BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 29, 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 : 6,708: 550 1,628 222 4,931 3,924 5,703 5,774: 1,005 934
Old : 6,708: 550 1,628 222 4,931 3,924 5,703 5,774: 1,005 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 135: -3 36 -20 140 111 117 127: 18 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 24.3 3.3 73.5 58.5 85.0 86.1: 15.0 13.9
Old : 100.0: 8.2 24.3 3.3 73.5 58.5 85.0 86.1: 15.0 13.9
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 : 37: 3 9 8 16 16 27 26:
Old : 37: 3 9 8 16 16 27 26:
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 : 45.4 45.6 61.2 62.9 45.4 44.4 61.0 61.3
Old : 45.4 45.6 61.2 62.9 45.4 44.4 61.0 61.3
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 29, 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 : 33,348: 18,572 11,141 1,227 10,681 10,860 30,480 23,228: 2,868 10,120
Old : 33,348: 18,572 11,141 1,227 10,681 10,860 30,480 23,228: 2,868 10,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 307: -25 42 106 168 9 249 157: 58 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 33.4 3.7 32.0 32.6 91.4 69.7: 8.6 30.3
Old : 100.0: 55.7 33.4 3.7 32.0 32.6 91.4 69.7: 8.6 30.3
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 : 78: 15 33 17 22 17 45 59:
Old : 78: 15 33 17 22 17 45 59:
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 : 54.9 24.7 71.0 37.1 53.4 24.5 68.3 36.3
Old : 54.9 24.7 71.0 37.1 53.4 24.5 68.3 36.3
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 29, 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 : 6,648: 278 1,747 499 5,232 3,451 6,009 5,697: 639 951
Old : 6,648: 278 1,747 499 5,232 3,451 6,009 5,697: 639 951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 69: -13 209 -13 97 -115 71 81: -2 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 26.3 7.5 78.7 51.9 90.4 85.7: 9.6 14.3
Old : 100.0: 4.2 26.3 7.5 78.7 51.9 90.4 85.7: 9.6 14.3
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 : 44: 5 13 13 19 21 33 38:
Old : 44: 5 13 13 19 21 33 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 : 54.0 28.0 68.3 44.7 54.0 26.5 68.1 40.2
Old : 54.0 28.0 68.3 44.7 54.0 26.5 68.1 40.2
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 29, 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 : 234,354: 96,474 45,869 31,403 86,061 120,195 213,938 197,467: 20,416 36,887
Old : 207,278: 88,629 41,362 26,751 75,238 105,614 190,618 173,727: 16,660 33,551
Other: 27,076: 11,867 8,529 630 10,823 14,581 23,320 23,740: 3,756 3,336
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,370: -4 -1,476 576 2,666 3,659 3,238 2,759: 132 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 19.6 13.4 36.7 51.3 91.3 84.3: 8.7 15.7
Old : 100.0: 42.8 20.0 12.9 36.3 51.0 92.0 83.8: 8.0 16.2
Other: 100.0: 43.8 31.5 2.3 40.0 53.9 86.1 87.7: 13.9 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 104 66 88 63 96 224 216:
Old : 293: 98 72 81 47 94 198 213:
Other: 121: 26 20 11 41 48 71 76:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 16.6 24.1 24.4 14.0 14.7 24.1 21.7
Old : 15.1 17.3 26.6 24.9 15.1 15.1 26.5 22.3
Other: 27.3 24.8 41.4 38.0 27.0 24.8 39.6 36.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 29, 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 : 293,880: 86,708 58,970 56,641 118,096 133,295 261,445 248,906: 32,435 44,974
Old : 293,880: 86,708 58,970 56,641 118,096 133,295 261,445 248,906: 32,435 44,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -2,619: -5,841 4,445 1,407 2,281 -4,626 -2,153 1,226: -466 -3,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 20.1 19.3 40.2 45.4 89.0 84.7: 11.0 15.3
Old : 100.0: 29.5 20.1 19.3 40.2 45.4 89.0 84.7: 11.0 15.3
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 : 399: 95 86 112 115 156 281 311:
Old : 399: 95 86 112 115 156 281 311:
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 : 14.7 13.6 23.9 21.3 12.5 13.4 20.7 19.8
Old : 14.7 13.6 23.9 21.3 12.5 13.4 20.7 19.8
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 29, 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 : 4,892: 2,277 1,236 565 584 2,171 3,426 3,972: 1,466 920
Old : 4,892: 2,277 1,236 565 584 2,171 3,426 3,972: 1,466 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 345: 196 -65 63 69 493 328 491: 17 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 25.3 11.5 11.9 44.4 70.0 81.2: 30.0 18.8
