BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,635 COMMITMENTS 455 1,310 250 2,872 2,298 3,577 3,858 1,058 777 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 400) 140 144 -1 264 279 403 422 -3 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 28.3 5.4 62.0 49.6 77.2 83.2 22.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 10 8 14 11 24 22 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,381 COMMITMENTS 18,595 10,951 590 10,479 10,676 29,664 22,217 2,717 10,164 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 192) 90 258 -71 194 297 213 484 -21 -292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.4 33.8 1.8 32.4 33.0 91.6 68.6 8.4 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 11 34 15 22 17 42 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,495 COMMITMENTS 310 2,185 403 6,394 3,798 7,107 6,386 388 1,109 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 84) -1 176 -59 163 -181 103 -64 -19 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 29.2 5.4 85.3 50.7 94.8 85.2 5.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 17 16 22 18 39 38 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 167,196 COMMITMENTS 54,541 55,883 29,441 65,508 55,992 149,490 141,316 17,706 25,880 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 3,464) 2,217 -206 129 991 2,812 3,337 2,735 127 729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 33.4 17.6 39.2 33.5 89.4 84.5 10.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 84 76 84 55 72 185 202 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,924 COMMITMENTS 65,048 66,765 51,119 131,525 111,763 247,692 229,647 28,232 46,277 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 929) -44 -10 1,467 -310 -923 1,113 534 -184 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 24.2 18.5 47.7 40.5 89.8 83.2 10.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 80 106 120 109 146 273 324 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,541 COMMITMENTS 1,072 2,198 819 1,432 532 3,323 3,549 1,218 992 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 242) 17 198 27 101 -53 145 172 97 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 48.4 18.0 31.5 11.7 73.2 78.2 26.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 21 8 20 12 45 38 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,880 COMMITMENTS 13,342 9,622 5,616 11,095 6,999 30,053 22,237 6,827 14,643 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -125) -219 -277 439 -220 -473 0 -311 -125 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 26.1 15.2 30.1 19.0 81.5 60.3 18.5 39.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 37 48 39 43 50 105 125 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,452 COMMITMENTS 3,323 20,319 393 27,115 8,296 30,831 29,008 621 2,444 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 491) 14 541 13 450 56 477 610 14 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 64.6 1.2 86.2 26.4 98.0 92.2 2.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 13 25 14 22 18 40 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,338 COMMITMENTS 3,372 2,721 0 25,195 26,014 28,567 28,735 771 603 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -121) 292 -1,016 0 -397 916 -105 -100 -16 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 9.3 0.0 85.9 88.7 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 4 0 9 10 18 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 165,344 COMMITMENTS 33,064 99,450 1,653 105,244 22,763 139,961 123,866 25,383 41,478 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -929) -5,773 1,399 473 2,451 -1,321 -2,849 551 1,920 -1,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 60.1 1.0 63.7 13.8 84.6 74.9 15.4 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 22 31 8 22 25 45 63 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,290 COMMITMENTS 25,191 24,285 173 18,208 3,405 43,572 27,863 5,718 21,427 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,862) 707 3,125 -3 2,219 299 2,923 3,421 -61 -559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 49.3 0.4 36.9 6.9 88.4 56.5 11.6 43.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 12 5 11 9 23 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 171,971 COMMITMENTS 30,361 106,364 21,086 116,877 36,514 168,324 163,964 3,647 8,007 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 23,288) 946 2,934 16,107 5,970 4,463 23,023 23,504 265 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 61.8 12.3 68.0 21.2 97.9 95.3 2.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 27 67 13 19 19 55 92 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 259,589 COMMITMENTS 37,863 76,442 5,769 197,965 133,170 241,597 215,381 17,992 44,208 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 20,721) 3,569 11,627 1,591 15,776 9,797 20,936 23,015 -215 -2,294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 29.4 2.2 76.3 51.3 93.1 83.0 6.9 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 26 50 15 23 35 54 95 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 247,614 COMMITMENTS 84,485 46,832 2,551 128,081 168,498 215,117 217,881 32,497 29,733 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 6,248) 6,100 -6,287 656 -2,778 13,794 3,978 8,163 2,270 -1,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 18.9 1.0 51.7 68.0 86.9 88.0 13.1 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 38 42 11 23 34 69 79 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 400,362 COMMITMENTS 69,449 206,464 6,046 265,334 117,867 340,829 330,377 59,533 69,985 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,792) 6,287 -3,149 223 -6,209 8,075 301 5,149 1,491 -3,357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 51.6 1.5 66.3 29.4 85.1 82.5 14.