BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,265 COMMITMENTS 932 1,553 459 4,000 3,363 5,391 5,375 874 890 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 216) -85 57 11 252 66 178 134 38 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 24.8 7.3 63.8 53.7 86.0 85.8 14.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 7 7 17 15 27 23 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,979 COMMITMENTS 16,192 9,230 960 11,409 14,197 28,561 24,387 3,418 7,592 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 708) 225 0 63 332 447 620 510 88 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.6 28.9 3.0 35.7 44.4 89.3 76.3 10.7 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 22 22 18 25 24 58 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,655 COMMITMENTS 433 1,206 374 4,187 3,346 4,994 4,926 661 729 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 59) -3 -6 -31 77 60 43 23 16 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 21.3 6.6 74.0 59.2 88.3 87.1 11.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 11 10 21 19 33 33 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,898 COMMITMENTS 1,111 465 365 2,271 2,526 3,747 3,356 151 542 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 117) 22 108 -14 108 15 116 109 1 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 11.9 9.4 58.3 64.8 96.1 86.1 3.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 9 7 4 17 13 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 224,120 COMMITMENTS 88,881 55,577 33,784 85,063 101,257 207,728 190,618 16,392 33,502 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 619) 1,993 6,102 4,912 -5,461 -10,845 1,444 169 -825 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 24.8 15.1 38.0 45.2 92.7 85.1 7.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 88 87 86 60 80 205 207 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,242 COMMITMENTS 96,450 64,595 37,227 95,574 115,515 229,251 217,337 22,991 34,905 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 319) 3,999 -6,842 -1,293 -2,442 6,059 264 -2,076 55 2,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 25.6 14.8 37.9 45.8 90.9 86.2 9.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 102 93 101 98 118 246 276 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,328 COMMITMENTS 3,258 1,396 314 465 2,537 4,037 4,247 1,291 1,081 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 109) -211 96 216 154 -285 159 27 -50 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.1 26.2 5.9 8.7 47.6 75.8 79.7 24.2 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 32 11 5 11 24 48 38 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,997 COMMITMENTS 16,484 14,894 6,943 14,934 10,451 38,361 32,288 6,636 12,709 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,507) 604 -455 1,097 -335 533 1,366 1,175 141 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 33.1 15.4 33.2 23.2 85.3 71.8 14.7 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 48 59 42 56 58 130 140 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,296 COMMITMENTS 2,090 15,721 864 24,808 10,242 27,762 26,827 534 1,469 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 401) 77 303 90 232 15 399 408 2 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 55.6 3.1 87.7 36.2 98.1 94.8 1.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 14 25 10 22 24 40 55 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,300 COMMITMENTS 15,822 7,557 0 16,491 25,389 32,313 32,946 987 354 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -4,106) -4,324 -3,131 0 314 -915 -4,010 -4,046 -96 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.5 22.7 0.0 49.5 76.2 97.0 98.9 3.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 2 0 7 8 17 10 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 115,825 COMMITMENTS 41,711 23,953 1,162 42,005 63,882 84,878 88,997 30,947 26,828 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -2,254) -2,312 3,110 239 -1,086 -2,153 -3,159 1,196 905 -3,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 20.7 1.0 36.3 55.2 73.3 76.8 26.7 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 25 27 9 15 19 45 50 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,853 COMMITMENTS 21,216 22,931 833 15,290 4,672 37,339 28,436 7,514 16,417 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -6,654) -5,591 -2,930 195 -2,478 792 -7,874 -1,943 1,220 -4,711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 51.1 1.9 34.1 10.4 83.2 63.4 16.8 36.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 12 4 10 11 21 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,186 COMMITMENTS 23,915 76,038 12,250 87,939 32,318 124,104 120,606 4,082 7,580 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 8,433) -199 5,362 -47 8,539 2,587 8,293 7,902 140 531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 59.3 9.6 68.6 25.2 96.8 94.1 3.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 34 63 15 21 18 68 85 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 233,265 COMMITMENTS 33,375 115,890 6,274 177,202 69,554 216,851 191,718 16,414 41,547 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,621) 3,556 5,499 -2,036 -169 -1,075 1,351 2,388 270 -767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 49.7 2.7 76.0 29.8 93.0 82.2 7.0 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 27 45 12 21 40 54 91 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 156,696 COMMITMENTS 76,575 34,875 1,707 51,707 88,074 129,989 124,656 26,707 32,040 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -3,173) 2,501 -4,241 -1,193 -7,240 2,616 -5,932 -2,818 2,759 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.9 22.3 1.1 33.0 56.2 83.0 79.6 17.0 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 33 36 12 27 29 65 72 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 378,500 COMMITMENTS 104,516 208,619 9,076 218,778 99,452 332,370 317,147 46,130 61,353 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -21,535) -4,677 -13,174 -366 -20,295 -3,886 -25,338 -17,426 3,803 -4,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 55.1 2.4 57.8 26.3 87.8 83.8 12.