BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,622: 634 2,030 216 4,838 3,560 5,688 5,806: 934 816
Old : 6,622: 634 2,030 216 4,838 3,560 5,688 5,806: 934 816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 643: 23 313 -9 479 459 493 763: 150 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 30.7 3.3 73.1 53.8 85.9 87.7: 14.1 12.3
Old : 100.0: 9.6 30.7 3.3 73.1 53.8 85.9 87.7: 14.1 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 10 9 16 14 27 25:
Old : 36: 3 10 9 16 14 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 52.5 62.0 67.6 42.9 51.7 59.7 66.5
Old : 42.9 52.5 62.0 67.6 42.9 51.7 59.7 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 35,263: 20,775 12,148 869 10,973 11,626 32,617 24,643: 2,646 10,620
Old : 35,263: 20,775 12,148 869 10,973 11,626 32,617 24,643: 2,646 10,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 976: 369 190 271 167 207 807 668: 169 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 34.4 2.5 31.1 33.0 92.5 69.9: 7.5 30.1
Old : 100.0: 58.9 34.4 2.5 31.1 33.0 92.5 69.9: 7.5 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 13 32 21 23 18 48 60:
Old : 78: 13 32 21 23 18 48 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 25.2 73.9 39.0 57.6 25.1 72.9 38.5
Old : 58.4 25.2 73.9 39.0 57.6 25.1 72.9 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 8,029: 317 1,834 771 6,272 4,495 7,360 7,100: 669 929
Old : 8,029: 317 1,834 771 6,272 4,495 7,360 7,100: 669 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 172: 71 -116 83 30 194 184 161: -12 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 22.8 9.6 78.1 56.0 91.7 88.4: 8.3 11.6
Old : 100.0: 3.9 22.8 9.6 78.1 56.0 91.7 88.4: 8.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 14 14 20 21 35 40:
Old : 47: 6 14 14 20 21 35 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 35.1 62.8 52.2 48.1 32.6 62.0 46.2
Old : 48.1 35.1 62.8 52.2 48.1 32.6 62.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 196,308: 73,504 46,559 22,505 81,194 92,661 177,203 161,725: 19,105 34,583
Old : 178,374: 66,793 44,081 19,103 76,116 82,730 162,012 145,914: 16,362 32,460
Other: 17,934: 9,558 5,325 555 5,078 9,931 15,191 15,811: 2,743 2,123
: : :
: : Changes in Commitments from: February 23, 2016 :
: 1,976: 2,094 -333 -4,635 2,728 4,083 187 -885: 1,789 2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 23.7 11.5 41.4 47.2 90.3 82.4: 9.7 17.6
Old : 100.0: 37.4 24.7 10.7 42.7 46.4 90.8 81.8: 9.2 18.2
Other: 100.0: 53.3 29.7 3.1 28.3 55.4 84.7 88.2: 15.3 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 88 81 82 68 89 205 218:
Old : 282: 86 86 75 56 87 185 215:
Other: 101: 20 18 8 32 43 56 67:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 13.9 27.7 21.4 15.9 12.3 26.9 19.5
Old : 18.2 13.9 30.4 21.5 17.4 12.1 29.5 19.2
Other: 37.5 27.1 51.3 41.7 35.8 27.0 49.6 41.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 280,951: 78,988 65,094 48,209 122,481 120,445 249,678 233,748: 31,273 47,203
Old : 280,951: 78,988 65,094 48,209 122,481 120,445 249,678 233,748: 31,273 47,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 10,024: 8,439 469 1,192 480 5,284 10,111 6,945: -87 3,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 23.2 17.2 43.6 42.9 88.9 83.2: 11.1 16.8
Old : 100.0: 28.1 23.2 17.2 43.6 42.9 88.9 83.2: 11.1 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 95 99 126 117 145 295 320:
Old : 407: 95 99 126 117 145 295 320:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 15.8 24.8 23.4 15.1 14.8 23.1 21.7
Old : 16.2 15.8 24.8 23.4 15.1 14.8 23.1 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,336: 1,322 1,820 871 1,112 546 3,305 3,237: 1,031 1,099
Old : 4,336: 1,322 1,820 871 1,112 546 3,305 3,237: 1,031 1,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -316: -39 -249 -105 -252 -43 -396 -397: 80 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 42.0 20.1 25.6 12.6 76.2 74.7: 23.8 25.3
Old : 100.0: 30.5 42.0 20.1 25.6 12.6 76.2 74.7: 23.8 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 17 16 8 14 14 37 34:
