BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,252 COMMITMENTS 512 1,664 194 4,621 3,501 5,327 5,359 925 893 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 266) 8 81 13 163 147 184 241 82 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 26.6 3.1 73.9 56.0 85.2 85.7 14.8 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 9 7 15 14 25 24 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,410 COMMITMENTS 18,786 10,932 889 10,146 10,665 29,821 22,486 2,589 9,924 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 424) 151 300 102 420 10 673 412 -249 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 33.7 2.7 31.3 32.9 92.0 69.4 8.0 30.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 14 29 18 21 17 45 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,678 COMMITMENTS 301 1,547 448 5,184 3,654 5,933 5,649 745 1,029 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -181) -46 -96 -34 -106 -67 -186 -197 5 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 23.2 6.7 77.6 54.7 88.8 84.6 11.2 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 10 13 19 21 34 35 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,979 COMMITMENTS 91,495 48,312 26,870 81,620 108,824 199,985 184,006 20,994 36,973 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 21,910) 12,974 -1,481 4,536 2,257 17,244 19,767 20,299 2,143 1,611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 21.9 12.2 36.9 49.2 90.5 83.3 9.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296) 107 75 84 62 88 218 212 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,575 COMMITMENTS 88,336 55,670 53,672 117,450 135,602 259,458 244,944 33,117 47,631 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 3,978) 5,655 -8,081 2,160 -3,519 10,317 4,296 4,396 -318 -418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 19.0 18.3 40.1 46.3 88.7 83.7 11.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407) 112 83 119 120 153 302 311 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,375 COMMITMENTS 2,004 1,496 668 529 1,382 3,201 3,546 1,174 829 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 122) 247 -68 -87 -188 272 -28 117 150 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 34.2 15.3 12.1 31.6 73.2 81.1 26.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 29 16 6 8 15 41 33 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,580 COMMITMENTS 16,345 11,231 6,780 12,360 8,350 35,485 26,361 7,095 16,219 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,034) 1,865 689 481 -266 1,147 2,080 2,317 -46 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 26.4 15.9 29.0 19.6 83.3 61.9 16.7 38.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 53 56 48 51 62 134 149 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,716 COMMITMENTS 3,352 21,730 734 29,983 9,554 34,069 32,018 647 2,698 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 1,600) 22 1,214 50 1,464 287 1,536 1,551 64 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 62.6 2.1 86.4 27.5 98.1 92.2 1.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 12 29 11 22 20 40 54 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,223 COMMITMENTS 5,939 797 1,956 24,701 29,899 32,596 32,652 627 571 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,303) 135 -2,406 876 1,512 4,202 2,523 2,672 -220 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 2.4 5.9 74.3 90.0 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 3 2 10 10 21 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 169,228 COMMITMENTS 31,584 48,410 3,048 108,483 91,330 143,115 142,788 26,113 26,440 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -5,119) 1,034 -7,921 -8,622 3,070 13,137 -4,518 -3,406 -601 -1,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 28.6 1.8 64.1 54.0 84.6 84.4 15.4 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 18 27 11 22 22 45 55 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,250 COMMITMENTS 22,619 17,357 439 10,398 3,582 33,456 21,378 6,794 18,872 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -9,494) 2,884 -2,507 -3,652 -7,572 -868 -8,340 -7,027 -1,154 -2,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 43.1 1.1 25.8 8.9 83.1 53.1 16.9 46.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 9 12 5 9 7 19 23 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 97,456 COMMITMENTS 23,040 68,077 1,173 69,834 22,849 94,047 92,099 3,409 5,357 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -41,649) 2,599 -9,918 -16,320 -27,967 -14,263 -41,688 -40,501 39 -1,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 69.9 1.2 71.7 23.4 96.5 94.5 3.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 33 47 7 11 19 49 68 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 253,177 COMMITMENTS 62,876 76,495 2,601 174,396 135,467 239,873 214,563 13,304 38,614 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -45,871) 33,512 -1,874 -12,642 -59,919 -26,166 -39,049 -40,682 -6,822 -5,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 30.2 1.0 68.9 53.5 94.7 84.7 5.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 22 37 8 22 36 46 79 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,084 COMMITMENTS 79,426 33,937 2,104 32,762 79,738 114,292 115,779 25,792 24,305 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -149,795) -14,441 4,403 -11,761 -120,507 -138,841 -146,709 -146,199 -3,086 -3,596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.7 24.2 1.5 23.4 56.9 81.6 82.6 18.