BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,143 COMMITMENTS 593 1,809 323 5,481 4,353 6,397 6,485 746 658 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 170) 100 -55 24 45 224 169 193 1 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 25.3 4.5 76.7 60.9 89.6 90.8 10.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 10 7 19 20 29 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,529 COMMITMENTS 18,179 8,772 728 11,722 15,393 30,629 24,893 1,900 7,636 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 648) 784 -172 51 158 377 993 256 -345 392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.9 27.0 2.2 36.0 47.3 94.2 76.5 5.8 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 20 24 17 23 24 53 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,712 COMMITMENTS 336 864 1,186 3,596 2,938 5,118 4,988 594 724 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 202) 19 192 -21 186 -136 184 35 18 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 15.1 20.8 63.0 51.4 89.6 87.3 10.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 11 9 19 16 29 29 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,856 COMMITMENTS 240 1,256 1,051 3,334 1,909 4,625 4,216 231 640 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 219) -11 209 -45 264 0 208 164 11 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 25.9 21.6 68.7 39.3 95.2 86.8 4.8 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 7 7 3 16 11 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,736 COMMITMENTS 98,679 96,840 34,881 78,823 69,370 212,383 201,091 18,353 29,645 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 759) -3,257 4,103 -974 3,773 -570 -458 2,559 1,217 -1,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 42.0 15.1 34.2 30.1 92.0 87.2 8.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 90 121 92 58 79 203 251 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,170 COMMITMENTS 103,966 84,695 38,996 104,915 112,512 247,877 236,203 25,293 36,967 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,722) 1,662 -3,758 -237 4,957 6,491 6,382 2,496 -1,660 2,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 31.0 14.3 38.4 41.2 90.7 86.5 9.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 106 114 104 94 115 253 285 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,842 COMMITMENTS 1,937 1,019 124 484 1,718 2,545 2,861 1,297 981 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -751) -441 136 -265 -58 -549 -764 -678 13 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 26.5 3.2 12.6 44.7 66.2 74.5 33.8 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 21 13 6 12 17 38 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,585 COMMITMENTS 19,323 18,574 6,325 10,815 7,250 36,463 32,149 7,122 11,436 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -246) 533 313 -1,053 550 40 30 -700 -276 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 42.6 14.5 24.8 16.6 83.7 73.8 16.3 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 49 65 52 43 46 123 140 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,770 COMMITMENTS 252 3,801 149 3,328 572 3,729 4,522 1,041 248 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 111) 10 111 -15 303 -5 298 91 -187 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 79.7 3.1 69.8 12.0 78.2 94.8 21.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 5 4 10 4 16 12 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,998 COMMITMENTS 2,618 15,129 702 21,174 7,996 24,494 23,827 504 1,171 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 925) 631 797 -56 351 184 926 925 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 60.5 2.8 84.7 32.0 98.0 95.3 2.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 17 10 13 23 19 42 40 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 44,672 COMMITMENTS 32,755 416 0 10,785 43,601 43,540 44,017 1,132 655 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -15) 203 -238 0 -133 153 70 -85 -85 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.3 0.9 0.0 24.1 97.6 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 10 3 0 6 10 16 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 113,501 COMMITMENTS 33,274 46,598 1,360 50,812 29,164 85,446 77,122 28,055 36,379 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 17,708) 9,595 8,621 228 7,737 1,595 17,560 10,444 148 7,264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 41.1 1.2 44.8 25.7 75.3 67.9 24.7 32.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 22 34 6 17 22 43 58 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,211 COMMITMENTS 18,828 37,528 245 42,544 3,534 61,617 41,307 5,594 25,904 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,985) 499 2,822 -854 5,405 85 5,050 2,053 -1,065 1,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 55.8 0.4 63.3 5.3 91.7 61.5 8.3 38.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 11 20 3 15 8 27 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 139,555 COMMITMENTS 28,677 54,020 14,516 89,962 65,251 133,155 133,787 6,400 5,768 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 9,826) -4,687 -10,063 11,971 1,878 8,362 9,162 10,270 664 -444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 38.7 10.4 64.5 46.8 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 48 59 11 18 20 74 84 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 267,500 COMMITMENTS 63,601 147,563 6,599 169,425 70,630 239,625 224,792 27,875 42,708 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 12,306) 11,026 3,430 713 2,460 5,431 14,199 9,574 -1,893 2,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 55.2 2.5 63.3 26.4 89.6 84.0 10.4 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 42 55 19 24 39 74 105 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 163,040 COMMITMENTS 82,385 37,790 2,818 55,555 83,712 140,758 124,320 22,282 38,720 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 6,433) 7,419 -185 721 1,196 1,828 9,336 2,364 -2,903 4,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 23.2 1.7 34.1 51.3 86.3 76.3 13.7 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 31 37 10 28 37 65 80 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 448,471 COMMITMENTS 142,881 266,737 8,882 246,230 108,147 397,993 383,766 50,478 64,705 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 35,288) 14,700 29,288 -195 16,033 3,357 30,538 32,450 4,750 2,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 59.5 2.0 54.9 24.1 88.7 85.6 11.