BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,551 COMMITMENTS 741 1,312 429 3,601 3,058 4,771 4,799 780 752 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -714) -191 -241 -30 -399 -305 -620 -576 -94 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 23.6 7.7 64.9 55.1 85.9 86.5 14.1 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 6 6 15 13 24 20 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,185 COMMITMENTS 13,489 6,909 569 10,688 13,451 24,746 20,929 3,439 7,256 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,794) -2,703 -2,321 -391 -721 -746 -3,815 -3,458 21 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 24.5 2.0 37.9 47.7 87.8 74.3 12.2 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 20 18 17 25 24 55 49 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,958 COMMITMENTS 364 964 444 3,443 2,943 4,251 4,351 707 607 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -697) -69 -242 70 -744 -403 -743 -575 46 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 19.4 9.0 69.4 59.4 85.7 87.8 14.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 9 10 19 18 31 31 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,498 COMMITMENTS 1,000 499 341 2,031 2,199 3,372 3,039 126 459 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -400) -111 34 -24 -240 -327 -375 -317 -25 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 14.3 9.7 58.1 62.9 96.4 86.9 3.6 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 9 7 3 17 12 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,821 COMMITMENTS 91,469 62,939 30,767 80,330 90,781 202,566 184,487 17,255 35,334 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -4,299) 2,588 7,362 -3,017 -4,733 -10,476 -5,162 -6,131 863 1,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 28.6 14.0 36.5 41.3 92.2 83.9 7.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 92 96 80 61 81 199 218 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,760 COMMITMENTS 94,252 57,741 30,311 91,912 113,992 216,475 202,044 23,285 37,716 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -12,482) -2,198 -6,854 -6,916 -3,662 -1,523 -12,776 -15,293 294 2,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 24.1 12.6 38.3 47.5 90.3 84.3 9.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 93 93 83 99 120 231 272 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,408 COMMITMENTS 3,141 1,360 316 592 2,663 4,049 4,339 1,359 1,069 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 80) -117 -36 2 127 126 12 92 68 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 25.1 5.8 10.9 49.2 74.9 80.2 25.1 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 31 10 5 13 24 49 37 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,485 COMMITMENTS 16,956 13,372 8,180 14,053 10,038 39,189 31,590 6,296 13,895 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 488) 472 -1,522 1,237 -881 -413 828 -698 -340 1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 29.4 18.0 30.9 22.1 86.2 69.5 13.8 30.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 56 58 50 54 59 143 144 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,086 COMMITMENTS 1,580 12,750 656 21,336 9,352 23,572 22,758 514 1,328 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -4,210) -510 -2,971 -208 -3,472 -890 -4,190 -4,069 -20 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 52.9 2.7 88.6 38.8 97.9 94.5 2.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 12 22 10 21 24 40 49 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,187 COMMITMENTS 13,541 6,483 0 16,715 24,294 30,256 30,777 931 410 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,113) -2,281 -1,074 0 224 -1,095 -2,057 -2,169 -56 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 20.8 0.0 53.6 77.9 97.0 98.7 3.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 1 0 7 8 17 9 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 115,796 COMMITMENTS 43,647 28,281 620 42,636 58,173 86,903 87,074 28,893 28,722 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -29) 1,936 4,328 -542 631 -5,709 2,025 -1,923 -2,054 1,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 24.4 0.5 36.8 50.2 75.0 75.2 25.0 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 24 28 7 17 20 44 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,405 COMMITMENTS 20,426 20,319 876 14,971 4,026 36,273 25,221 7,132 18,184 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,448) -790 -2,612 43 -319 -646 -1,066 -3,215 -382 1,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 46.8 2.0 34.5 9.3 83.6 58.1 16.4 41.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 12 5 9 10 19 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,632 COMMITMENTS 19,963 74,325 12,503 89,724 35,020 122,190 121,848 5,442 5,784 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -554) -3,952 -1,713 253 1,785 2,702 -1,914 1,242 1,360 -1,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 58.2 9.8 70.3 27.4 95.7 95.5 4.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 41 59 18 20 20 74 87 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 243,430 COMMITMENTS 35,523 125,605 5,454 181,773 71,182 222,750 202,241 20,680 41,189 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 10,165) 2,148 9,715 -820 4,571 1,628 5,899 10,523 4,266 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 51.6 2.2 74.7 29.2 91.5 83.1 8.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 30 47 14 20 39 57 93 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 167,011 COMMITMENTS 86,719 37,888 1,846 49,619 95,343 138,184 135,077 28,827 31,934 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 10,315) 10,144 3,013 139 -2,088 7,269 8,195 10,421 2,120 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.9 22.7 1.1 29.7 57.1 82.7 80.9 17.3 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 32 36 11 25 30 63 71 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 368,693 COMMITMENTS 100,442 198,841 7,668 218,984 99,470 327,094 305,979 41,599 62,714 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -9,807) -4,074 -9,778 -1,408 206 18 -5,276 -11,168 -4,531 1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 53.9 2.1 59.4 27.0 88.7 83.0 11.