BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,198 COMMITMENTS 713 1,148 717 3,605 3,203 5,035 5,067 1,163 1,130 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 299) 45 84 23 84 150 151 257 148 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 18.5 11.6 58.2 51.7 81.2 81.8 18.8 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 7 9 12 15 15 28 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,583 COMMITMENTS 18,025 5,922 12,241 18,412 18,041 48,678 36,204 5,905 18,379 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 5,630) 1,947 578 1,685 1,760 1,590 5,393 3,853 238 1,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 10.9 22.4 33.7 33.1 89.2 66.3 10.8 33.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 21 27 32 37 26 72 71 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,284 COMMITMENTS 312 2,335 2,298 8,807 6,527 11,418 11,160 866 1,124 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 958) 127 321 261 525 603 914 1,185 44 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 19.0 18.7 71.7 53.1 92.9 90.8 7.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 21 18 25 19 44 42 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,693 COMMITMENTS 621 56 642 1,921 1,635 3,184 2,332 509 1,361 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 396) 64 33 88 277 246 430 366 -33 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 1.5 17.4 52.0 44.3 86.2 63.2 13.8 36.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 2 7 11 9 19 16 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,055 COMMITMENTS 53,958 54,394 74,971 79,709 68,768 208,638 198,133 19,417 29,922 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -33,301) -1,730 -504 -26,792 -3,884 -6,141 -32,405 -33,437 -896 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 23.9 32.9 35.0 30.2 91.5 86.9 8.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 103 77 105 77 70 221 222 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,831 COMMITMENTS 63,244 55,595 111,413 145,375 132,658 320,033 299,666 29,798 50,165 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,006) -4,215 -3,184 929 2,939 640 -347 -1,614 -659 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 15.9 31.8 41.6 37.9 91.5 85.7 8.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382) 101 104 136 136 135 313 315 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,332 COMMITMENTS 1,335 1,433 836 794 1,026 2,964 3,295 1,368 1,037 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -13) 123 -74 -160 -122 152 -160 -83 147 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 33.1 19.3 18.3 23.7 68.4 76.1 31.6 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 21 17 11 15 16 42 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,199 COMMITMENTS 12,260 8,252 13,082 12,536 7,902 37,878 29,237 9,320 17,962 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -1,688) -1,071 -1,067 -76 386 -1,054 -761 -2,197 -927 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 17.5 27.7 26.6 16.7 80.3 61.9 19.7 38.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 44 49 52 62 50 137 132 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,326 COMMITMENTS 709 4,411 170 3,447 347 4,326 4,928 1,001 398 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 647) 92 709 -46 517 -30 563 633 84 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 82.8 3.2 64.7 6.5 81.2 92.5 18.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 5 4 11 4 19 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,952 COMMITMENTS 2,343 22,224 5,598 36,054 11,960 43,995 39,782 957 5,170 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 4,201) 356 3,004 404 3,186 344 3,946 3,752 256 449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 49.4 12.5 80.2 26.6 97.9 88.5 2.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 10 43 31 25 23 61 71 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,182 COMMITMENTS 2,492 3,327 0 25,860 25,404 28,352 28,731 830 451 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -15,930) -760 911 -1,949 -13,292 -14,800 -16,001 -15,838 71 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 11.4 0.0 88.6 87.1 97.2 98.5 2.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 4 0 10 9 16 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 181,006 COMMITMENTS 38,955 98,121 11,032 106,160 26,807 156,147 135,960 24,859 45,046 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -24,407) -2,109 2,989 -1,311 -21,702 -26,098 -25,122 -24,420 715 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 54.2 6.1 58.7 14.8 86.3 75.1 13.7 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 23 39 17 24 28 57 74 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,454 COMMITMENTS 27,358 24,922 1,514 17,959 5,665 46,830 32,102 5,624 20,352 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -2,525) -1,803 -2,814 -327 154 294 -1,976 -2,847 -550 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.2 47.5 2.9 34.2 10.8 89.3 61.2 10.7 38.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 8 14 7 10 12 22 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 138,247 COMMITMENTS 28,771 85,218 1,945 104,309 43,880 135,025 131,042 3,222 7,205 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,625) -6,022 -9,698 1,016 -1,421 2,368 -6,427 -6,314 -197 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 61.6 1.4 75.5 31.7 97.7 94.8 2.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 22 68 11 14 18 44 89 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 219,773 COMMITMENTS 42,788 68,262 17,271 141,570 93,864 201,628 179,397 18,145 40,375 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 34,914) 3,912 11,816 4,851 25,140 11,733 33,903 28,400 1,011 6,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 31.1 7.9 64.4 42.7 91.7 81.6 8.