BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,055 COMMITMENTS 831 1,810 229 3,190 2,318 4,250 4,357 805 698 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 55) 87 148 -50 -62 -97 -25 1 80 54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 35.8 4.5 63.1 45.9 84.1 86.2 15.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 11 5 18 16 26 27 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,847 COMMITMENTS 21,645 8,570 741 8,503 17,491 30,889 26,802 2,958 7,045 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,035) 1,658 19 31 242 2,280 1,931 2,330 104 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.9 25.3 2.2 25.1 51.7 91.3 79.2 8.7 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 31 19 19 20 26 60 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,834 COMMITMENTS 472 724 1,561 3,334 2,876 5,367 5,161 467 673 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 183) 23 -27 15 184 176 222 164 -39 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 12.4 26.8 57.1 49.3 92.0 88.5 8.0 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 9 10 19 18 32 31 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 204,523 COMMITMENTS 85,028 61,663 32,552 72,962 77,343 190,542 171,558 13,981 32,965 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -5,760) 3,552 -9,094 -7,702 707 8,300 -3,443 -8,496 -2,317 2,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 30.1 15.9 35.7 37.8 93.2 83.9 6.8 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 94 92 100 55 80 203 231 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,630 COMMITMENTS 118,748 46,426 38,075 104,155 155,987 260,978 240,488 27,652 48,142 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 4,890) 4,726 -507 -1,163 2,433 6,307 5,996 4,637 -1,106 253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 16.1 13.2 36.1 54.0 90.4 83.3 9.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398) 123 87 101 106 145 274 300 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,680 COMMITMENTS 1,442 1,009 268 848 1,492 2,558 2,769 1,122 911 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -175) -120 148 -17 3 -261 -134 -130 -41 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 27.4 7.3 23.0 40.5 69.5 75.2 30.5 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 14 11 7 10 20 29 34 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,415 COMMITMENTS 20,407 14,679 5,890 10,281 7,916 36,578 28,485 7,837 15,930 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -1,737) 1,264 -565 -715 -2,820 -1,807 -2,271 -3,087 534 1,350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 33.0 13.3 23.1 17.8 82.4 64.1 17.6 35.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 45 51 48 36 59 112 140 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,844 COMMITMENTS 450 3,972 146 3,299 440 3,895 4,558 949 286 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 119) 1 138 -22 139 0 118 116 1 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 82.0 3.0 68.1 9.1 80.4 94.1 19.6 5.9 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 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 22,252 COMMITMENTS 4,534 14,741 176 17,002 6,675 21,712 21,592 540 660 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 477) 298 372 -3 109 65 404 434 73 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 66.2 0.8 76.4 30.0 97.6 97.0 2.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 19 8 6 21 18 41 31 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,952 COMMITMENTS 20,962 134 3,539 14,708 36,576 39,209 40,249 1,743 703 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 6,453) -451 134 1,718 4,681 4,569 5,948 6,421 505 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 0.3 8.6 35.9 89.3 95.7 98.3 4.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 11 1 2 11 11 23 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,265 COMMITMENTS 24,035 45,904 2,918 54,943 34,822 81,896 83,644 32,369 30,621 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 6,976) 2,497 6,208 668 -1,127 1,645 2,038 8,521 4,938 -1,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 40.2 2.6 48.1 30.5 71.7 73.2 28.3 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 21 25 9 19 29 46 57 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,633 COMMITMENTS 5,600 30,888 5,397 47,486 4,306 58,483 40,591 6,150 24,042 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -822) -4,259 -4,368 4,740 -425 383 56 755 -878 -1,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 47.8 8.4 73.5 6.7 90.5 62.8 9.5 37.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 22 10 13 8 26 35 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 155,718 COMMITMENTS 19,001 76,660 11,258 119,211 60,776 149,470 148,694 6,248 7,024 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 4,078) 382 3,975 -472 4,452 829 4,362 4,332 -284 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 49.2 7.2 76.6 39.0 96.0 95.5 4.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 35 54 13 23 22 68 82 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 237,797 COMMITMENTS 40,515 112,858 14,537 160,244 76,404 215,296 203,799 22,501 33,998 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -5,874) -2,654 -7,549 2,480 -5,535 264 -5,709 -4,805 -165 -1,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 47.5 6.1 67.4 32.1 90.5 85.7 9.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 24 52 26 25 38 66 100 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 285,274 COMMITMENTS 62,432 125,861 9,244 194,893 107,464 266,569 242,569 18,705 42,705 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 49,359) -11,935 17,557 6,936 54,536 24,200 49,537 48,693 -178 666 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 44.1 3.2 68.3 37.7 93.4 85.0 6.