BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,622 COMMITMENTS 634 2,030 216 4,838 3,560 5,688 5,806 934 816 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 643) 23 313 -9 479 459 493 763 150 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 30.7 3.3 73.1 53.8 85.9 87.7 14.1 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 10 9 16 14 27 25 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,263 COMMITMENTS 20,775 12,148 869 10,973 11,626 32,617 24,643 2,646 10,620 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 976) 369 190 271 167 207 807 668 169 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.9 34.4 2.5 31.1 33.0 92.5 69.9 7.5 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 13 32 21 23 18 48 60 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,029 COMMITMENTS 317 1,834 771 6,272 4,495 7,360 7,100 669 929 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 172) 71 -116 83 30 194 184 161 -12 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 22.8 9.6 78.1 56.0 91.7 88.4 8.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 14 14 20 21 35 40 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 196,308 COMMITMENTS 73,504 46,559 22,505 81,194 92,661 177,203 161,725 19,105 34,583 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,976) 2,094 -333 -4,635 2,728 4,083 187 -885 1,789 2,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 23.7 11.5 41.4 47.2 90.3 82.4 9.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286) 88 81 82 68 89 205 218 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 280,951 COMMITMENTS 78,988 65,094 48,209 122,481 120,445 249,678 233,748 31,273 47,203 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 10,024) 8,439 469 1,192 480 5,284 10,111 6,945 -87 3,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 23.2 17.2 43.6 42.9 88.9 83.2 11.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 95 99 126 117 145 295 320 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,336 COMMITMENTS 1,322 1,820 871 1,112 546 3,305 3,237 1,031 1,099 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -316) -39 -249 -105 -252 -43 -396 -397 80 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 42.0 20.1 25.6 12.6 76.2 74.7 23.8 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 17 16 8 14 14 37 34 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,972 COMMITMENTS 13,835 10,022 7,276 12,423 7,510 33,534 24,808 7,438 16,164 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 827) 325 -800 -57 521 681 789 -176 38 1,003 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 24.5 17.8 30.3 18.3 81.8 60.5 18.2 39.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 43 57 50 51 55 127 138 DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,775 COMMITMENTS 887 5,183 195 3,524 98 4,606 5,476 1,169 299 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 120) 54 101 -3 37 -1 88 97 32 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 89.7 3.4 61.0 1.7 79.8 94.8 20.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 7 5 9 3 19 11 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,955 COMMITMENTS 3,995 23,189 575 30,853 9,493 35,423 33,257 532 2,698 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,612) 254 1,428 148 2,215 838 2,617 2,414 -5 198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 64.5 1.6 85.8 26.4 98.5 92.5 1.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 15 24 12 24 20 43 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,983 COMMITMENTS 5,115 3,273 394 23,172 25,465 28,681 29,132 1,302 851 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -314) -312 -720 353 -502 -7 -461 -374 147 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 10.9 1.3 77.3 84.9 95.7 97.2 4.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 2 1 9 10 20 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 159,107 COMMITMENTS 31,018 61,496 2,486 102,244 64,669 135,748 128,651 23,359 30,456 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,186) -469 -6,931 43 1,632 7,558 1,206 670 -20 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 38.7 1.6 64.3 40.6 85.3 80.9 14.7 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 31 11 20 22 43 60 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,634 COMMITMENTS 19,723 21,230 1,425 19,833 5,332 40,981 27,987 6,653 19,647 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -204) -490 -1,304 -168 1,103 476 445 -996 -649 792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 44.6 3.0 41.6 11.2 86.0 58.8 14.0 41.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 13 5 13 12 20 27 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 141,104 COMMITMENTS 25,194 81,667 16,168 96,311 36,474 137,673 134,309 3,431 6,795 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -4,527) -4,955 -1,341 -2,743 3,101 582 -4,597 -3,502 70 -1,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 57.9 11.5 68.3 25.8 97.6 95.2 2.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 30 52 19 19 21 63 80 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 275,825 COMMITMENTS 38,965 78,343 5,206 214,139 151,755 258,310 235,304 17,515 40,521 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 18,611) 3,486 9,796 -257 15,847 6,251 19,076 15,790 -465 2,821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 28.4 1.9 77.6 55.0 93.6 85.3 6.4 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 23 43 11 23 39 49 90 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 261,679 COMMITMENTS 94,070 34,445 7,192 132,993 191,615 234,255 233,252 27,424 28,427 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 4,615) 1,694 -5,197 4,258 1,843 3,223 7,795 2,284 -3,180 2,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.9 13.2 2.7 50.8 73.2 89.5 89.1 10.