BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,681 COMMITMENTS 1,093 459 1,195 5,938 6,846 8,226 8,500 1,455 1,181 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 251) -1 20 44 126 73 169 137 82 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 4.7 12.3 61.3 70.7 85.0 87.8 15.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 6 9 18 18 28 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,282 COMMITMENTS 12,933 2,823 9,397 19,543 21,222 41,874 33,442 4,408 12,840 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 20) -252 104 -168 255 201 -165 137 186 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 6.1 20.3 42.2 45.9 90.5 72.3 9.5 27.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 19 21 32 39 34 75 70 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,999 COMMITMENTS 573 1,154 2,345 6,786 5,994 9,704 9,493 1,296 1,506 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 103) -1 10 64 8 94 71 168 32 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 10.5 21.3 61.7 54.5 88.2 86.3 11.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 14 11 22 14 35 32 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,829 COMMITMENTS 83 1,236 384 3,020 1,077 3,487 2,697 342 1,132 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -182) -1 -221 0 -93 -13 -94 -234 -88 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 32.3 10.0 78.9 28.1 91.1 70.4 8.9 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 7 8 11 8 19 17 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,606 COMMITMENTS 67,346 45,172 85,689 85,207 92,301 238,242 223,162 19,364 34,445 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,193) 370 289 1,442 10 585 1,823 2,316 371 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 17.5 33.3 33.1 35.8 92.5 86.6 7.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 99 92 112 76 83 246 222 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,015 COMMITMENTS 72,460 57,302 101,099 123,099 126,409 296,659 284,810 33,356 45,205 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 11,721) -1,170 4,983 8,330 5,013 270 12,173 13,582 -452 -1,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 17.4 30.6 37.3 38.3 89.9 86.3 10.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429) 126 100 156 143 151 356 346 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,860 COMMITMENTS 1,959 3,680 891 2,403 596 5,253 5,167 1,606 1,693 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -383) 98 -22 -240 -184 -222 -326 -484 -56 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 53.6 13.0 35.0 8.7 76.6 75.3 23.4 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 21 29 13 24 12 54 48 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,434 COMMITMENTS 10,441 7,894 9,746 14,810 9,113 34,997 26,754 9,437 17,681 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -14,689) -1,365 -764 -8,915 -3,375 -3,743 -13,655 -13,423 -1,035 -1,267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 17.8 21.9 33.3 20.5 78.8 60.2 21.2 39.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 54 45 48 58 61 136 138 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,322 COMMITMENTS 974 2,770 421 2,611 1,501 4,006 4,692 1,317 630 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 49) -355 -121 18 -66 91 -403 -12 452 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 52.0 7.9 49.1 28.2 75.3 88.2 24.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 7 5 9 6 17 15 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,708 COMMITMENTS 2,154 14,035 3,686 26,086 11,322 31,927 29,043 781 3,664 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -71) -39 -439 12 -9 245 -37 -182 -34 111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 42.9 11.3 79.8 34.6 97.6 88.8 2.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 12 34 27 21 22 56 60 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,840 COMMITMENTS 2,566 5,962 535 51,112 47,825 54,213 54,322 627 518 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,879) -273 2,593 0 3,215 406 2,942 2,999 -63 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 10.9 1.0 93.2 87.2 98.9 99.1 1.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 4 1 14 12 20 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,675 COMMITMENTS 28,164 83,780 11,451 117,365 41,235 156,979 136,467 25,695 46,208 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -6,972) -1,353 -5,171 -1,138 -5,415 -1,662 -7,906 -7,970 934 998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 45.9 6.3 64.2 22.6 85.9 74.7 14.1 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 23 33 15 22 23 50 67 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,119 COMMITMENTS 5,190 13,438 2,161 23,690 6,286 31,041 21,886 8,078 17,234 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,682) 770 -3,354 98 -1,745 1,658 -876 -1,598 -806 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 34.4 5.5 60.6 16.1 79.4 55.9 20.6 44.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 7 11 8 13 11 23 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 191,605 COMMITMENTS 21,298 98,311 17,769 149,801 67,018 188,868 183,098 2,737 8,506 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -5,018) 897 -5,192 -273 -4,007 542 -3,383 -4,924 -1,635 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 51.3 9.3 78.2 35.0 98.6 95.6 1.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 20 73 12 18 25 45 104 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 199,505 COMMITMENTS 47,500 57,485 20,901 108,195 93,769 176,596 172,154 22,909 27,350 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -2,724) -6,463 5,009 -22 9,607 -13,019 3,122 -8,032 -5,847 5,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 28.8 10.5 54.2 47.0 88.5 86.3 11.5 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 34 32 22 29 40 73 84 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 317,349 COMMITMENTS 62,302 83,246 32,737 197,776 163,700 292,814 279,682 24,535 37,667 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 12,940) 7,849 -14,968 1,247 5,717 31,162 14,813 17,440 -1,873 -4,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 26.2 10.3 62.3 51.6 92.3 88.1 7.