BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,718 COMMITMENTS 562 1,486 224 5,077 4,345 5,863 6,055 855 663 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 417) 2 109 -2 459 441 459 548 -42 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 22.1 3.3 75.6 64.7 87.3 90.1 12.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 8 4 18 19 24 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,701 COMMITMENTS 16,208 7,528 536 10,708 16,069 27,452 24,133 3,249 6,568 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 206) 409 124 -257 -3 297 149 164 57 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.8 24.5 1.7 34.9 52.3 89.4 78.6 10.6 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 22 19 16 19 25 50 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,891 COMMITMENTS 448 1,068 660 3,104 2,527 4,212 4,255 679 636 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 49) -58 38 18 63 -32 23 24 26 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 21.8 13.5 63.5 51.7 86.1 87.0 13.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 10 10 19 17 32 30 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,836 COMMITMENTS 680 779 666 2,313 1,905 3,659 3,350 177 486 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 20.3 17.4 60.3 49.7 95.4 87.3 4.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 8 7 3 16 12 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 208,137 COMMITMENTS 82,122 65,763 30,556 77,140 80,345 189,818 176,664 18,319 31,473 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -837) 3,280 2,588 -2,720 -2,872 -934 -2,312 -1,066 1,475 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 31.6 14.7 37.1 38.6 91.2 84.9 8.8 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283) 82 103 88 56 75 195 217 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,424 COMMITMENTS 105,072 92,113 34,581 93,811 99,753 233,464 226,447 26,960 33,977 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -3,025) 1,676 4,183 -5,205 -53 -3,524 -3,582 -4,546 557 1,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 35.4 13.3 36.0 38.3 89.6 87.0 10.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 100 107 102 100 115 255 283 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,102 COMMITMENTS 1,751 1,000 144 300 1,033 2,195 2,177 907 925 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -463) -234 -91 -63 -1 -189 -298 -343 -165 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.4 32.2 4.6 9.7 33.3 70.8 70.2 29.2 29.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 25 7 6 8 12 36 23 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,330 COMMITMENTS 16,317 15,289 7,046 10,991 7,822 34,354 30,157 6,976 11,173 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -725) -67 554 550 -944 -1,542 -461 -438 -264 -287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 37.0 17.0 26.6 18.9 83.1 73.0 16.9 27.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 42 67 47 42 46 118 133 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,146 COMMITMENTS 1,495 12,766 606 20,375 8,610 22,476 21,982 670 1,164 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 219) 150 345 -33 135 -82 252 230 -33 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 55.2 2.6 88.0 37.2 97.1 95.0 2.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 16 12 11 21 21 39 42 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 45,266 COMMITMENTS 21,869 11,173 3,179 18,898 30,377 43,946 44,729 1,320 537 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 6,173) 525 78 2,781 2,868 3,310 6,174 6,169 -1 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 24.7 7.0 41.7 67.1 97.1 98.8 2.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 9 2 2 9 9 18 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,676 COMMITMENTS 45,790 28,732 1,713 48,174 66,685 95,677 97,130 28,999 27,546 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 1,929) 1,654 5,501 -1,117 4,790 -6,704 5,327 -2,320 -3,398 4,249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 23.0 1.4 38.6 53.5 76.7 77.9 23.3 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 24 23 11 22 25 51 54 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,748 COMMITMENTS 20,853 19,505 2,705 14,236 3,872 37,794 26,082 6,954 18,666 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -1,047) -1,966 -1,863 2,051 -156 -1,741 -71 -1,553 -976 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 43.6 6.0 31.8 8.7 84.5 58.3 15.5 41.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 14 9 11 8 23 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 168,729 COMMITMENTS 19,930 85,677 14,170 131,147 62,175 165,247 162,022 3,482 6,707 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 6,299) 3,140 10,488 -533 4,794 -4,899 7,401 5,056 -1,102 1,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 50.8 8.4 77.7 36.8 97.9 96.0 2.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 31 69 17 24 23 66 101 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 252,539 COMMITMENTS 40,397 123,218 16,450 175,488 74,438 232,335 214,106 20,204 38,433 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -3,414) 1,612 -5,536 6,837 -8,628 -5,694 -179 -4,393 -3,235 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 48.8 6.5 69.5 29.5 92.0 84.8 8.0 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 24 49 23 26 40 64 101 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 167,340 COMMITMENTS 86,140 29,294 11,403 43,492 93,700 141,035 134,397 26,305 32,943 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 7,998) 2,172 -185 5,850 2,372 2,676 10,394 8,341 -2,396 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 17.5 6.8 26.0 56.0 84.3 80.3 15.7 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 31 35 16 29 34 65 82 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 379,624 COMMITMENTS 91,783 173,258 25,877 216,048 112,825 333,708 311,960 45,916 67,664 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,639) -5,541 -16,696 13,543 -4,733 5,384 3,269 2,231 370 1,408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 45.6 6.8 56.9 29.7 87.9 82.2 12.1 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 54 74 43 63 58 134 162 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,737 COMMITMENTS 11,532 3,855 1,859 7,866 22,382 21,257 28,096 10,480 3,641 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.3 12.1 5.9 24.8 70.5 67.0 88.5 33.