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 27 57 13 28 36 63 99 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 447,679 COMMITMENTS 123,597 211,110 10,796 259,537 160,236 393,930 382,142 53,749 65,537 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 14,442) 207 -26,836 -499 12,856 40,171 12,564 12,836 1,878 1,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 47.2 2.4 58.0 35.8 88.0 85.4 12.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 66 93 40 56 62 139 179 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,065 COMMITMENTS 11,459 4,441 596 6,552 14,453 18,607 19,490 1,458 575 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 140) -1 233 -3 24 13 20 243 120 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 22.1 3.0 32.7 72.0 92.7 97.1 7.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 13 1 3 5 15 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,226 COMMITMENTS 29,402 33,104 2,034 18,064 15,942 49,500 51,080 4,726 3,146 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 5,486) 1,761 1,511 1,759 1,479 1,675 4,999 4,945 487 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.2 61.0 3.8 33.3 29.4 91.3 94.2 8.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 35 24 10 13 12 55 41 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,270 COMMITMENTS 1,724 3,269 2,637 2,994 1,589 7,355 7,495 915 775 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,531) 168 115 1,552 613 703 2,333 2,370 198 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 39.5 31.9 36.2 19.2 88.9 90.6 11.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 4 5 8 6 18 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 12,914,111 COMMITMENTS 453,392 2811876 2701964 9220835 6240056 12376191 11753896 537,920 1160215 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 165,556) -106,151 13,450 130,061 125,761 -27,622 149,671 115,889 15,885 49,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 21.8 20.9 71.4 48.3 95.8 91.0 4.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 30 102 106 117 131 231 264 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 779,925 COMMITMENTS 96,682 105,393 32,580 529,323 518,506 658,584 656,479 121,341 123,446 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 77,402) 5,607 -4,927 12,537 44,793 52,904 62,937 60,514 14,464 16,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 13.5 4.2 67.9 66.5 84.4 84.2 15.6 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 129 132 97 242 248 420 429 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 102,029 COMMITMENTS 16,510 1,479 849 49,941 54,505 67,300 56,833 34,729 45,196 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 9,891) 6,912 -706 796 -1,156 7,664 6,552 7,754 3,339 2,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 1.4 0.8 48.9 53.4 66.0 55.7 34.0 44.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 16 4 10 28 30 46 43 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,389,480 COMMITMENTS 452,172 570,881 107,342 2396908 2320006 2956422 2998229 433,058 391,251 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 337,554) 29,997 15,414 22,184 229,746 226,202 281,927 263,800 55,627 73,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 16.8 3.2 70.7 68.4 87.2 88.5 12.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579) 125 133 91 235 238 406 417 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 108,843 COMMITMENTS 26,186 4,238 144 68,025 100,361 94,355 104,743 14,488 4,100 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 20,741) -944 490 30 19,473 20,124 18,559 20,644 2,182 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 3.9 0.1 62.5 92.2 86.7 96.2 13.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 17 7 3 50 39 69 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,800 COMMITMENTS 22,787 7,363 1,064 29,359 47,228 53,210 55,655 6,590 4,145 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 8,963) 2,618 -2,260 -254 6,273 13,862 8,637 11,348 326 -2,385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 12.3 1.8 49.1 79.0 89.0 93.1 11.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 70 52 18 70 76 149 137 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 299,000 COMMITMENTS 113,933 36,813 5,320 146,796 236,140 266,049 278,273 32,951 20,727 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 44,815) 13,091 -11,301 -1,270 31,366 69,310 43,187 56,739 1,628 -11,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 12.3 1.8 49.1 79.0 89.0 93.1 11.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 70 52 18 70 76 149 137 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 87,770 COMMITMENTS 40,290 26,817 3,844 19,670 35,495 63,804 66,156 23,966 21,614 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,870) -7,984 -586 1,907 7,379 3,401 1,302 4,722 1,568 -1,852 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 30.6 4.4 22.4 40.4 72.7 75.4 27.3 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 31 22 10 15 16 52 43 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,333 COMMITMENTS 7,583 6,368 0 15,359 17,594 22,942 23,962 7,391 6,371 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -20,123) -3,771 3,445 -1,465 -9,872 -21,269 -15,108 -19,289 -5,015 -834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 21.0 0.0 50.6 58.0 75.6 79.0 24.4 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 14 7 0 14 6 28 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,493 COMMITMENTS 9,675 18,657 1,486 34,457 14,369 45,618 34,512 7,875 18,981 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -34,868) -1,049 -3,638 -4,603 -14,037 -24,653 -19,689 -32,894 -15,179 -1,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 34.9 2.8 64.4 26.9 85.3 64.5 14.7 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 23 17 5 36 25 62 44
Updated December 16, 2016