BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,204 COMMITMENTS 509 530 856 4,544 4,741 5,908 6,128 1,296 1,076 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -1,488) -181 -95 -430 -1,036 -1,115 -1,647 -1,640 158 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 7.4 11.9 63.1 65.8 82.0 85.1 18.0 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 9 9 16 14 26 25 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,515 COMMITMENTS 10,043 3,699 8,798 17,201 16,737 36,042 29,234 4,473 11,281 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -7,128) -2,331 -90 -1,966 -2,566 -3,263 -6,862 -5,319 -265 -1,808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 9.1 21.7 42.5 41.3 89.0 72.2 11.0 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 18 21 31 37 31 70 68 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,965 COMMITMENTS 154 663 1,916 5,740 5,358 7,811 7,938 1,154 1,027 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -828) -178 -68 -164 -554 -571 -897 -804 69 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 7.4 21.4 64.0 59.8 87.1 88.5 12.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 15 15 20 13 36 31 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,296 COMMITMENTS 382 145 585 1,944 1,306 2,911 2,036 385 1,260 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -107) 193 -239 106 -364 -101 -65 -234 -42 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 4.4 17.8 59.0 39.6 88.3 61.8 11.7 38.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 3 7 9 9 16 16 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,953 COMMITMENTS 73,614 31,620 96,733 84,291 109,675 254,639 238,029 22,314 38,924 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,508) 2,435 -982 1,071 873 5,222 4,378 5,311 1,130 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 11.4 34.9 30.4 39.6 91.9 85.9 8.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 108 82 119 85 98 264 237 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,343 COMMITMENTS 66,312 70,058 100,770 148,286 132,654 315,369 303,483 33,974 45,860 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -35,616) -2,078 -2,100 -27,718 -4,134 -459 -33,930 -30,277 -1,687 -5,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 20.1 28.8 42.4 38.0 90.3 86.9 9.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427) 114 127 163 142 143 350 356 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,365 COMMITMENTS 1,546 3,858 1,361 2,543 632 5,449 5,851 1,916 1,514 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 320) 31 225 193 -90 -15 135 403 186 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 52.4 18.5 34.5 8.6 74.0 79.4 26.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 18 33 16 27 16 56 59 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,315 COMMITMENTS 9,686 9,666 11,786 15,387 9,852 36,858 31,303 10,457 16,013 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -202) 169 670 -403 -341 432 -575 699 373 -901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 20.4 24.9 32.5 20.8 77.9 66.2 22.1 33.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 55 57 51 69 62 154 147 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,941 COMMITMENTS 708 2,149 277 1,984 887 2,969 3,313 972 628 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -799) 21 -359 -96 -428 -369 -503 -824 -296 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 54.5 7.0 50.4 22.5 75.3 84.1 24.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 8 6 8 6 17 14 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,626 COMMITMENTS 1,499 11,123 3,497 23,036 9,873 28,032 24,493 594 4,133 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,566) -453 -2,097 -272 -2,757 -984 -3,482 -3,353 -84 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 38.9 12.2 80.5 34.5 97.9 85.6 2.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 11 28 25 22 19 54 51 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,859 COMMITMENTS 1,487 1,615 0 36,358 36,718 37,845 38,333 1,014 526 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 4,430) 330 -1,322 0 3,937 5,739 4,267 4,417 163 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 4.2 0.0 93.6 94.5 97.4 98.6 2.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 3 0 12 10 16 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,977 COMMITMENTS 28,041 65,084 7,547 75,977 22,416 111,566 95,047 23,411 39,930 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -16,827) -7,044 -13,057 -288 -8,095 1,271 -15,427 -12,075 -1,400 -4,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 48.2 5.6 56.3 16.6 82.7 70.4 17.3 29.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 18 32 14 19 24 46 61 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,737 COMMITMENTS 12,073 16,216 1,375 19,316 3,963 32,764 21,553 7,973 19,184 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 575) -849 443 47 802 -273 -1 217 576 358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 39.8 3.4 47.4 9.7 80.4 52.9 19.6 47.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 9 7 10 9 20 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 119,747 COMMITMENTS 50,934 56,097 4,585 61,262 52,213 116,781 112,895 2,966 6,852 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -23,152) 19,673 -19,460 -677 -41,510 -2,996 -22,513 -23,132 -638 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 46.8 3.8 51.2 43.6 97.5 94.3 2.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 32 54 13 16 24 57 83 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,779 COMMITMENTS 46,090 49,569 17,896 99,394 82,194 163,379 149,658 21,400 35,121 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 1,853) -2,808 836 -1,866 9,123 346 4,449 -684 -2,596 2,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 26.8 9.7 53.8 44.5 88.4 81.0 11.6 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 29 33 23 24 33 66 76 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 200,918 COMMITMENTS 37,830 55,188 19,710 120,840 89,309 178,380 164,207 22,539 36,711 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -5,415) -6 -6,212 -308 -3,700 -426 -4,014 -6,946 -1,401 1,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 27.5 9.8 60.1 44.5 88.8 81.7 11.