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 5 7 9 16 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,578 COMMITMENTS 17,591 7,630 0 7,055 18,103 24,646 25,733 1,932 845 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -752) -801 -170 0 -42 -613 -843 -783 91 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.2 28.7 0.0 26.5 68.1 92.7 96.8 7.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 15 11 0 4 5 19 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 61,941 COMMITMENTS 34,900 29,771 10,545 10,563 18,029 56,008 58,345 5,933 3,596 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 10,002) -2,343 -1,344 10,468 2,088 1,643 10,213 10,767 -211 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 48.1 17.0 17.1 29.1 90.4 94.2 9.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 50 17 10 14 16 70 37 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,305 COMMITMENTS 1,493 2,792 693 2,281 950 4,467 4,435 838 870 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 52.6 13.1 43.0 17.9 84.2 83.6 15.8 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 6 4 6 4 13 13 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,344,404 COMMITMENTS 797,875 1703174 2524126 7278758 5958307 10600759 10185607 743,645 1158797 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 82,392) 17,727 14,372 74,036 -31,027 -42,433 60,736 45,975 21,656 36,417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 15.0 22.2 64.2 52.5 93.4 89.8 6.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 44 97 105 125 138 247 273 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 825,324 COMMITMENTS 119,140 100,576 45,215 554,217 571,307 718,571 717,098 106,753 108,226 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 90,002) -15,055 8,241 9,073 75,421 56,501 69,439 73,815 20,563 16,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 12.2 5.5 67.2 69.2 87.1 86.9 12.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615) 130 147 92 250 258 424 453 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 122,381 COMMITMENTS 14,223 14,368 1,320 71,534 73,244 87,077 88,932 35,304 33,449 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 17,267) -1,639 3,639 1,285 16,136 -5,209 15,782 -285 1,485 17,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 11.7 1.1 58.5 59.8 71.2 72.7 28.8 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 16 7 9 28 25 46 40 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,514,714 COMMITMENTS 623,044 529,502 121,013 2413414 2490314 3157471 3140829 357,243 373,885 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 363,676) -45,657 44,434 17,517 296,427 308,549 268,287 370,500 95,389 -6,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 15.1 3.4 68.7 70.9 89.8 89.4 10.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609) 128 146 86 242 253 410 445 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 85,747 COMMITMENTS 20,587 1,851 2,039 50,961 78,361 73,587 82,251 12,160 3,496 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 955) -5,137 -351 1,881 4,942 -455 1,686 1,075 -731 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 2.2 2.4 59.4 91.4 85.8 95.9 14.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 14 4 6 51 36 67 45 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,292 COMMITMENTS 26,815 7,582 705 30,931 51,011 58,451 59,298 5,841 4,994 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 2,490) -9,068 445 453 11,120 2,282 2,505 3,180 -15 -690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 11.8 1.1 48.1 79.3 90.9 92.2 9.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 76 64 22 78 89 162 167 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,461 COMMITMENTS 134,075 37,909 3,526 154,655 255,056 292,256 296,491 29,205 24,970 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 12,449) -45,338 2,224 2,264 55,598 11,411 12,524 15,899 -75 -3,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.7 11.8 1.1 48.1 79.3 90.9 92.2 9.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 76 64 22 78 89 162 167 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,367 COMMITMENTS 63,134 26,667 6,499 17,950 55,832 87,583 88,998 24,784 23,369 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: 3,515) -3,077 -585 3,238 8,399 2,713 8,560 5,366 -5,045 -1,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 23.7 5.8 16.0 49.7 77.9 79.2 22.1 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 40 22 15 20 19 67 50 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,801 COMMITMENTS 10,697 3,351 18 14,997 24,001 25,712 27,370 7,089 5,431 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -16,964) 53 351 -190 -13,992 -15,525 -14,129 -15,364 -2,835 -1,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 10.2 0.1 45.7 73.2 78.4 83.4 21.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 4 1 13 10 25 15 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,716 COMMITMENTS 11,847 5,188 630 29,489 17,921 41,966 23,739 8,750 26,977 CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST: -27,509) -6,064 -2,097 -2,552 -13,738 -14,560 -22,354 -19,209 -5,155 -8,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 10.2 1.2 58.1 35.3 82.7 46.8 17.3 53.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 21 8 5 27 22 50 33
Updated September 16, 2016