Old : 56: 17 16 8 14 14 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 35.4 43.5 50.1 22.6 30.8 32.7 39.1
Old : 31.8 35.4 43.5 50.1 22.6 30.8 32.7 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,972: 13,835 10,022 7,276 12,423 7,510 33,534 24,808: 7,438 16,164
Old : 40,972: 13,835 10,022 7,276 12,423 7,510 33,534 24,808: 7,438 16,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 827: 325 -800 -57 521 681 789 -176: 38 1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 24.5 17.8 30.3 18.3 81.8 60.5: 18.2 39.5
Old : 100.0: 33.8 24.5 17.8 30.3 18.3 81.8 60.5: 18.2 39.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 43 57 50 51 55 127 138:
Old : 189: 43 57 50 51 55 127 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 11.4 27.3 18.4 15.3 10.5 23.9 15.2
Old : 17.6 11.4 27.3 18.4 15.3 10.5 23.9 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,775: 887 5,183 195 3,524 98 4,606 5,476: 1,169 299
Old : 5,775: 887 5,183 195 3,524 98 4,606 5,476: 1,169 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 120: 54 101 -3 37 -1 88 97: 32 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 89.7 3.4 61.0 1.7 79.8 94.8: 20.2 5.2
Old : 100.0: 15.4 89.7 3.4 61.0 1.7 79.8 94.8: 20.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 7 5 9 3 19 11:
Old : 22: 6 7 5 9 3 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 88.6 66.0 94.2 47.3 88.5 66.0 90.7
Old : 47.3 88.6 66.0 94.2 47.3 88.5 66.0 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 35,955: 3,995 23,189 575 30,853 9,493 35,423 33,257: 532 2,698
Old : 35,955: 3,995 23,189 575 30,853 9,493 35,423 33,257: 532 2,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 2,612: 254 1,428 148 2,215 838 2,617 2,414: -5 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 64.5 1.6 85.8 26.4 98.5 92.5: 1.5 7.5
Old : 100.0: 11.1 64.5 1.6 85.8 26.4 98.5 92.5: 1.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 15 24 12 24 20 43 52:
Old : 73: 15 24 12 24 20 43 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 56.1 75.7 71.4 52.6 56.1 75.4 71.3
Old : 52.7 56.1 75.7 71.4 52.6 56.1 75.4 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 29,983: 5,115 3,273 394 23,172 25,465 28,681 29,132: 1,302 851
Old : 29,983: 5,115 3,273 394 23,172 25,465 28,681 29,132: 1,302 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -314: -312 -720 353 -502 -7 -461 -374: 147 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 10.9 1.3 77.3 84.9 95.7 97.2: 4.3 2.8
Old : 100.0: 17.1 10.9 1.3 77.3 84.9 95.7 97.2: 4.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 2 1 9 10 20 13:
Old : 27: 11 2 1 9 10 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 75.9 85.8 92.9 73.7 73.3 83.1 87.5
Old : 74.7 75.9 85.8 92.9 73.7 73.3 83.1 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 159,107: 31,018 61,496 2,486 102,244 64,669 135,748 128,651: 23,359 30,456
Old : 159,107: 31,018 61,496 2,486 102,244 64,669 135,748 128,651: 23,359 30,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 1,186: -469 -6,931 43 1,632 7,558 1,206 670: -20 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 38.7 1.6 64.3 40.6 85.3 80.9: 14.7 19.1
Old : 100.0: 19.5 38.7 1.6 64.3 40.6 85.3 80.9: 14.7 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 19 31 11 20 22 43 60:
Old : 83: 19 31 11 20 22 43 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 38.8 67.4 52.2 54.0 38.7 66.3 52.1
Old : 55.0 38.8 67.4 52.2 54.0 38.7 66.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 47,634: 19,723 21,230 1,425 19,833 5,332 40,981 27,987: 6,653 19,647
Old : 47,634: 19,723 21,230 1,425 19,833 5,332 40,981 27,987: 6,653 19,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -204: -490 -1,304 -168 1,103 476 445 -996: -649 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 44.6 3.0 41.6 11.2 86.0 58.8: 14.0 41.2
Old : 100.0: 41.4 44.6 3.0 41.6 11.2 86.0 58.8: 14.0 41.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 13 5 13 12 20 27:
