BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY 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: 5,887 COMMITMENTS 751 1,471 375 3,877 3,285 5,003 5,131 884 756 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 336) 10 159 -54 276 227 232 332 104 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 25.0 6.4 65.9 55.8 85.0 87.2 15.0 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 6 6 15 13 24 20 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY 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: 29,485 COMMITMENTS 14,167 7,744 457 11,378 14,058 26,002 22,259 3,483 7,226 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,300) 678 835 -112 690 607 1,256 1,330 44 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.0 26.3 1.5 38.6 47.7 88.2 75.5 11.8 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 21 21 14 25 25 55 51 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY 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: 5,219 COMMITMENTS 336 1,152 489 3,651 2,953 4,476 4,594 743 625 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 261) -28 188 45 208 10 225 243 36 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 22.1 9.4 70.0 56.6 85.8 88.0 14.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 10 9 19 19 30 32 CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644 FUTURES ONLY 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: 3,506 COMMITMENTS 1,007 486 341 2,031 2,220 3,379 3,047 127 459 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 8) 7 -13 0 0 21 7 8 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 13.9 9.7 57.9 63.3 96.4 86.9 3.6 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 5 9 7 3 17 12 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY 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: 206,776 COMMITMENTS 82,014 60,984 26,591 81,440 89,508 190,045 177,083 16,731 29,693 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -13,045) -9,455 -1,955 -4,176 1,110 -1,273 -12,521 -7,404 -524 -5,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 29.5 12.9 39.4 43.3 91.9 85.6 8.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 82 94 76 61 83 189 213 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY 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: 241,313 COMMITMENTS 94,215 60,354 32,742 91,165 111,366 218,122 204,462 23,191 36,851 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,553) -37 2,613 2,431 -747 -2,626 1,647 2,418 -94 -865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 25.0 13.6 37.8 46.2 90.4 84.7 9.6 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 89 102 80 96 119 228 271 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY 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: 5,332 COMMITMENTS 3,229 1,249 248 480 2,773 3,957 4,270 1,375 1,062 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -76) 88 -111 -68 -112 110 -92 -69 16 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.6 23.4 4.7 9.0 52.0 74.2 80.1 25.8 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 32 9 5 11 24 46 37 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY 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: 44,251 COMMITMENTS 16,158 12,108 8,283 13,322 9,965 37,763 30,356 6,488 13,895 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -1,234) -798 -1,264 103 -731 -73 -1,426 -1,234 192 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 27.4 18.7 30.1 22.5 85.3 68.6 14.7 31.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 57 48 49 48 56 133 137 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY 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: 24,449 COMMITMENTS 1,635 13,173 632 21,658 9,312 23,925 23,117 524 1,332 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 363) 55 423 -24 322 -40 353 359 10 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 53.9 2.6 88.6 38.1 97.9 94.6 2.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 12 20 11 21 23 41 46 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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: 124,610 COMMITMENTS 46,118 33,645 688 43,388 66,154 90,194 100,487 34,416 24,123 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 8,814) 2,471 5,364 68 752 7,981 3,291 13,413 5,523 -4,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 27.0 0.6 34.8 53.1 72.4 80.6 27.6 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 29 20 6 15 22 46 46 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY 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: 42,786 COMMITMENTS 19,996 21,541 971 13,157 4,640 34,124 27,152 8,662 15,634 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -619) -430 1,222 95 -1,814 614 -2,149 1,931 1,530 -2,550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 50.3 2.3 30.8 10.8 79.8 63.5 20.2 36.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 14 6 8 9 20 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY 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: 120,749 COMMITMENTS 24,542 70,265 11,901 78,627 33,325 115,070 115,491 5,679 5,258 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -6,883) 4,579 -4,060 -602 -11,097 -1,695 -7,120 -6,357 237 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 58.2 9.9 65.1 27.6 95.3 95.6 4.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 41 55 16 19 24 74 84 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY 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: 248,568 COMMITMENTS 35,890 130,128 4,935 187,068 69,903 227,893 204,966 20,675 43,602 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 5,138) 367 4,523 -519 5,295 -1,279 5,143 2,725 -5 2,413 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 52.4 2.0 75.3 28.1 91.7 82.5 8.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 30 46 11 23 40 59 91 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY 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: 165,905 COMMITMENTS 88,273 32,267 2,375 46,280 99,196 136,928 133,838 28,977 32,067 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -1,106) 1,554 -5,621 529 -3,339 3,853 -1,256 -1,239 150 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.2 19.4 1.4 27.9 59.8 82.5 80.7 17.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 30 35 11 26 31 60 73 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY 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: 366,037 COMMITMENTS 103,060 195,568 8,471 208,203 99,798 319,734 303,837 46,303 62,200 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -2,656) 2,618 -3,273 803 -10,781 328 -7,360 -2,142 4,704 -514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 53.4 2.3 56.9 27.3 87.4 83.0 12.6 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 69 79 35 54 56 133 162 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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: 11,045,192 COMMITMENTS 898,016 1644269 2333822 6983837 5900403 10215675 9878494 829,517 1166698 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -34,635) -61,904 -13,502 -10,841 8,535 -11,426 -64,210 -35,769 29,575 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 14.9 21.1 63.2 53.4 92.5 89.4 7.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 36 84 94 123 137 225 257 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY 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: 682,836 COMMITMENTS 126,523 88,046 28,968 442,660 477,395 598,151 594,408 84,685 88,428 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 6,399) 2,872 -3,216 2,480 2,185 6,564 7,537 5,828 -1,138 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 12.9 4.2 64.8 69.9 87.6 87.0 12.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620) 129 149 69 235 250 398 434 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY 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: 94,253 COMMITMENTS 14,558 6,883 25 50,839 66,416 65,422 73,324 28,831 20,929 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,008) -752 3,823 0 3,415 689 2,663 4,512 -655 -2,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 7.3 0.0 53.9 70.5 69.4 77.8 30.6 22.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 16 4 1 28 24 44 29 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY 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: 2,942,915 COMMITMENTS 611,000 456,989 93,539 1959106 2054894 2663645 2605422 279,270 337,493 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 21,957) 31,035 -22,281 -513 -6,151 29,373 24,371 6,579 -2,414 15,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 15.5 3.2 66.6 69.8 90.5 88.5 9.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613) 126 149 66 227 241 384 425 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY 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: 82,631 COMMITMENTS 24,874 1,825 95 45,298 76,554 70,267 78,474 12,364 4,157 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 TRADERS 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+ FUTURES ONLY 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: 59,338 COMMITMENTS 32,694 7,105 366 19,799 46,129 52,859 53,600 6,479 5,738 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,497) 572 1,312 36 222 -794 831 554 667 943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.1 12.0 0.6 33.4 77.7 89.1 90.3 10.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 82 49 14 67 74 154 132 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY 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: 296,690 COMMITMENTS 163,469 35,523 1,832 98,995 230,645 264,296 268,000 32,394 28,690 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 7,487) 2,862 6,561 182 1,110 -3,971 4,154 2,772 3,333 4,715 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.1 12.0 0.6 33.4 77.7 89.1 90.3 10.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 82 49 14 67 74 154 132 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY 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: 112,135 COMMITMENTS 68,945 27,832 2,690 9,177 60,033 80,812 90,555 31,323 21,580 CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 10,076) 9,359 3,130 15 -1,001 7,459 8,373 10,604 1,703 -528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.5 24.8 2.4 8.2 53.5 72.1 80.8 27.9 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 33 27 12 14 19 56 49 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY 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 TRADERS 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 FUTURES ONLY 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 TRADERS 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