BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,986 COMMITMENTS 504 1,583 181 4,458 3,354 5,143 5,118 843 868 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -636) -130 -447 -35 -380 -206 -545 -688 -91 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 26.4 3.0 74.5 56.0 85.9 85.5 14.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 9 7 16 14 26 24 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,986 COMMITMENTS 18,635 10,632 787 9,726 10,655 29,148 22,074 2,838 9,912 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,277) -2,140 -1,516 -82 -1,247 -971 -3,469 -2,569 192 -708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.3 33.2 2.5 30.4 33.3 91.1 69.0 8.9 31.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 16 27 16 21 17 44 53 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,859 COMMITMENTS 347 1,643 482 5,290 3,721 6,119 5,846 740 1,013 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,170) 30 -191 -289 -982 -774 -1,241 -1,254 71 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 24.0 7.0 77.1 54.2 89.2 85.2 10.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 10 10 19 21 33 33 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,069 COMMITMENTS 78,521 49,793 22,334 79,363 91,580 180,218 163,707 18,851 35,362 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,761) 5,017 3,234 -171 -1,831 -1,081 3,015 1,982 -254 779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 25.0 11.2 39.9 46.0 90.5 82.2 9.5 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 88 83 88 66 88 208 222 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,597 COMMITMENTS 82,681 63,751 51,512 120,969 125,285 255,162 240,548 33,435 48,049 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 7,646) 3,693 -1,343 3,303 -1,512 4,840 5,484 6,800 2,162 846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 22.1 17.8 41.9 43.4 88.4 83.4 11.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 96 92 127 118 146 297 317 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,253 COMMITMENTS 1,757 1,564 755 717 1,110 3,229 3,429 1,024 824 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -83) 435 -256 -116 -395 564 -76 192 -7 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 36.8 17.8 16.9 26.1 75.9 80.6 24.1 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 24 17 7 13 16 42 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,546 COMMITMENTS 14,480 10,542 6,299 12,626 7,203 33,405 24,044 7,141 16,502 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -426) 645 520 -977 203 -307 -129 -764 -297 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 26.0 15.5 31.1 17.8 82.4 59.3 17.6 40.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 46 55 46 48 55 125 136 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,116 COMMITMENTS 3,330 20,516 684 28,519 9,267 32,533 30,467 583 2,649 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,839) -665 -2,673 109 -2,334 -226 -2,890 -2,790 51 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 62.0 2.1 86.1 28.0 98.2 92.0 1.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 17 24 12 21 19 41 52 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,920 COMMITMENTS 5,804 3,203 1,080 23,189 25,697 30,073 29,980 847 940 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 937) 689 -70 686 17 232 1,392 848 -455 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 10.4 3.5 75.0 83.1 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 3 1 10 11 21 15 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 174,347 COMMITMENTS 30,550 56,331 11,670 105,413 78,193 147,633 146,194 26,714 28,153 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 15,240) -468 -5,165 9,184 3,169 13,524 11,885 17,543 3,355 -2,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 32.3 6.7 60.5 44.8 84.7 83.9 15.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 19 29 14 20 22 46 60 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,744 COMMITMENTS 19,735 19,864 4,091 17,970 4,450 41,796 28,405 7,948 21,339 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,110) 12 -1,366 2,666 -1,863 -882 815 418 1,295 1,692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.7 39.9 8.2 36.1 8.9 84.0 57.1 16.0 42.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 12 7 12 9 21 24 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 139,105 COMMITMENTS 20,441 77,995 17,493 97,801 37,112 135,735 132,600 3,370 6,505 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -1,999) -4,753 -3,672 1,325 1,490 638 -1,938 -1,709 -61 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 56.1 12.6 70.3 26.7 97.6 95.3 2.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 28 49 15 19 21 59 75 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 299,048 COMMITMENTS 29,364 78,369 15,243 234,315 161,633 278,922 255,245 20,126 43,803 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 23,223) -9,601 26 10,037 20,176 9,878 20,612 19,941 2,611 3,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 26.2 5.1 78.4 54.0 93.3 85.4 6.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 21 45 18 26 40 55 97 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 289,879 COMMITMENTS 93,867 29,534 13,865 153,269 218,579 261,001 261,978 28,878 27,901 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 28,200) -203 -4,911 6,673 20,276 26,964 26,746 28,726 1,454 -526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 10.2 4.8 52.9 75.4 90.0 90.4 10.