BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,049 COMMITMENTS 608 1,116 961 6,426 5,939 7,995 8,016 1,054 1,033 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 373) 19 -32 73 268 308 360 349 13 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 12.3 10.6 71.0 65.6 88.4 88.6 11.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 9 11 21 21 33 34 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,384 COMMITMENTS 14,504 3,142 11,208 20,886 22,006 46,599 36,357 3,785 14,028 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,881) -129 115 1,143 1,469 508 2,483 1,766 398 1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 6.2 22.2 41.5 43.7 92.5 72.2 7.5 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 22 32 36 33 75 70 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,775 COMMITMENTS 110 1,278 1,526 6,190 4,721 7,826 7,525 949 1,250 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 834) 31 251 199 554 242 784 692 49 141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 14.6 17.4 70.5 53.8 89.2 85.8 10.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 14 11 21 16 34 30 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,611 COMMITMENTS 381 239 608 2,105 1,385 3,094 2,232 518 1,380 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 297) -108 3 131 295 103 319 237 -21 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 6.6 16.8 58.3 38.4 85.7 61.8 14.3 38.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 6 9 10 7 19 16 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,088 COMMITMENTS 75,233 58,137 92,902 100,809 100,776 268,944 251,815 23,143 40,272 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 10,145) 6,716 9,562 4,605 -1,016 -5,152 10,305 9,015 -160 1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 19.9 31.8 34.5 34.5 92.1 86.2 7.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 106 92 118 88 80 254 243 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,917 COMMITMENTS 120,252 25,244 81,860 104,627 179,455 306,738 286,559 31,180 51,359 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -11,288) -4,657 826 -3,165 -1,727 -6,682 -9,549 -9,021 -1,738 -2,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 7.5 24.2 31.0 53.1 90.8 84.8 9.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 139 85 138 130 161 353 323 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,752 COMMITMENTS 1,930 1,520 379 1,276 1,800 3,584 3,698 1,168 1,054 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 18) -48 14 2 171 34 124 49 -107 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 32.0 8.0 26.8 37.9 75.4 77.8 24.6 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 17 20 6 19 17 40 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,599 COMMITMENTS 19,383 7,942 10,184 15,224 16,149 44,790 34,275 11,809 22,324 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,736) 1,143 192 908 727 550 2,778 1,650 -42 1,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 14.0 18.0 26.9 28.5 79.1 60.6 20.9 39.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 81 50 49 71 82 179 158 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,476 COMMITMENTS 969 3,383 286 3,285 1,176 4,539 4,845 937 631 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 134) -1 9 15 149 110 163 134 -28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 61.8 5.2 60.0 21.5 82.9 88.5 17.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 3 10 6 17 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,104 COMMITMENTS 1,546 15,809 3,293 27,275 10,541 32,114 29,643 990 3,461 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,830) 182 401 196 1,323 796 1,700 1,392 130 439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 47.8 9.9 82.4 31.8 97.0 89.5 3.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 13 29 22 24 20 50 58 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 42,254 COMMITMENTS 3,879 1,812 535 37,433 39,457 41,847 41,804 407 450 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 861) 385 502 0 532 368 917 870 -56 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 4.3 1.3 88.6 93.4 99.0 98.9 1.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 1 10 12 16 18 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 92,404 COMMITMENTS 17,086 35,643 7,841 43,212 18,261 68,139 61,746 24,264 30,658 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -37,428) -3,941 978 -1,284 -33,009 -34,076 -38,234 -34,382 807 -3,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 38.6 8.5 46.8 19.8 73.7 66.8 26.3 33.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 20 24 14 21 25 46 59 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 24,098 COMMITMENTS 9,528 1,973 1,845 3,043 6,604 14,416 10,422 9,681 13,676 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,968) 1,059 -692 -26 120 1,969 1,153 1,251 814 717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 8.2 7.7 12.6 27.4 59.8 43.2 40.2 56.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 3 3 5 9 14 15 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 112,180 COMMITMENTS 39,365 67,320 452 69,529 38,209 109,346 105,981 2,834 6,199 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -21,779) 11,153 -13,455 -569 -30,724 -7,495 -20,139 -21,519 -1,640 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 60.0 0.4 62.0 34.1 97.5 94.5 2.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 28 51 9 17 20 50 76 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 210,852 COMMITMENTS 45,096 69,308 26,844 108,918 90,794 180,857 186,945 29,995 23,907 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 33,477) 14,037 11,048 3,515 11,095 20,639 28,647 35,203 4,830 -1,726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 32.9 12.7 51.7 43.1 85.8 88.7 14.