BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,819 COMMITMENTS 1,018 1,447 402 3,550 3,174 4,970 5,023 849 796 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 16) 44 15 6 -24 -6 26 15 -10 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 24.9 6.9 61.0 54.5 85.4 86.3 14.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 7 6 14 14 23 22 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,604 COMMITMENTS 15,751 8,983 813 10,614 13,688 27,178 23,484 3,426 7,120 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 947) 390 134 52 362 851 804 1,037 143 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 29.4 2.7 34.7 44.7 88.8 76.7 11.2 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 20 22 18 26 25 57 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,562 COMMITMENTS 524 1,155 339 4,035 3,328 4,898 4,822 664 740 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -26) -130 23 18 92 -25 -20 16 -6 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 20.8 6.1 72.5 59.8 88.1 86.7 11.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 10 7 21 17 32 29 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,812 COMMITMENTS 1,165 366 375 2,127 2,506 3,667 3,247 145 565 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 9.6 9.8 55.8 65.7 96.2 85.2 3.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 7 7 4 15 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 233,835 COMMITMENTS 91,411 44,964 30,365 91,234 123,963 213,010 199,292 20,825 34,543 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -3,325) -4,292 1,623 1,127 -2,240 -5,937 -5,405 -3,187 2,080 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 19.2 13.0 39.0 53.0 91.1 85.2 8.9 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 98 69 86 72 92 223 205 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,571 COMMITMENTS 90,113 72,476 30,757 98,376 107,371 219,246 210,604 25,325 33,967 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -6,270) 134 -5,414 -4,679 -2,547 3,458 -7,092 -6,635 822 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 29.6 12.6 40.2 43.9 89.6 86.1 10.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 84 104 86 99 115 233 269 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,921 COMMITMENTS 3,279 1,291 68 318 2,698 3,665 4,057 1,256 864 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 605) 721 193 64 -153 296 632 553 -27 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 26.2 1.4 6.5 54.8 74.5 82.4 25.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 32 12 3 8 21 42 35 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,486 COMMITMENTS 16,162 15,723 5,442 15,689 9,754 37,293 30,919 6,193 12,567 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 347) -60 -14 -354 119 107 -295 -261 642 608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 36.2 12.5 36.1 22.4 85.8 71.1 14.2 28.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 50 62 36 56 54 128 134 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 27,502 COMMITMENTS 1,987 14,967 713 24,297 10,123 26,997 25,803 505 1,699 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 304) 160 259 11 102 5 273 275 31 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 54.4 2.6 88.3 36.8 98.2 93.8 1.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 13 24 10 22 22 40 51 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,785 COMMITMENTS 21,423 11,552 0 16,077 26,808 37,500 38,360 1,285 425 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 204) 2,486 347 0 -2,445 -120 41 227 163 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.2 29.8 0.0 41.5 69.1 96.7 98.9 3.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 3 0 6 8 13 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,603 COMMITMENTS 43,086 21,018 1,010 42,753 70,432 86,849 92,460 30,754 25,143 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,373) 3,123 -1,770 -634 13 5,171 2,502 2,767 871 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 17.9 0.9 36.4 59.9 73.8 78.6 26.2 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 26 22 9 17 21 47 48 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,766 COMMITMENTS 23,191 18,504 630 11,659 3,928 35,480 23,062 6,286 18,704 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,756) -139 1,892 17 2,510 -191 2,388 1,718 368 1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 44.3 1.5 27.9 9.4 84.9 55.2 15.1 44.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 13 10 5 9 10 22 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,432 COMMITMENTS 24,675 64,041 4,522 70,493 28,513 99,690 97,076 3,742 6,356 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 6,071) -3,973 -1,779 2,352 8,105 4,839 6,484 5,412 -413 659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 61.9 4.4 68.2 27.6 96.4 93.9 3.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 27 60 14 22 20 62 82 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 225,589 COMMITMENTS 27,959 102,345 8,350 171,835 71,248 208,144 181,943 17,445 43,646 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -11,022) -12,040 2,279 56 1,478 -15,971 -10,506 -13,636 -516 2,614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 45.4 3.7 76.2 31.6 92.3 80.7 7.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 24 45 13 20 36 53 85 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 158,366 COMMITMENTS 79,864 40,511 2,561 46,993 85,719 129,418 128,791 28,948 29,575 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -2,896) -5,500 2,692 249 151 -3,131 -5,100 -190 2,204 -2,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 25.6 1.6 29.7 54.1 81.7 81.3 18.3 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 32 34 9 26 32 63 70 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 388,905 COMMITMENTS 111,578 211,469 10,787 225,909 101,654 348,274 323,910 40,631 64,995 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 18,533) 3,943 16,174 524 14,389 -1,717 18,856 14,981 -323 3,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 54.4 2.8 58.1 26.1 89.6 83.3 10.