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 50 36 19 26 38 82 87 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 417,624 COMMITMENTS 103,965 172,506 8,298 260,901 174,403 373,164 355,207 44,460 62,417 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -5,000) -3,601 18,083 620 1,947 -31,024 -1,034 -12,321 -3,966 7,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 41.3 2.0 62.5 41.8 89.4 85.1 10.6 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 59 90 35 55 54 129 164 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,144 COMMITMENTS 14,810 793 196 8,030 29,320 23,036 30,309 11,108 3,835 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -369) 83 0 -104 72 233 51 129 -420 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 2.3 0.6 23.5 85.9 67.5 88.8 32.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 1 3 10 10 17 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,911 COMMITMENTS 6,839 5,370 535 6,471 7,530 13,845 13,435 1,066 1,476 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,975) 1,224 950 342 412 532 1,978 1,824 -3 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 36.0 3.6 43.4 50.5 92.9 90.1 7.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 15 2 3 5 9 21 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,473 COMMITMENTS 16,593 20,750 196 12,386 6,500 29,175 27,446 2,298 4,027 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,145) 625 -1,833 25 -1,240 469 -590 -1,339 -555 194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 65.9 0.6 39.4 20.7 92.7 87.2 7.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 19 22 4 13 13 34 37 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,929,373 COMMITMENTS 1645177 2114456 1809771 6681953 5866768 10136901 9790995 792,472 1138378 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 300,226) -41,079 68,870 171,903 211,820 107,246 342,644 348,019 -42,418 -47,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 19.3 16.6 61.1 53.7 92.7 89.6 7.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 36 88 97 123 141 233 262 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 776,246 COMMITMENTS 81,740 120,938 26,640 519,718 469,865 628,098 617,443 148,148 158,803 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 15,134) 503 -2,344 1,765 4,664 10,172 6,932 9,594 8,202 5,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 15.6 3.4 67.0 60.5 80.9 79.5 19.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585) 102 147 74 229 247 370 429 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 146,272 COMMITMENTS 11,726 12,640 843 102,900 43,326 115,469 56,809 30,803 89,463 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 3,739) 715 1,208 1 269 -101 985 1,108 2,754 2,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 8.6 0.6 70.3 29.6 78.9 38.8 21.1 61.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 9 9 4 34 27 45 38 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,149,871 COMMITMENTS 379,010 570,432 100,045 2084090 2132694 2563145 2803171 586,726 346,700 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 56,976) 6,373 -10,327 1,390 21,974 51,367 29,737 42,430 27,239 14,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 18.1 3.2 66.2 67.7 81.4 89.0 18.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579) 100 147 69 220 241 357 420 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 95,249 COMMITMENTS 5,965 9,463 415 81,416 80,656 87,796 90,534 7,453 4,715 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -2,884) -483 850 100 -2,850 -2,848 -3,233 -1,898 349 -986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 9.9 0.4 85.5 84.7 92.2 95.0 7.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 9 10 4 48 39 60 50 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,617 COMMITMENTS 12,650 9,870 1,472 33,246 35,084 47,368 46,425 4,249 5,192 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -516) 1,018 -1,187 306 -2,367 766 -1,043 -115 527 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 19.1 2.9 64.4 68.0 91.8 89.9 8.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 48 56 17 54 74 111 138 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,086 COMMITMENTS 63,249 49,350 7,359 166,232 175,418 236,840 232,127 21,246 25,959 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -2,581) 5,091 -5,936 1,529 -11,836 3,830 -5,216 -577 2,635 -2,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 19.1 2.9 64.4 68.0 91.8 89.9 8.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 48 56 17 54 74 111 138 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,911 COMMITMENTS 76,480 59,619 2,441 26,825 37,442 105,746 99,502 17,165 23,409 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 3,385) 3,957 -3,329 166 918 6,942 5,041 3,779 -1,656 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.2 48.5 2.0 21.8 30.5 86.0 81.0 14.0 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 21 37 14 18 17 49 58 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 40,667 COMMITMENTS 11,271 6,073 240 22,002 29,708 33,513 36,021 7,154 4,646 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 574) -150 -412 -264 1,251 1,218 837 542 -263 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 14.9 0.6 54.1 73.1 82.4 88.6 17.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 12 13 5 15 13 31 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/01/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 100,816 COMMITMENTS 32,534 9,268 1,073 56,599 24,071 90,206 34,412 10,610 66,404 CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -119) 719 -1,560 160 -493 2,663 386 1,263 -505 -1,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 9.2 1.1 56.1 23.9 89.5 34.1 10.5 65.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 30 13 8 35 24 69 42
Updated March 4, 2016