BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,510 COMMITMENTS 981 1,538 417 4,248 3,729 5,646 5,684 864 826 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 226) 120 190 -35 71 -87 156 68 70 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 23.6 6.4 65.3 57.3 86.7 87.3 13.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 9 6 15 16 24 25 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,265 COMMITMENTS 16,347 10,093 1,014 11,306 13,710 28,667 24,817 3,598 7,448 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 26) -379 -481 54 304 597 -21 170 47 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 31.3 3.1 35.0 42.5 88.8 76.9 11.2 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 24 24 21 26 23 62 57 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,166 COMMITMENTS 689 1,192 413 4,348 3,866 5,450 5,471 716 695 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 243) -173 73 -65 511 300 273 308 -30 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 19.3 6.7 70.5 62.7 88.4 88.7 11.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 11 9 19 20 30 36 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,488 COMMITMENTS 112,984 51,482 32,624 97,349 144,259 242,957 228,365 23,531 38,123 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -224) 4,466 -1,544 -5,969 2,361 7,827 858 314 -1,082 -538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 19.3 12.2 36.5 54.1 91.2 85.7 8.8 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 111 73 90 74 95 242 215 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,356 COMMITMENTS 87,189 69,210 30,774 100,149 110,843 218,112 210,827 26,244 33,529 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -2,992) -2,433 5,462 1,123 -1,179 -6,042 -2,489 543 -503 -3,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 28.3 12.6 41.0 45.4 89.3 86.3 10.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 88 112 92 96 116 243 275 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,659 COMMITMENTS 1,969 1,057 373 1,005 2,286 3,347 3,716 1,312 943 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -380) 39 -101 -193 -141 -89 -295 -383 -85 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 22.7 8.0 21.6 49.1 71.8 79.8 28.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 30 9 9 12 20 50 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,425 COMMITMENTS 16,154 17,109 4,740 14,531 8,881 35,425 30,730 6,000 10,695 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,178) 538 705 4 621 486 1,163 1,195 15 -17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 41.3 11.4 35.1 21.4 85.5 74.2 14.5 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 48 66 37 56 55 127 140 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,391 COMMITMENTS 2,545 16,508 753 26,517 10,852 29,815 28,113 576 2,278 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 13) 28 -313 -62 51 381 17 6 -4 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 54.3 2.5 87.3 35.7 98.1 92.5 1.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 12 25 12 22 22 41 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,807 COMMITMENTS 16,553 11,165 0 18,279 24,169 34,832 35,334 975 473 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -6,412) 2,015 2,854 -2,473 -5,809 -6,659 -6,267 -6,278 -145 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 31.2 0.0 51.0 67.5 97.3 98.7 2.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 3 0 6 9 12 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,157 COMMITMENTS 40,664 38,069 1,750 44,071 58,205 86,485 98,024 31,672 20,133 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -59,554) -1,730 14,115 -15,081 -30,566 -57,342 -47,377 -58,308 -12,177 -1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 32.2 1.5 37.3 49.3 73.2 83.0 26.8 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 24 26 9 18 24 46 55 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,535 COMMITMENTS 24,016 17,635 621 5,635 4,852 30,272 23,108 8,263 15,427 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -4,575) -4,476 -3,727 -22 -1,087 161 -5,585 -3,588 1,010 -987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.3 45.8 1.6 14.6 12.6 78.6 60.0 21.4 40.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 11 12 4 7 11 19 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,143 COMMITMENTS 13,509 82,389 1,815 92,449 19,222 107,773 103,426 3,370 7,717 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 253) -3,385 -124 596 3,697 -466 908 6 -655 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 74.1 1.6 83.2 17.3 97.0 93.1 3.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 23 68 9 18 19 48 89 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 199,189 COMMITMENTS 41,707 93,654 6,240 134,361 66,143 182,308 166,037 16,881 33,152 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -7,200) -19,999 -4,713 652 10,232 625 -9,115 -3,436 1,915 -3,764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 47.0 3.1 67.5 33.2 91.5 83.4 8.