BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,573 COMMITMENTS 553 1,592 242 4,791 3,813 5,586 5,647 987 926 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 321) 41 -72 48 170 312 259 288 62 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 24.2 3.7 72.9 58.0 85.0 85.9 15.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 9 7 15 15 25 25 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,041 COMMITMENTS 18,597 11,099 1,121 10,513 10,851 30,231 23,071 2,810 9,970 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 631) -189 167 232 367 186 410 585 221 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 33.6 3.4 31.8 32.8 91.5 69.8 8.5 30.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 14 30 17 22 17 45 55 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,579 COMMITMENTS 291 1,538 512 5,135 3,566 5,938 5,616 641 963 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -99) -10 -9 64 -49 -88 5 -33 -104 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 23.4 7.8 78.1 54.2 90.3 85.4 9.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 12 12 19 21 34 36 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,984 COMMITMENTS 96,478 47,345 30,827 83,395 116,536 210,700 194,708 20,284 36,276 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 10,005) 4,983 -967 3,957 1,775 7,712 10,715 10,702 -710 -697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 20.5 13.3 36.1 50.5 91.2 84.3 8.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 105 73 89 64 96 227 225 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,499 COMMITMENTS 92,549 54,525 55,234 115,815 137,921 263,598 247,680 32,901 48,819 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 3,924) 4,213 -1,145 1,562 -1,635 2,319 4,140 2,736 -216 1,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 18.4 18.6 39.1 46.5 88.9 83.5 11.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 101 84 110 119 156 291 310 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,547 COMMITMENTS 2,081 1,301 502 515 1,678 3,098 3,481 1,449 1,066 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 172) 77 -195 -166 -14 296 -103 -65 275 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.8 28.6 11.0 11.3 36.9 68.1 76.6 31.9 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 29 12 4 12 16 43 30 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,832 COMMITMENTS 16,243 11,485 5,948 12,575 8,776 34,766 26,209 7,066 15,623 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -748) -102 254 -832 215 426 -719 -152 -29 -596 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 27.5 14.2 30.1 21.0 83.1 62.7 16.9 37.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 52 54 48 53 63 133 147 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,302 COMMITMENTS 3,598 21,790 790 30,218 9,881 34,606 32,461 696 2,841 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 586) 246 60 56 235 327 537 443 49 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 61.7 2.2 85.6 28.0 98.0 92.0 2.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 11 30 12 22 20 41 54 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,253 COMMITMENTS 5,920 2,792 0 20,696 23,810 26,616 26,602 637 651 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -5,970) -19 1,995 -1,956 -4,005 -6,089 -5,980 -6,050 10 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 10.2 0.0 75.9 87.4 97.7 97.6 2.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 2 0 7 11 15 13 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 98,997 COMMITMENTS 21,807 36,816 1,146 46,885 37,226 69,838 75,188 29,159 23,809 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -70,231) -9,777 -11,594 -1,902 -61,598 -54,104 -73,277 -67,600 3,046 -2,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 37.2 1.2 47.4 37.6 70.5 75.9 29.5 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 20 23 7 18 24 40 52 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,656 COMMITMENTS 19,391 15,205 723 9,389 4,368 29,503 20,296 8,153 17,360 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -2,594) -3,228 -2,152 284 -1,009 786 -3,953 -1,082 1,359 -1,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.5 40.4 1.9 24.9 11.6 78.3 53.9 21.7 46.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 9 14 6 11 8 23 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 105,395 COMMITMENTS 28,550 74,246 735 71,709 25,718 100,994 100,699 4,401 4,696 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 7,939) 5,510 6,169 -438 1,875 2,869 6,947 8,600 992 -661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 70.4 0.7 68.0 24.4 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 36 44 8 13 21 56 66 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 246,222 COMMITMENTS 38,526 76,249 2,682 191,334 131,544 232,542 210,475 13,680 35,747 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -6,955) -24,350 -246 81 16,938 -3,923 -7,331 -4,088 376 -2,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 31.0 1.1 77.7 53.4 94.4 85.5 5.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 22 35 11 27 36 54 77 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 146,421 COMMITMENTS 82,812 29,466 2,172 32,265 89,776 117,249 121,414 29,172 25,007 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,337) 3,386 -4,471 68 -497 10,038 2,957 5,635 3,380 702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.6 20.1 1.5 22.0 61.3 80.1 82.9 19.9 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 41 31 9 25 33 70 69 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 324,310 COMMITMENTS 91,334 157,387 6,814 176,950 103,926 275,098 268,127 49,212 56,183 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,905) 981 -10,521 424 -3,722 11,067 -2,317 970 4,222 935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 48.5 2.1 54.6 32.0 84.8 82.7 15.2 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 54 86 29 53 59 122 160 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,657 COMMITMENTS 13,741 2,868 206 7,668 24,448 21,615 27,522 10,042 4,135 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 9.1 0.7 24.2 77.2 68.3 86.9 31.