BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,449 COMMITMENTS 1,096 1,738 683 3,774 3,216 5,553 5,636 896 812 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 77) 99 197 -50 -52 -130 -3 17 80 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 26.9 10.6 58.5 49.9 86.1 87.4 13.9 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 11 7 21 18 31 30 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 60,305 COMMITMENTS 21,612 7,044 16,888 16,166 24,105 54,666 48,037 5,639 12,268 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 5,330) 1,081 359 2,150 1,532 2,975 4,763 5,485 567 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 11.7 28.0 26.8 40.0 90.6 79.7 9.4 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 35 18 33 34 34 80 74 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,947 COMMITMENTS 491 731 2,005 3,858 3,501 6,354 6,237 593 710 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 193) 20 -28 7 209 198 237 178 -44 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 10.5 28.9 55.5 50.4 91.5 89.8 8.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 11 12 25 21 39 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,394 COMMITMENTS 79,293 33,735 106,856 77,939 99,683 264,088 240,274 17,307 41,121 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 272) 2,163 -13,734 -451 811 11,413 2,523 -2,772 -2,251 3,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 12.0 38.0 27.7 35.4 93.8 85.4 6.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 98 105 127 75 88 248 254 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 350,418 COMMITMENTS 121,724 23,483 87,584 110,089 179,623 319,397 290,690 31,021 59,728 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 12,296) 5,924 -1,789 4,187 3,086 9,036 13,197 11,434 -901 863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 6.7 25.0 31.4 51.3 91.1 83.0 8.9 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414) 138 84 135 135 156 339 319 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,946 COMMITMENTS 1,462 993 400 915 1,599 2,776 2,992 1,170 954 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -143) -132 168 -20 32 -247 -120 -99 -24 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 25.2 10.1 23.2 40.5 70.3 75.8 29.7 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 18 8 10 15 20 37 35 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,140 COMMITMENTS 20,595 10,059 13,907 10,665 9,870 45,167 33,837 8,972 20,303 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -1,221) 1,325 -742 -251 -2,824 -1,741 -1,750 -2,734 529 1,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 18.6 25.7 19.7 18.2 83.4 62.5 16.6 37.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 53 50 69 50 64 148 151 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,030 COMMITMENTS 451 3,971 152 3,439 483 4,042 4,606 988 424 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 129) 6 138 -26 137 3 118 115 11 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 78.9 3.0 68.4 9.6 80.3 91.6 19.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 5 4 12 4 18 11 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,000 COMMITMENTS 1,623 15,916 5,207 23,376 8,631 30,206 29,753 794 1,246 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,050) -46 371 459 562 157 975 986 75 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 51.3 16.8 75.4 27.8 97.4 96.0 2.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 12 20 16 26 22 48 48 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,952 COMMITMENTS 20,962 134 3,539 14,708 36,576 39,209 40,249 1,743 703 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 6,453) -451 134 1,718 4,681 4,569 5,948 6,421 505 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.2 0.3 8.6 35.9 89.3 95.7 98.3 4.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 11 1 2 11 11 23 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,515 COMMITMENTS 23,493 45,319 7,569 65,951 45,814 97,013 98,703 33,502 31,813 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,161) 2,640 5,642 -579 -4,194 -455 -2,133 4,608 4,294 -2,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 34.7 5.8 50.5 35.1 74.3 75.6 25.7 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 19 30 16 24 31 55 65 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,568 COMMITMENTS 5,135 30,917 6,389 49,501 5,749 61,025 43,056 6,543 24,512 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -2,027) -3,694 -4,424 4,353 -1,641 -125 -982 -196 -1,045 -1,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 45.8 9.5 73.3 8.5 90.3 63.7 9.7 36.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 23 10 13 9 26 36 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 156,839 COMMITMENTS 19,006 76,515 11,728 119,580 61,497 150,314 149,740 6,524 7,099 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,650) 356 3,741 -1,073 3,602 430 2,884 3,098 -235 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 48.8 7.5 76.2 39.2 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 36 54 14 23 24 70 84 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 261,376 COMMITMENTS 41,103 112,218 24,468 171,042 86,967 236,613 223,653 24,764 37,723 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -18,917) -2,599 -6,567 -5,211 -10,909 -6,971 -18,720 -18,749 -197 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 42.9 9.4 65.4 33.3 90.5 85.6 9.