BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,395 COMMITMENTS 593 1,392 252 3,557 2,840 4,402 4,484 993 911 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 365) 70 166 7 416 240 493 413 -128 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 25.8 4.7 65.9 52.6 81.6 83.1 18.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 10 7 14 12 23 23 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,690 COMMITMENTS 19,405 11,834 575 11,035 10,756 31,015 23,165 2,675 10,525 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 692) 559 635 20 160 -19 739 636 -47 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.6 35.1 1.7 32.8 31.9 92.1 68.8 7.9 31.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 11 35 13 22 17 40 58 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,008 COMMITMENTS 297 2,796 468 6,714 3,797 7,479 7,061 529 947 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 63) -27 327 56 17 -105 46 278 17 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 34.9 5.8 83.8 47.4 93.4 88.2 6.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 18 16 22 18 39 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,386 COMMITMENTS 64,504 53,210 29,883 70,697 71,401 165,084 154,494 18,302 28,892 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 13,648) 6,116 -556 2,327 4,513 9,938 12,956 11,709 692 1,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 29.0 16.3 38.6 38.9 90.0 84.2 10.0 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 97 90 97 60 82 210 231 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,556 COMMITMENTS 68,636 75,009 46,970 129,877 109,105 245,483 231,084 31,073 45,472 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -708) 3,850 6,497 -3,444 -990 -3,894 -584 -841 -124 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 27.1 17.0 47.0 39.5 88.8 83.6 11.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 94 101 119 115 143 279 320 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,890 COMMITMENTS 1,211 3,088 1,087 2,207 558 4,505 4,733 1,385 1,157 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 577) 65 373 215 320 37 600 625 -23 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 52.4 18.5 37.5 9.5 76.5 80.4 23.5 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 16 25 11 22 12 44 45 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,387 COMMITMENTS 12,784 9,837 6,011 11,805 7,270 30,600 23,118 6,787 14,269 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 538) -505 -457 335 575 440 405 318 133 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 26.3 16.1 31.6 19.4 81.8 61.8 18.2 38.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 35 54 44 43 50 106 129 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,411 COMMITMENTS 635 4,782 221 3,331 140 4,187 5,143 1,224 268 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 92) 19 86 12 -86 0 -55 98 147 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 88.4 4.1 61.6 2.6 77.4 95.0 22.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 5 5 9 3 19 9 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,887 COMMITMENTS 3,680 21,519 473 28,185 8,452 32,338 30,444 549 2,443 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 539) 121 454 34 369 -87 524 401 15 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 65.4 1.4 85.7 25.7 98.3 92.6 1.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 14 29 15 22 17 42 55 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,078 COMMITMENTS 5,325 3,685 0 24,840 26,517 30,165 30,202 913 876 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 858) 1,137 1,561 0 -211 -853 926 708 -68 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 11.9 0.0 79.9 85.3 97.1 97.2 2.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 3 0 9 9 20 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 157,362 COMMITMENTS 30,069 82,489 2,014 103,015 32,595 135,098 117,098 22,264 40,264 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -7,878) -2,698 -17,097 313 -2,863 7,914 -5,248 -8,870 -2,630 992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 52.4 1.3 65.5 20.7 85.9 74.4 14.1 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 18 32 10 23 25 43 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,370 COMMITMENTS 25,970 30,665 145 27,215 4,259 53,330 35,069 6,040 24,301 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,676) 1,038 1,230 -28 2,315 1,533 3,325 2,735 351 941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 51.7 0.2 45.8 7.2 89.8 59.1 10.2 40.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 12 13 4 10 10 23 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 166,295 COMMITMENTS 24,958 103,552 16,820 120,705 37,341 162,483 157,713 3,812 8,582 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,468) -3,529 -1,542 182 1,531 -746 -1,816 -2,106 348 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 62.3 10.1 72.6 22.5 97.7 94.8 2.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 31 66 11 17 21 54 94 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 270,680 COMMITMENTS 32,737 77,755 6,966 214,581 142,835 254,284 227,556 16,396 43,124 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -2,118) -1,959 -4,478 500 1,498 2,049 39 -1,929 -2,157 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 28.7 2.6 79.3 52.8 93.9 84.1 6.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 24 50 14 23 35 52 94 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 237,289 COMMITMENTS 82,108 44,863 2,677 130,736 157,826 215,521 205,366 21,768 31,923 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -13,422) -10,520 2,261 204 6,698 -20,853 -3,618 -18,388 -9,804 4,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 18.9 1.1 55.1 66.5 90.8 86.5 9.