Old : 100.0: 46.5 25.3 11.5 11.9 44.4 70.0 81.2: 30.0 18.8
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 : 68: 30 11 6 12 22 46 36:
Old : 68: 30 11 6 12 22 46 36:
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 : 19.0 34.1 29.9 49.6 16.0 32.6 25.3 44.8
Old : 19.0 34.1 29.9 49.6 16.0 32.6 25.3 44.8
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 29, 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 : 38,738: 13,968 10,581 6,427 11,568 7,235 31,963 24,243: 6,775 14,495
Old : 38,738: 13,968 10,581 6,427 11,568 7,235 31,963 24,243: 6,775 14,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -3,094: -2,275 -904 479 -1,007 -1,541 -2,803 -1,966: -291 -1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 27.3 16.6 29.9 18.7 82.5 62.6: 17.5 37.4
Old : 100.0: 36.1 27.3 16.6 29.9 18.7 82.5 62.6: 17.5 37.4
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 : 187: 44 55 49 46 55 121 139:
Old : 187: 44 55 49 46 55 121 139:
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 : 17.2 11.6 26.2 19.3 14.4 10.4 22.7 17.4
Old : 17.2 11.6 26.2 19.3 14.4 10.4 22.7 17.4
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 29, 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 : 35,771: 3,757 21,950 800 30,492 10,207 35,049 32,957: 722 2,814
Old : 35,771: 3,757 21,950 800 30,492 10,207 35,049 32,957: 722 2,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 469: 159 160 10 274 326 443 496: 26 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 61.4 2.2 85.2 28.5 98.0 92.1: 2.0 7.9
Old : 100.0: 10.5 61.4 2.2 85.2 28.5 98.0 92.1: 2.0 7.9
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 : 77: 10 34 12 22 20 41 57:
Old : 77: 10 34 12 22 20 41 57:
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 : 51.5 52.5 75.0 68.1 51.3 52.4 74.8 68.0
Old : 51.5 52.5 75.0 68.1 51.3 52.4 74.8 68.0
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 29, 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 : 27,133: 5,907 2,903 0 20,546 23,773 26,453 26,676: 680 457
Old : 27,133: 5,907 2,903 0 20,546 23,773 26,453 26,676: 680 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -120: -13 111 0 -150 -37 -163 74: 43 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 10.7 0.0 75.7 87.6 97.5 98.3: 2.5 1.7
Old : 100.0: 21.8 10.7 0.0 75.7 87.6 97.5 98.3: 2.5 1.7
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 : 24: 7 3 0 7 11 14 14:
Old : 24: 7 3 0 7 11 14 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 : 85.2 70.5 93.5 87.1 85.2 70.5 92.4 86.3
Old : 85.2 70.5 93.5 87.1 85.2 70.5 92.4 86.3
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 29, 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 : 101,099: 28,146 34,326 1,149 45,660 42,001 74,955 77,476: 26,144 23,623
Old : 101,099: 28,146 34,326 1,149 45,660 42,001 74,955 77,476: 26,144 23,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 2,102: 6,339 -2,490 3 -1,225 4,775 5,117 2,288: -3,015 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 34.0 1.1 45.2 41.5 74.1 76.6: 25.9 23.4
Old : 100.0: 27.8 34.0 1.1 45.2 41.5 74.1 76.6: 25.9 23.4
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 : 81: 24 23 7 18 25 44 53:
Old : 81: 24 23 7 18 25 44 53:
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 : 39.7 30.3 50.5 44.9 39.0 30.2 49.8 44.7
Old : 39.7 30.3 50.5 44.9 39.0 30.2 49.8 44.7
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 29, 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 : 35,601: 17,932 13,285 751 8,154 5,003 26,837 19,039: 8,764 16,562
Old : 35,601: 17,932 13,285 751 8,154 5,003 26,837 19,039: 8,764 16,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -2,055: -1,459 -1,920 28 -1,235 635 -2,666 -1,257: 611 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 37.3 2.1 22.9 14.1 75.4 53.5: 24.6 46.5
Old : 100.0: 50.4 37.3 2.1 22.9 14.1 75.4 53.5: 24.6 46.5
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 : 41: 10 14 4 12 9 24 25:
Old : 41: 10 14 4 12 9 24 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 : 41.9 27.7 55.7 35.3 41.9 27.7 55.3 35.0
Old : 41.9 27.7 55.7 35.3 41.9 27.7 55.3 35.0
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 29, 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 : 109,067: 33,005 73,801 701 71,159 29,298 104,865 103,800: 4,202 5,267