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 24 42 14 21 33 50 84 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 144,710 COMMITMENTS 79,398 27,102 2,851 30,450 86,992 112,699 116,945 32,011 27,765 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 5,658) 1,695 5,089 130 1,772 930 3,597 6,149 2,061 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 18.7 2.0 21.0 60.1 77.9 80.8 22.1 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 37 29 8 26 30 66 64 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 317,400 COMMITMENTS 88,639 149,985 10,484 174,231 100,833 273,354 261,302 44,046 56,098 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -8,002) -15,871 -11,014 2,533 5,278 2,585 -8,060 -5,896 58 -2,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 47.3 3.3 54.9 31.8 86.1 82.3 13.9 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 59 76 30 57 53 129 148 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 26,396 COMMITMENTS 9,142 3,584 227 6,996 18,006 16,365 21,817 10,031 4,579 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 13.6 0.9 26.5 68.2 62.0 82.7 38.0 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 2 8 8 14 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,085 COMMITMENTS 18,362 5,390 995 7,502 20,909 26,859 27,294 1,226 791 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -288) 403 -92 -8 -650 20 -255 -80 -33 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.4 19.2 3.5 26.7 74.4 95.6 97.2 4.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 9 11 3 4 5 15 17 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,562 COMMITMENTS 30,013 33,058 118 8,232 7,418 38,363 40,594 5,199 2,968 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 1,643) 455 -318 94 1,156 1,880 1,705 1,656 -62 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.9 75.9 0.3 18.9 17.0 88.1 93.2 11.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 44 21 2 7 11 52 33 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,009,517 COMMITMENTS 1281093 1463414 1961485 5965468 5466173 9208046 8891072 801,471 1118445 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 68,593) 109,996 -71,754 4,659 -62,827 171,522 51,828 104,427 16,765 -35,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 14.6 19.6 59.6 54.6 92.0 88.8 8.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 47 79 98 115 135 224 254 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 620,998 COMMITMENTS 108,900 93,951 17,780 404,632 423,143 531,311 534,874 89,687 86,125 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -153,473) -18,977 -3,453 -12,838 -105,797 -111,655 -137,611 -127,946 -15,862 -25,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 15.1 2.9 65.2 68.1 85.6 86.1 14.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571) 115 132 61 218 237 364 399 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 64,756 COMMITMENTS 8,620 4,635 50 27,106 33,704 35,776 38,389 28,980 26,367 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -41,333) -3,573 -724 -654 -36,045 -32,009 -40,272 -33,387 -1,061 -7,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 7.2 0.1 41.9 52.0 55.2 59.3 44.8 40.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 8 7 1 24 19 33 26 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,781,212 COMMITMENTS 509,973 455,153 80,074 1887630 1947197 2477677 2482424 303,535 298,788 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -560,700) -79,744 -16,369 -58,192 -348,759 -398,232 -486,695 -472,793 -74,005 -87,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 16.4 2.9 67.9 70.0 89.1 89.3 10.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565) 112 133 58 210 229 351 391 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 83,326 COMMITMENTS 20,457 3,558 327 51,199 76,657 71,983 80,542 11,343 2,784 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -11,683) -1,712 399 -406 -7,887 -11,477 -10,005 -11,484 -1,678 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 4.3 0.4 61.4 92.0 86.4 96.7 13.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 15 7 3 49 39 65 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 43,667 COMMITMENTS 21,007 5,689 478 17,536 33,497 39,022 39,665 4,646 4,003 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -13,854) -2,817 -1,497 -1,223 -9,155 -10,264 -13,195 -12,984 -659 -870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 13.0 1.1 40.2 76.7 89.4 90.8 10.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 59 45 16 54 69 121 122 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 218,337 COMMITMENTS 105,037 28,446 2,391 87,681 167,486 195,109 198,323 23,228 20,014 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -69,269) -14,087 -7,484 -6,114 -45,775 -51,320 -65,976 -64,918 -3,293 -4,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 13.0 1.1 40.2 76.7 89.4 90.8 10.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 59 45 16 54 69 121 122 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 78,925 COMMITMENTS 38,611 45,654 2,344 16,500 10,357 57,455 58,355 21,470 20,570 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -210) -901 -636 231 629 4,104 -41 3,699 -169 -3,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 57.8 3.0 20.9 13.1 72.8 73.9 27.2 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 26 32 7 16 13 46 48 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,479 COMMITMENTS 10,685 3,462 0 15,790 22,827 26,475 26,289 6,004 6,190 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: 875) 427 -110 0 569 552 996 442 -121 433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 10.7 0.0 48.6 70.3 81.5 80.9 18.5 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 11 5 0 13 11 24 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/21/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,068 COMMITMENTS 12,827 3,473 494 43,932 11,839 57,253 15,806 7,815 49,262 CHANGES FROM 06/14/16 (CHANGE IN OPEN INTEREST: -1,597) 39 -649 -152 -231 465 -344 -336 -1,253 -1,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 5.3 0.8 67.5 18.2 88.0 24.3 12.0 75.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 22 8 3 30 18 53 28
Updated June 24, 2016