BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,525 COMMITMENTS 752 851 918 5,735 5,851 7,405 7,620 1,120 905 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 297) 36 -28 41 162 278 240 292 58 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 10.0 10.8 67.3 68.6 86.9 89.4 13.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 10 11 19 18 31 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,899 COMMITMENTS 12,179 2,998 8,606 19,095 19,272 39,880 30,875 4,019 13,023 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,322) 213 66 413 665 766 1,290 1,245 32 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 6.8 19.6 43.5 43.9 90.8 70.3 9.2 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 15 19 26 38 31 68 61 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,375 COMMITMENTS 107 1,020 1,697 6,459 5,353 8,263 8,070 1,112 1,305 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 807) 5 21 208 526 547 739 776 68 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 10.9 18.1 68.9 57.1 88.1 86.1 11.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 12 8 20 15 30 27 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,581 COMMITMENTS 124 546 550 2,399 1,167 3,072 2,263 509 1,318 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 168) -27 97 15 271 56 259 168 -91 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 15.2 15.3 67.0 32.6 85.8 63.2 14.2 36.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 6 7 9 7 16 15 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,168 COMMITMENTS 70,287 57,237 102,201 97,005 94,600 269,493 254,038 20,675 36,130 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -3,190) 1,048 -3,760 3,409 -6,268 -3,300 -1,811 -3,651 -1,379 460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 19.7 35.2 33.4 32.6 92.9 87.5 7.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 99 103 124 87 81 264 242 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,692 COMMITMENTS 84,194 23,075 80,769 104,123 149,248 269,086 253,092 31,607 47,600 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -8,715) -19,300 -226 887 6,503 -8,212 -11,909 -7,550 3,195 -1,164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 7.7 26.9 34.6 49.6 89.5 84.2 10.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 133 75 142 117 144 319 312 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,379 COMMITMENTS 1,460 1,549 847 1,143 1,109 3,450 3,505 929 874 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 344) 49 51 308 -16 -23 341 336 3 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 35.4 19.3 26.1 25.3 78.8 80.0 21.2 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 15 21 10 17 17 41 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,541 COMMITMENTS 14,379 6,294 14,982 15,604 14,660 44,965 35,936 10,576 19,605 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 565) -2,077 -223 3,170 146 -1,282 1,239 1,665 -674 -1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 11.3 27.0 28.1 26.4 81.0 64.7 19.0 35.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 67 41 63 78 83 172 163 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,976 COMMITMENTS 638 3,008 290 2,880 1,133 3,809 4,431 1,167 545 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 104) 22 194 -1 55 -21 76 171 28 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 60.4 5.8 57.9 22.8 76.5 89.0 23.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 7 3 10 5 16 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,389 COMMITMENTS 1,958 14,276 3,470 25,076 10,190 30,503 27,936 885 3,453 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,469) 320 545 426 695 383 1,442 1,355 28 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 45.5 11.1 79.9 32.5 97.2 89.0 2.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 9 35 22 21 17 48 56 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,570 COMMITMENTS 2,212 4,213 536 48,514 46,197 51,262 50,946 308 624 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 3,319) -96 2,904 -1 3,450 373 3,353 3,276 -34 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 8.2 1.0 94.1 89.6 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 6 2 11 12 20 19 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 152,932 COMMITMENTS 36,160 78,403 9,182 83,101 22,237 128,443 109,822 24,489 43,110 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 19,476) 1,826 10,819 813 14,559 1,038 17,198 12,671 2,278 6,805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 51.3 6.0 54.3 14.5 84.0 71.8 16.0 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 32 17 23 24 52 68 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 24,344 COMMITMENTS 6,498 2,733 1,054 6,703 5,673 14,255 9,460 10,089 14,883 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -1,363) -2,727 327 90 853 -208 -1,784 209 421 -1,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 11.2 4.3 27.5 23.3 58.6 38.9 41.4 61.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 2 9 9 15 14 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 153,870 COMMITMENTS 19,951 92,670 9,506 121,309 43,734 150,766 145,909 3,104 7,961 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 13,232) -4,098 -3,829 9,143 8,574 8,254 13,620 13,568 -388 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 60.2 6.2 78.8 28.4 98.0 94.8 2.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 26 68 12 20 21 53 95 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 181,832 COMMITMENTS 31,869 56,338 17,087 108,629 84,810 157,585 158,235 24,247 23,597 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -10,977) -7,534 -6,849 267 -1,817 -3,721 -9,084 -10,302 -1,893 -675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 31.0 9.4 59.7 46.6 86.7 87.0 13.