BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,079 COMMITMENTS 1,283 1,459 959 4,758 4,718 7,000 7,136 1,079 943 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 167) 25 42 7 117 151 148 200 18 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 18.1 11.9 58.9 58.4 86.6 88.3 13.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 9 7 16 19 25 29 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,615 COMMITMENTS 15,868 6,411 17,369 17,883 20,258 51,120 44,039 6,494 13,576 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 945) -207 281 597 647 -230 1,036 648 -91 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 11.1 30.1 31.0 35.2 88.7 76.4 11.3 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 24 21 36 32 28 75 67 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,619 COMMITMENTS 453 1,349 1,474 5,626 4,948 7,553 7,771 1,066 849 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 99) 30 64 -72 82 135 40 127 58 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 15.6 17.1 65.3 57.4 87.6 90.2 12.4 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 15 12 23 21 37 39 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,342 COMMITMENTS 106,857 19,869 71,285 104,405 173,996 282,547 265,150 24,796 42,192 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -7,990) -6,593 -2,927 -3,289 2,140 180 -7,742 -6,035 -249 -1,956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 6.5 23.2 34.0 56.6 91.9 86.3 8.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 120 66 114 90 100 271 230 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 314,402 COMMITMENTS 85,907 55,568 81,870 115,624 132,838 283,401 270,276 31,000 44,125 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -3,652) -1,438 2,065 -1,066 -1 -3,718 -2,506 -2,719 -1,147 -933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 17.7 26.0 36.8 42.3 90.1 86.0 9.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 107 108 118 134 132 303 304 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,302 COMMITMENTS 1,624 883 198 1,174 2,217 2,996 3,298 1,306 1,004 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -692) -329 -103 -384 94 -213 -619 -700 -73 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.7 20.5 4.6 27.3 51.5 69.6 76.7 30.4 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 27 6 7 14 18 44 28 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,212 COMMITMENTS 15,867 13,779 12,362 17,576 11,284 45,806 37,425 7,406 15,787 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 574) -188 -1,459 713 421 337 946 -409 -373 982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 25.9 23.2 33.0 21.2 86.1 70.3 13.9 29.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 58 54 49 80 71 160 158 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 42,000 COMMITMENTS 1,666 17,529 6,686 32,746 14,040 41,099 38,256 902 3,745 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 43) -165 348 21 186 141 41 509 2 -467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 41.7 15.9 78.0 33.4 97.9 91.1 2.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 7 34 26 25 28 55 65 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,343 COMMITMENTS 16,470 10,530 0 17,917 24,221 34,387 34,751 956 592 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -464) -83 -635 0 -362 52 -445 -583 -19 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 29.8 0.0 50.7 68.5 97.3 98.3 2.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 2 0 6 9 12 11 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,671 COMMITMENTS 39,440 28,454 10,693 52,181 70,520 102,314 109,667 30,357 23,004 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,992) -962 -6,988 616 60 2,413 -286 -3,958 -2,706 966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 21.4 8.1 39.3 53.2 77.1 82.7 22.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 29 23 20 24 26 62 60 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,225 COMMITMENTS 22,263 12,199 1,674 7,996 8,723 31,933 22,596 6,293 15,629 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,668) -1,122 -5,430 85 471 2,654 -566 -2,691 -2,103 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.2 31.9 4.4 20.9 22.8 83.5 59.1 16.5 40.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 10 11 5 10 12 23 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,971 COMMITMENTS 13,443 78,737 2,320 91,031 22,139 106,794 103,196 3,177 6,775 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,531) -136 -3,652 384 -1,513 2,712 -1,265 -556 -266 -975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 71.6 2.1 82.8 20.1 97.1 93.8 2.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 28 60 13 18 18 56 81 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 255,041 COMMITMENTS 42,504 83,754 33,904 154,559 100,429 230,967 218,087 24,074 36,954 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 29,248) 282 -9,233 15,098 9,365 22,919 24,745 28,784 4,503 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 32.8 13.3 60.6 39.4 90.6 85.5 9.4 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 30 40 24 27 35 70 86 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,761 COMMITMENTS 76,764 24,261 34,283 52,810 101,953 163,857 160,497 26,904 30,264 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 5,886) 4,022 -1,027 5,485 3,085 1,796 12,592 6,253 -6,706 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 12.7 18.0 27.7 53.4 85.9 84.1 14.