BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,939 COMMITMENTS 541 1,616 346 4,412 3,351 5,299 5,313 640 626 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,467) -125 -240 -26 -1,136 -1,053 -1,287 -1,319 -180 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 27.2 5.8 74.3 56.4 89.2 89.5 10.8 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 10 6 20 20 29 31 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,023 COMMITMENTS 17,035 8,884 1,020 11,008 13,922 29,063 23,826 1,960 7,197 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,214) -1,879 -916 0 -1,191 -1,884 -3,070 -2,800 -144 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 28.6 3.3 35.5 44.9 93.7 76.8 6.3 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 19 22 18 23 22 53 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,842 COMMITMENTS 454 600 1,563 3,306 2,957 5,323 5,120 519 722 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -463) 95 -244 -35 -409 -150 -349 -429 -114 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 10.3 26.8 56.6 50.6 91.1 87.6 8.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 9 9 15 17 25 29 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 224,577 COMMITMENTS 87,457 79,951 42,494 77,162 69,718 207,113 192,163 17,464 32,414 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 1,040) -3,390 -4,139 5,080 -1,811 -1,459 -121 -518 1,161 1,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.9 35.6 18.9 34.4 31.0 92.2 85.6 7.8 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 85 115 91 54 83 189 253 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,341 COMMITMENTS 98,105 74,774 45,236 105,517 116,620 248,858 236,630 24,483 36,711 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,883) -5,587 -2,721 5,200 -1,821 -4,017 -2,208 -1,538 325 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 27.4 16.5 38.6 42.7 91.0 86.6 9.0 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 99 115 111 97 120 262 295 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,895 COMMITMENTS 1,594 1,613 72 1,083 1,427 2,749 3,112 1,146 783 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -31) 148 334 -61 69 -103 156 170 -187 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.9 41.4 1.8 27.8 36.6 70.6 79.9 29.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 15 4 14 16 33 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,066 COMMITMENTS 17,348 17,473 5,740 11,962 7,930 35,050 31,143 7,016 10,923 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -76) -771 30 -376 1,141 355 -6 9 -70 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 41.5 13.6 28.4 18.9 83.3 74.0 16.7 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 42 63 47 38 46 111 135 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,616 COMMITMENTS 333 3,708 201 3,197 505 3,731 4,414 885 202 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -444) 5 -333 11 -390 -66 -374 -388 -70 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 80.3 4.4 69.3 10.9 80.8 95.6 19.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 5 2 12 4 17 10 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,687 COMMITMENTS 3,308 14,541 361 18,497 6,955 22,166 21,857 521 830 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,815) 507 -1,182 -368 -2,914 -982 -2,775 -2,532 -40 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 64.1 1.6 81.5 30.7 97.7 96.3 2.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 9 9 21 17 39 34 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 43,345 COMMITMENTS 30,416 713 0 11,735 41,880 42,151 42,593 1,194 752 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,060) -1,449 39 0 350 -1,103 -1,099 -1,064 39 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.2 1.6 0.0 27.1 96.6 97.2 98.3 2.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 9 4 0 8 10 17 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,993 COMMITMENTS 32,850 54,162 1,507 60,639 30,561 94,996 86,230 25,997 34,763 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -163) -2,873 2,479 7 4,070 -1,238 1,204 1,248 -1,367 -1,411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 44.8 1.2 50.1 25.3 78.5 71.3 21.5 28.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 26 35 12 16 23 47 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,632 COMMITMENTS 6,806 30,097 418 37,686 4,783 44,910 35,298 8,722 18,334 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -6,066) -5,938 -2,617 148 -3,485 1,169 -9,275 -1,300 3,209 -4,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 56.1 0.8 70.3 8.9 83.7 65.8 16.3 34.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 18 7 12 9 23 30 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 148,866 COMMITMENTS 25,298 58,294 13,434 104,400 71,251 143,132 142,979 5,734 5,887 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -8,182) -5,540 -9,016 -304 -2,231 1,875 -8,075 -7,445 -107 -737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 39.2 9.0 70.1 47.9 96.1 96.0 3.