Old : 37: 4 13 5 13 12 20 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 38.8 70.0 46.2 56.1 36.5 69.5 43.7
Old : 56.4 38.8 70.0 46.2 56.1 36.5 69.5 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 141,104: 25,194 81,667 16,168 96,311 36,474 137,673 134,309: 3,431 6,795
Old : 141,104: 25,194 81,667 16,168 96,311 36,474 137,673 134,309: 3,431 6,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -4,527: -4,955 -1,341 -2,743 3,101 582 -4,597 -3,502: 70 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 57.9 11.5 68.3 25.8 97.6 95.2: 2.4 4.8
Old : 100.0: 17.9 57.9 11.5 68.3 25.8 97.6 95.2: 2.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 30 52 19 19 21 63 80:
Old : 116: 30 52 19 19 21 63 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 48.5 72.9 68.2 54.9 45.7 66.2 59.9
Old : 60.6 48.5 72.9 68.2 54.9 45.7 66.2 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 275,825: 38,965 78,343 5,206 214,139 151,755 258,310 235,304: 17,515 40,521
Old : 275,825: 38,965 78,343 5,206 214,139 151,755 258,310 235,304: 17,515 40,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 18,611: 3,486 9,796 -257 15,847 6,251 19,076 15,790: -465 2,821
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 28.4 1.9 77.6 55.0 93.6 85.3: 6.4 14.7
Old : 100.0: 14.1 28.4 1.9 77.6 55.0 93.6 85.3: 6.4 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 23 43 11 23 39 49 90:
Old : 114: 23 43 11 23 39 49 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 40.7 73.9 51.0 63.2 40.0 73.9 50.2
Old : 63.2 40.7 73.9 51.0 63.2 40.0 73.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 261,679: 94,070 34,445 7,192 132,993 191,615 234,255 233,252: 27,424 28,427
Old : 261,679: 94,070 34,445 7,192 132,993 191,615 234,255 233,252: 27,424 28,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 4,615: 1,694 -5,197 4,258 1,843 3,223 7,795 2,284: -3,180 2,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 13.2 2.7 50.8 73.2 89.5 89.1: 10.5 10.9
Old : 100.0: 35.9 13.2 2.7 50.8 73.2 89.5 89.1: 10.5 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 50 36 19 26 38 82 87:
Old : 132: 50 36 19 26 38 82 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 54.2 58.9 63.2 49.7 53.5 58.7 60.9
Old : 49.8 54.2 58.9 63.2 49.7 53.5 58.7 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 417,624: 103,965 172,506 8,298 260,901 174,403 373,164 355,207: 44,460 62,417
Old : 417,624: 103,965 172,506 8,298 260,901 174,403 373,164 355,207: 44,460 62,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -5,000: -3,601 18,083 620 1,947 -31,024 -1,034 -12,321: -3,966 7,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 41.3 2.0 62.5 41.8 89.4 85.1: 10.6 14.9
Old : 100.0: 24.9 41.3 2.0 62.5 41.8 89.4 85.1: 10.6 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 59 90 35 55 54 129 164:
Old : 229: 59 90 35 55 54 129 164:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 35.4 45.9 43.8 28.7 35.1 45.4 43.5
Old : 28.7 35.4 45.9 43.8 28.7 35.1 45.4 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 34,144: 14,810 793 196 8,030 29,320 23,036 30,309: 11,108 3,835
Old : 34,144: 14,810 793 196 8,030 29,320 23,036 30,309: 11,108 3,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -369: 83 0 -104 72 233 51 129: -420 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 2.3 0.6 23.5 85.9 67.5 88.8: 32.5 11.2
Old : 100.0: 43.4 2.3 0.6 23.5 85.9 67.5 88.8: 32.5 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 1 3 10 10 17 14:
Old : 21: 7 1 3 10 10 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 80.8 53.9 87.1 40.4 80.5 52.2 84.1
Old : 41.9 80.8 53.9 87.1 40.4 80.5 52.2 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 14,911: 6,839 5,370 535 6,471 7,530 13,845 13,435: 1,066 1,476
Old : 14,911: 6,839 5,370 535 6,471 7,530 13,845 13,435: 1,066 1,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 1,975: 1,224 950 342 412 532 1,978 1,824: -3 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 36.0 3.6 43.4 50.5 92.9 90.1: 7.1 9.9
