BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,623 COMMITMENTS 749 1,446 434 4,561 3,995 5,744 5,875 879 748 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 198) 24 37 11 143 142 178 190 20 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 21.8 6.6 68.9 60.3 86.7 88.7 13.3 11.3 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 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,857 COMMITMENTS 16,876 12,527 1,371 12,131 10,720 30,378 24,618 3,479 9,239 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 328) 156 58 45 130 225 331 328 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.8 37.0 4.0 35.8 31.7 89.7 72.7 10.3 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 16 38 26 26 20 61 68 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,473 COMMITMENTS 750 1,163 566 4,564 3,853 5,880 5,582 593 891 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 148) 22 27 37 33 65 92 129 56 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 18.0 8.7 70.5 59.5 90.8 86.2 9.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 9 10 11 18 20 31 37 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,073 COMMITMENTS 79,471 45,336 35,389 92,854 114,556 207,714 195,281 21,359 33,792 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -409) -757 344 1,219 -1,568 -1,957 -1,106 -394 697 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 19.8 15.4 40.5 50.0 90.7 85.2 9.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 93 65 103 76 84 234 215 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,279 COMMITMENTS 93,958 64,912 34,630 102,811 121,939 231,399 221,481 27,880 37,798 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -9,404) -2,014 -1,644 -4,779 -2,311 -1,175 -9,104 -7,598 -300 -1,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 25.0 13.4 39.7 47.0 89.2 85.4 10.8 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 102 101 114 102 122 272 289 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,379 COMMITMENTS 2,719 1,029 457 805 2,786 3,981 4,272 1,398 1,107 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 62) -140 -29 63 203 -80 126 -46 -64 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 19.1 8.5 15.0 51.8 74.0 79.4 26.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 37 10 8 12 21 56 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,704 COMMITMENTS 14,771 15,102 4,330 12,865 7,735 31,966 27,167 5,738 10,537 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -2,597) -365 -386 -1,206 -706 -1,032 -2,277 -2,624 -320 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 40.1 11.5 34.1 20.5 84.8 72.1 15.2 27.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 49 54 34 46 50 114 127 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,646 COMMITMENTS 3,085 19,069 1,088 28,804 10,903 32,977 31,060 669 2,586 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 462) 74 12 111 301 257 486 380 -24 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 56.7 3.2 85.6 32.4 98.0 92.3 2.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 9 36 15 22 23 44 61 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,196 COMMITMENTS 7,509 2,918 150 19,745 24,260 27,404 27,328 792 868 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 260) 660 381 -344 -6 172 310 209 -50 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 10.3 0.5 70.0 86.0 97.2 96.9 2.8 3.1 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 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,518 COMMITMENTS 38,753 12,494 2,946 51,879 82,201 93,578 97,641 32,940 28,877 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,729) 5,919 -293 521 -3,585 1,142 2,855 1,370 -126 1,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 9.9 2.3 41.0 65.0 74.0 77.2 26.0 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 31 14 10 21 22 54 44 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,175 COMMITMENTS 24,291 24,162 647 25,286 11,466 50,224 36,275 6,951 20,900 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,033) -593 3,232 15 4,591 2,269 4,013 5,516 1,020 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 42.3 1.1 44.2 20.1 87.8 63.4 12.2 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 11 16 3 12 11 24 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 143,577 COMMITMENTS 20,193 75,808 11,018 107,837 49,790 139,048 136,616 4,529 6,961 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,493) -6,824 1,331 3,897 8,320 401 5,393 5,629 100 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 52.8 7.7 75.1 34.7 96.8 95.2 3.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 27 72 10 21 19 55 96 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 243,685 COMMITMENTS 36,546 69,397 9,187 180,591 128,607 226,324 207,191 17,361 36,494 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -692) -2,011 -1,995 74 885 2,932 -1,052 1,011 360 -1,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 28.5 3.8 74.1 52.8 92.9 85.0 7.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 28 31 16 25 35 59 76 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 156,499 COMMITMENTS 46,964 32,127 3,333 78,749 92,275 129,046 127,735 27,453 28,764 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -3,334) -7,828 -606 -135 5,146 -4,363 -2,817 -5,104 -517 1,770 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 20.5 2.1 50.3 59.0 82.5 81.6 17.