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 30 34 22 27 35 69 79 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 275,027 COMMITMENTS 49,042 96,953 18,198 189,685 104,971 256,925 220,122 18,102 54,905 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -3,476) 3,264 -14,160 201 -5,727 12,587 -2,261 -1,372 -1,215 -2,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 35.3 6.6 69.0 38.2 93.4 80.0 6.6 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 26 52 25 29 37 66 103 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 436,035 COMMITMENTS 58,830 166,365 58,014 275,202 129,390 392,045 353,769 43,990 82,266 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -1,517) -3,514 4,007 -604 1,856 548 -2,262 3,952 744 -5,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 38.2 13.3 63.1 29.7 89.9 81.1 10.1 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 61 97 70 53 66 152 196 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,124 COMMITMENTS 10,447 6,905 3,040 3,617 6,921 17,104 16,866 1,020 1,258 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,141) 1,804 542 -24 -690 655 1,090 1,173 51 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.6 38.1 16.8 20.0 38.2 94.4 93.1 5.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 7 3 2 6 12 13 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,311 COMMITMENTS 13,504 33,158 365 25,907 2,370 39,776 35,893 2,535 6,418 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -562) -1,175 131 -348 1,372 -1 -151 -218 -411 -344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 78.4 0.9 61.2 5.6 94.0 84.8 6.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 15 50 5 13 7 30 60 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,604,546 COMMITMENTS 1785320 1509069 6497951 8443451 8240460 16726721 16247479 877,824 1357066 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -391,284) 112,974 79,833 -401,569 -105,963 -112,996 -394,559 -434,731 3,275 43,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 8.6 36.9 48.0 46.8 95.0 92.3 5.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 57 98 120 138 144 273 286 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 806,401 COMMITMENTS 77,561 93,810 75,045 532,867 518,180 685,473 687,034 120,929 119,367 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -4,265) -58 -8,984 7,222 -925 4,724 6,239 2,961 -10,503 -7,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 11.6 9.3 66.1 64.3 85.0 85.2 15.0 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636) 139 150 162 247 256 477 478 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 165,563 COMMITMENTS 12,508 2,823 21,972 92,965 80,170 127,445 104,965 38,118 60,598 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,866) 1,703 1,167 1,147 -238 6,719 2,612 9,032 -746 -7,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 1.7 13.3 56.2 48.4 77.0 63.4 23.0 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 20 16 27 46 42 82 71 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,204,193 COMMITMENTS 340,011 469,676 250,623 2199506 2190049 2790140 2910348 414,053 293,845 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -30,655) 1,968 -39,981 19,603 -3,437 -9,975 18,133 -30,354 -48,788 -301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 14.7 7.8 68.6 68.3 87.1 90.8 12.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608) 132 141 151 236 245 450 455 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 79,945 COMMITMENTS 6,857 2,575 1,300 61,107 73,086 69,264 76,961 10,681 2,984 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -4,340) -1,851 -1,558 13 -2,306 -2,592 -4,144 -4,137 -196 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 3.2 1.6 76.4 91.4 86.6 96.3 13.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 12 3 3 49 35 61 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,377 COMMITMENTS 16,363 5,501 1,574 38,847 50,907 56,784 57,982 5,594 4,395 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,296) 3,418 -1,646 -278 -1,962 2,502 1,178 578 119 719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 8.8 2.5 62.3 81.6 91.0 93.0 9.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 63 41 18 75 66 144 119 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 311,887 COMMITMENTS 81,817 27,506 7,870 194,233 254,534 283,920 289,910 27,968 21,977 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 6,482) 17,088 -8,231 -1,389 -9,811 12,508 5,888 2,888 595 3,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 8.8 2.5 62.3 81.6 91.0 93.0 9.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 63 41 18 75 66 144 119 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,373 COMMITMENTS 54,973 88,470 8,382 84,250 24,430 147,605 121,282 16,768 43,091 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 11,949) -1,089 11,427 3 14,553 1,128 13,467 12,559 -1,517 -609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 53.8 5.1 51.3 14.9 89.8 73.8 10.2 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 21 45 17 20 20 50 73 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 56,125 COMMITMENTS 16,645 13,687 0 29,349 36,105 45,994 49,792 10,131 6,333 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,095) 691 -1,468 0 120 1,843 811 375 284 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 24.4 0.0 52.3 64.3 81.9 88.7 18.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 14 12 0 26 10 40 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 110,296 COMMITMENTS 39,968 8,613 393 61,643 7,962 102,004 16,968 8,292 93,328 CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -2,988) -4,878 -218 -396 4,134 -4,309 -1,140 -4,923 -1,848 1,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 7.8 0.4 55.9 7.2 92.5 15.4 7.5 84.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 33 12 5 30 19 65 34
Updated July 17, 2015