BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,594 COMMITMENTS 1,323 1,368 979 4,253 4,311 6,555 6,658 1,039 936 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 253) -5 35 51 295 166 340 251 -88 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 18.0 12.9 56.0 56.8 86.3 87.7 13.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 8 7 16 19 25 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,798 COMMITMENTS 15,035 5,857 16,565 17,516 19,838 49,116 42,260 5,682 12,539 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,804) -45 135 1,204 704 56 1,863 1,396 -59 409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 10.7 30.2 32.0 36.2 89.6 77.1 10.4 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 26 20 34 33 29 77 66 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,182 COMMITMENTS 319 1,405 1,066 4,932 3,905 6,317 6,375 865 807 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 83) -41 65 41 98 22 98 128 -14 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 19.6 14.8 68.7 54.4 87.9 88.8 12.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 15 13 24 20 38 37 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,333 COMMITMENTS 1,237 88 1,150 2,515 2,801 4,903 4,039 430 1,294 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 86) -122 -34 90 93 19 61 75 25 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 1.6 21.6 47.2 52.5 91.9 75.7 8.1 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 9 1 9 9 7 18 17 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,408 COMMITMENTS 88,151 27,164 74,261 98,527 139,500 260,938 240,925 20,469 40,483 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -6,116) -5,086 5,410 1,465 392 -12,603 -3,229 -5,729 -2,887 -387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 9.7 26.4 35.0 49.6 92.7 85.6 7.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 101 75 101 95 99 251 230 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,904 COMMITMENTS 91,930 55,458 93,754 113,681 134,820 299,366 284,032 28,539 43,873 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 5,801) 1,242 -1,301 8,585 -1,108 1,068 8,719 8,352 -2,918 -2,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 16.9 28.6 34.7 41.1 91.3 86.6 8.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388) 114 100 124 135 137 304 312 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,587 COMMITMENTS 3,466 1,182 374 368 2,987 4,208 4,543 1,379 1,044 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 384) 221 -24 84 -8 205 297 265 87 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.0 21.2 6.7 6.6 53.5 75.3 81.3 24.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 35 11 8 13 25 53 40 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,110 COMMITMENTS 16,517 13,096 14,054 17,703 12,434 48,274 39,583 7,836 16,527 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 376) 10 -303 950 -709 115 250 762 126 -386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 23.3 25.0 31.6 22.2 86.0 70.5 14.0 29.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 59 58 54 76 68 164 158 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,246 COMMITMENTS 1,405 16,057 6,361 29,716 12,996 37,481 35,414 765 2,832 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 844) 2 462 337 472 299 811 1,097 33 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 42.0 16.6 77.7 34.0 98.0 92.6 2.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 7 34 21 28 28 54 64 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,406 COMMITMENTS 20,146 10,688 0 16,177 26,304 36,323 36,992 1,083 414 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,379) -1,277 -864 0 100 -504 -1,177 -1,368 -202 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.9 28.6 0.0 43.2 70.3 97.1 98.9 2.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 4 0 6 8 14 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,266 COMMITMENTS 44,717 19,915 8,627 50,169 74,607 103,513 103,149 31,754 32,117 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,757) 1,340 546 899 1,187 -3,790 3,425 -2,346 -668 5,102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 14.7 6.4 37.1 55.2 76.5 76.3 23.5 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 29 25 20 22 23 63 56 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,610 COMMITMENTS 27,025 26,387 1,222 19,666 4,985 47,913 32,594 6,697 22,016 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 10,690) 4,024 7,739 191 6,397 4 10,612 7,934 78 2,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.5 48.3 2.2 36.0 9.1 87.7 59.7 12.3 40.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 14 15 6 11 11 26 31 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,301 COMMITMENTS 24,139 70,658 12,659 79,540 29,877 116,338 113,195 3,963 7,106 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 16,185) -492 6,628 7,622 8,862 1,229 15,993 15,479 192 707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 58.7 10.5 66.1 24.8 96.7 94.1 3.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 33 61 18 22 19 69 87 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 267,385 COMMITMENTS 28,233 106,464 28,839 192,056 86,992 249,128 222,295 18,257 45,090 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 7,558) 991 7,121 1,186 6,934 505 9,111 8,811 -1,554 -1,254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 39.8 10.8 71.8 32.5 93.2 83.1 6.