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 71 92 36 57 59 141 176 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 31,043 COMMITMENTS 22,590 5,243 244 6,516 24,752 29,350 30,239 1,693 804 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,341) 2,510 2,254 -249 220 505 2,481 2,510 -140 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.8 16.9 0.8 21.0 79.7 94.5 97.4 5.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 19 9 2 4 5 23 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,257 COMMITMENTS 29,504 29,924 116 12,928 13,816 42,548 43,856 4,709 3,401 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -156) -9 258 -42 123 87 72 303 -228 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.4 63.3 0.2 27.4 29.2 90.0 92.8 10.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 42 20 5 10 14 54 37 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,606,358 COMMITMENTS 596,664 2252713 2559934 7737698 5657435 10894296 10470082 712,062 1136276 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 156,223) -23,382 -6,891 50,032 118,373 122,266 145,023 165,407 11,200 -9,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 19.4 22.1 66.7 48.7 93.9 90.2 6.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276) 39 88 106 123 132 242 260 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 682,461 COMMITMENTS 102,827 102,809 19,055 459,352 451,984 581,234 573,848 101,227 108,613 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 17,097) -4,880 7,759 29 24,239 4,285 19,388 12,073 -2,291 5,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 15.1 2.8 67.3 66.2 85.2 84.1 14.8 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597) 115 154 69 223 231 375 418 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 82,311 COMMITMENTS 7,371 3,059 25 47,093 35,246 54,489 38,330 27,822 43,981 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 6,187) -2,210 1,528 0 9,285 1,807 7,075 3,335 -888 2,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 3.7 0.0 57.2 42.8 66.2 46.6 33.8 53.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 13 7 1 28 18 41 26 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,000,750 COMMITMENTS 499,073 520,543 73,357 2061295 2083690 2633725 2677590 367,025 323,160 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 54,551) -13,350 31,152 148 74,768 12,390 61,566 43,690 -7,015 10,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 17.3 2.4 68.7 69.4 87.8 89.2 12.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 114 150 64 217 225 363 408 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 84,010 COMMITMENTS 21,499 2,242 95 50,120 78,344 71,714 80,681 12,296 3,329 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -318) -830 -703 -31 641 237 -220 -497 -98 179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 2.7 0.1 59.7 93.3 85.4 96.0 14.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 15 5 2 44 36 59 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,259 COMMITMENTS 38,321 5,788 318 18,395 51,326 57,035 57,432 6,224 5,826 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,304) 1,432 323 23 596 1,416 2,051 1,763 253 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 9.2 0.5 29.1 81.1 90.2 90.8 9.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 86 45 15 62 70 153 125 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,293 COMMITMENTS 191,604 28,942 1,592 91,977 256,628 285,173 287,162 31,120 29,131 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 11,519) 7,159 1,617 116 2,979 7,080 10,254 8,813 1,265 2,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 9.2 0.5 29.1 81.1 90.2 90.8 9.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 86 45 15 62 70 153 125 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,584 COMMITMENTS 83,153 51,230 1,831 10,276 50,447 95,260 103,508 29,324 21,076 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,148) 2,627 684 50 -590 1,966 2,087 2,700 61 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.7 41.1 1.5 8.2 40.5 76.5 83.1 23.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 43 25 9 15 21 63 50 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,701 COMMITMENTS 11,445 3,363 60 14,325 26,263 25,830 29,686 8,871 5,015 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,585) 285 28 52 -310 1,178 27 1,258 1,558 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 9.7 0.2 41.3 75.7 74.4 85.5 25.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 6 2 12 11 27 19 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 10/25/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,883 COMMITMENTS 12,335 9,901 2,011 33,261 34,626 47,607 46,538 9,276 10,345 CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 2,783) -992 3,227 242 3,269 4,874 2,519 8,343 264 -5,560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 17.4 3.5 58.5 60.9 83.7 81.8 16.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 20 21 7 26 34 51 57
Updated October 28, 2016