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 27 50 28 28 43 69 108 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 330,834 COMMITMENTS 62,131 124,712 30,071 217,363 130,597 309,566 285,381 21,268 45,453 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 21,079) -3,167 22,464 -13,410 39,744 12,971 23,167 22,026 -2,088 -947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 37.7 9.1 65.7 39.5 93.6 86.3 6.4 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 28 62 24 32 41 74 114 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 516,828 COMMITMENTS 124,202 210,588 39,149 295,467 196,359 458,817 446,095 58,011 70,733 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -16,611) 5,265 -24,957 -18,182 -2,606 26,723 -15,524 -16,415 -1,087 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 40.7 7.6 57.2 38.0 88.8 86.3 11.2 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 70 95 50 59 66 151 190 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,065 COMMITMENTS 11,459 4,441 596 6,552 14,453 18,607 19,490 1,458 575 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 140) -1 233 -3 24 13 20 243 120 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.1 22.1 3.0 32.7 72.0 92.7 97.1 7.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 11 13 1 3 5 15 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 54,226 COMMITMENTS 29,402 33,104 2,034 18,064 15,942 49,500 51,080 4,726 3,146 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 5,486) 1,761 1,511 1,759 1,479 1,675 4,999 4,945 487 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.2 61.0 3.8 33.3 29.4 91.3 94.2 8.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 35 24 10 13 12 55 41 SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,270 COMMITMENTS 1,724 3,269 2,637 2,994 1,589 7,355 7,495 915 775 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,531) 168 115 1,552 613 703 2,333 2,370 198 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 39.5 31.9 36.2 19.2 88.9 90.6 11.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 4 5 8 6 18 14 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 25,373,889 COMMITMENTS 558,625 2538616 12366549 11843839 9221432 24769012 24126598 604,877 1247292 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 789,100) -124,202 -18,234 684,835 212,695 68,466 773,327 735,067 15,773 54,034 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 10.0 48.7 46.7 36.3 97.6 95.1 2.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 42 114 123 133 143 264 296 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 1,183,316 COMMITMENTS 94,429 121,112 267,009 684,349 651,310 1045786 1039430 137,530 143,886 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 242,196) 5,071 7,041 105,248 113,902 109,606 224,221 221,895 17,976 20,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 10.2 22.6 57.8 55.0 88.4 87.8 11.6 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661) 148 182 189 258 264 513 529 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 307,227 COMMITMENTS 27,619 29,134 100,194 136,191 123,789 264,005 253,117 43,222 54,110 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 108,665) 16,448 17,416 45,526 41,308 42,537 103,282 105,479 5,383 3,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 9.5 32.6 44.3 40.3 85.9 82.4 14.1 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 19 16 28 36 34 71 63 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 4,380,448 COMMITMENTS 442,917 568,760 725,203 2740787 2637603 3908907 3931566 471,540 448,882 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 667,654) 19,948 24,962 221,775 362,970 335,342 604,693 582,080 62,962 85,575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 13.0 16.6 62.6 60.2 89.2 89.8 10.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638) 143 172 178 252 256 492 509 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 108,843 COMMITMENTS 26,186 4,238 144 68,025 100,361 94,355 104,743 14,488 4,100 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 20,741) -944 490 30 19,473 20,124 18,559 20,644 2,182 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 3.9 0.1 62.5 92.2 86.7 96.2 13.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 17 7 3 50 39 69 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,386 COMMITMENTS 22,901 7,304 3,143 30,547 48,414 56,592 58,862 6,794 4,524 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 10,636) 2,762 -2,286 704 6,879 14,466 10,345 12,884 290 -2,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 11.5 5.0 48.2 76.4 89.3 92.9 10.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 72 55 26 73 78 158 146 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,930 COMMITMENTS 114,505 36,520 15,716 152,737 242,072 282,958 294,308 33,972 22,622 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 53,179) 13,810 -11,431 3,520 34,397 72,331 51,727 64,420 1,452 -11,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 11.5 5.0 48.2 76.4 89.3 92.9 10.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 72 55 26 73 78 158 146 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 103,371 COMMITMENTS 39,419 27,225 9,958 29,034 43,424 78,411 80,607 24,960 22,764 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -4,809) -6,939 -1,816 -1,966 3,185 1,342 -5,719 -2,440 910 -2,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 26.3 9.6 28.1 42.0 75.9 78.0 24.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 30 24 16 18 19 59 49 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,333 COMMITMENTS 7,583 6,368 0 15,359 17,594 22,942 23,962 7,391 6,371 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -20,123) -3,771 3,445 -1,465 -9,872 -21,269 -15,108 -19,289 -5,015 -834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 21.0 0.0 50.6 58.0 75.6 79.0 24.4 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 14 7 0 14 6 28 13 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,493 COMMITMENTS 9,675 18,657 1,486 34,457 14,369 45,618 34,512 7,875 18,981 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -34,868) -1,049 -3,638 -4,603 -14,037 -24,653 -19,689 -32,894 -15,179 -1,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 34.9 2.8 64.4 26.9 85.3 64.5 14.7 35.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 23 17 5 36 25 62 44
Updated December 16, 2016