Old : 109,067: 33,005 73,801 701 71,159 29,298 104,865 103,800: 4,202 5,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,672: 4,455 -445 -34 -550 3,580 3,871 3,101: -199 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 67.7 0.6 65.2 26.9 96.1 95.2: 3.9 4.8
Old : 100.0: 30.3 67.7 0.6 65.2 26.9 96.1 95.2: 3.9 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 : 108: 39 38 7 13 21 58 60:
Old : 108: 39 38 7 13 21 58 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 : 66.2 43.7 78.6 61.4 66.2 43.7 78.6 61.4
Old : 66.2 43.7 78.6 61.4 66.2 43.7 78.6 61.4
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 29, 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 : 250,444: 38,926 78,954 3,424 193,799 133,293 236,149 215,671: 14,295 34,773
Old : 250,444: 38,926 78,954 3,424 193,799 133,293 236,149 215,671: 14,295 34,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 4,222: 400 2,705 742 2,465 1,749 3,607 5,196: 615 -974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 31.5 1.4 77.4 53.2 94.3 86.1: 5.7 13.9
Old : 100.0: 15.5 31.5 1.4 77.4 53.2 94.3 86.1: 5.7 13.9
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 : 111: 25 39 11 26 36 55 82:
Old : 111: 25 39 11 26 36 55 82:
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 : 60.9 42.2 73.9 55.8 60.9 41.5 73.6 54.9
Old : 60.9 42.2 73.9 55.8 60.9 41.5 73.6 54.9
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 29, 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 : 148,292: 84,870 30,483 2,093 32,118 92,081 119,081 124,657: 29,211 23,635
Old : 148,292: 84,870 30,483 2,093 32,118 92,081 119,081 124,657: 29,211 23,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,871: 2,058 1,017 -79 -147 2,305 1,832 3,243: 39 -1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 20.6 1.4 21.7 62.1 80.3 84.1: 19.7 15.9
Old : 100.0: 57.2 20.6 1.4 21.7 62.1 80.3 84.1: 19.7 15.9
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 : 114: 40 28 8 26 35 69 68:
Old : 114: 40 28 8 26 35 69 68:
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 36.0 46.2 47.7 35.9 35.9 46.0 45.5
Old : 35.9 36.0 46.2 47.7 35.9 35.9 46.0 45.5
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 29, 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 : 330,090: 93,726 157,537 6,047 178,491 111,140 278,264 274,724: 51,826 55,366
Old : 330,090: 93,726 157,537 6,047 178,491 111,140 278,264 274,724: 51,826 55,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 5,780: 2,392 150 -767 1,541 7,214 3,166 6,597: 2,614 -817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 47.7 1.8 54.1 33.7 84.3 83.2: 15.7 16.8
Old : 100.0: 28.4 47.7 1.8 54.1 33.7 84.3 83.2: 15.7 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 : 215: 56 82 26 52 56 120 153:
Old : 215: 56 82 26 52 56 120 153:
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 : 29.1 25.4 45.0 35.4 28.5 25.4 44.0 35.4
Old : 29.1 25.4 45.0 35.4 28.5 25.4 44.0 35.4
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 29, 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 : 31,644: 13,819 2,734 177 7,553 24,969 21,549 27,880: 10,095 3,764
Old : 31,644: 13,819 2,734 177 7,553 24,969 21,549 27,880: 10,095 3,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -13: 78 -134 -29 -115 521 -66 358: 53 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 8.6 0.6 23.9 78.9 68.1 88.1: 31.9 11.9
Old : 100.0: 43.7 8.6 0.6 23.9 78.9 68.1 88.1: 31.9 11.9
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 : 24: 9 3 1 8 10 17 14:
Old : 24: 9 3 1 8 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 : 44.8 75.8 54.9 83.8 42.4 75.8 51.9 82.5
Old : 44.8 75.8 54.9 83.8 42.4 75.8 51.9 82.5
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 29, 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 : 45,047: 22,921 13,493 2,137 18,803 28,232 43,861 43,862: 1,186 1,185
Old : 45,047: 22,921 13,493 2,137 18,803 28,232 43,861 43,862: 1,186 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 15,431: 140 -1,031 1,728 13,450 14,660 15,318 15,357: 113 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 30.0 4.7 41.7 62.7 97.4 97.4: 2.6 2.6
Old : 100.0: 50.9 30.0 4.7 41.7 62.7 97.4 97.4: 2.6 2.6
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 : 27: 7 13 3 5 5 15 18:
Old : 27: 7 13 3 5 5 15 18:
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 : 79.4 74.2 92.8 90.4 56.0 42.1 61.5 55.1
