BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,130 COMMITMENTS 314 1,263 228 2,508 1,951 3,050 3,442 1,080 688 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -956) -279 -102 -17 -641 -631 -937 -750 -19 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 30.6 5.5 60.7 47.2 73.8 83.3 26.2 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 10 7 12 9 21 20 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,029 COMMITMENTS 17,603 10,243 524 10,081 9,900 28,208 20,667 2,821 10,362 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -2,723) -975 -390 -129 -2,116 -2,928 -3,220 -3,447 497 724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.7 33.0 1.7 32.5 31.9 90.9 66.6 9.1 33.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 11 31 13 21 14 41 49 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,613 COMMITMENTS 290 1,780 398 5,546 3,581 6,234 5,759 379 854 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -901) -81 -228 -98 -684 -441 -863 -767 -38 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 26.9 6.0 83.9 54.2 94.3 87.1 5.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 17 11 20 17 32 36 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 164,890 COMMITMENTS 55,598 60,886 29,072 65,919 52,194 150,589 142,152 14,301 22,738 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,566) 153 -3,365 1,772 -3,276 -434 -1,351 -2,027 -215 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 36.9 17.6 40.0 31.7 91.3 86.2 8.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 80 78 78 54 71 175 196 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,072 COMMITMENTS 62,490 69,436 46,103 131,734 106,676 240,327 222,215 24,745 42,857 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 2,254) 936 -3,999 621 195 3,656 1,752 278 502 1,976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 26.2 17.4 49.7 40.2 90.7 83.8 9.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379) 82 107 111 111 131 264 304 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,825 COMMITMENTS 1,142 1,540 582 937 856 2,661 2,978 1,164 847 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -20) -134 -110 65 60 39 -9 -6 -11 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 40.3 15.2 24.5 22.4 69.6 77.9 30.4 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 15 20 7 16 13 37 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,530 COMMITMENTS 12,915 9,807 4,744 11,088 6,784 28,747 21,335 6,783 14,195 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 970) 426 -476 132 976 1,236 1,534 892 -564 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 27.6 13.4 31.2 19.1 80.9 60.0 19.1 40.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 40 49 38 53 53 118 128 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 29,158 COMMITMENTS 3,193 18,888 330 25,080 7,431 28,603 26,649 555 2,509 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -3,150) -430 -1,252 -282 -2,467 -1,595 -3,179 -3,129 29 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 64.8 1.1 86.0 25.5 98.1 91.4 1.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 15 23 13 22 17 41 49 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,446 COMMITMENTS 2,880 3,378 0 25,666 25,488 28,546 28,866 900 580 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 215) 71 -215 0 -33 378 38 163 177 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 11.5 0.0 87.2 86.6 96.9 98.0 3.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 8 3 0 10 10 18 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 166,610 COMMITMENTS 40,898 101,028 1,125 101,060 21,325 143,083 123,478 23,527 43,132 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -5,527) -6,700 -7,357 753 -761 177 -6,708 -6,427 1,181 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 60.6 0.7 60.7 12.8 85.9 74.1 14.1 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 25 36 5 21 25 46 66 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,276 COMMITMENTS 26,419 22,799 173 18,611 3,533 45,203 26,505 5,073 23,771 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 1,162) -417 -473 13 1,583 -1,558 1,179 -2,018 -17 3,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.5 45.3 0.3 37.0 7.0 89.9 52.7 10.1 47.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 9 11 5 10 9 19 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 143,374 COMMITMENTS 33,894 95,882 692 105,753 39,484 140,339 136,058 3,035 7,316 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 3,618) 3,328 7,929 -233 612 -4,061 3,707 3,635 -89 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 66.9 0.5 73.8 27.5 97.9 94.9 2.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 26 65 6 15 19 47 84 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 221,993 COMMITMENTS 44,662 75,158 1,856 158,902 104,501 205,420 181,515 16,573 40,478 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 17,955) 4,186 3,660 -45 15,063 13,473 19,204 17,088 -1,249 867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 33.9 0.8 71.6 47.1 92.5 81.8 7.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 22 41 9 24 33 49 80 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 220,707 COMMITMENTS 67,471 63,368 2,799 127,747 123,204 198,017 189,371 22,690 31,336 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 23,882) 22,463 1,134 272 -3,364 26,873 19,371 28,279 4,511 -4,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 28.7 1.3 57.9 55.8 89.7 85.8 10.