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 50 95 29 53 55 114 169 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,316 COMMITMENTS 6,520 1,945 0 8,539 24,847 15,059 26,792 16,257 4,524 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 984) 1,024 -274 -485 -143 2,038 396 1,279 588 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 6.2 0.0 27.3 79.3 48.1 85.6 51.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 2 0 8 8 14 10 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,794 COMMITMENTS 6,084 9,400 442 7,602 3,774 14,128 13,616 666 1,178 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 206) 347 119 39 -96 267 290 425 -84 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 63.5 3.0 51.4 25.5 95.5 92.0 4.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 16 2 2 4 11 21 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,114 COMMITMENTS 14,938 17,892 344 10,398 4,395 25,680 22,631 2,434 5,483 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,680) -2,211 2,284 147 5,101 -582 3,037 1,849 -357 831 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.1 63.6 1.2 37.0 15.6 91.3 80.5 8.7 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 26 4 12 11 34 39 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,156,746 COMMITMENTS 1645761 1911772 1898425 6904784 6253484 10448970 10063681 707,776 1093065 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 199,243) 236,229 110,542 -36,342 -9,908 115,911 189,979 190,111 9,264 9,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 17.1 17.0 61.9 56.1 93.7 90.2 6.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 46 80 104 125 146 243 271 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 681,362 COMMITMENTS 72,653 106,712 23,280 454,639 431,599 550,572 561,591 130,790 119,772 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 31,458) 5,395 10,855 -1,924 19,795 19,868 23,265 28,798 8,192 2,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 15.7 3.4 66.7 63.3 80.8 82.4 19.2 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575) 114 123 64 221 252 372 403 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 108,673 COMMITMENTS 9,684 6,036 794 70,288 35,357 80,766 42,187 27,907 66,486 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 7,905) -241 -34 230 6,896 2,425 6,885 2,621 1,020 5,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 5.6 0.7 64.7 32.5 74.3 38.8 25.7 61.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 10 6 2 34 25 45 32 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,863,447 COMMITMENTS 340,376 528,912 86,899 1921757 1981208 2349032 2597019 514,415 266,428 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 117,763) 24,091 50,355 -6,682 64,493 87,213 81,902 130,886 35,861 -13,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 18.5 3.0 67.1 69.2 82.0 90.7 18.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567) 113 123 60 209 243 356 392 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 104,932 COMMITMENTS 10,146 10,452 503 85,887 88,841 96,536 99,796 8,396 5,136 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 8,634) 1,103 4,220 -185 7,954 4,214 8,872 8,249 -238 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 10.0 0.5 81.9 84.7 92.0 95.1 8.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 10 9 2 50 34 61 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,449 COMMITMENTS 14,497 8,681 749 35,307 42,156 50,553 51,586 4,896 3,863 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -4,699) -2,710 -1,880 -82 -1,408 -2,728 -4,200 -4,691 -499 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 15.7 1.4 63.7 76.0 91.2 93.0 8.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 48 39 10 62 64 115 108 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 277,245 COMMITMENTS 72,483 43,405 3,745 176,535 210,781 252,763 257,931 24,482 19,314 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -23,497) -13,551 -9,399 -412 -7,039 -13,642 -21,002 -23,453 -2,495 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 15.7 1.4 63.7 76.0 91.2 93.0 8.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 48 39 10 62 64 115 108 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,814 COMMITMENTS 45,471 81,738 819 72,319 12,417 118,609 94,974 14,205 37,840 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 11,224) -3,057 10,167 784 14,883 1,582 12,610 12,533 -1,386 -1,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 61.5 0.6 54.5 9.3 89.3 71.5 10.7 28.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 21 44 9 20 17 45 66 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 43,963 COMMITMENTS 16,393 7,270 0 17,470 32,011 33,863 39,281 10,100 4,682 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -4,215) -2,480 121 0 -2,851 -5,305 -5,331 -5,184 1,116 969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 16.5 0.0 39.7 72.8 77.0 89.4 23.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 21 6 0 15 10 36 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 87,769 COMMITMENTS 28,122 13,612 860 47,562 16,647 76,544 31,119 11,225 56,650 CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 6,178) 3,823 1,731 298 215 3,096 4,336 5,125 1,842 1,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 15.5 1.0 54.2 19.0 87.2 35.5 12.8 64.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 29 24 3 33 25 62 52
Updated January 22, 2016