BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,817 COMMITMENTS 1,214 1,416 998 4,542 4,371 6,755 6,785 1,062 1,031 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 223) -109 48 19 290 61 200 128 23 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 18.1 12.8 58.1 55.9 86.4 86.8 13.6 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 8 8 18 19 29 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,846 COMMITMENTS 15,352 5,843 16,912 17,904 20,310 50,167 43,065 5,679 12,781 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,048) 317 -13 347 388 472 1,051 805 -3 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 10.5 30.3 32.1 36.4 89.8 77.1 10.2 22.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 27 19 34 34 28 77 66 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,324 COMMITMENTS 343 1,419 1,041 5,056 4,012 6,439 6,471 885 853 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 142) 23 14 -25 124 107 122 96 20 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 19.4 14.2 69.0 54.8 87.9 88.4 12.1 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 12 13 24 21 38 37 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,635 COMMITMENTS 1,257 104 1,265 2,649 2,878 5,171 4,246 465 1,389 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 302) 20 16 115 134 77 268 207 34 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 1.8 22.4 47.0 51.1 91.8 75.4 8.2 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 3 10 9 7 19 17 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 291,455 COMMITMENTS 88,328 34,634 87,728 95,037 127,286 271,092 249,648 20,363 41,807 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 10,047) 177 7,470 13,467 -3,490 -12,214 10,154 8,723 -107 1,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 11.9 30.1 32.6 43.7 93.0 85.7 7.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 96 85 104 88 87 245 225 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,275 COMMITMENTS 97,072 49,073 91,715 110,248 140,348 299,035 281,136 28,240 46,139 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -629) 5,141 -6,385 -2,038 -3,433 5,528 -330 -2,896 -299 2,266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 15.0 28.0 33.7 42.9 91.4 85.9 8.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393) 117 95 132 139 142 317 316 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,572 COMMITMENTS 3,224 1,302 531 491 2,618 4,246 4,451 1,325 1,121 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -15) -242 120 157 123 -369 38 -92 -54 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.9 23.4 9.5 8.8 47.0 76.2 79.9 23.8 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 32 13 9 15 24 55 41 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,560 COMMITMENTS 17,010 12,363 15,368 17,392 13,073 49,771 40,804 7,790 16,756 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,450) 493 -733 1,315 -311 639 1,497 1,221 -46 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 21.5 26.7 30.2 22.7 86.5 70.9 13.5 29.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 57 56 59 80 75 171 164 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,020 COMMITMENTS 1,439 16,494 6,578 30,245 13,184 38,262 36,256 758 2,764 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 774) 34 437 217 530 188 780 842 -7 -68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 42.3 16.9 77.5 33.8 98.1 92.9 1.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 7 35 22 28 29 55 66 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,300 COMMITMENTS 15,822 7,557 0 16,491 25,389 32,313 32,946 987 354 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -4,106) -4,324 -3,131 0 314 -915 -4,010 -4,046 -96 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.5 22.7 0.0 49.5 76.2 97.0 98.9 3.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 2 0 7 8 17 10 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,412 COMMITMENTS 42,309 23,072 8,459 49,099 72,355 99,868 103,886 32,545 28,527 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -2,854) -2,408 3,157 -168 -1,069 -2,252 -3,645 737 791 -3,591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 17.4 6.4 37.1 54.6 75.4 78.5 24.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 29 25 18 22 23 59 58 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,164 COMMITMENTS 20,941 23,345 1,288 16,894 5,754 39,123 30,386 8,041 16,778 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -7,445) -6,084 -3,043 66 -2,772 769 -8,790 -2,208 1,345 -5,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 49.5 2.7 35.8 12.2 83.0 64.4 17.0 35.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 14 5 11 12 22 29 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,629 COMMITMENTS 23,967 76,007 12,530 88,034 32,478 124,531 121,014 4,098 7,614 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 8,328) -172 5,349 -130 8,494 2,600 8,193 7,820 135 509 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 59.1 9.7 68.4 25.2 96.8 94.1 3.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 35 62 18 22 18 70 87 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 269,797 COMMITMENTS 30,793 112,944 27,007 193,864 85,170 251,664 225,121 18,133 44,676 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,412) 2,560 6,480 -1,832 1,808 -1,821 2,536 2,826 -124 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 41.9 10.0 71.9 31.6 93.3 83.4 6.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 27 51 25 25 44 68 104 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 210,925 COMMITMENTS 70,636 33,483 35,170 76,384 105,993 182,190 174,646 28,735 36,279 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 328) 1,686 -1,524 1,091 -4,635 590 -1,858 157 2,186 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 15.9 16.7 36.2 50.3 86.4 82.8 13.