BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,030 COMMITMENTS 523 1,226 245 3,141 2,600 3,909 4,071 1,121 959 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 395) 68 -84 -5 269 302 332 213 63 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 24.4 4.9 62.4 51.7 77.7 80.9 22.3 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 9 6 14 13 22 23 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,998 COMMITMENTS 18,846 11,199 555 10,875 10,775 30,276 22,529 2,722 10,469 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 617) 251 248 -35 396 99 612 312 5 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 33.9 1.7 33.0 32.7 91.8 68.3 8.2 31.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 12 33 15 22 17 42 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,945 COMMITMENTS 324 2,469 412 6,697 3,902 7,433 6,783 512 1,162 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 450) 14 284 9 303 104 326 397 124 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 31.1 5.2 84.3 49.1 93.6 85.4 6.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 17 14 21 18 36 38 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 169,738 COMMITMENTS 58,388 53,766 27,556 66,184 61,463 152,128 142,785 17,610 26,953 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,542) 3,847 -2,117 -1,885 676 5,471 2,638 1,469 -96 1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 31.7 16.2 39.0 36.2 89.6 84.1 10.4 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 90 76 89 55 76 192 208 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 277,264 COMMITMENTS 64,786 68,512 50,414 130,867 112,999 246,067 231,925 31,197 45,339 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,340) -262 1,747 -705 -658 1,236 -1,625 2,278 2,965 -938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 24.7 18.2 47.2 40.8 88.7 83.6 11.3 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 88 97 123 115 149 283 326 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,313 COMMITMENTS 1,146 2,715 872 1,887 521 3,905 4,108 1,408 1,205 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 772) 74 517 53 455 -11 582 559 190 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 51.1 16.4 35.5 9.8 73.5 77.3 26.5 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 20 23 11 20 12 45 44 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,849 COMMITMENTS 13,289 10,294 5,676 11,230 6,830 30,195 22,800 6,654 14,049 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -31) -53 672 60 135 -169 142 563 -173 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 27.9 15.4 30.5 18.5 81.9 61.9 18.1 38.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 40 54 42 45 52 110 135 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,319 COMMITMENTS 616 4,696 209 3,417 140 4,242 5,045 1,077 274 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 88.3 3.9 64.2 2.6 79.8 94.8 20.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 5 3 10 3 18 9 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,348 COMMITMENTS 3,559 21,065 439 27,816 8,539 31,814 30,043 534 2,305 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 896) 236 746 46 701 243 983 1,035 -87 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 65.1 1.4 86.0 26.4 98.3 92.9 1.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 14 28 15 23 18 43 55 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,220 COMMITMENTS 4,188 2,124 0 25,051 27,370 29,239 29,494 981 726 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 882) 816 -597 0 -144 1,356 672 759 210 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 7.0 0.0 82.9 90.6 96.8 97.6 3.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 3 0 9 10 20 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 165,240 COMMITMENTS 32,767 99,586 1,701 105,878 24,681 140,346 125,968 24,894 39,272 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -104) -297 136 48 634 1,918 385 2,102 -489 -2,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 60.3 1.0 64.1 14.9 84.9 76.2 15.1 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 20 32 9 23 25 45 64 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,694 COMMITMENTS 24,932 29,435 173 24,900 2,726 50,005 32,334 5,689 23,360 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 6,404) -259 5,150 0 6,692 -679 6,433 4,471 -29 1,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 52.9 0.3 44.7 4.9 89.8 58.1 10.2 41.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 14 6 11 8 22 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 167,763 COMMITMENTS 28,487 105,094 16,638 119,174 38,087 164,299 159,819 3,464 7,944 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -4,208) -1,874 -1,270 -4,448 2,297 1,573 -4,025 -4,145 -183 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 62.6 9.9 71.0 22.7 97.9 95.3 2.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 30 69 13 16 21 56 98 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 272,798 COMMITMENTS 34,696 82,233 6,466 213,083 140,786 254,245 229,485 18,553 43,313 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 13,209) -3,167 5,791 697 15,118 7,616 12,648 14,104 561 -895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 30.1 2.4 78.1 51.6 93.2 84.1 6.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 21 51 15 20 34 48 93 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 250,711 COMMITMENTS 92,628 42,602 2,473 124,038 178,679 219,139 223,754 31,572 26,957 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,097) 8,143 -4,230 -78 -4,043 10,181 4,022 5,873 -925 -2,776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 17.0 1.0 49.5 71.3 87.4 89.2 12.6 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 50 40 18 23 34 81 84 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 402,227 COMMITMENTS 71,446 198,661 6,226 267,012 124,194 344,684 329,081 57,543 73,146 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,865) 1,997 -7,803 180 1,678 6,327 3,855 -1,296 -1,990 3,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 49.4 1.5 66.4 30.9 85.7 81.8 14.