BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,598 COMMITMENTS 1,009 1,580 428 4,299 3,768 5,736 5,776 862 822 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 88) 28 42 11 51 39 90 92 -2 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 23.9 6.5 65.2 57.1 86.9 87.5 13.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 7 6 15 16 24 25 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,306 COMMITMENTS 16,195 10,097 1,079 11,522 13,495 28,796 24,671 3,510 7,635 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 41) -152 4 65 216 -215 129 -146 -88 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.1 31.3 3.3 35.7 41.8 89.1 76.4 10.9 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 21 22 19 26 23 59 54 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,394 COMMITMENTS 676 1,177 447 4,502 4,085 5,625 5,709 769 685 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 228) -13 -15 34 154 219 175 238 53 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 18.4 7.0 70.4 63.9 88.0 89.3 12.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 11 8 20 19 31 34 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,426 COMMITMENTS 104,531 46,649 30,515 99,298 144,012 234,344 221,176 23,082 36,250 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -9,062) -8,453 -4,833 -2,109 1,949 -247 -8,613 -7,189 -449 -1,873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 18.1 11.9 38.6 55.9 91.0 85.9 9.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 110 67 96 74 94 240 218 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,236 COMMITMENTS 85,326 69,935 30,764 100,695 108,663 216,785 209,362 25,451 32,874 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,120) -1,863 725 -10 546 -2,180 -1,327 -1,465 -793 -655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 28.9 12.7 41.6 44.9 89.5 86.4 10.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 84 107 91 100 111 238 268 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,994 COMMITMENTS 1,644 946 10 1,102 2,084 2,756 3,040 1,238 954 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -665) -325 -111 -363 97 -202 -591 -676 -74 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 23.7 0.3 27.6 52.2 69.0 76.1 31.0 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 25 8 5 12 17 41 26 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,714 COMMITMENTS 15,747 15,973 5,241 14,971 8,970 35,959 30,184 5,755 11,530 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 289) -407 -1,136 501 440 89 534 -546 -245 835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 38.3 12.6 35.9 21.5 86.2 72.4 13.8 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 46 63 37 55 54 123 137 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,456 COMMITMENTS 2,382 16,723 749 26,746 11,016 29,877 28,488 579 1,968 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 65) -163 215 -4 229 164 62 375 3 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 54.9 2.5 87.8 36.2 98.1 93.5 1.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 9 26 14 22 23 42 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,343 COMMITMENTS 16,470 10,530 0 17,917 24,221 34,387 34,751 956 592 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -464) -83 -635 0 -362 52 -445 -583 -19 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 29.8 0.0 50.7 68.5 97.3 98.3 2.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 0 6 9 12 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,425 COMMITMENTS 38,675 30,726 2,345 44,473 59,912 85,493 92,983 28,932 21,442 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -3,732) -1,989 -7,343 595 402 1,707 -992 -5,041 -2,740 1,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 26.9 2.0 38.9 52.4 74.7 81.3 25.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 22 27 12 18 24 47 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,507 COMMITMENTS 22,905 12,038 620 5,824 7,465 29,349 20,123 6,158 15,384 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -3,028) -1,111 -5,597 -1 189 2,613 -923 -2,985 -2,105 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.5 33.9 1.7 16.4 21.0 82.7 56.7 17.3 43.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 12 9 3 7 11 20 22 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,440 COMMITMENTS 13,390 78,717 2,111 90,832 21,879 106,333 102,707 3,107 6,733 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,703) -119 -3,672 296 -1,617 2,657 -1,440 -719 -263 -984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 71.9 1.9 83.0 20.0 97.2 93.8 2.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 28 60 10 18 18 55 79 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 206,551 COMMITMENTS 43,274 85,985 6,554 137,605 80,565 187,433 173,104 19,118 33,447 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 7,362) 1,567 -7,669 314 3,244 14,422 5,125 7,067 2,237 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 41.6 3.2 66.6 39.0 90.7 83.8 9.3 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 30 40 12 20 31 57 76 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 143,117 COMMITMENTS 85,493 25,743 2,369 30,249 88,316 118,111 116,428 25,006 26,689 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,593) 6,095 -1,359 -482 -201 1,324 5,412 -517 -7,005 -1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 18.0 1.7 21.1 61.7 82.5 81.4 17.