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 33 40 25 30 39 76 91 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 449,286 COMMITMENTS 93,901 210,166 48,898 257,392 124,539 400,191 383,602 49,096 65,684 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -21,175) -5,597 -10,887 677 -19,680 -7,422 -24,599 -17,631 3,424 -3,544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 46.8 10.9 57.3 27.7 89.1 85.4 10.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 68 87 59 60 67 154 189 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 32,986 COMMITMENTS 10,663 5,298 159 10,467 23,959 21,289 29,416 11,697 3,570 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,839) 241 245 6 1,441 1,787 1,688 2,038 151 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 16.1 0.5 31.7 72.6 64.5 89.2 35.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 4 2 7 8 15 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,861 COMMITMENTS 16,343 16,440 23 6,061 6,867 22,427 23,330 1,434 531 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -2,328) -483 11,124 -310 -1,428 -12,964 -2,221 -2,150 -107 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.5 68.9 0.1 25.4 28.8 94.0 97.8 6.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 12 9 1 4 5 16 15 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,392 COMMITMENTS 27,049 26,832 327 7,911 9,898 35,287 37,057 5,105 3,335 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 567) 451 449 104 -699 65 -144 618 711 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.0 66.4 0.8 19.6 24.5 87.4 91.7 12.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 45 16 6 9 11 57 30 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,103 COMMITMENTS 1,962 3,477 23 2,233 731 4,218 4,231 885 872 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 68.1 0.5 43.8 14.3 82.7 82.9 17.3 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 5 10 1 5 2 11 12 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,349,032 COMMITMENTS 1012909 1338892 7781074 8699863 8009698 17493846 17129663 855,186 1219369 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -158,407) -114,291 -90,265 -337,823 356,426 306,198 -95,688 -121,889 -62,720 -36,518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 7.3 42.4 47.4 43.7 95.3 93.4 4.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 66 95 122 132 141 270 291 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 934,483 COMMITMENTS 124,616 97,807 138,899 568,190 589,593 831,705 826,299 102,779 108,185 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -60,147) -5,468 -2,047 -24,903 -25,218 -26,209 -55,588 -53,159 -4,559 -6,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 10.5 14.9 60.8 63.1 89.0 88.4 11.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 671) 155 171 166 261 266 503 517 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 206,218 COMMITMENTS 16,020 15,680 47,175 108,834 112,579 172,029 175,433 34,189 30,784 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -44,173) -1,006 -7,382 -16,290 -25,535 -12,714 -42,831 -36,386 -1,342 -7,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 7.6 22.9 52.8 54.6 83.4 85.1 16.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 23 14 26 42 38 75 69 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,641,330 COMMITMENTS 598,656 466,314 402,944 2296781 2385067 3298381 3254325 342,949 387,004 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -79,872) -20,306 28,677 -45,067 1,587 -67,473 -63,785 -83,863 -16,086 3,991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 12.8 11.1 63.1 65.5 90.6 89.4 9.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646) 145 164 153 251 257 476 494 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 81,991 COMMITMENTS 24,260 2,688 331 45,010 75,657 69,601 78,676 12,390 3,315 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,180) 1,480 -223 -250 -127 1,774 1,103 1,301 77 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 3.3 0.4 54.9 92.3 84.9 96.0 15.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 19 7 3 46 38 66 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,188 COMMITMENTS 32,014 6,000 2,031 21,517 48,069 55,562 56,100 5,626 5,088 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,221) 2,761 494 191 -816 1,121 2,136 1,806 85 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.3 9.8 3.3 35.2 78.6 90.8 91.7 9.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 83 51 25 71 81 163 148 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 305,942 COMMITMENTS 160,071 30,000 10,153 107,586 240,347 277,810 280,500 28,132 25,442 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 11,104) 13,807 2,471 954 -4,081 5,604 10,680 9,028 424 2,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.3 9.8 3.3 35.2 78.6 90.8 91.7 9.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 83 51 25 71 81 163 148 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,938 COMMITMENTS 59,449 26,912 13,500 16,102 52,876 89,051 93,288 28,887 24,650 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 3,905) 2,905 2,777 -1,280 -692 1,639 932 3,136 2,973 769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.4 22.8 11.4 13.7 44.8 75.5 79.1 24.5 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 35 29 23 18 21 68 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,017 COMMITMENTS 9,438 2,678 54 18,014 28,713 27,506 31,445 8,511 4,572 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 264) -516 -965 -6 180 575 -342 -396 606 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 7.4 0.1 50.0 79.7 76.4 87.3 23.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 4 1 15 11 26 16 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 71,526 COMMITMENTS 15,831 10,064 127 45,904 18,216 61,862 28,407 9,664 43,119 CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -4,574) -5,556 -2,791 -253 52 6,641 -5,757 3,597 1,183 -8,171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 14.1 0.2 64.2 25.5 86.5 39.7 13.5 60.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 23 18 4 34 21 60 40
Updated August 5, 2016