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 49 96 30 50 54 110 170 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,847 COMMITMENTS 7,326 793 0 7,784 26,373 15,110 27,166 16,737 4,681 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 531) 806 -1,152 0 -755 1,526 51 374 480 157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 2.5 0.0 24.4 82.8 47.4 85.3 52.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 0 9 8 15 9 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,670 COMMITMENTS 6,761 10,474 1,504 9,775 5,538 18,040 17,516 630 1,154 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,876) 677 1,074 1,062 2,173 1,764 3,912 3,900 -36 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 56.1 8.1 52.4 29.7 96.6 93.8 3.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 17 3 3 4 12 21 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,437 COMMITMENTS 15,166 20,566 335 12,538 4,207 28,039 25,108 2,398 5,329 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,323) 228 2,674 -9 2,140 -188 2,359 2,477 -36 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.8 67.6 1.1 41.2 13.8 92.1 82.5 7.9 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 19 24 5 13 12 33 40 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,370 COMMITMENTS 3,147 3,575 23 1,816 552 4,986 4,150 384 1,220 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.6 66.6 0.4 33.8 10.3 92.8 77.3 7.2 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 11 1 3 2 8 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,940,213 COMMITMENTS 1684702 1858103 1805198 6693600 6144736 10183500 9808037 756,713 1132176 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -216,533) 38,941 -53,669 -93,227 -211,184 -108,748 -265,470 -255,644 48,937 39,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 17.0 16.5 61.2 56.2 93.1 89.7 6.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 42 83 101 129 145 246 264 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 687,081 COMMITMENTS 78,916 102,497 25,547 459,802 439,834 564,264 567,877 122,817 119,204 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,719) 6,263 -4,215 2,266 5,162 8,235 13,692 6,286 -7,973 -568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 14.9 3.7 66.9 64.0 82.1 82.7 17.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579) 118 121 66 221 249 374 402 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 107,227 COMMITMENTS 9,729 6,936 844 68,623 36,026 79,196 43,806 28,031 63,421 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,446) 45 900 50 -1,665 669 -1,570 1,619 124 -3,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 6.5 0.8 64.0 33.6 73.9 40.9 26.1 59.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 11 7 4 34 23 47 32 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,899,270 COMMITMENTS 380,557 512,428 88,890 1955893 2019038 2425340 2620356 473,930 278,914 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 35,823) 40,181 -16,484 1,991 34,136 37,830 76,308 23,337 -40,485 12,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 17.7 3.1 67.5 69.6 83.7 90.4 16.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572) 116 122 61 210 242 358 393 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 103,435 COMMITMENTS 8,098 9,756 439 87,538 87,754 96,075 97,949 7,360 5,486 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,497) -2,048 -696 -64 1,651 -1,087 -461 -1,847 -1,036 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 9.4 0.4 84.6 84.8 92.9 94.7 7.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 10 9 3 52 38 64 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,779 COMMITMENTS 14,211 8,152 578 34,571 40,721 49,359 49,451 4,420 4,328 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,670) -286 -529 -171 -736 -1,436 -1,193 -2,135 -476 466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 15.2 1.1 64.3 75.7 91.8 92.0 8.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 55 40 11 63 59 122 106 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 268,896 COMMITMENTS 71,053 40,762 2,889 172,854 203,603 246,796 247,254 22,100 21,642 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -8,349) -1,430 -2,643 -856 -3,681 -7,178 -5,967 -10,677 -2,382 2,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 15.2 1.1 64.3 75.7 91.8 92.0 8.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 55 40 11 63 59 122 106 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,451 COMMITMENTS 46,281 79,079 1,042 62,404 11,530 109,727 91,651 15,724 33,800 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -7,363) 810 -2,659 223 -9,915 -887 -8,882 -3,323 1,519 -4,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.9 63.0 0.8 49.7 9.2 87.5 73.1 12.5 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 18 46 9 20 15 44 64 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 43,211 COMMITMENTS 11,034 8,952 160 21,709 28,412 32,903 37,524 10,308 5,687 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -752) -5,359 1,682 160 4,239 -3,599 -960 -1,757 208 1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 20.7 0.4 50.2 65.8 76.1 86.8 23.9 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 10 11 2 17 12 29 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 01/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 102,466 COMMITMENTS 34,055 9,041 500 57,086 19,896 91,641 29,437 10,825 73,029 CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 14,697) 5,933 -4,571 -360 9,524 3,249 15,097 -1,682 -400 16,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 8.8 0.5 55.7 19.4 89.4 28.7 10.6 71.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 34 11 4 36 22 71 36
Updated January 29, 2016