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 38 32 7 23 27 64 63 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 337,273 COMMITMENTS 109,580 171,514 10,857 175,747 99,094 296,184 281,465 41,089 55,808 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 19,873) 20,941 21,529 373 1,516 -1,739 22,830 20,163 -2,957 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 50.9 3.2 52.1 29.4 87.8 83.5 12.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 64 86 30 50 54 128 158 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,264 COMMITMENTS 8,971 3,337 160 9,159 21,107 18,290 24,604 9,974 3,660 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,868) -171 -247 -67 2,163 3,101 1,925 2,787 -57 -919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 11.8 0.6 32.4 74.7 64.7 87.1 35.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 3 9 9 16 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,326 COMMITMENTS 18,513 5,797 1,165 9,215 22,213 28,893 29,175 1,433 1,151 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,241) 151 407 170 1,713 1,304 2,034 1,881 207 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.0 19.1 3.8 30.4 73.2 95.3 96.2 4.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 11 2 6 6 18 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,462 COMMITMENTS 29,798 32,624 24 8,594 8,316 38,416 40,964 5,046 2,498 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -100) -215 -434 -94 362 898 53 370 -153 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.6 75.1 0.1 19.8 19.1 88.4 94.3 11.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 43 20 1 7 11 51 31 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,982,134 COMMITMENTS 1296697 1292758 2028341 5863473 5558485 9188511 8879584 793,623 1102550 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -27,383) 15,604 -170,656 66,856 -101,995 92,312 -19,535 -11,488 -7,848 -15,895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 13.0 20.3 58.7 55.7 92.0 89.0 8.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 46 74 91 116 135 217 252 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 673,460 COMMITMENTS 106,535 92,487 20,247 448,369 453,151 575,151 565,885 98,309 107,575 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 52,462) -2,364 -1,464 2,468 43,737 30,007 43,840 31,011 8,622 21,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 13.7 3.0 66.6 67.3 85.4 84.0 14.6 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572) 113 137 61 216 230 360 397 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 83,283 COMMITMENTS 9,077 7,415 24 45,138 35,055 54,239 42,494 29,044 40,789 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 18,527) 457 2,780 -26 18,032 1,351 18,463 4,105 64 14,422 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 8.9 0.0 54.2 42.1 65.1 51.0 34.9 49.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 10 10 1 29 18 39 29 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,950,885 COMMITMENTS 506,355 444,424 82,053 2016153 2090478 2604561 2616955 346,324 333,930 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 169,673) -3,618 -10,729 1,979 128,523 143,281 126,884 134,531 42,789 35,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 15.1 2.8 68.3 70.8 88.3 88.7 11.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563) 110 135 56 209 222 348 384 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 79,650 COMMITMENTS 19,222 2,569 171 49,517 73,914 68,910 76,654 10,740 2,996 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -3,676) -1,235 -989 -156 -1,682 -2,743 -3,073 -3,888 -603 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 3.2 0.2 62.2 92.8 86.5 96.2 13.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 14 6 2 47 36 62 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 41,211 COMMITMENTS 16,351 6,989 394 20,765 29,004 37,509 36,387 3,702 4,825 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,456) -4,657 1,300 -84 3,229 -4,494 -1,513 -3,278 -944 822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 17.0 1.0 50.4 70.4 91.0 88.3 9.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 52 51 12 54 65 113 121 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 206,056 COMMITMENTS 81,753 34,946 1,969 103,824 145,018 187,546 181,933 18,510 24,123 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -12,281) -23,284 6,500 -422 16,143 -22,468 -7,563 -16,390 -4,718 4,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 17.0 1.0 50.4 70.4 91.0 88.3 9.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 52 51 12 54 65 113 121 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 70,276 COMMITMENTS 32,556 34,508 2,212 13,173 15,088 47,941 51,808 22,335 18,468 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -8,649) -6,055 -11,146 -132 -3,327 4,731 -9,514 -6,547 865 -2,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 49.1 3.1 18.7 21.5 68.2 73.7 31.8 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 26 31 7 14 14 45 47 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,020 COMMITMENTS 11,415 4,704 0 16,462 22,845 27,877 27,549 6,143 6,471 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,541) 730 1,242 0 672 18 1,402 1,260 139 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 13.8 0.0 48.4 67.2 81.9 81.0 18.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 5 0 14 12 27 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 75,447 COMMITMENTS 18,537 6,630 361 44,000 15,327 62,898 22,318 12,549 53,129 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 10,379) 5,710 3,157 -133 68 3,488 5,645 6,512 4,734 3,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 8.8 0.5 58.3 20.3 83.4 29.6 16.6 70.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 20 10 3 35 19 56 31
Updated July 1, 2016