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 46 59 14 19 15 75 81 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 253,703 COMMITMENTS 53,211 143,056 4,663 169,583 67,841 227,457 215,560 26,246 38,143 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -13,861) -10,528 -3,644 -1,342 275 -4,902 -11,595 -9,888 -2,266 -3,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 56.4 1.8 66.8 26.7 89.7 85.0 10.3 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 30 57 16 26 39 65 103 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 164,328 COMMITMENTS 72,619 40,663 1,844 69,838 88,139 144,301 130,646 20,027 33,682 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -796) -8,391 2,813 -1,365 10,566 628 810 2,076 -1,606 -2,872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 24.7 1.1 42.5 53.6 87.8 79.5 12.2 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 28 40 12 28 34 63 80 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 418,007 COMMITMENTS 118,897 248,211 9,885 245,616 101,035 374,398 359,131 43,609 58,876 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -26,495) -7,546 -15,617 -1,360 -16,306 -4,498 -25,212 -21,475 -1,283 -5,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 59.4 2.4 58.8 24.2 89.6 85.9 10.4 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 71 95 42 57 59 148 177 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,044 COMMITMENTS 22,420 2,968 154 5,681 26,159 28,255 29,281 1,789 763 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -9,057) -374 -3,170 -2 -7,075 -5,129 -7,451 -8,301 -1,606 -756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.6 9.9 0.5 18.9 87.1 94.0 97.5 6.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 14 7 1 3 6 17 14 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 52,113 COMMITMENTS 36,124 33,619 157 9,833 14,127 46,114 47,903 5,999 4,210 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 5,325) 7,567 4,097 -214 -3,182 679 4,171 4,562 1,154 763 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.3 64.5 0.3 18.9 27.1 88.5 91.9 11.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 40 19 5 11 13 53 35 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 11,663,935 COMMITMENTS 448,092 2271726 2540470 7946379 5736036 10934941 10548232 728,994 1115703 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 168,043) -47,047 31,531 111,567 77,940 64,895 142,460 207,993 25,583 -39,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 19.5 21.8 68.1 49.2 93.8 90.4 6.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 32 95 106 121 137 237 268 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 672,984 COMMITMENTS 101,870 92,197 27,128 440,722 446,304 569,721 565,629 103,263 107,355 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -8,305) -156 -7,858 4,111 -8,190 -200 -4,235 -3,947 -4,070 -4,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 13.7 4.0 65.5 66.3 84.7 84.0 15.3 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615) 134 152 79 228 234 406 421 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 86,792 COMMITMENTS 12,169 1,826 747 44,731 37,375 57,647 39,948 29,145 46,844 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 2,848) 4,086 -140 722 -3,509 2,936 1,299 3,518 1,549 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 2.1 0.9 51.5 43.1 66.4 46.0 33.6 54.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 17 3 2 26 19 43 24 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,930,959 COMMITMENTS 484,483 487,830 95,930 1979957 2044646 2560370 2628406 370,589 302,553 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -55,765) -5,688 -23,068 1,425 -23,407 -15,682 -27,670 -37,325 -28,095 -18,440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 16.6 3.3 67.6 69.8 87.4 89.7 12.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609) 130 154 73 222 228 393 414 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 77,098 COMMITMENTS 20,606 2,126 210 45,124 71,914 65,940 74,250 11,158 2,848 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -4,650) -850 -318 -295 -2,858 -3,585 -4,003 -4,198 -647 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 2.8 0.3 58.5 93.3 85.5 96.3 14.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 14 5 3 45 34 60 41 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,822 COMMITMENTS 25,589 5,269 1,155 27,699 48,612 54,443 55,036 5,379 4,786 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -3,475) -6,692 -671 658 2,788 -2,663 -3,246 -2,676 -229 -799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 8.8 1.9 46.3 81.3 91.0 92.0 9.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 68 46 14 65 68 140 122 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 299,111 COMMITMENTS 127,947 26,346 5,774 138,493 243,061 272,214 275,181 26,897 23,930 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -17,376) -33,459 -3,357 3,288 13,939 -13,313 -16,232 -13,382 -1,144 -3,994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 8.8 1.9 46.3 81.3 91.0 92.0 9.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 68 46 14 65 68 140 122 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,560 COMMITMENTS 92,503 51,395 2,623 11,276 61,026 106,402 115,044 31,158 22,516 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 12,173) 6,962 6,721 139 2,553 5,594 9,654 12,454 2,519 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.2 37.4 1.9 8.2 44.4 77.3 83.6 22.7 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 45 27 13 16 21 68 54 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,948 COMMITMENTS 11,747 2,485 5 14,053 28,346 25,805 30,836 9,143 4,112 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,319) -1,398 -440 -3 -345 -582 -1,746 -1,025 427 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 7.1 0.0 40.2 81.1 73.8 88.2 26.2 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 18 4 1 11 13 29 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,718 COMMITMENTS 11,764 8,756 2,816 36,916 42,308 51,496 53,880 9,222 6,838 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 134) -488 -3,015 767 -585 5,378 -306 3,130 440 -2,996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 14.4 4.6 60.8 69.7 84.8 88.7 15.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 26 14 8 26 37 57 54 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 11/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 15,629 COMMITMENTS 7,048 6,684 0 6,037 8,719 13,085 15,403 2,544 226 CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 42.8 0.0 38.6 55.8 83.7 98.6 16.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 8 0 7 1 11 9
Updated November 11, 2016