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 65 89 35 52 56 128 172 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,160 COMMITMENTS 10,438 5,364 158 9,783 22,052 20,379 27,574 10,781 3,586 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 302) 614 633 -8 -271 342 335 967 -33 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 17.2 0.5 31.4 70.8 65.4 88.5 34.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 4 2 7 7 15 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,199 COMMITMENTS 17,454 5,974 251 6,986 19,284 24,691 25,509 1,508 690 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -774) -558 86 4 -51 -816 -605 -726 -169 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 22.8 1.0 26.7 73.6 94.2 97.4 5.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 14 9 2 4 5 18 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,199 COMMITMENTS 29,156 26,983 348 7,029 11,129 36,533 38,460 4,666 2,739 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -3,551) -2,538 -3,700 299 -426 19 -2,665 -3,382 -886 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.8 65.5 0.8 17.1 27.0 88.7 93.4 11.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 45 20 6 10 12 60 33 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,481,847 COMMITMENTS 1313341 1827568 1998686 6302181 5477920 9614208 9304174 867,639 1177673 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -65,870) -87,148 119,585 -80,890 52,658 -145,089 -115,380 -106,394 49,510 40,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 17.4 19.1 60.1 52.3 91.7 88.8 8.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 45 83 103 116 133 229 261 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 688,835 COMMITMENTS 129,928 93,666 23,265 437,871 469,387 591,064 586,318 97,771 102,517 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,017) 12,521 -4,417 719 -6,541 9,734 6,698 6,036 -3,681 -3,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 13.6 3.4 63.6 68.1 85.8 85.1 14.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619) 125 150 66 233 250 386 438 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 95,493 COMMITMENTS 11,253 4,238 27 52,681 56,255 63,961 60,520 31,532 34,973 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,494) 880 -945 -586 3,791 8,378 4,085 6,847 -591 -3,353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 4.4 0.0 55.2 58.9 67.0 63.4 33.0 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 12 6 2 30 22 43 29 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,966,710 COMMITMENTS 616,984 470,752 92,579 1925951 2065661 2635514 2628992 331,196 337,718 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -2,386) 61,250 -14,311 3,476 -51,661 6,779 13,065 -4,056 -15,451 1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 15.9 3.1 64.9 69.6 88.8 88.6 11.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611) 122 149 62 222 241 369 427 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 80,097 COMMITMENTS 20,967 2,520 88 47,055 73,726 68,110 76,334 11,987 3,763 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -1,080) 1,188 -259 4 -2,735 -997 -1,543 -1,252 463 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 3.1 0.1 58.7 92.0 85.0 95.3 15.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 17 7 2 46 39 64 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,432 COMMITMENTS 24,796 5,537 269 20,003 40,305 45,068 46,112 5,365 4,321 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 4,625) 4,082 -718 -34 215 5,943 4,263 5,191 363 -566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 11.0 0.5 39.7 79.9 89.4 91.4 10.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 68 42 10 51 76 123 124 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 252,162 COMMITMENTS 123,980 27,687 1,345 100,013 201,526 225,338 230,558 26,824 21,604 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 23,126) 20,409 -3,590 -169 1,073 29,714 21,313 25,955 1,813 -2,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.2 11.0 0.5 39.7 79.9 89.4 91.4 10.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 68 42 10 51 76 123 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 99,518 COMMITMENTS 61,642 28,211 2,335 12,042 46,274 76,019 76,820 23,499 22,698 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 9,775) 15,704 -1,511 -327 -593 9,490 14,784 7,652 -5,009 2,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 28.3 2.3 12.1 46.5 76.4 77.2 23.6 22.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 35 29 9 15 16 57 47 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 37,418 COMMITMENTS 12,702 4,272 38 17,545 27,250 30,285 31,560 7,133 5,858 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 781) -907 -101 0 1,240 946 333 845 448 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 11.4 0.1 46.9 72.8 80.9 84.3 19.1 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 5 1 16 10 29 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,962 COMMITMENTS 22,897 13,285 638 48,978 13,992 72,513 27,915 9,449 54,047 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 372) 1,265 260 -27 -1,290 -2,531 -52 -2,298 424 2,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 16.2 0.8 59.8 17.1 88.5 34.1 11.5 65.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 27 8 4 39 21 67 32
Updated July 22, 2016