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 40 39 23 27 37 78 88 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 282,724 COMMITMENTS 39,683 126,917 20,393 205,948 69,799 266,025 217,110 16,699 65,614 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -12,403) -24,792 -19,899 -173 11,519 8,982 -13,447 -11,090 1,043 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 44.9 7.2 72.8 24.7 94.1 76.8 5.9 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 21 67 23 30 39 65 115 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 438,457 COMMITMENTS 62,512 160,865 66,301 264,698 131,703 393,511 358,869 44,946 79,588 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 854) -14,769 -4,401 1,516 12,019 2,947 -1,234 62 2,088 792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 36.7 15.1 60.4 30.0 89.7 81.8 10.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 63 98 75 57 69 162 201 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 15,544 COMMITMENTS 7,112 7,291 3,175 4,422 4,185 14,709 14,651 835 893 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -1,695) -783 -1,918 4 -703 255 -1,482 -1,659 -213 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.8 46.9 20.4 28.4 26.9 94.6 94.3 5.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 8 2 4 5 13 13 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,911 COMMITMENTS 19,661 33,224 693 19,844 2,338 40,198 36,255 2,713 6,656 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 5,742) 279 4,674 58 5,192 384 5,529 5,116 213 626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.8 77.4 1.6 46.2 5.4 93.7 84.5 6.3 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 20 49 4 15 8 36 60 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,215,924 COMMITMENTS 1689762 1350607 6487742 8177349 8047974 16354854 15886323 861,070 1329601 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 194,648) 13,833 49,833 42,789 116,650 84,368 173,272 176,989 21,377 17,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 7.8 37.7 47.5 46.7 95.0 92.3 5.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 53 99 116 141 150 272 290 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 744,662 COMMITMENTS 77,662 88,005 60,319 499,596 493,420 637,577 641,744 107,085 102,918 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -245,733) -5,980 -2,532 -16,393 -162,519 -170,593 -184,892 -189,518 -60,841 -56,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 11.8 8.1 67.1 66.3 85.6 86.2 14.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634) 139 139 147 247 266 470 468 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 145,200 COMMITMENTS 10,123 1,998 17,844 78,108 78,778 106,075 98,621 39,125 46,579 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -97,956) -694 -2,570 -5,259 -83,962 -40,422 -89,915 -48,251 -8,042 -49,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.4 12.3 53.8 54.3 73.1 67.9 26.9 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 17 18 24 42 38 76 63 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,997,315 COMMITMENTS 340,483 432,820 209,589 2107438 2073210 2657510 2715619 339,805 281,696 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -738,884) -39,477 -12,863 -42,623 -392,788 -650,853 -474,889 -706,339 -263,996 -32,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 14.4 7.0 70.3 69.2 88.7 90.6 11.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607) 132 128 137 237 257 443 448 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 91,736 COMMITMENTS 11,659 3,298 1,009 67,345 84,143 80,013 88,450 11,723 3,286 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -16,348) 1,866 -351 -296 -17,319 -7,104 -15,749 -7,751 -599 -8,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 3.6 1.1 73.4 91.7 87.2 96.4 12.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 18 3 3 46 41 64 47 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,618 COMMITMENTS 20,074 5,262 1,496 42,880 60,044 64,450 66,802 6,168 3,816 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -18,944) 4,286 -1,935 -2,759 -16,481 -10,192 -14,954 -14,886 -3,990 -4,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 7.5 2.1 60.7 85.0 91.3 94.6 8.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 71 35 16 71 67 148 112 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 353,090 COMMITMENTS 100,369 26,310 7,478 214,401 300,221 322,249 334,010 30,841 19,080 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -47,075) 14,503 -7,685 -5,598 -49,440 -16,618 -40,535 -29,902 -6,540 -17,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 7.5 2.1 60.7 85.0 91.3 94.6 8.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 71 35 16 71 67 148 112 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,225 COMMITMENTS 55,646 65,245 7,995 49,435 24,636 113,076 97,876 17,149 32,349 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -3,138) -9,508 -4,433 556 4,471 -149 -4,481 -4,026 1,343 888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 50.1 6.1 38.0 18.9 86.8 75.2 13.2 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 24 30 17 15 17 42 61 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,236 COMMITMENTS 17,123 15,149 0 28,611 34,194 45,734 49,343 10,502 6,893 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,618) 2,337 753 -45 443 1,549 2,735 2,257 883 1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 26.9 0.0 50.9 60.8 81.3 87.7 18.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 19 14 0 23 11 42 25 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 113,918 COMMITMENTS 44,351 11,812 94 60,307 8,081 104,752 19,987 9,166 93,931 CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,748) 1,727 1,701 -350 1,869 -2,129 3,246 -778 -498 3,526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 10.4 0.1 52.9 7.1 92.0 17.5 8.0 82.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 38 15 2 31 15 69 32
Updated June 26, 2015