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 45 31 9 22 32 71 68 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 322,405 COMMITMENTS 90,353 167,908 6,390 180,672 92,859 277,415 267,157 44,990 55,248 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -110,816) -13,812 -8,164 -11,873 -82,705 -80,519 -108,390 -100,556 -2,426 -10,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 52.1 2.0 56.0 28.8 86.0 82.9 14.0 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 57 82 27 53 57 122 155 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,577 COMMITMENTS 18,002 12,944 240 5,236 10,263 23,478 23,447 1,099 1,130 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 3,691) 3,720 4,296 -54 -127 -261 3,539 3,981 152 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.2 52.7 1.0 21.3 41.8 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 6 14 2 3 4 11 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,451 COMMITMENTS 20,524 19,234 552 5,082 4,797 26,158 24,583 2,293 3,868 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -6,506) 105 -3,185 -1,820 -4,040 -2,100 -5,755 -7,105 -751 599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.1 67.6 1.9 17.9 16.9 91.9 86.4 8.1 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 23 25 4 8 10 33 37 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,656,108 COMMITMENTS 1388271 1801343 1606709 5965129 5153330 8960109 8561382 695,999 1094726 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -1,231,340) -235,449 -286,030 -211,656 -719,829 -691,804 -1166934 -1189490 -64,406 -41,850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 18.7 16.6 61.8 53.4 92.8 88.7 7.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 34 85 91 114 130 218 245 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 835,103 COMMITMENTS 81,649 119,281 29,811 565,138 521,628 676,598 670,720 158,505 164,383 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 23,014) 896 1,641 3,820 21,791 22,597 26,507 28,057 -3,493 -5,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 14.3 3.6 67.7 62.5 81.0 80.3 19.0 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588) 96 155 90 241 261 389 454 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 155,794 COMMITMENTS 13,584 10,027 1,083 102,253 48,241 116,920 59,351 38,874 96,443 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -1,979) -560 127 240 -3,471 3,724 -3,791 4,091 1,812 -6,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 6.4 0.7 65.6 31.0 75.0 38.1 25.0 61.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 11 8 9 41 28 55 42 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,396,546 COMMITMENTS 364,788 570,733 119,179 2314424 2366935 2798391 3056847 598,155 339,699 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 124,964) 15,431 15,721 9,746 126,311 94,363 151,488 119,830 -26,524 5,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 16.8 3.5 68.1 69.7 82.4 90.0 17.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581) 94 154 88 231 255 375 447 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 102,042 COMMITMENTS 5,101 9,619 765 87,904 86,830 93,770 97,214 8,272 4,828 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 6,257) 101 -629 278 5,812 6,711 6,191 6,360 66 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 9.4 0.7 86.1 85.1 91.9 95.3 8.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 8 9 5 56 41 68 51 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,478 COMMITMENTS 10,298 11,178 1,600 39,054 37,561 50,951 50,339 4,527 5,139 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 3,017) -2,790 -553 278 5,173 3,156 2,661 2,880 356 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 20.1 2.9 70.4 67.7 91.8 90.7 8.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 47 56 19 68 74 123 141 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 277,389 COMMITMENTS 51,489 55,891 7,999 195,268 187,803 254,756 251,693 22,633 25,696 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 15,083) -13,950 -2,767 1,389 25,866 15,779 13,305 14,401 1,778 682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 20.1 2.9 70.4 67.7 91.8 90.7 8.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 47 56 19 68 74 123 141 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 99,992 COMMITMENTS 61,544 48,762 1,634 7,917 30,785 71,095 81,181 28,897 18,811 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -41,853) -24,597 -8,184 -3,516 -17,316 -27,807 -45,429 -39,507 3,576 -2,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.5 48.8 1.6 7.9 30.8 71.1 81.2 28.9 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 29 32 7 14 13 49 46 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,282 COMMITMENTS 6,782 4,679 400 16,612 17,722 23,794 22,801 5,488 6,481 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -15,997) -3,014 -617 -2,581 -7,032 -14,007 -12,627 -17,205 -3,370 1,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 16.0 1.4 56.7 60.5 81.3 77.9 18.7 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 11 1 13 11 21 23 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/15/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,497 COMMITMENTS 19,849 5,997 319 29,492 11,581 49,660 17,897 8,837 40,600 CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -45,174) -15,904 -4,312 -3,296 -22,323 -15,141 -41,523 -22,749 -3,651 -22,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 10.3 0.5 50.4 19.8 84.9 30.6 15.1 69.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 28 8 3 24 14 53 24
Updated March 18, 2016