BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,605 COMMITMENTS 976 1,436 968 4,764 4,014 6,708 6,418 898 1,187 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 593) 34 -37 130 385 368 549 461 43 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 18.9 12.7 62.6 52.8 88.2 84.4 11.8 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 9 10 18 17 29 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,609 COMMITMENTS 20,825 7,052 12,378 16,828 17,678 50,032 37,108 6,577 19,501 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,499) 822 107 946 1,114 1,263 2,883 2,315 616 1,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 12.5 21.9 29.7 31.2 88.4 65.6 11.6 34.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 16 29 31 33 25 66 68 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,066 COMMITMENTS 244 1,822 2,456 8,329 6,665 11,029 10,943 1,038 1,123 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 183) 17 6 51 110 85 178 142 5 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 15.1 20.4 69.0 55.2 91.4 90.7 8.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 16 17 24 22 42 41 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,350 COMMITMENTS 71,550 23,143 68,813 86,389 115,150 226,752 207,106 19,598 39,244 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -33,947) 731 -4,346 -32,038 -802 3,609 -32,109 -32,775 -1,837 -1,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 9.4 27.9 35.1 46.7 92.0 84.1 8.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 101 75 106 84 92 246 224 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 346,499 COMMITMENTS 73,031 48,408 101,864 136,350 140,793 311,246 291,065 35,253 55,434 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 16) 1,131 -3,740 1,821 -3,942 2,284 -990 365 1,005 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 14.0 29.4 39.4 40.6 89.8 84.0 10.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412) 109 95 137 155 151 342 327 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,993 COMMITMENTS 1,340 1,936 1,237 1,413 705 3,990 3,878 1,003 1,115 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -831) 255 -652 -97 -677 20 -519 -729 -312 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 38.8 24.8 28.3 14.1 79.9 77.7 20.1 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 21 19 14 20 16 48 44 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,524 COMMITMENTS 13,354 7,802 15,100 14,253 9,040 42,708 31,942 8,816 19,582 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 590) 123 -164 310 12 -166 446 -19 144 609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 15.1 29.3 27.7 17.5 82.9 62.0 17.1 38.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 46 56 55 68 64 151 148 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,846 COMMITMENTS 838 5,061 255 3,597 165 4,690 5,481 1,157 365 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 448) 186 458 -27 206 0 365 431 83 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 86.6 4.4 61.5 2.8 80.2 93.7 19.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 5 7 9 4 20 13 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 46,613 COMMITMENTS 2,570 23,753 5,779 37,212 11,907 45,562 41,440 1,051 5,173 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,261) 53 1,460 423 2,645 890 3,120 2,773 141 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 51.0 12.4 79.8 25.5 97.7 88.9 2.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 8 35 23 26 25 53 64 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,389 COMMITMENTS 5,519 3,993 41 23,674 25,564 29,234 29,598 1,155 791 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,662) -485 -707 17 -1,109 -988 -1,577 -1,678 -85 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 13.1 0.1 77.9 84.1 96.2 97.4 3.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 3 1 10 12 22 16 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 177,435 COMMITMENTS 30,062 68,152 11,267 110,722 65,818 152,052 145,238 25,383 32,197 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -533) 1,002 -6,854 1,329 -2,793 5,854 -462 328 -71 -862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 38.4 6.4 62.4 37.1 85.7 81.9 14.3 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 19 35 18 27 26 54 71 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,209 COMMITMENTS 20,170 22,144 3,454 19,965 6,422 43,589 32,020 7,619 19,189 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -704) 44 -2,014 135 1,330 -401 1,509 -2,280 -2,213 1,577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 43.2 6.7 39.0 12.5 85.1 62.5 14.9 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 7 12 10 11 11 24 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 146,568 COMMITMENTS 30,295 82,988 19,366 93,455 36,251 143,116 138,606 3,452 7,962 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -15,595) 8,643 -15,842 1,915 -26,269 -1,085 -15,711 -15,012 115 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 56.6 13.2 63.8 24.7 97.6 94.6 2.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 29 56 19 20 20 62 84 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 298,486 COMMITMENTS 36,802 62,043 30,573 209,447 166,044 276,822 258,659 21,664 39,826 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 7,365) -363 -8,454 8,121 -4,352 5,841 3,406 5,507 3,959 1,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 20.8 10.2 70.2 55.6 92.7 86.7 7.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 32 37 23 25 41 66 92 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 309,999 COMMITMENTS 85,240 36,096 33,524 158,258 210,591 277,022 280,211 32,977 29,788 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 13,670) 4,657 1,685 5,321 3,081 6,691 13,060 13,698 610 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 11.6 10.8 51.1 67.9 89.4 90.4 10.