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 45 33 24 28 38 87 84 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 433,221 COMMITMENTS 104,165 176,072 18,263 263,377 173,378 385,805 367,713 47,416 65,508 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 15,597) 200 3,566 9,965 2,476 -1,025 12,641 12,506 2,956 3,091 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 40.6 4.2 60.8 40.0 89.1 84.9 10.9 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 60 88 45 59 57 139 173 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 37,977 COMMITMENTS 15,143 793 3,755 8,337 29,672 27,235 34,220 10,742 3,757 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 3,833) 333 0 3,559 307 352 4,199 3,911 -366 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 2.1 9.9 22.0 78.1 71.7 90.1 28.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 1 5 10 11 18 17 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,886 COMMITMENTS 14,282 8,648 294 5,363 10,524 19,939 19,466 947 1,420 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 5,975) 7,443 3,278 -241 -1,108 2,994 6,094 6,031 -119 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.4 41.4 1.4 25.7 50.4 95.5 93.2 4.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 13 1 3 4 10 17 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,957 COMMITMENTS 20,419 22,419 2,372 9,122 6,897 31,913 31,688 3,044 3,269 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 3,484) 3,826 1,669 2,176 -3,264 397 2,738 4,242 746 -758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.4 64.1 6.8 26.1 19.7 91.3 90.6 8.7 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 27 22 5 14 12 43 37 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 10,887,448 COMMITMENTS 1623720 2087373 1818365 6684958 5845134 10127043 9750872 760,405 1136576 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -41,925) -21,457 -27,083 8,594 3,005 -21,634 -9,858 -40,123 -32,067 -1,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 19.2 16.7 61.4 53.7 93.0 89.6 7.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 33 89 95 123 138 232 257 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 812,089 COMMITMENTS 80,754 117,641 25,991 543,347 499,031 650,092 642,663 161,998 169,426 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 35,843) -986 -3,298 -649 23,629 29,167 21,994 25,220 13,850 10,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 14.5 3.2 66.9 61.5 80.1 79.1 19.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587) 97 144 76 229 265 368 443 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 157,773 COMMITMENTS 14,144 9,900 843 105,724 44,517 120,711 55,260 37,062 102,513 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 11,501) 2,418 -2,740 0 2,824 1,191 5,242 -1,549 6,259 13,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 6.3 0.5 67.0 28.2 76.5 35.0 23.5 65.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 10 9 4 34 28 46 39 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,271,582 COMMITMENTS 349,357 555,012 109,433 2188113 2272572 2646903 2937017 624,679 334,565 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 121,711) -29,653 -15,420 9,388 104,023 139,878 83,758 133,846 37,953 -12,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 17.0 3.3 66.9 69.5 80.9 89.8 19.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580) 95 143 73 221 259 356 435 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 95,785 COMMITMENTS 5,000 10,248 487 82,092 80,119 87,579 90,854 8,206 4,931 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 536) -965 785 72 676 -537 -217 320 753 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 10.7 0.5 85.7 83.6 91.4 94.9 8.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 8 9 5 48 41 60 51 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,461 COMMITMENTS 13,088 11,732 1,322 33,880 34,405 48,290 47,458 4,171 5,003 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 844) 438 1,862 -150 634 -679 922 1,033 -78 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 22.4 2.5 64.6 65.6 92.0 90.5 8.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 50 55 18 56 69 113 135 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 262,306 COMMITMENTS 65,439 58,658 6,610 169,402 172,024 241,451 237,292 20,855 25,014 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 4,220) 2,190 9,308 -749 3,170 -3,394 4,611 5,165 -391 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 22.4 2.5 64.6 65.6 92.0 90.5 8.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 50 55 18 56 69 113 135 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,845 COMMITMENTS 86,141 56,946 5,150 25,233 58,592 116,524 120,688 25,321 21,157 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 18,934) 9,661 -2,673 2,709 -1,592 21,150 10,778 21,186 8,156 -2,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.7 40.1 3.6 17.8 41.3 82.1 85.1 17.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 30 38 18 19 16 63 60 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 45,279 COMMITMENTS 9,796 5,296 2,981 23,644 31,729 36,421 40,006 8,858 5,273 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 4,612) -1,475 -777 2,741 1,642 2,021 2,908 3,985 1,704 627 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 11.7 6.6 52.2 70.1 80.4 88.4 19.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 13 9 10 15 14 34 30 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/08/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 103,671 COMMITMENTS 35,753 10,309 3,615 51,815 26,722 91,183 40,646 12,488 63,025 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,855) 3,219 1,041 2,542 -4,784 2,651 977 6,234 1,878 -3,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 9.9 3.5 50.0 25.8 88.0 39.2 12.0 60.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 25 14 14 32 24 67 46
Updated March 11, 2016