96,264 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -9,178) -2,419 -1,097 554 -1,520 -3,124 -3,386 -3,668 -5,792 -5,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 13.4 4.2 67.6 66.0 83.0 83.5 17.0 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536) 96 116 54 218 231 340 376 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 83,193 COMMITMENTS 10,075 3,329 2,368 40,922 34,851 53,365 40,548 29,828 42,645 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -394) 136 1,069 -316 -1,686 5,913 -1,866 6,666 1,472 -7,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 4.0 2.8 49.2 41.9 64.1 48.7 35.9 51.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 9 7 3 31 25 42 34 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,506,414 COMMITMENTS 298,004 395,166 88,819 1772340 1754333 2159163 2238318 347,251 268,096 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -43,919) -9,563 -7,620 1,136 829 -45,185 -7,598 -51,669 -36,321 7,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 15.8 3.5 70.7 70.0 86.1 89.3 13.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524) 92 117 48 207 222 323 363 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 83,331 COMMITMENTS 8,698 3,814 756 64,582 74,368 74,036 78,938 9,295 4,393 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -3,053) -1,337 106 -34 -1,107 -3,439 -2,478 -3,367 -575 314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 4.6 0.9 77.5 89.2 88.8 94.7 11.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 10 5 2 52 35 63 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,214 COMMITMENTS 19,138 6,954 519 38,002 52,140 57,659 59,613 5,555 3,601 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,615) 2,345 -261 -273 -290 1,845 1,782 1,311 -167 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 11.0 0.8 60.1 82.5 91.2 94.3 8.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 67 36 10 65 55 136 97 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,070 COMMITMENTS 95,688 34,769 2,597 190,010 260,698 288,295 298,064 27,775 18,006 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 8,077) 11,724 -1,306 -1,366 -1,448 9,225 8,910 6,553 -833 1,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 11.0 0.8 60.1 82.5 91.2 94.3 8.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 67 36 10 65 55 136 97 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,174 COMMITMENTS 44,766 62,311 381 37,489 9,384 82,636 72,076 15,538 26,098 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -8,127) -4,356 -7,665 142 -5,554 -91 -9,768 -7,614 1,641 -513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.6 63.5 0.4 38.2 9.6 84.2 73.4 15.8 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 18 41 5 20 13 42 55 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 48,082 COMMITMENTS 19,867 7,162 133 19,932 37,502 39,932 44,797 8,150 3,285 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -473) 1,509 -563 0 198 154 1,707 -409 -2,180 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 14.9 0.3 41.5 78.0 83.0 93.2 17.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 19 8 1 15 12 34 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/29/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,567 COMMITMENTS 20,960 7,345 978 40,712 13,324 62,650 21,647 7,917 48,920 CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 2,461) 583 -475 -430 2,964 909 3,117 4 -656 2,457 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 10.4 1.4 57.7 18.9 88.8 30.7 11.2 69.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 30 9 3 29 19 61 29
Updated January 1, 2016