Old : 79.4 74.2 92.8 90.4 56.0 42.1 61.5 55.1
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 29, 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 : 28,248: 20,255 18,381 218 4,700 6,357 25,173 24,956: 3,075 3,292
Old : 28,248: 20,255 18,381 218 4,700 6,357 25,173 24,956: 3,075 3,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,085: 880 23 70 660 864 1,610 957: -525 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 65.1 0.8 16.6 22.5 89.1 88.3: 10.9 11.7
Old : 100.0: 71.7 65.1 0.8 16.6 22.5 89.1 88.3: 10.9 11.7
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 : 68: 26 23 2 9 13 35 38:
Old : 68: 26 23 2 9 13 35 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 : 39.7 42.9 59.4 56.3 39.7 42.9 57.1 56.3
Old : 39.7 42.9 59.4 56.3 39.7 42.9 57.1 56.3
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 29, 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 : 9,628,030: 1,278,209 1,661,701 1,687,501 5,935,388 5,172,490 8,901,098 8,521,692: 726,932 1,106,338
Old : 9,628,030: 1,278,209 1,661,701 1,687,501 5,935,388 5,172,490 8,901,098 8,521,692: 726,932 1,106,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 93,986: -11,687 44,785 -4,304 45,827 15,685 29,836 56,166: 64,150 37,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 17.3 17.5 61.6 53.7 92.4 88.5: 7.6 11.5
Old : 100.0: 13.3 17.3 17.5 61.6 53.7 92.4 88.5: 7.6 11.5
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 : 268: 31 91 89 120 138 220 256:
Old : 268: 31 91 89 120 138 220 256:
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 : 27.6 20.2 41.6 29.5 23.6 14.0 33.7 19.0
Old : 27.6 20.2 41.6 29.5 23.6 14.0 33.7 19.0
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 29, 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 : 632,054: 84,406 103,624 20,344 444,481 417,482 549,230 541,450: 82,824 90,604
Old : 632,054: 84,406 103,624 20,344 444,481 417,482 549,230 541,450: 82,824 90,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 7,653: 3,715 -2,244 -1,389 306 10,723 2,633 7,090: 5,020 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.4 3.2 70.3 66.1 86.9 85.7: 13.1 14.3
Old : 100.0: 13.4 16.4 3.2 70.3 66.1 86.9 85.7: 13.1 14.3
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 : 581: 96 147 65 224 235 354 413:
Old : 581: 96 147 65 224 235 354 413:
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 : 15.4 14.6 25.8 22.7 13.8 14.3 23.7 20.7
Old : 15.4 14.6 25.8 22.7 13.8 14.3 23.7 20.7
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 29, 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 : 62,229: 11,208 6,007 122 20,896 29,913 32,226 36,042: 30,003 26,187
Old : 62,229: 11,208 6,007 122 20,896 29,913 32,226 36,042: 30,003 26,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,972: 823 -270 0 601 1,471 1,424 1,201: 548 771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 9.7 0.2 33.6 48.1 51.8 57.9: 48.2 42.1
Old : 100.0: 18.0 9.7 0.2 33.6 48.1 51.8 57.9: 48.2 42.1
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 : 55: 12 6 2 26 19 38 27:
Old : 55: 12 6 2 26 19 38 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 : 18.2 38.9 28.0 50.5 18.1 37.6 28.0 46.6
Old : 18.2 38.9 28.0 50.5 18.1 37.6 28.0 46.6
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 29, 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 : 2,849,125: 374,694 496,791 92,403 2,117,923 1,937,844 2,585,020 2,527,038: 264,105 322,087
Old : 2,849,125: 374,694 496,791 92,403 2,117,923 1,937,844 2,585,020 2,527,038: 264,105 322,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 28,406: 17,921 -6,411 -10,402 -1,475 46,258 6,044 29,445: 22,362 -1,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.4 3.2 74.3 68.0 90.7 88.7: 9.3 11.3
Old : 100.0: 13.2 17.4 3.2 74.3 68.0 90.7 88.7: 9.3 11.3
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 : 572: 93 146 63 218 227 344 403:
Old : 572: 93 146 63 218 227 344 403:
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 : 16.3 15.7 27.2 24.7 14.7 15.3 24.8 22.3
Old : 16.3 15.7 27.2 24.7 14.7 15.3 24.8 22.3
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 29, 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 : 88,727: 5,222 9,090 868 72,579 74,456 78,669 84,414: 10,058 4,313