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 30 38 18 26 36 64 84 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 220,581 COMMITMENTS 35,387 69,066 15,982 152,555 98,222 203,924 183,269 16,657 37,312 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 1,987) -792 3,039 97 6,476 -1,708 5,782 1,427 -3,795 559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 31.3 7.2 69.2 44.5 92.4 83.1 7.6 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 26 50 26 27 42 69 102 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 476,418 COMMITMENTS 70,375 222,139 49,909 295,614 121,617 415,897 393,665 60,521 82,753 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 2,379) -1,048 -2,224 3,407 -910 4,364 1,449 5,547 930 -3,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 46.6 10.5 62.0 25.5 87.3 82.6 12.7 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 52 112 62 54 68 144 204 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,542 COMMITMENTS 8,968 5,908 421 10,423 12,789 19,812 19,118 730 1,424 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 835) -569 519 2 1,510 346 943 867 -108 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.7 28.8 2.0 50.7 62.3 96.4 93.1 3.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 8 15 2 3 3 12 19 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,057 COMMITMENTS 14,946 15,167 211 6,207 4,514 21,364 19,892 2,693 4,165 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 431) -1,400 -60 109 1,494 259 203 308 228 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.1 63.0 0.9 25.8 18.8 88.8 82.7 11.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 21 20 4 11 9 33 32 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 16,698,338 COMMITMENTS 1202117 1269832 6888000 7891769 7413848 15981886 15571679 716,453 1126659 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 288,411) -24,658 80,878 248,798 91,328 -88,232 315,468 241,444 -27,057 46,967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 7.6 41.2 47.3 44.4 95.7 93.3 4.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 56 87 115 127 141 255 278 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 727,611 COMMITMENTS 68,923 77,597 77,972 466,494 462,070 613,389 617,640 114,222 109,972 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -232,209) -7,791 -213 -39,744 -167,487 -177,871 -215,023 -217,829 -17,186 -14,381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 10.7 10.7 64.1 63.5 84.3 84.9 15.7 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604) 135 136 143 237 248 454 447 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 121,960 COMMITMENTS 12,269 2,261 16,864 61,223 50,256 90,355 69,381 31,605 52,579 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -77,394) -5,480 -3,016 -11,609 -40,809 -70,261 -57,898 -84,885 -19,497 7,491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 1.9 13.8 50.2 41.2 74.1 56.9 25.9 43.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 17 14 25 42 36 75 61 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,028,253 COMMITMENTS 300,660 394,069 288,153 2026355 2059070 2615168 2741293 413,085 286,960 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -774,074) -38,192 -12,620 -114,044 -633,391 -538,053 -785,626 -664,717 11,553 -109,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 13.0 9.5 66.9 68.0 86.4 90.5 13.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 125 130 130 228 240 427 426 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 86,384 COMMITMENTS 10,035 3,708 790 65,689 77,807 76,514 82,305 9,870 4,079 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -6,680) 551 903 380 -7,437 -7,806 -6,506 -6,523 -174 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 4.3 0.9 76.0 90.1 88.6 95.3 11.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 11 5 3 51 36 63 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,944 COMMITMENTS 16,844 7,248 1,325 38,931 50,973 57,099 59,546 5,845 3,398 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -17,128) -2,809 317 -1,501 -14,241 -16,873 -18,550 -18,056 1,422 928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 11.5 2.1 61.8 81.0 90.7 94.6 9.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 61 37 17 68 57 138 102 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,720 COMMITMENTS 84,218 36,242 6,624 194,653 254,864 285,495 297,730 29,225 16,990 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -85,641) -14,043 1,587 -7,503 -71,206 -84,365 -92,751 -90,281 7,110 4,640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 11.5 2.1 61.8 81.0 90.7 94.6 9.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 61 37 17 68 57 138 102 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,448 COMMITMENTS 49,026 70,323 5,174 46,737 12,320 100,936 87,817 15,511 28,631 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -5,873) -13,415 -2,959 -375 10,736 -1,611 -3,054 -4,945 -2,818 -928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.1 60.4 4.4 40.1 10.6 86.7 75.4 13.3 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 19 44 11 20 18 46 66 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 48,555 COMMITMENTS 18,358 7,725 133 19,734 37,348 38,225 45,206 10,330 3,349 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -273) -666 -78 -6 -330 -10 -1,002 -94 729 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 15.9 0.3 40.6 76.9 78.7 93.1 21.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 20 10 1 14 12 34 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,106 COMMITMENTS 20,377 7,820 1,408 37,748 12,415 59,533 21,643 8,573 46,463 CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 513) -625 -1,550 1,253 658 482 1,286 185 -773 328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 11.5 2.1 55.4 18.2 87.4 31.8 12.6 68.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 29 8 3 31 17 62 26
Updated December 25, 2015