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 42 35 14 25 31 72 75 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 407,105 COMMITMENTS 66,857 227,500 4,498 276,815 97,443 348,170 329,441 58,935 77,664 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 6,608) -116 -23 -478 3,114 4,164 2,520 3,663 4,088 2,945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 55.9 1.1 68.0 23.9 85.5 80.9 14.5 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 50 102 27 53 58 114 176 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,320 COMMITMENTS 6,360 8,430 400 6,749 4,054 13,509 12,884 811 1,436 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -15,013) -3,498 1,123 -3,079 -8,363 -13,150 -14,940 -15,106 -73 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 58.9 2.8 47.1 28.3 94.3 90.0 5.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 12 1 3 4 9 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,928 COMMITMENTS 16,842 15,263 111 5,142 5,078 22,095 20,452 2,833 4,476 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 341) 1,871 146 8 -862 -70 1,017 84 -676 257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.6 61.2 0.4 20.6 20.4 88.6 82.0 11.4 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 23 18 2 9 10 33 29 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,501,396 COMMITMENTS 1298999 1863739 1766801 6795358 5824320 9861158 9454860 640,238 1046536 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 226,286) -97,936 54,801 42,543 283,597 121,350 228,204 218,694 -1,918 7,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 17.7 16.8 64.7 55.5 93.9 90.0 6.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 37 84 101 117 133 228 256 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 612,018 COMMITMENTS 66,819 83,627 27,733 404,763 392,169 499,314 503,529 112,703 108,488 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 27,542) 1,276 5,397 3,468 9,373 6,452 14,117 15,318 13,425 12,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 13.7 4.5 66.1 64.1 81.6 82.3 18.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533) 95 111 61 220 237 349 376 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 97,272 COMMITMENTS 10,619 6,593 1,950 56,645 35,677 69,214 44,220 28,058 53,052 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 14,079) 544 3,264 -418 15,723 826 15,849 3,672 -1,770 10,407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 6.8 2.0 58.2 36.7 71.2 45.5 28.8 54.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 10 9 3 37 25 49 36 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,573,728 COMMITMENTS 312,164 416,335 97,749 1740588 1782462 2150501 2296546 423,227 277,182 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 67,314) 14,160 21,169 8,930 -31,752 28,129 -8,662 58,228 75,976 9,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 16.2 3.8 67.6 69.3 83.6 89.2 16.4 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 521) 92 111 53 206 228 329 361 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 86,550 COMMITMENTS 9,361 3,451 550 67,297 77,720 77,208 81,721 9,342 4,829 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 3,219) 663 -363 -206 2,715 3,352 3,172 2,783 47 436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 4.0 0.6 77.8 89.8 89.2 94.4 10.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 11 5 2 50 37 62 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,436 COMMITMENTS 16,822 9,629 1,254 37,352 45,751 55,428 56,635 5,008 3,802 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -2,778) -2,315 2,676 734 -650 -6,388 -2,231 -2,978 -547 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 15.9 2.1 61.8 75.7 91.7 93.7 8.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 60 40 13 66 55 133 101 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 302,181 COMMITMENTS 84,112 48,147 6,269 186,758 228,757 277,139 283,173 25,042 19,008 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -13,889) -11,576 13,378 3,672 -3,252 -31,941 -11,156 -14,891 -2,733 1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 15.9 2.1 61.8 75.7 91.7 93.7 8.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 60 40 13 66 55 133 101 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 99,001 COMMITMENTS 46,047 59,808 205 35,972 9,916 82,224 69,929 16,777 29,072 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 827) 1,281 -2,503 -176 -1,517 532 -412 -2,147 1,239 2,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 60.4 0.2 36.3 10.0 83.1 70.6 16.9 29.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 19 41 5 18 16 40 59 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 47,061 COMMITMENTS 20,121 5,868 139 19,917 37,541 40,177 43,548 6,884 3,513 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,021) 254 -1,294 6 -15 39 245 -1,249 -1,266 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 12.5 0.3 42.3 79.8 85.4 92.5 14.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 17 5 1 15 12 32 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/05/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 73,704 COMMITMENTS 19,373 7,015 732 42,398 12,547 62,503 20,294 11,201 53,410 CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 3,137) -1,587 -330 -246 1,686 -777 -147 -1,353 3,284 4,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 9.5 1.0 57.5 17.0 84.8 27.5 15.2 72.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 25 11 2 33 20 58 33
Updated January 8, 2016