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 41 48 30 30 44 85 108 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 471,310 COMMITMENTS 71,769 131,460 81,635 269,039 186,979 422,443 400,075 48,867 71,235 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,876) -11,819 -11,377 4,084 3,713 8,454 -4,022 1,160 -854 -6,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 27.9 17.3 57.1 39.7 89.6 84.9 10.4 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 61 101 83 56 65 164 203 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,933 COMMITMENTS 11,550 18,182 8,824 12,280 4,850 32,654 31,856 1,279 2,077 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 7,543) 767 1,482 5,365 1,251 119 7,383 6,966 160 577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 53.6 26.0 36.2 14.3 96.2 93.9 3.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 15 3 5 5 12 20 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,339 COMMITMENTS 13,543 21,822 336 18,292 6,027 32,171 28,185 2,168 6,154 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 939) -1,845 371 155 2,503 -76 813 450 126 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 63.5 1.0 53.3 17.6 93.7 82.1 6.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 14 35 5 13 13 29 51 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,063 COMMITMENTS 2,703 6,812 23 5,945 697 8,671 7,532 392 1,531 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -564) -527 -249 0 18 -88 -509 -337 -55 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 75.2 0.3 65.6 7.7 95.7 83.1 4.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 13 1 4 4 8 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 19,824,432 COMMITMENTS 1441771 1291085 8139215 9393320 9074359 18974306 18504658 850,125 1319773 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -13,301) -23,299 30,147 -69,134 124,506 100,447 32,073 61,460 -45,374 -74,761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 6.5 41.1 47.4 45.8 95.7 93.3 4.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 52 101 118 149 161 280 308 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,109,305 COMMITMENTS 85,690 109,622 125,652 711,305 687,306 922,647 922,580 186,658 186,725 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -48,410) -10,985 10,231 -30,677 -11,814 -44,699 -53,477 -65,145 5,067 16,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 9.9 11.3 64.1 62.0 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629) 131 148 145 254 266 462 483 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 267,094 COMMITMENTS 15,613 7,028 28,344 181,222 115,165 225,179 150,537 41,915 116,557 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -11,555) -2,077 -3,845 -8,154 783 -17,015 -9,448 -29,014 -2,107 17,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 2.6 10.6 67.8 43.1 84.3 56.4 15.7 43.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 16 11 21 51 41 77 64 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,211,053 COMMITMENTS 407,511 570,093 429,415 2650414 2860706 3487341 3860214 723,712 350,839 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -184,275) -57,223 57,698 -99,934 -62,985 -138,421 -220,142 -180,658 35,867 -3,618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 13.5 10.2 62.9 67.9 82.8 91.7 17.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608) 123 146 137 242 256 440 464 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 87,960 COMMITMENTS 8,541 3,582 287 69,656 80,275 78,484 84,144 9,476 3,816 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,777) 793 -434 -1,203 1,114 3,567 704 1,930 1,073 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 4.1 0.3 79.2 91.3 89.2 95.7 10.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 11 5 2 47 38 58 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,281 COMMITMENTS 9,780 10,645 2,359 45,428 44,696 57,567 57,701 4,714 4,581 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,646) -3,012 384 -445 -694 -4,715 -4,152 -4,776 -494 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 17.1 3.8 72.9 71.8 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 47 49 20 72 82 128 144 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 311,407 COMMITMENTS 48,899 53,227 11,797 227,141 223,479 287,837 288,503 23,569 22,904 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -23,230) -15,062 1,918 -2,225 -3,472 -23,574 -20,759 -23,881 -2,471 652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 17.1 3.8 72.9 71.8 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 47 49 20 72 82 128 144 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 197,586 COMMITMENTS 50,352 105,564 12,917 116,725 34,967 179,994 153,449 17,592 44,137 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 3,830) 3,065 -4,685 2,248 -4,301 2,704 1,012 268 2,817 3,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 53.4 6.5 59.1 17.7 91.1 77.7 8.9 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 20 45 16 22 20 49 74 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 51,836 COMMITMENTS 15,684 9,376 458 25,571 36,675 41,713 46,509 10,123 5,327 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -277) 1,925 -161 -292 -571 -464 1,062 -917 -1,339 640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 18.1 0.9 49.3 70.8 80.5 89.7 19.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 16 12 3 20 10 39 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 123,406 COMMITMENTS 36,406 11,265 3,664 71,923 15,754 111,993 30,683 11,413 92,723 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -6,961) -11,276 -538 -102 3,412 -1,928 -7,966 -2,568 1,005 -4,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 9.1 3.0 58.3 12.8 90.8 24.9 9.2 75.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 33 11 11 38 23 75 42
Updated September 4, 2015