BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,252 COMMITMENTS 975 1,269 900 4,308 4,177 6,184 6,346 1,068 906 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 406) 4 108 -8 307 287 304 388 102 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 17.5 12.4 59.4 57.6 85.3 87.5 14.7 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 5 7 16 18 26 26 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,989 COMMITMENTS 13,527 4,879 13,585 17,349 19,339 44,461 37,803 5,528 12,186 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,967) 507 514 661 785 712 1,953 1,887 14 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 9.8 27.2 34.7 38.7 88.9 75.6 11.1 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 22 21 29 34 28 71 63 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,788 COMMITMENTS 262 1,372 1,087 4,517 3,564 5,867 6,023 922 765 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 303) -16 193 46 246 31 276 270 28 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 20.2 16.0 66.5 52.5 86.4 88.7 13.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 13 10 24 21 35 35 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,164 COMMITMENTS 1,125 119 1,230 2,388 2,559 4,744 3,908 420 1,256 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 11) 26 -3 -10 0 21 17 7 -6 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 2.3 23.8 46.3 49.6 91.9 75.7 8.1 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 8 2 10 9 7 19 17 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,906 COMMITMENTS 83,131 40,726 67,497 91,206 115,756 241,834 223,979 19,072 36,927 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -31,505) -5,023 1,687 -23,569 -243 -2,204 -28,835 -24,085 -2,670 -7,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 15.6 25.9 35.0 44.4 92.7 85.8 7.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 92 95 95 83 89 226 232 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,238 COMMITMENTS 95,585 44,377 76,149 102,864 133,629 274,598 254,155 27,639 48,083 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 5,120) -33 1,526 5,078 -138 -1,751 4,907 4,852 212 267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 14.7 25.2 34.0 44.2 90.9 84.1 9.1 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377) 112 90 118 133 135 299 297 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,616 COMMITMENTS 3,200 1,159 485 521 2,873 4,207 4,517 1,410 1,099 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -104) 73 -111 -84 -112 100 -123 -95 20 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.0 20.6 8.6 9.3 51.2 74.9 80.4 25.1 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 34 10 9 17 25 55 42 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,113 COMMITMENTS 16,576 9,287 17,110 15,879 12,689 49,565 39,086 7,547 18,027 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -1,279) -1,046 -1,421 83 -568 -143 -1,530 -1,481 251 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 16.3 30.0 27.8 22.2 86.8 68.4 13.2 31.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 66 50 65 69 69 172 158 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,852 COMMITMENTS 1,240 13,672 5,688 26,205 12,053 33,134 31,414 718 2,438 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 329) 2 317 28 294 24 324 368 4 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 40.4 16.8 77.4 35.6 97.9 92.8 2.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 10 27 21 27 28 53 60 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,309 COMMITMENTS 15,892 7,943 0 16,396 25,000 32,288 32,943 1,021 366 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,122) 2,351 1,460 0 -319 706 2,032 2,166 90 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.7 23.8 0.0 49.2 75.1 96.9 98.9 3.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 9 3 0 7 9 16 12 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,052 COMMITMENTS 44,885 32,098 9,397 51,716 74,333 105,998 115,829 36,054 26,223 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 12,167) 1,014 4,296 2,669 2,626 9,312 6,310 16,278 5,857 -4,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 22.6 6.6 36.4 52.3 74.6 81.5 25.4 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 30 21 14 21 25 58 53 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,859 COMMITMENTS 19,950 21,976 1,226 14,045 5,143 35,221 28,345 9,638 16,514 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -395) -426 1,368 82 -2,198 217 -2,542 1,667 2,147 -2,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 49.0 2.7 31.3 11.5 78.5 63.2 21.5 36.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 14 7 9 10 22 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,934 COMMITMENTS 24,588 70,489 12,499 79,032 33,484 116,119 116,472 5,815 5,462 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -6,210) 4,715 -3,792 -431 -10,798 -1,617 -6,514 -5,841 304 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 57.8 10.3 64.8 27.5 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 41 56 20 21 24 78 87 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 280,622 COMMITMENTS 35,086 128,137 22,542 199,840 83,589 257,467 234,268 23,155 46,354 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 9,145) 947 5,790 900 7,072 -686 8,919 6,004 226 3,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 45.7 8.0 71.2 29.8 91.7 83.5 8.3 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127) 28 51 22 26 45 68 104 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 209,915 COMMITMENTS 84,494 31,623 28,698 66,223 114,004 179,416 174,326 30,499 35,589 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,796) 1,432 -5,220 2,985 -1,985 4,151 2,432 1,915 364 880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 15.1 13.7 31.5 54.3 85.5 83.0 14.5 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 28 39 20 31 36 71 83 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 438,077 COMMITMENTS 91,471 197,208 47,686 248,833 126,324 387,991 371,218 50,087 66,859 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 5,107) 2,143 -2,931 4,219 -6,566 3,233 -204 4,520 5,311 586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 45.0 10.9 56.8 28.8 88.6 84.7 11.