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 34 34 14 32 32 75 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 356,178 COMMITMENTS 98,218 135,872 10,632 198,726 148,012 307,576 294,516 48,602 61,662 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,936) 4,263 4,022 -750 4,968 2,755 8,481 6,027 -2,545 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 38.1 3.0 55.8 41.6 86.4 82.7 13.6 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 55 86 40 56 52 130 161 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,056 COMMITMENTS 9,544 1,906 741 8,164 20,873 18,449 23,520 9,607 4,536 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 6.8 2.6 29.1 74.4 65.8 83.8 34.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 4 10 7 17 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,712 COMMITMENTS 19,699 19,981 709 21,228 20,922 41,636 41,612 1,076 1,100 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 13,844) -525 106 -696 14,992 14,382 13,771 13,792 73 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 46.8 1.7 49.7 49.0 97.5 97.4 2.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 8 2 7 5 16 14 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,604 COMMITMENTS 31,919 26,415 129 9,061 14,500 41,109 41,044 3,495 3,560 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,415) 1,505 577 -135 1,021 2,276 2,391 2,718 24 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.6 59.2 0.3 20.3 32.5 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 31 21 6 13 14 47 38 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,807,317 COMMITMENTS 1009334 1826294 2209455 6815546 5534299 10034335 9570048 772,982 1237269 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 228,632) -40,879 46,127 134,849 152,915 55,131 246,885 236,107 -18,253 -7,475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 16.9 20.4 63.1 51.2 92.8 88.6 7.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 32 98 100 127 143 238 269 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 681,779 COMMITMENTS 112,371 97,419 21,936 464,352 466,977 598,658 586,332 83,121 95,447 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 8,327) -2,882 7,777 -109 10,058 -4,759 7,067 2,909 1,260 5,418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 14.3 3.2 68.1 68.5 87.8 86.0 12.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596) 114 146 61 219 244 363 421 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 83,810 COMMITMENTS 11,955 5,888 50 44,298 51,773 56,303 57,711 27,507 26,099 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,147) -137 2,723 -1,003 7,749 176 6,609 1,896 -1,462 3,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 7.0 0.1 52.9 61.8 67.2 68.9 32.8 31.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 13 7 1 31 26 45 33 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,989,845 COMMITMENTS 528,450 484,026 83,059 2100268 2076018 2711777 2643103 278,068 346,742 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 15,899) -1,283 37,715 -7,975 11,547 -24,677 2,289 5,063 13,610 10,836 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 16.2 2.8 70.2 69.4 90.7 88.4 9.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587) 108 148 57 209 236 347 411 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 84,543 COMMITMENTS 9,936 4,434 464 63,957 76,936 74,357 81,834 10,186 2,709 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 3,914) 288 -747 166 2,988 5,103 3,442 4,522 472 -608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 5.2 0.5 75.7 91.0 88.0 96.8 12.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 13 8 4 54 38 69 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,379 COMMITMENTS 19,443 8,450 443 21,550 32,042 41,436 40,935 4,943 5,444 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,108) 5,135 183 -475 -2,576 2,416 2,084 2,124 24 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 18.2 1.0 46.5 69.1 89.3 88.3 10.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 61 64 17 62 65 132 138 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 231,894 COMMITMENTS 97,214 42,249 2,215 107,752 160,209 207,181 204,673 24,713 27,221 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 10,541) 25,673 914 -2,373 -12,878 12,080 10,422 10,621 119 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 18.2 1.0 46.5 69.1 89.3 88.3 10.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 61 64 17 62 65 132 138 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,647 COMMITMENTS 44,560 49,318 2,955 44,974 36,356 92,489 88,629 22,158 26,018 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 14) -7,152 -2,270 297 8,593 -630 1,738 -2,603 -1,724 2,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 43.0 2.6 39.2 31.7 80.7 77.3 19.3 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 29 26 10 15 19 49 50 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,516 COMMITMENTS 12,260 4,677 78 15,604 23,318 27,942 28,073 7,574 7,443 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,294) 317 1,704 71 -43 -144 345 1,631 1,949 663 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 13.2 0.2 43.9 65.7 78.7 79.0 21.3 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 11 13 3 13 15 27 28 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 05/31/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 92,507 COMMITMENTS 19,174 7,957 897 63,519 19,474 83,590 28,328 8,917 64,179 CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 4,671) 2,886 817 206 3,109 375 6,201 1,398 -1,530 3,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 8.6 1.0 68.7 21.1 90.4 30.6 9.6 69.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 29 9 8 36 17 66 33
Updated June 3, 2016