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 48 42 34 29 40 94 99 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 497,724 COMMITMENTS 109,210 145,228 52,239 283,946 240,448 445,395 437,915 52,329 59,809 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,887) -4,594 -7,029 194 1,016 2,950 -3,384 -3,885 -503 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 29.2 10.5 57.0 48.3 89.5 88.0 10.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 69 85 62 55 62 151 182 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,513 COMMITMENTS 14,727 793 300 7,958 29,087 22,985 30,180 11,528 4,333 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -305) 127 0 117 -593 -274 -349 -157 44 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 2.3 0.9 23.1 84.3 66.6 87.4 33.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 1 2 10 9 18 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,936 COMMITMENTS 5,615 4,420 193 6,059 6,998 11,867 11,611 1,069 1,325 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -777) 1,073 -1,459 193 -2,168 338 -902 -928 125 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 34.2 1.5 46.8 54.1 91.7 89.8 8.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 13 3 2 4 10 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,618 COMMITMENTS 15,968 22,583 171 13,626 6,031 29,765 28,785 2,853 3,833 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -978) 1,503 -199 -193 -2,535 -264 -1,225 -656 247 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.0 69.2 0.5 41.8 18.5 91.3 88.2 8.7 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 19 19 2 12 12 31 33 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 20,277,832 COMMITMENTS 1174819 1097865 9850526 8356047 8068353 19381392 19016745 896,440 1261088 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -12,319) -31,663 27,851 50,415 -45,844 -165,772 -27,092 -87,505 14,772 75,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 5.4 48.6 41.2 39.8 95.6 93.8 4.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 54 98 120 145 155 283 295 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 920,663 COMMITMENTS 80,005 120,594 91,401 580,045 527,282 751,451 739,277 169,213 181,386 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -49,960) -1,894 8,235 -20,944 -40,100 -59,117 -62,938 -71,825 12,978 21,866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 13.1 9.9 63.0 57.3 81.6 80.3 18.4 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 648) 125 175 162 248 267 468 509 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 192,751 COMMITMENTS 11,639 11,749 20,436 122,936 64,328 155,012 96,513 37,739 96,237 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -9,345) -3,214 -516 -3,385 -4,955 -14,038 -11,554 -17,938 2,209 8,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 6.1 10.6 63.8 33.4 80.4 50.1 19.6 49.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 11 19 22 45 41 73 65 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,639,563 COMMITMENTS 365,723 568,118 330,930 2285542 2314770 2982195 3213819 657,368 425,744 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -203,074) 6,508 43,660 -87,700 -175,728 -225,396 -256,920 -269,436 53,847 66,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 15.6 9.1 62.8 63.6 81.9 88.3 18.1 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632) 124 167 154 240 259 450 494 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 98,133 COMMITMENTS 6,448 8,613 315 84,266 83,504 91,029 92,432 7,104 5,701 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,651) -331 563 -569 -2,202 -3,967 -3,102 -3,973 -549 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 8.8 0.3 85.9 85.1 92.8 94.2 7.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 10 8 4 51 38 64 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,180 COMMITMENTS 11,663 10,992 2,479 37,113 35,883 51,255 49,354 3,924 5,826 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,986) -226 -898 -919 -2,295 -1,975 -3,440 -3,793 -546 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 19.9 4.5 67.3 65.0 92.9 89.4 7.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 43 63 24 55 70 111 144 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,898 COMMITMENTS 58,317 54,959 12,397 185,563 179,413 256,276 246,769 19,622 29,129 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -19,932) -1,130 -4,492 -4,597 -11,474 -9,875 -17,202 -18,964 -2,730 -968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 19.9 4.5 67.3 65.0 92.9 89.4 7.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 43 63 24 55 70 111 144 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,161 COMMITMENTS 72,718 62,355 11,245 32,710 37,652 116,673 111,251 20,488 25,910 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 9,628) 6,249 -801 1,252 57 9,915 7,559 10,366 2,070 -738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.0 45.5 8.2 23.8 27.5 85.1 81.1 14.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 20 42 19 20 20 53 68 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,093 COMMITMENTS 11,421 6,485 504 20,751 28,490 32,676 35,479 7,417 4,614 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,091) -1,171 -734 -20 243 -321 -948 -1,075 -143 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 16.2 1.3 51.8 71.1 81.5 88.5 18.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 13 8 2 15 12 29 21 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 100,935 COMMITMENTS 31,815 10,828 913 57,092 21,408 89,820 33,149 11,115 67,786 CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -4,372) -2,333 -805 116 -1,123 -343 -3,340 -1,032 -1,032 -3,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 10.7 0.9 56.6 21.2 89.0 32.8 11.0 67.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 25 12 9 34 21 63 39
Updated February 26, 2016