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 62 89 52 59 63 146 181 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,599 COMMITMENTS 10,220 5,336 192 11,871 24,543 22,283 30,071 11,316 3,528 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 106) -594 109 7 826 305 239 421 -133 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 15.9 0.6 35.3 73.0 66.3 89.5 33.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 4 4 9 8 18 15 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,895 COMMITMENTS 18,252 17,886 23 6,741 8,165 25,016 26,074 1,879 821 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,054) 1,106 604 -24 -23 354 1,059 934 -5 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.9 66.5 0.1 25.1 30.4 93.0 96.9 7.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 15 10 1 5 5 20 16 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,268 COMMITMENTS 28,980 29,675 127 8,865 9,909 37,972 39,711 5,296 3,557 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,793) 666 748 -253 1,000 864 1,413 1,359 380 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.0 68.6 0.3 20.5 22.9 87.8 91.8 12.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 44 19 7 11 12 61 32 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 18,848,005 COMMITMENTS 1032053 1619443 7808474 9127606 8182259 17968133 17610176 879,871 1237829 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -525,658) -68,562 -23,863 -379,497 -105,077 -120,147 -553,136 -523,507 27,478 -2,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 8.6 41.4 48.4 43.4 95.3 93.4 4.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 59 100 121 136 145 272 294 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 974,464 COMMITMENTS 125,426 94,629 178,057 573,706 597,503 877,189 870,189 97,275 104,275 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 11,635) 4,511 -6,325 21,319 -13,839 -5,333 11,991 9,661 -356 1,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 9.7 18.3 58.9 61.3 90.0 89.3 10.0 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684) 162 174 168 263 267 512 523 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 228,935 COMMITMENTS 16,022 20,559 61,761 116,283 119,360 194,066 201,681 34,869 27,254 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -503) -1,117 -612 4,111 -3,508 -2,512 -514 986 11 -1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 9.0 27.0 50.8 52.1 84.8 88.1 15.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 17 21 29 39 38 75 70 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,727,645 COMMITMENTS 616,049 439,377 512,449 2287117 2390715 3415615 3342541 312,030 385,103 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 60,689) 41,236 -15,467 72,943 -51,654 -14,101 62,525 43,374 -1,836 17,315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 11.8 13.7 61.4 64.1 91.6 89.7 8.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660) 155 165 156 254 257 487 500 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 82,632 COMMITMENTS 24,874 1,825 95 45,299 76,554 70,268 78,474 12,364 4,158 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -567) -214 -774 -101 -72 -562 -387 -1,437 -180 870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 2.2 0.1 54.8 92.6 85.0 95.0 15.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 17 4 2 46 38 63 44 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,268 COMMITMENTS 32,346 6,927 3,129 22,073 48,228 57,548 58,283 6,720 5,985 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,573) 429 968 761 -387 -1,152 803 577 770 996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 10.8 4.9 34.3 75.0 89.5 90.7 10.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 86 52 22 73 76 168 141 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,341 COMMITMENTS 161,732 34,634 15,643 110,365 241,138 287,740 291,415 33,600 29,926 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 7,863) 2,146 4,840 3,803 -1,935 -5,759 4,014 2,884 3,848 4,979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 10.8 4.9 34.3 75.0 89.5 90.7 10.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 86 52 22 73 76 168 141 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,368 COMMITMENTS 69,194 26,569 14,967 15,379 67,110 99,540 108,646 32,828 23,722 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 12,911) 9,007 2,684 1,933 141 9,499 11,081 14,116 1,830 -1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.3 20.1 11.3 11.6 50.7 75.2 82.1 24.8 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 32 31 20 17 20 65 55 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 36,532 COMMITMENTS 9,493 2,393 18 18,022 28,599 27,533 31,010 8,999 5,522 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,191) 275 -38 0 369 27 644 -11 547 1,202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 6.6 0.0 49.3 78.3 75.4 84.9 24.6 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 9 5 1 14 12 23 18 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,703 COMMITMENTS 22,107 6,899 296 38,612 23,784 61,015 30,979 9,688 39,724 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,422) 2,247 -1,970 109 -287 3,868 2,069 2,007 353 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 9.8 0.4 54.6 33.6 86.3 43.8 13.7 56.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 26 13 5 32 23 60 39
Updated August 19, 2016