Old : 88,727: 5,222 9,090 868 72,579 74,456 78,669 84,414: 10,058 4,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 4,170: 519 -654 469 2,340 3,890 3,328 3,705: 842 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.2 1.0 81.8 83.9 88.7 95.1: 11.3 4.9
Old : 100.0: 5.9 10.2 1.0 81.8 83.9 88.7 95.1: 11.3 4.9
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 : 88: 6 11 4 53 35 62 47:
Old : 88: 6 11 4 53 35 62 47:
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 : 36.3 44.8 50.2 66.6 36.1 44.8 49.6 66.4
Old : 36.3 44.8 50.2 66.6 36.1 44.8 49.6 66.4
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 29, 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 : 44,012: 14,524 10,298 858 23,725 28,436 39,107 39,592: 4,905 4,420
Old : 44,012: 14,524 10,298 858 23,725 28,436 39,107 39,592: 4,905 4,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,732: 2,735 102 -233 -1,414 2,158 1,088 2,026: 644 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 23.4 2.0 53.9 64.6 88.9 90.0: 11.1 10.0
Old : 100.0: 33.0 23.4 2.0 53.9 64.6 88.9 90.0: 11.1 10.0
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 : 212: 55 51 13 59 61 119 120:
Old : 212: 55 51 13 59 61 119 120:
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 : 28.4 27.3 39.3 41.6 28.4 27.3 39.2 41.6
Old : 28.4 27.3 39.3 41.6 28.4 27.3 39.2 41.6
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 29, 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 : 220,059: 72,618 51,488 4,292 118,626 142,180 195,536 197,960: 24,523 22,099
Old : 220,059: 72,618 51,488 4,292 118,626 142,180 195,536 197,960: 24,523 22,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 8,662: 13,676 509 -1,166 -7,068 10,788 5,442 10,131: 3,220 -1,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 23.4 2.0 53.9 64.6 88.9 90.0: 11.1 10.0
Old : 100.0: 33.0 23.4 2.0 53.9 64.6 88.9 90.0: 11.1 10.0
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 : 212: 55 51 13 59 61 119 120:
Old : 212: 55 51 13 59 61 119 120:
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 : 28.4 27.3 39.3 41.6 28.4 27.3 39.2 41.6
Old : 28.4 27.3 39.3 41.6 28.4 27.3 39.2 41.6
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 29, 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 : 119,665: 77,076 53,610 1,755 10,620 46,385 89,451 101,750: 30,214 17,915
Old : 119,665: 77,076 53,610 1,755 10,620 46,385 89,451 101,750: 30,214 17,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 7,988: 9,145 3,709 105 17 4,301 9,267 8,115: -1,279 -127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 44.8 1.5 8.9 38.8 74.8 85.0: 25.2 15.0
Old : 100.0: 64.4 44.8 1.5 8.9 38.8 74.8 85.0: 25.2 15.0
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 : 90: 35 33 7 15 15 56 49:
Old : 90: 35 33 7 15 15 56 49:
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 : 45.4 52.2 52.6 60.8 45.4 52.2 52.4 60.7
Old : 45.4 52.2 52.6 60.8 45.4 52.2 52.4 60.7
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 29, 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 : 29,701: 7,159 5,293 0 17,006 19,398 24,165 24,691: 5,536 5,010
Old : 29,701: 7,159 5,293 0 17,006 19,398 24,165 24,691: 5,536 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -698: -282 -44 0 -299 -29 -581 -73: -117 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 17.8 0.0 57.3 65.3 81.4 83.1: 18.6 16.9
Old : 100.0: 24.1 17.8 0.0 57.3 65.3 81.4 83.1: 18.6 16.9
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 : 44: 6 14 0 12 13 18 27:
Old : 44: 6 14 0 12 13 18 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 : 55.1 53.3 67.7 62.3 55.1 53.3 67.5 62.3
Old : 55.1 53.3 67.7 62.3 55.1 53.3 67.5 62.3
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 29, 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 : 58,669: 19,545 3,622 145 30,786 16,285 50,476 20,052: 8,193 38,617
Old : 58,669: 19,545 3,622 145 30,786 16,285 50,476 20,052: 8,193 38,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -2,801: -1,450 -1,217 107 -58 827 -1,401 -283: -1,400 -2,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.2 0.2 52.5 27.8 86.0 34.2: 14.0 65.8
Old : 100.0: 33.3 6.2 0.2 52.5 27.8 86.0 34.2: 14.0 65.8
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 : 75: 28 7 3 28 19 57 28:
Old : 75: 28 7 3 28 19 57 28:
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 : 29.2 16.9 44.1 22.7 29.2 16.3 44.0 21.9
Old : 29.2 16.9 44.1 22.7 29.2 16.3 44.0 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016