BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,425 COMMITMENTS 725 1,409 423 4,418 3,853 5,566 5,685 859 740 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 137) 57 -5 4 18 135 79 134 58 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 21.9 6.6 68.8 60.0 86.6 88.5 13.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 8 7 17 17 27 26 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,529 COMMITMENTS 16,720 12,469 1,326 12,001 10,495 30,047 24,290 3,482 9,239 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 434) -85 266 156 328 30 399 452 35 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 37.2 4.0 35.8 31.3 89.6 72.4 10.4 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 15 39 27 26 20 61 69 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,325 COMMITMENTS 728 1,136 529 4,531 3,788 5,788 5,453 537 872 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 126) 86 94 -2 58 -17 142 75 -16 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 18.0 8.4 71.6 59.9 91.5 86.2 8.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 9 11 12 17 20 31 38 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,482 COMMITMENTS 80,228 44,992 34,170 94,422 116,513 208,820 195,675 20,662 33,807 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -14,347) -13,622 1,622 -2,234 4,362 -10,673 -11,494 -11,285 -2,853 -3,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 19.6 14.9 41.1 50.8 91.0 85.3 9.0 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 91 69 103 73 85 226 222 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,683 COMMITMENTS 95,972 66,556 39,409 105,122 123,114 240,503 229,079 28,180 39,604 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 369) -2,997 1,351 2,239 2,109 -1,548 1,351 2,042 -982 -1,673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 24.8 14.7 39.1 45.8 89.5 85.3 10.5 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 89 112 115 101 124 270 299 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,317 COMMITMENTS 2,859 1,058 394 602 2,866 3,855 4,318 1,462 999 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -179) -267 -103 73 62 -154 -132 -184 -47 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 19.9 7.4 11.3 53.9 72.5 81.2 27.5 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 36 10 7 12 22 55 35 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,301 COMMITMENTS 15,136 15,488 5,536 13,571 8,767 34,243 29,791 6,058 10,510 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -95) -346 827 -345 769 -4 78 478 -173 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 38.4 13.7 33.7 21.8 85.0 73.9 15.0 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 57 61 41 55 55 133 143 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,184 COMMITMENTS 3,011 19,057 977 28,503 10,646 32,491 30,680 693 2,504 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 373) 100 361 50 206 -139 356 272 17 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 57.4 2.9 85.9 32.1 97.9 92.5 2.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 9 38 14 22 23 43 63 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,936 COMMITMENTS 6,849 2,537 494 19,751 24,088 27,094 27,119 842 817 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 456) 0 -210 494 -4 -122 490 162 -34 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 9.1 1.8 70.7 86.2 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 4 1 7 11 14 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,789 COMMITMENTS 32,834 12,787 2,425 55,464 81,059 90,723 96,271 33,066 27,518 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -581) -4,175 -1,516 54 5,459 -2,473 1,338 -3,935 -1,919 3,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 10.3 2.0 44.8 65.5 73.3 77.8 26.7 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 25 16 10 19 21 48 43 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,142 COMMITMENTS 24,884 20,930 632 20,695 9,197 46,211 30,759 5,931 21,383 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 7,388) 2,421 2,614 -24 6,747 -311 9,144 2,279 -1,756 5,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 40.1 1.2 39.7 17.6 88.6 59.0 11.4 41.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 12 15 5 12 9 26 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 138,084 COMMITMENTS 27,017 74,477 7,121 99,517 49,389 133,655 130,987 4,429 7,097 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 3,279) 1,798 3,567 -2,342 3,517 2,321 2,973 3,546 306 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 53.9 5.2 72.1 35.8 96.8 94.9 3.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 35 67 11 21 17 63 89 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 244,377 COMMITMENTS 38,557 71,392 9,113 179,706 125,675 227,376 206,180 17,001 38,197 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 5,219) 1,024 -4,563 4,054 -2,016 4,888 3,062 4,379 2,157 840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 29.2 3.7 73.5 51.4 93.0 84.4 7.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 26 35 14 25 36 55 81 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,833 COMMITMENTS 54,792 32,733 3,468 73,603 96,638 131,863 132,839 27,970 26,994 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 924) -31,373 5,487 -11 31,634 -7,770 250 -2,294 674 3,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 20.5 2.2 46.0 60.5 82.5 83.1 17.