Old : 100.0: 45.9 36.0 3.6 43.4 50.5 92.9 90.1: 7.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 15 2 3 5 9 21:
Old : 27: 5 15 2 3 5 9 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 55.7 92.0 69.7 64.6 55.7 86.5 68.8
Old : 67.4 55.7 92.0 69.7 64.6 55.7 86.5 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 31,473: 16,593 20,750 196 12,386 6,500 29,175 27,446: 2,298 4,027
Old : 31,473: 16,593 20,750 196 12,386 6,500 29,175 27,446: 2,298 4,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -1,145: 625 -1,833 25 -1,240 469 -590 -1,339: -555 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 65.9 0.6 39.4 20.7 92.7 87.2: 7.3 12.8
Old : 100.0: 52.7 65.9 0.6 39.4 20.7 92.7 87.2: 7.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 19 22 4 13 13 34 37:
Old : 62: 19 22 4 13 13 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 42.0 61.7 55.7 41.7 42.0 59.7 55.5
Old : 41.9 42.0 61.7 55.7 41.7 42.0 59.7 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,929,373: 1,645,177 2,114,456 1,809,771 6,681,953 5,866,768 10,136,901 9,790,995: 792,472 1,138,378
Old :10,929,373: 1,645,177 2,114,456 1,809,771 6,681,953 5,866,768 10,136,901 9,790,995: 792,472 1,138,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 300,226: -41,079 68,870 171,903 211,820 107,246 342,644 348,019: -42,418 -47,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.3 16.6 61.1 53.7 92.7 89.6: 7.3 10.4
Old : 100.0: 15.1 19.3 16.6 61.1 53.7 92.7 89.6: 7.3 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 36 88 97 123 141 233 262:
Old : 280: 36 88 97 123 141 233 262:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 20.4 40.7 29.6 22.3 13.6 32.9 19.2
Old : 25.8 20.4 40.7 29.6 22.3 13.6 32.9 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 776,246: 81,740 120,938 26,640 519,718 469,865 628,098 617,443: 148,148 158,803
Old : 776,246: 81,740 120,938 26,640 519,718 469,865 628,098 617,443: 148,148 158,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 15,134: 503 -2,344 1,765 4,664 10,172 6,932 9,594: 8,202 5,540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.6 3.4 67.0 60.5 80.9 79.5: 19.1 20.5
Old : 100.0: 10.5 15.6 3.4 67.0 60.5 80.9 79.5: 19.1 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 102 147 74 229 247 370 429:
Old : 585: 102 147 74 229 247 370 429:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 10.6 23.5 17.3 12.7 9.0 20.8 14.0
Old : 14.1 10.6 23.5 17.3 12.7 9.0 20.8 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 146,272: 11,726 12,640 843 102,900 43,326 115,469 56,809: 30,803 89,463
Old : 146,272: 11,726 12,640 843 102,900 43,326 115,469 56,809: 30,803 89,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 3,739: 715 1,208 1 269 -101 985 1,108: 2,754 2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 8.6 0.6 70.3 29.6 78.9 38.8: 21.1 61.2
Old : 100.0: 8.0 8.6 0.6 70.3 29.6 78.9 38.8: 21.1 61.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 9 9 4 34 27 45 38:
Old : 66: 9 9 4 34 27 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 15.5 52.0 24.0 35.9 14.7 50.9 22.6
Old : 36.6 15.5 52.0 24.0 35.9 14.7 50.9 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,149,871: 379,010 570,432 100,045 2,084,090 2,132,694 2,563,145 2,803,171: 586,726 346,700
Old : 3,149,871: 379,010 570,432 100,045 2,084,090 2,132,694 2,563,145 2,803,171: 586,726 346,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 56,976: 6,373 -10,327 1,390 21,974 51,367 29,737 42,430: 27,239 14,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 18.1 3.2 66.2 67.7 81.4 89.0: 18.6 11.0
Old : 100.0: 12.0 18.1 3.2 66.2 67.7 81.4 89.0: 18.6 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 100 147 69 220 241 357 420:
Old : 579: 100 147 69 220 241 357 420:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 12.9 24.9 20.6 13.3 12.9 22.0 19.5
Old : 15.3 12.9 24.9 20.6 13.3 12.9 22.0 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 95,249: 5,965 9,463 415 81,416 80,656 87,796 90,534: 7,453 4,715