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 29 51 29 24 44 71 106 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 210,597 COMMITMENTS 68,949 35,007 34,079 81,019 105,403 184,048 174,489 26,549 36,107 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -531) -5,416 -1,506 -1,378 11,514 -651 4,720 -3,534 -5,251 3,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 16.6 16.2 38.5 50.0 87.4 82.9 12.6 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 27 41 23 29 40 72 88 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 470,462 COMMITMENTS 99,498 221,052 48,221 277,072 131,960 424,790 401,233 45,672 69,228 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 13,121) -4,106 9,052 -169 15,805 3,654 11,530 12,537 1,591 584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 47.0 10.2 58.9 28.0 90.3 85.3 9.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 63 99 57 60 64 148 196 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,147 COMMITMENTS 10,422 5,053 153 9,026 22,172 19,601 27,378 11,546 3,769 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -13) -16 -311 -5 -757 120 -778 -196 765 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 16.2 0.5 29.0 71.2 62.9 87.9 37.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 4 2 6 7 14 12 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,189 COMMITMENTS 16,826 5,316 333 7,489 19,831 24,648 25,480 1,541 709 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -10) -628 -658 82 503 547 -43 -29 33 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.2 20.3 1.3 28.6 75.7 94.1 97.3 5.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 14 7 1 4 6 18 14 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,825 COMMITMENTS 26,598 26,383 223 8,610 9,833 35,431 36,439 4,394 3,386 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,374) -2,558 -600 -125 1,581 -1,296 -1,102 -2,021 -272 647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.8 66.2 0.6 21.6 24.7 89.0 91.5 11.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 44 15 5 11 11 58 28 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,507,439 COMMITMENTS 1127200 1429156 8118896 8343437 7703500 17589533 17251552 917,906 1255887 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 326,082) -152,712 -232,309 282,962 196,716 267,343 326,965 317,996 -883 8,086 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 7.7 43.9 45.1 41.6 95.0 93.2 5.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 64 93 122 132 141 271 287 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 994,631 COMMITMENTS 130,084 99,855 163,802 593,408 615,801 887,293 879,457 107,338 115,173 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 8,402) 1,759 -5,534 5,591 3,051 10,573 10,400 10,630 -1,998 -2,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 10.0 16.5 59.7 61.9 89.2 88.4 10.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669) 151 170 165 263 267 502 515 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 250,391 COMMITMENTS 17,026 23,062 63,465 134,369 125,293 214,860 211,820 35,531 38,571 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 5,157) 1,184 -2,634 3,553 1,246 5,797 5,983 6,716 -826 -1,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 9.2 25.3 53.7 50.0 85.8 84.6 14.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 19 14 26 41 38 73 66 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,721,201 COMMITMENTS 618,962 437,638 448,010 2295193 2452540 3362166 3338188 359,035 383,013 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 16,226) 10,028 -7,345 3,033 9,024 23,881 22,086 19,570 -5,860 -3,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 11.8 12.0 61.7 65.9 90.4 89.7 9.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646) 142 164 153 252 257 475 493 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 80,811 COMMITMENTS 22,780 2,911 581 45,137 73,883 68,498 77,375 12,313 3,436 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 714) 1,813 391 493 -1,918 157 388 1,041 326 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 3.6 0.7 55.9 91.4 84.8 95.7 15.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 17 8 2 47 39 64 49 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,968 COMMITMENTS 29,253 5,506 1,840 22,333 46,949 53,426 54,294 5,542 4,673 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 5,219) 4,493 -227 203 473 5,021 5,170 4,997 49 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 9.3 3.1 37.9 79.6 90.6 92.1 9.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 74 50 20 67 78 149 140 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,838 COMMITMENTS 146,264 27,529 9,198 111,667 234,744 267,129 271,471 27,708 23,366 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 26,096) 22,465 -1,136 1,017 2,367 25,103 25,849 24,984 247 1,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 9.3 3.1 37.9 79.6 90.6 92.1 9.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 74 50 20 67 78 149 140 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,033 COMMITMENTS 56,544 24,134 14,781 16,794 51,237 88,119 90,152 25,913 23,880 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -3,900) -4,673 -2,736 475 -858 -1,465 -5,056 -3,726 1,155 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 21.2 13.0 14.7 44.9 77.3 79.1 22.7 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 29 31 22 17 18 62 55 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 35,753 COMMITMENTS 9,954 3,643 60 17,834 28,138 27,848 31,841 7,905 3,912 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,665) -2,748 -629 22 289 888 -2,437 281 772 -1,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 10.2 0.2 49.9 78.7 77.9 89.1 22.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 10 5 1 15 10 25 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,100 COMMITMENTS 21,387 12,855 380 45,852 11,575 67,619 24,810 8,481 51,290 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -5,862) -1,510 -430 -258 -3,126 -2,417 -4,894 -3,105 -968 -2,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 16.9 0.5 60.3 15.2 88.9 32.6 11.1 67.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 29 9 3 35 15 66 25
Updated July 29, 2016