BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,046 COMMITMENTS 700 1,656 299 5,075 4,153 6,074 6,108 972 938 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 392) 6 72 -76 513 343 443 339 -51 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 23.5 4.2 72.0 58.9 86.2 86.7 13.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 6 5 18 16 25 23 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,027 COMMITMENTS 17,545 8,143 911 12,079 17,507 30,535 26,561 3,492 7,466 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,991) 1,137 -444 355 512 2,007 2,004 1,918 -13 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.6 23.9 2.7 35.5 51.5 89.7 78.1 10.3 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 23 21 23 24 28 58 62 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,630 COMMITMENTS 455 1,334 588 3,833 3,035 4,876 4,957 754 673 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 275) 111 141 49 164 126 324 316 -49 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 23.7 10.4 68.1 53.9 86.6 88.0 13.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 11 12 19 19 33 35 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,889 COMMITMENTS 721 582 555 2,230 2,269 3,506 3,406 383 483 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 231) -139 72 103 30 32 -6 207 237 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 15.0 14.3 57.3 58.3 90.2 87.6 9.8 12.4 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 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 207,484 COMMITMENTS 81,881 63,113 32,278 78,272 81,044 192,431 176,435 15,053 31,049 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,359) -1,270 2,707 2,832 898 -4,823 2,460 716 -101 1,643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 30.4 15.6 37.7 39.1 92.7 85.0 7.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 81 87 82 59 79 185 212 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,282 COMMITMENTS 99,376 79,307 42,053 88,731 101,112 230,160 222,472 25,122 32,810 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 9,125) 3,147 16,075 2,117 2,938 -8,122 8,202 10,070 923 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 31.1 16.5 34.8 39.6 90.2 87.1 9.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 97 109 103 103 115 253 288 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,300 COMMITMENTS 2,809 1,040 222 276 1,949 3,307 3,211 993 1,089 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -848) -629 -136 35 -2 -806 -596 -907 -252 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.3 24.2 5.2 6.4 45.3 76.9 74.7 23.1 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 30 10 8 7 20 43 34 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,598 COMMITMENTS 16,054 13,203 6,437 12,020 9,144 34,511 28,784 6,087 11,814 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -1,895) -1,194 1,431 -952 365 -1,013 -1,781 -534 -114 -1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 32.5 15.9 29.6 22.5 85.0 70.9 15.0 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 45 57 42 35 42 111 120 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,606 COMMITMENTS 1,944 14,987 797 23,216 9,581 25,957 25,365 649 1,241 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,281) 191 952 55 963 254 1,209 1,261 72 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 56.3 3.0 87.3 36.0 97.6 95.3 2.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 16 19 16 21 22 44 51 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,075 COMMITMENTS 21,442 10,744 0 16,406 27,773 37,848 38,517 1,227 558 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,419) 1,148 -606 0 10 1,984 1,158 1,378 261 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 27.5 0.0 42.0 71.1 96.9 98.6 3.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 2 0 8 9 15 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,716 COMMITMENTS 46,808 24,408 1,860 42,757 76,792 91,425 103,060 34,291 22,656 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -5,902) -3,289 -8,955 1,207 -1,063 1,355 -3,145 -6,393 -2,757 491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 19.4 1.5 34.0 61.1 72.7 82.0 27.3 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 26 18 7 16 22 47 42 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,294 COMMITMENTS 24,557 16,349 455 10,348 5,626 35,360 22,430 6,934 19,864 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,740) 3,636 -2,687 20 2,969 -702 6,625 -3,369 -3,885 6,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.1 38.7 1.1 24.5 13.3 83.6 53.0 16.4 47.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 12 12 6 9 10 23 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 114,101 COMMITMENTS 19,848 53,082 11,020 78,626 44,172 109,494 108,274 4,607 5,827 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 369) -6,997 -2,304 1,320 6,773 299 1,096 -685 -727 1,054 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 46.5 9.7 68.9 38.7 96.0 94.9 4.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 42 54 15 18 24 72 83 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 248,410 COMMITMENTS 39,648 132,133 5,331 185,793 71,339 230,772 208,803 17,638 39,607 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 699) 3,798 1,305 -1,670 1,871 1,997 3,999 1,632 -3,300 -933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 53.2 2.1 74.8 28.7 92.9 84.1 7.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 28 49 17 25 42 63 98 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 164,329 COMMITMENTS 91,570 27,909 2,193 44,366 101,570 138,129 131,672 26,200 32,657 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -427) 1,183 -2,162 -466 1,121 2,088 1,838 -540 -2,265 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.7 17.0 1.3 27.0 61.8 84.1 80.1 15.9 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 36 34 11 29 33 70 73 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 364,843 COMMITMENTS 108,261 190,186 7,058 204,241 103,433 319,560 300,677 45,283 64,166 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 799) 2,887 8,154 -1,345 2,061 -7,573 3,603 -764 -2,804 1,563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 52.1 1.9 56.0 28.4 87.6 82.4 12.