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 67 89 34 51 54 130 167 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,493 COMMITMENTS 10,814 5,227 185 11,045 24,238 22,044 29,650 11,449 3,843 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 507) 151 -71 26 578 279 755 234 -248 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 15.6 0.6 33.0 72.4 65.8 88.5 34.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 4 4 7 8 17 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,841 COMMITMENTS 17,146 17,282 47 6,764 7,811 23,957 25,140 1,884 701 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,980) 803 842 24 703 944 1,530 1,810 450 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.4 66.9 0.2 26.2 30.2 92.7 97.3 7.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 13 10 2 5 5 19 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,475 COMMITMENTS 28,314 28,927 380 7,865 9,045 36,559 38,352 4,916 3,123 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,083) 1,265 2,095 53 -46 -853 1,272 1,295 -189 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 69.7 0.9 19.0 21.8 88.1 92.5 11.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 44 17 6 9 13 56 33 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,152 COMMITMENTS 1,970 3,151 23 2,240 1,187 4,233 4,361 919 791 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 49) 8 -326 0 7 456 15 130 34 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 61.2 0.4 43.5 23.0 82.2 84.6 17.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 9 1 5 4 11 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,079,827 COMMITMENTS 959,920 1657771 2344663 6975302 5911829 10279885 9914263 799,942 1165564 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 573,093) -134 232,150 165,898 416,170 161,323 581,934 559,371 -8,841 13,722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 15.0 21.2 63.0 53.4 92.8 89.5 7.2 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 39 81 102 125 136 234 259 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 676,437 COMMITMENTS 123,651 91,262 26,488 440,475 470,831 590,614 588,581 85,823 87,856 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -7,510) -3,101 -2,433 971 -580 35 -2,710 -1,427 -4,800 -6,083 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 13.5 3.9 65.1 69.6 87.3 87.0 12.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617) 128 151 68 233 244 396 428 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 92,245 COMMITMENTS 15,310 3,060 25 47,424 65,727 62,759 68,812 29,486 23,433 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,056) 97 -1,346 0 -3,750 622 -3,653 -724 597 -2,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 3.3 0.0 51.4 71.3 68.0 74.6 32.0 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 18 2 1 27 25 45 28 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,920,958 COMMITMENTS 579,965 479,270 94,052 1965257 2025521 2639274 2598843 281,684 322,115 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -22,271) -20,519 -9,964 9,385 15,849 -2,935 4,715 -3,514 -26,986 -18,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 16.4 3.2 67.3 69.3 90.4 89.0 9.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610) 124 152 64 226 237 382 421 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 83,198 COMMITMENTS 25,088 2,599 196 45,370 77,116 70,654 79,911 12,544 3,287 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,207) 828 -89 -135 360 1,459 1,053 1,235 154 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 3.1 0.2 54.5 92.7 84.9 96.0 15.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 17 7 3 45 39 63 48 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,841 COMMITMENTS 32,121 5,792 330 19,577 46,923 52,028 53,046 5,812 4,795 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 938) -2 5 34 562 1,038 595 1,077 344 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 10.0 0.6 33.8 81.1 90.0 91.7 10.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 81 43 14 67 73 152 126 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 289,203 COMMITMENTS 160,607 28,962 1,650 97,885 234,616 260,142 265,228 29,061 23,975 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 4,692) -9 25 171 2,812 5,188 2,974 5,384 1,718 -692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.5 10.0 0.6 33.8 81.1 90.0 91.7 10.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 81 43 14 67 73 152 126 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 102,059 COMMITMENTS 59,586 24,702 2,675 10,178 52,574 72,439 79,951 29,620 22,108 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 2,947) 1,317 -2,204 -155 16 6,208 1,178 3,849 1,769 -902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 24.2 2.6 10.0 51.5 71.0 78.3 29.0 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 30 24 12 15 20 55 46 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,341 COMMITMENTS 9,218 2,431 18 17,653 28,572 26,889 31,021 8,452 4,320 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -676) -220 -247 -36 -361 -141 -617 -424 -59 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 6.9 0.1 50.0 80.8 76.1 87.8 23.9 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 5 1 14 12 25 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,281 COMMITMENTS 19,860 8,869 187 38,899 19,916 58,946 28,972 9,335 39,309 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,245) 4,029 -1,195 60 -7,005 1,700 -2,916 565 -329 -3,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 13.0 0.3 57.0 29.2 86.3 42.4 13.7 57.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 24 19 4 29 19 55 40
Updated August 12, 2016