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 73 81 40 54 57 140 167 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 32,986 COMMITMENTS 10,663 5,298 159 10,467 23,959 21,289 29,416 11,697 3,570 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,839) 241 245 6 1,441 1,787 1,688 2,038 151 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 16.1 0.5 31.7 72.6 64.5 89.2 35.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 4 2 7 8 15 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,861 COMMITMENTS 16,343 16,440 23 6,061 6,867 22,427 23,330 1,434 531 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -2,328) -483 11,124 -310 -1,428 -12,964 -2,221 -2,150 -107 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.5 68.9 0.1 25.4 28.8 94.0 97.8 6.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 9 1 4 5 16 15 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,392 COMMITMENTS 27,049 26,832 327 7,911 9,898 35,287 37,057 5,105 3,335 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 567) 451 449 104 -699 65 -144 618 711 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 66.4 0.8 19.6 24.5 87.4 91.7 12.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 45 16 6 9 11 57 30 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,103 COMMITMENTS 1,962 3,477 23 2,233 731 4,218 4,231 885 872 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 68.1 0.5 43.8 14.3 82.7 82.9 17.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 10 1 5 2 11 12 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,506,734 COMMITMENTS 960,054 1425621 2178765 6559132 5750506 9697951 9354892 808,783 1151842 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 117,752) -90,577 -115,936 60,983 204,029 205,427 174,435 150,474 -56,683 -32,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 13.6 20.7 62.4 54.7 92.3 89.0 7.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 43 76 97 119 133 223 254 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 683,947 COMMITMENTS 126,751 93,694 25,517 441,056 470,796 593,324 590,007 90,623 93,939 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -4,123) -5,020 3,457 1,994 3,222 -3,996 196 1,455 -4,319 -5,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 13.7 3.7 64.5 68.8 86.7 86.3 13.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616) 127 149 69 232 250 393 434 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 95,301 COMMITMENTS 15,213 4,406 25 51,174 65,105 66,412 69,536 28,889 25,765 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 19) 3,076 1,387 -29 -1,702 5,889 1,345 7,247 -1,326 -7,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 4.6 0.0 53.7 68.3 69.7 73.0 30.3 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 18 3 1 30 25 48 29 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,943,229 COMMITMENTS 600,484 489,234 84,667 1949408 2028456 2634559 2602357 308,670 340,872 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -20,711) -25,558 25,274 -4,808 24,622 -49,427 -5,744 -28,961 -14,967 8,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 16.6 2.9 66.2 68.9 89.5 88.4 10.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607) 123 149 65 223 243 376 427 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 81,991 COMMITMENTS 24,260 2,688 331 45,010 75,657 69,601 78,676 12,390 3,315 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,180) 1,480 -223 -250 -127 1,774 1,103 1,301 77 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 3.3 0.4 54.9 92.3 84.9 96.0 15.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 19 7 3 46 38 66 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,902 COMMITMENTS 32,123 5,787 296 19,015 45,886 51,434 51,969 5,469 4,933 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,119) 2,792 513 105 -858 1,100 2,038 1,717 81 402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.5 10.2 0.5 33.4 80.6 90.4 91.3 9.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 79 47 17 64 79 148 138 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 284,511 COMMITMENTS 160,616 28,937 1,479 95,073 229,428 257,168 259,844 27,343 24,667 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 10,597) 13,958 2,564 523 -4,289 5,498 10,192 8,585 405 2,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.5 10.2 0.5 33.4 80.6 90.4 91.3 9.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 79 47 17 64 79 148 138 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 99,112 COMMITMENTS 58,269 26,906 2,830 10,162 46,366 71,261 76,102 27,851 23,010 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 3,592) 1,186 1,333 236 -1,009 1,368 413 2,937 3,179 655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.8 27.1 2.9 10.3 46.8 71.9 76.8 28.1 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 35 26 14 15 20 60 50 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,017 COMMITMENTS 9,438 2,678 54 18,014 28,713 27,506 31,445 8,511 4,572 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 264) -516 -965 -6 180 575 -342 -396 606 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 7.4 0.1 50.0 79.7 76.4 87.3 23.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 4 1 15 11 26 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 71,526 COMMITMENTS 15,831 10,064 127 45,904 18,216 61,862 28,407 9,664 43,119 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -4,574) -5,556 -2,791 -253 52 6,641 -5,757 3,597 1,183 -8,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 14.1 0.2 64.2 25.5 86.5 39.7 13.5 60.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 23 18 4 34 21 60 40
Updated August 5, 2016