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 3 1 8 9 17 13 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 29,616 COMMITMENTS 22,781 14,524 409 5,353 13,572 28,543 28,505 1,073 1,111 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 5,039) 4,779 1,580 169 117 3,309 5,065 5,058 -26 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.9 49.0 1.4 18.1 45.8 96.4 96.2 3.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 13 2 3 4 11 17 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,163 COMMITMENTS 19,375 18,358 148 4,040 5,493 23,563 23,999 3,600 3,164 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -1,288) -1,149 -876 -404 -1,042 696 -2,595 -584 1,307 -704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.3 67.6 0.5 14.9 20.2 86.7 88.4 13.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 23 23 1 7 13 30 37 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,534,044 COMMITMENTS 1289896 1616916 1691805 5889561 5156805 8871262 8465526 662,782 1068518 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -122,064) -98,375 -184,427 85,096 -75,568 3,475 -88,847 -95,856 -33,217 -26,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 17.0 17.7 61.8 54.1 93.0 88.8 7.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 33 88 90 115 132 218 249 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 624,401 COMMITMENTS 80,690 105,868 21,732 444,175 406,759 546,597 534,360 77,804 90,041 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -210,702) -959 -13,413 -8,079 -120,963 -114,869 -130,001 -136,361 -80,701 -74,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 17.0 3.5 71.1 65.1 87.5 85.6 12.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578) 96 148 66 217 234 347 414 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 60,257 COMMITMENTS 10,385 6,277 122 20,295 28,442 30,802 34,841 29,455 25,416 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -95,537) -3,199 -3,750 -961 -81,958 -19,799 -86,118 -24,510 -9,419 -71,027 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 10.4 0.2 33.7 47.2 51.1 57.8 48.9 42.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 8 8 2 24 20 32 30 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,820,719 COMMITMENTS 356,773 503,202 102,805 2119398 1891586 2578976 2497593 241,743 323,126 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -575,827) -8,015 -67,531 -16,374 -195,026 -475,349 -219,415 -559,254 -356,412 -16,573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 17.8 3.6 75.1 67.1 91.4 88.5 8.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568) 92 147 66 209 227 336 405 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 84,557 COMMITMENTS 4,703 9,744 399 70,239 70,566 75,341 80,709 9,216 3,848 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -17,485) -398 125 -366 -17,665 -16,264 -18,429 -16,505 944 -980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 11.5 0.5 83.1 83.5 89.1 95.4 10.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 6 10 3 50 35 58 46 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 42,279 COMMITMENTS 11,788 10,196 1,092 25,139 26,278 38,019 37,566 4,261 4,714 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -13,198) 1,491 -982 -508 -13,915 -11,282 -12,932 -12,773 -266 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 24.1 2.6 59.5 62.2 89.9 88.9 10.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 45 51 16 58 66 113 124 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 211,397 COMMITMENTS 58,942 50,979 5,458 125,694 131,392 190,094 187,829 21,303 23,568 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -65,992) 7,453 -4,912 -2,541 -69,574 -56,411 -64,662 -63,864 -1,330 -2,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 24.1 2.6 59.5 62.2 89.9 88.9 10.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 45 51 16 58 66 113 124 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,677 COMMITMENTS 67,931 49,901 1,650 10,603 42,084 80,184 93,635 31,493 18,042 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 11,685) 6,387 1,139 16 2,686 11,299 9,089 12,454 2,596 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.8 44.7 1.5 9.5 37.7 71.8 83.8 28.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 30 33 7 17 15 53 49 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 30,399 COMMITMENTS 7,441 5,337 0 17,305 19,427 24,746 24,764 5,653 5,635 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,117) 659 658 -400 693 1,705 952 1,963 165 -846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 17.6 0.0 56.9 63.9 81.4 81.5 18.6 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 14 0 13 13 20 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/22/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,470 COMMITMENTS 20,995 4,839 38 30,844 15,458 51,877 20,335 9,593 41,135 CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,973) 1,146 -1,158 -281 1,352 3,877 2,217 2,438 756 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 7.9 0.1 50.2 25.1 84.4 33.1 15.6 66.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 29 7 1 27 19 56 27
Updated March 25, 2016