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 45 38 15 26 36 75 85 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 403,939 COMMITMENTS 96,012 183,085 6,769 259,869 147,872 362,650 337,726 41,289 66,213 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,712) 24,566 -15,576 543 -7,143 23,678 17,966 8,645 -16,254 -6,933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 45.3 1.7 64.3 36.6 89.8 83.6 10.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 56 95 33 51 54 121 168 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,847 COMMITMENTS 14,179 1,348 193 8,331 29,127 22,703 30,668 12,144 4,179 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,000) 6,853 555 193 547 2,754 7,593 3,502 -4,593 -502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.7 3.9 0.6 23.9 83.6 65.2 88.0 34.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 2 1 9 8 16 11 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,279 COMMITMENTS 4,205 7,343 0 9,377 5,730 13,582 13,073 697 1,206 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -4,391) -2,556 -3,131 -1,504 -398 192 -4,458 -4,443 67 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 51.4 0.0 65.7 40.1 95.1 91.6 4.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 15 0 3 3 9 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,979 COMMITMENTS 13,492 21,928 392 14,585 4,046 28,469 26,366 2,510 4,613 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 542) -1,674 1,362 57 2,047 -161 430 1,258 112 -716 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 70.8 1.3 47.1 13.1 91.9 85.1 8.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 19 29 5 13 13 34 45 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,169,637 COMMITMENTS 1817445 2068138 1813125 6779291 6160971 10409861 10042234 759,776 1127403 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 229,424) 132,743 210,035 7,927 85,691 16,235 226,361 234,197 3,063 -4,773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 18.5 16.2 60.7 55.2 93.2 89.9 6.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 45 82 98 122 142 237 265 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 719,671 COMMITMENTS 71,022 116,393 29,481 491,345 439,868 591,849 585,742 127,822 133,929 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 32,590) -7,893 13,896 3,935 31,544 34 27,585 17,865 5,005 14,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 16.2 4.1 68.3 61.1 82.2 81.4 17.8 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597) 106 146 72 229 257 380 430 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 121,771 COMMITMENTS 9,691 9,881 846 85,079 38,089 95,616 48,816 26,155 72,955 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 14,544) -38 2,945 2 16,456 2,063 16,420 5,010 -1,876 9,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 8.1 0.7 69.9 31.3 78.5 40.1 21.5 59.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 10 8 5 37 25 50 35 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,989,501 COMMITMENTS 355,721 581,626 94,112 2031332 2008894 2481165 2684632 508,336 304,869 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 90,231) -24,836 69,198 5,222 75,439 -10,144 55,825 64,276 34,406 25,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 19.5 3.1 67.9 67.2 83.0 89.8 17.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589) 107 143 67 217 249 364 419 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 102,247 COMMITMENTS 7,483 9,735 500 87,869 85,463 95,852 95,698 6,395 6,549 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,188) -615 -21 61 331 -2,291 -223 -2,251 -965 1,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 9.5 0.5 85.9 83.6 93.7 93.6 6.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 9 8 4 56 38 68 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,214 COMMITMENTS 14,327 9,978 777 35,108 38,677 50,212 49,432 4,002 4,782 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 435) 116 1,826 199 538 -2,044 853 -19 -418 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 18.4 1.4 64.8 71.3 92.6 91.2 7.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 45 42 14 64 62 117 110 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 271,070 COMMITMENTS 71,633 49,891 3,886 175,542 193,383 251,061 247,160 20,009 23,910 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 2,174) 580 9,129 997 2,688 -10,220 4,265 -94 -2,091 2,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 18.4 1.4 64.8 71.3 92.6 91.2 7.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 45 42 14 64 62 117 110 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,056 COMMITMENTS 51,397 77,565 1,545 53,282 11,652 106,224 90,762 15,832 31,294 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -3,395) 5,116 -1,514 503 -9,122 122 -3,503 -889 108 -2,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 63.5 1.3 43.7 9.5 87.0 74.4 13.0 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 17 41 10 19 15 41 61 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 42,282 COMMITMENTS 13,236 8,589 13 21,372 28,570 34,621 37,172 7,661 5,110 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -929) 2,202 -363 -147 -337 158 1,718 -352 -2,647 -577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 20.3 0.0 50.5 67.6 81.9 87.9 18.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 13 10 1 17 12 31 22 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 02/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 94,529 COMMITMENTS 33,881 9,574 1,318 48,468 18,377 83,667 29,269 10,862 65,260 CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -7,937) -174 533 818 -8,618 -1,519 -7,974 -168 37 -7,769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 10.1 1.4 51.3 19.4 88.5 31.0 11.5 69.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 31 13 5 33 22 66 39
Updated February 5, 2016