Old : 95,249: 5,965 9,463 415 81,416 80,656 87,796 90,534: 7,453 4,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -2,884: -483 850 100 -2,850 -2,848 -3,233 -1,898: 349 -986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 9.9 0.4 85.5 84.7 92.2 95.0: 7.8 5.0
Old : 100.0: 6.3 9.9 0.4 85.5 84.7 92.2 95.0: 7.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 9 10 4 48 39 60 50:
Old : 89: 9 10 4 48 39 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 43.1 55.7 65.6 35.4 43.0 54.8 64.9
Old : 35.9 43.1 55.7 65.6 35.4 43.0 54.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 51,617: 12,650 9,870 1,472 33,246 35,084 47,368 46,425: 4,249 5,192
Old : 51,617: 12,650 9,870 1,472 33,246 35,084 47,368 46,425: 4,249 5,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -516: 1,018 -1,187 306 -2,367 766 -1,043 -115: 527 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 19.1 2.9 64.4 68.0 91.8 89.9: 8.2 10.1
Old : 100.0: 24.5 19.1 2.9 64.4 68.0 91.8 89.9: 8.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 48 56 17 54 74 111 138:
Old : 212: 48 56 17 54 74 111 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 21.6 50.8 37.5 43.3 21.2 50.7 37.1
Old : 43.3 21.6 50.8 37.5 43.3 21.2 50.7 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 258,086: 63,249 49,350 7,359 166,232 175,418 236,840 232,127: 21,246 25,959
Old : 258,086: 63,249 49,350 7,359 166,232 175,418 236,840 232,127: 21,246 25,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -2,581: 5,091 -5,936 1,529 -11,836 3,830 -5,216 -577: 2,635 -2,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 19.1 2.9 64.4 68.0 91.8 89.9: 8.2 10.1
Old : 100.0: 24.5 19.1 2.9 64.4 68.0 91.8 89.9: 8.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 48 56 17 54 74 111 138:
Old : 212: 48 56 17 54 74 111 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 21.6 50.8 37.5 43.3 21.2 50.7 37.1
Old : 43.3 21.6 50.8 37.5 43.3 21.2 50.7 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 122,911: 76,480 59,619 2,441 26,825 37,442 105,746 99,502: 17,165 23,409
Old : 122,911: 76,480 59,619 2,441 26,825 37,442 105,746 99,502: 17,165 23,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 3,385: 3,957 -3,329 166 918 6,942 5,041 3,779: -1,656 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 48.5 2.0 21.8 30.5 86.0 81.0: 14.0 19.0
Old : 100.0: 62.2 48.5 2.0 21.8 30.5 86.0 81.0: 14.0 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 21 37 14 18 17 49 58:
Old : 83: 21 37 14 18 17 49 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 39.2 64.7 52.2 53.1 39.2 64.7 52.1
Old : 53.1 39.2 64.7 52.2 53.1 39.2 64.7 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,667: 11,271 6,073 240 22,002 29,708 33,513 36,021: 7,154 4,646
Old : 40,667: 11,271 6,073 240 22,002 29,708 33,513 36,021: 7,154 4,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 574: -150 -412 -264 1,251 1,218 837 542: -263 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.9 0.6 54.1 73.1 82.4 88.6: 17.6 11.4
Old : 100.0: 27.7 14.9 0.6 54.1 73.1 82.4 88.6: 17.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 12 13 5 15 13 31 27:
Old : 51: 12 13 5 15 13 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 63.7 60.2 73.0 44.2 63.7 59.8 73.0
Old : 44.5 63.7 60.2 73.0 44.2 63.7 59.8 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 100,816: 32,534 9,268 1,073 56,599 24,071 90,206 34,412: 10,610 66,404
Old : 100,816: 32,534 9,268 1,073 56,599 24,071 90,206 34,412: 10,610 66,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -119: 719 -1,560 160 -493 2,663 386 1,263: -505 -1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.2 1.1 56.1 23.9 89.5 34.1: 10.5 65.9
Old : 100.0: 32.3 9.2 1.1 56.1 23.9 89.5 34.1: 10.5 65.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 30 13 8 35 24 69 42:
Old : 96: 30 13 8 35 24 69 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 14.9 35.8 21.0 25.1 12.9 35.8 17.9
Old : 25.1 14.9 35.8 21.0 25.1 12.9 35.8 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2016