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 67 73 32 57 54 131 153 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,988 COMMITMENTS 9,793 3,391 227 12,012 24,463 22,032 28,081 9,956 3,907 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 10.6 0.7 37.6 76.5 68.9 87.8 31.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 1 2 9 8 16 11 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,489 COMMITMENTS 16,084 15,284 265 15,337 16,815 31,686 32,364 1,803 1,125 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 8,307) -897 -1,446 175 9,007 9,287 8,285 8,016 22 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 45.6 0.8 45.8 50.2 94.6 96.6 5.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 15 7 2 6 6 21 15 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,496 COMMITMENTS 31,747 29,854 333 8,751 12,285 40,831 42,472 5,665 4,024 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,103) 1,821 -950 216 -390 2,527 1,647 1,793 456 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 64.2 0.7 18.8 26.4 87.8 91.3 12.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 44 21 7 12 13 62 35 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,098,025 COMMITMENTS 825,964 1645182 2345238 7168592 5961009 10339794 9951429 758,231 1146596 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 8,796) -87,424 -8,725 -7,009 109,931 -24,076 15,498 -39,810 -6,702 48,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 14.8 21.1 64.6 53.7 93.2 89.7 6.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 39 91 105 127 140 245 267 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 710,340 COMMITMENTS 135,125 86,276 37,405 453,221 496,674 625,751 620,355 84,589 89,985 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 9,963) 1,784 -4,868 5,318 1,636 8,087 8,738 8,537 1,225 1,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 12.1 5.3 63.8 69.9 88.1 87.3 11.9 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625) 137 146 65 238 250 403 434 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 99,912 COMMITMENTS 18,883 10,045 25 47,328 74,581 66,236 84,651 33,676 15,261 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 343) 4,562 -553 -2 -7,904 2,842 -3,344 2,287 3,687 -1,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 10.1 0.0 47.4 74.6 66.3 84.7 33.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 15 8 1 25 26 40 35 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,052,142 COMMITMENTS 676,562 476,507 91,549 2029465 2110464 2797576 2678520 254,566 373,622 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 48,099) 10,092 2,407 2,618 47,700 26,225 60,410 31,250 -12,311 16,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 15.6 3.0 66.5 69.1 91.7 87.8 8.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617) 134 145 60 231 242 390 423 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 85,946 COMMITMENTS 26,373 2,393 179 47,301 79,720 73,853 82,292 12,093 3,654 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,924) 925 637 -351 1,897 1,827 2,471 2,113 -547 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 2.8 0.2 55.0 92.8 85.9 95.7 14.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 17 7 2 48 39 66 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,088 COMMITMENTS 36,144 6,736 274 18,737 48,793 55,155 55,803 5,932 5,285 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,622) 3,704 -78 -154 -1,797 1,831 1,754 1,599 -132 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.2 11.0 0.4 30.7 79.9 90.3 91.3 9.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 83 60 17 70 74 159 145 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 305,439 COMMITMENTS 180,718 33,678 1,372 93,687 243,965 275,777 279,015 29,662 26,424 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 8,109) 18,520 -391 -768 -8,984 9,153 8,768 7,994 -659 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.2 11.0 0.4 30.7 79.9 90.3 91.3 9.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 83 60 17 70 74 159 145 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,040 COMMITMENTS 70,432 27,866 2,928 9,540 56,601 82,900 87,395 27,140 22,645 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -4,412) -579 -388 230 -969 -3,897 -1,318 -4,055 -3,094 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.0 25.3 2.7 8.7 51.4 75.3 79.4 24.7 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 35 22 12 16 19 59 45 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,796 COMMITMENTS 10,872 2,644 18 17,978 28,509 28,868 31,171 7,928 5,625 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,392) 1,716 380 -100 -53 -88 1,563 192 -171 1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 7.2 0.0 48.9 77.5 78.5 84.7 21.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 13 6 1 15 12 28 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,588 COMMITMENTS 19,788 6,760 758 37,245 27,831 57,791 35,349 8,797 31,239 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 272) -216 207 481 742 3,460 1,007 4,148 -735 -3,876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 10.2 1.1 55.9 41.8 86.8 53.1 13.2 46.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 27 16 9 31 24 61 47 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 08/30/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 13,635 COMMITMENTS 8,087 5,800 56 4,538 7,581 12,681 13,437 954 198 CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 355) 305 290 9 -25 0 289 299 66 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.3 42.5 0.4 33.3 55.6 93.0 98.5 7.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 7 1 5 1 12 9
Updated September 2, 2016