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 36 37 22 26 35 75 81 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 428,876 COMMITMENTS 103,257 169,323 59,273 220,948 140,005 383,478 368,601 45,397 60,275 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 39,519) 17,897 21,633 10,881 12,967 6,976 41,745 39,490 -2,225 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 39.5 13.8 51.5 32.6 89.4 85.9 10.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 59 96 63 55 61 150 186 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,264 COMMITMENTS 8,971 3,337 160 9,159 21,107 18,290 24,604 9,974 3,660 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,868) -171 -247 -67 2,163 3,101 1,925 2,787 -57 -919 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 11.8 0.6 32.4 74.7 64.7 87.1 35.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 4 3 9 9 16 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,326 COMMITMENTS 18,513 5,797 1,165 9,215 22,213 28,893 29,175 1,433 1,151 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,241) 151 407 170 1,713 1,304 2,034 1,881 207 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.0 19.1 3.8 30.4 73.2 95.3 96.2 4.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 11 2 6 6 18 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,462 COMMITMENTS 29,798 32,624 24 8,594 8,316 38,416 40,964 5,046 2,498 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -100) -215 -434 -94 362 898 53 370 -153 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.6 75.1 0.1 19.8 19.1 88.4 94.3 11.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 43 20 1 7 11 51 31 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 17,761,526 COMMITMENTS 1218536 1147440 8023627 7692550 7459469 16934714 16630536 826,812 1130990 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -29,632) 18,281 -25,568 87,227 -107,582 -38,726 -2,074 22,934 -27,558 -52,566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 6.5 45.2 43.3 42.0 95.3 93.6 4.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 59 96 117 131 147 264 291 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 871,185 COMMITMENTS 105,277 89,319 105,689 550,270 557,029 761,236 752,037 109,950 119,148 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 41,076) -2,237 -4,548 -4,565 40,159 31,288 33,357 22,176 7,719 18,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 10.3 12.1 63.2 63.9 87.4 86.3 12.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647) 145 168 154 248 251 478 489 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 143,562 COMMITMENTS 10,767 7,471 23,433 75,827 67,781 110,027 98,684 33,535 44,878 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -4,949) 1,238 720 -11,991 7,757 -5,666 -2,995 -16,937 -1,954 11,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 5.2 16.3 52.8 47.2 76.6 68.7 23.4 31.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 18 18 26 40 32 74 61 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,638,117 COMMITMENTS 497,185 433,881 386,642 2372216 2446242 3256044 3266765 382,073 371,351 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 230,124) -5,550 -14,512 25,304 162,007 184,770 181,761 195,562 48,363 34,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 11.9 10.6 65.2 67.2 89.5 89.8 10.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624) 137 160 142 241 243 454 469 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 79,650 COMMITMENTS 19,222 2,569 171 49,517 73,914 68,910 76,654 10,740 2,996 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -3,676) -1,235 -989 -156 -1,682 -2,743 -3,073 -3,888 -603 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 3.2 0.2 62.2 92.8 86.5 96.2 13.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 14 6 2 47 36 62 43 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,018 COMMITMENTS 16,118 6,781 1,700 22,311 30,584 40,129 39,065 3,889 4,953 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,766) -4,787 1,253 260 3,687 -4,090 -840 -2,577 -926 811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 15.4 3.9 50.7 69.5 91.2 88.7 8.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 53 53 17 57 70 120 130 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 220,090 COMMITMENTS 80,590 33,904 8,500 111,556 152,921 200,647 195,325 19,443 24,765 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -8,831) -23,934 6,264 1,298 18,434 -20,449 -4,202 -12,887 -4,629 4,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 15.4 3.9 50.7 69.5 91.2 88.7 8.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 53 53 17 57 70 120 130 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 90,622 COMMITMENTS 31,985 32,658 15,351 19,580 22,934 66,917 70,943 23,705 19,678 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -7,529) -6,473 -12,077 1,817 -3,364 5,587 -8,020 -4,673 491 -2,856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 36.0 16.9 21.6 25.3 73.8 78.3 26.2 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 30 29 19 18 18 56 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 34,020 COMMITMENTS 11,415 4,704 0 16,462 22,845 27,877 27,549 6,143 6,471 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,541) 730 1,242 0 672 18 1,402 1,260 139 281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 13.8 0.0 48.4 67.2 81.9 81.0 18.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 13 5 0 14 12 27 17 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 75,447 COMMITMENTS 18,537 6,630 361 44,000 15,327 62,898 22,318 12,549 53,129 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 10,379) 5,710 3,157 -133 68 3,488 5,645 6,512 4,734 3,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 8.8 0.5 58.3 20.3 83.4 29.6 16.6 70.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 20 10 3 35 19 56 31
Updated July 1, 2016