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 37 51 34 31 43 87 109 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 401,381 COMMITMENTS 65,939 147,380 48,275 241,393 137,984 355,606 333,639 45,774 67,741 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 12,315) 3,330 4,660 168 6,641 9,869 10,139 14,697 2,176 -2,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 36.7 12.0 60.1 34.4 88.6 83.1 11.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 55 100 74 54 61 155 190 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,787 COMMITMENTS 20,376 22,183 193 6,215 3,759 26,784 26,135 1,003 1,652 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 3,144) 8,896 4,706 -596 -5,151 -866 3,149 3,244 -5 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.3 79.8 0.7 22.4 13.5 96.4 94.1 3.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 8 13 3 4 4 13 19 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,930 COMMITMENTS 18,357 19,328 200 11,860 6,426 30,417 25,954 1,513 5,976 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -2,175) -2,638 -4,729 -1 521 2,034 -2,118 -2,696 -57 521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.5 60.5 0.6 37.1 20.1 95.3 81.3 4.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 14 28 3 15 10 30 40 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,028,429 COMMITMENTS 1416987 1009115 7557669 8193094 8335464 17167750 16902248 860,678 1126181 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 107,850) -69,592 -24,231 171,745 22,756 25,699 124,908 173,213 -17,059 -65,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 5.6 41.9 45.4 46.2 95.2 93.8 4.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 64 84 121 142 159 276 302 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 884,181 COMMITMENTS 69,066 113,931 80,395 605,344 546,566 754,804 740,892 129,377 143,289 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -38,640) -12,650 3,552 -22,653 -1,432 -32,901 -36,735 -52,003 -1,905 13,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 12.9 9.1 68.5 61.8 85.4 83.8 14.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 648) 120 167 152 251 277 466 502 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 169,704 COMMITMENTS 12,422 1,193 19,495 99,928 74,600 131,845 95,289 37,859 74,415 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -6,227) -2,162 -621 -3,621 -1,818 -7,812 -7,601 -12,054 1,374 5,827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.7 11.5 58.9 44.0 77.7 56.2 22.3 43.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 16 17 27 47 40 79 68 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,572,385 COMMITMENTS 300,134 580,602 287,582 2527080 2359829 3114796 3228013 457,589 344,372 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -162,066) -48,576 24,730 -99,027 1,930 -125,445 -145,673 -199,742 -16,393 37,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 16.3 8.1 70.7 66.1 87.2 90.4 12.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625) 113 163 142 241 267 444 482 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 88,580 COMMITMENTS 7,469 5,871 1,159 71,296 76,969 79,924 83,999 8,656 4,581 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -94) -1,040 1,794 895 457 -3,271 312 -582 -406 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 6.6 1.3 80.5 86.9 90.2 94.8 9.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 11 7 2 42 34 54 42 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,024 COMMITMENTS 11,851 9,951 1,223 37,077 37,746 50,150 48,920 3,874 5,104 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -150) 624 -716 33 176 172 833 -511 -984 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 18.4 2.3 68.6 69.9 92.8 90.6 7.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 54 54 21 63 73 128 137 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 270,122 COMMITMENTS 59,253 49,755 6,113 185,386 188,732 250,752 244,600 19,370 25,522 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -752) 3,119 -3,580 166 882 860 4,167 -2,554 -4,919 1,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 18.4 2.3 68.6 69.9 92.8 90.6 7.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 54 54 21 63 73 128 137 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,256 COMMITMENTS 43,475 83,219 7,210 89,883 27,918 140,568 118,347 15,688 37,908 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -3,721) -1,922 -10,318 -322 -562 6,065 -2,806 -4,575 -915 854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 53.3 4.6 57.5 17.9 90.0 75.7 10.0 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 17 43 18 21 19 45 73 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 46,636 COMMITMENTS 18,424 19,735 0 20,083 19,110 38,507 38,845 8,129 7,791 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -67) 125 -53 -20 245 -298 350 -371 -417 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 42.3 0.0 43.1 41.0 82.6 83.3 17.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 16 18 0 17 9 33 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 90,851 COMMITMENTS 45,900 11,272 536 34,827 13,285 81,263 25,093 9,588 65,758 CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,621) 1,587 3,955 -147 3,740 -7,385 5,180 -3,577 441 9,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.5 12.4 0.6 38.3 14.6 89.4 27.6 10.6 72.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 41 11 5 31 18 72 34
Updated October 9, 2015