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 39 33 12 33 33 79 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 350,242 COMMITMENTS 93,955 131,850 11,382 193,758 145,257 299,095 288,489 51,147 61,753 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 683) -7,768 7,540 39 7,693 -6,692 -36 887 719 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 37.6 3.2 55.3 41.5 85.4 82.4 14.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 52 85 39 59 54 129 162 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,868 COMMITMENTS 20,224 19,875 1,405 6,236 6,540 27,865 27,820 1,003 1,048 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,415) -80 -106 1,353 217 61 1,490 1,308 -75 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.1 68.8 4.9 21.6 22.7 96.5 96.4 3.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 9 2 4 3 13 13 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,189 COMMITMENTS 30,414 25,838 264 8,040 12,224 38,718 38,326 3,471 3,863 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -1,797) -2,131 -19 -39 652 -1,989 -1,518 -2,047 -279 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.1 61.2 0.6 19.1 29.0 91.8 90.8 8.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 27 22 5 10 12 41 35 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,578,685 COMMITMENTS 1050213 1780167 2074606 6662631 5479168 9787450 9333941 791,235 1244744 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -126,544) -122,309 290,071 -155,750 179,128 -331,720 -98,931 -197,399 -27,613 70,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 16.8 19.6 63.0 51.8 92.5 88.2 7.5 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285) 39 90 99 130 143 244 266 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 673,452 COMMITMENTS 115,253 89,641 22,046 454,293 471,736 591,592 583,423 81,861 90,029 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 29,111) 21,678 2,553 -2,712 5,781 23,158 24,748 22,999 4,364 6,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 13.3 3.3 67.5 70.0 87.8 86.6 12.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599) 114 146 59 220 252 364 427 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 78,663 COMMITMENTS 12,092 3,165 1,053 36,549 51,597 49,694 55,815 28,969 22,848 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 4,374) -558 -1,228 877 4,482 -627 4,801 -978 -427 5,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 4.0 1.3 46.5 65.6 63.2 71.0 36.8 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 12 7 3 28 26 42 34 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,973,946 COMMITMENTS 529,733 446,311 91,034 2088721 2100695 2709488 2638040 264,458 335,906 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 123,687) 103,072 10,797 -9,836 6,497 118,924 99,733 119,885 23,954 3,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 15.0 3.1 70.2 70.6 91.1 88.7 8.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591) 111 145 55 211 244 349 417 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 80,629 COMMITMENTS 9,648 5,181 298 60,969 71,833 70,915 77,312 9,714 3,317 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 793) 1,345 125 -379 -390 1,121 576 867 217 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 6.4 0.4 75.6 89.1 88.0 95.9 12.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 13 9 3 51 37 65 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,271 COMMITMENTS 14,308 8,267 918 24,126 29,626 39,352 38,810 4,919 5,460 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -484) 5,148 -2,413 -75 -6,475 1,787 -1,402 -702 918 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 18.7 2.1 54.5 66.9 88.9 87.7 11.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 62 60 16 70 63 140 132 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 221,353 COMMITMENTS 71,541 41,335 4,588 120,630 148,129 196,759 194,052 24,594 27,301 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: -2,422) 25,741 -12,065 -376 -32,376 8,933 -7,011 -3,508 4,589 1,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 18.7 2.1 54.5 66.9 88.9 87.7 11.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 62 60 16 70 63 140 132 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,633 COMMITMENTS 51,712 51,588 2,658 36,381 36,986 90,751 91,232 23,882 23,401 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 514) -20,081 4,688 -156 20,517 -4,966 280 -434 234 948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 45.0 2.3 31.7 32.3 79.2 79.6 20.8 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 30 31 13 14 14 50 52 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 33,222 COMMITMENTS 11,943 2,973 7 15,647 23,462 27,597 26,442 5,625 6,780 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 1,066) 745 878 7 46 -559 798 326 268 740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 8.9 0.0 47.1 70.6 83.1 79.6 16.9 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 8 1 14 15 28 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/24/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 87,836 COMMITMENTS 16,288 7,140 691 60,410 19,099 77,389 26,930 10,447 60,906 CHANGES FROM 05/17/16 (CHANGE IN OPEN INTEREST: 636) -1,430 450 210 -372 -2,072 -1,592 -1,412 2,228 2,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 8.1 0.8 68.8 21.7 88.1 30.7 11.9 69.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 28 12 5 30 18 59 34
Updated May 27, 2016