BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,708 COMMITMENTS 550 1,628 222 4,931 3,924 5,703 5,774 1,005 934 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 135) -3 36 -20 140 111 117 127 18 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 24.3 3.3 73.5 58.5 85.0 86.1 15.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 9 8 16 16 27 26 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,348 COMMITMENTS 18,572 11,141 1,227 10,681 10,860 30,480 23,228 2,868 10,120 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 307) -25 42 106 168 9 249 157 58 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.7 33.4 3.7 32.0 32.6 91.4 69.7 8.6 30.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 15 33 17 22 17 45 59 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,648 COMMITMENTS 278 1,747 499 5,232 3,451 6,009 5,697 639 951 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 69) -13 209 -13 97 -115 71 81 -2 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 26.3 7.5 78.7 51.9 90.4 85.7 9.6 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 13 13 19 21 33 38 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 234,354 COMMITMENTS 96,474 45,869 31,403 86,061 120,195 213,938 197,467 20,416 36,887 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,370) -4 -1,476 576 2,666 3,659 3,238 2,759 132 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 19.6 13.4 36.7 51.3 91.3 84.3 8.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 104 66 88 63 96 224 216 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,880 COMMITMENTS 86,708 58,970 56,641 118,096 133,295 261,445 248,906 32,435 44,974 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -2,619) -5,841 4,445 1,407 2,281 -4,626 -2,153 1,226 -466 -3,845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 20.1 19.3 40.2 45.4 89.0 84.7 11.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 95 86 112 115 156 281 311 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,892 COMMITMENTS 2,277 1,236 565 584 2,171 3,426 3,972 1,466 920 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 345) 196 -65 63 69 493 328 491 17 -146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 25.3 11.5 11.9 44.4 70.0 81.2 30.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 30 11 6 12 22 46 36 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,738 COMMITMENTS 13,968 10,581 6,427 11,568 7,235 31,963 24,243 6,775 14,495 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -3,094) -2,275 -904 479 -1,007 -1,541 -2,803 -1,966 -291 -1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 27.3 16.6 29.9 18.7 82.5 62.6 17.5 37.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 44 55 49 46 55 121 139 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,771 COMMITMENTS 3,757 21,950 800 30,492 10,207 35,049 32,957 722 2,814 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 469) 159 160 10 274 326 443 496 26 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 61.4 2.2 85.2 28.5 98.0 92.1 2.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 34 12 22 20 41 57 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,133 COMMITMENTS 5,907 2,903 0 20,546 23,773 26,453 26,676 680 457 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -120) -13 111 0 -150 -37 -163 74 43 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 10.7 0.0 75.7 87.6 97.5 98.3 2.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 3 0 7 11 14 14 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,099 COMMITMENTS 28,146 34,326 1,149 45,660 42,001 74,955 77,476 26,144 23,623 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,102) 6,339 -2,490 3 -1,225 4,775 5,117 2,288 -3,015 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 34.0 1.1 45.2 41.5 74.1 76.6 25.9 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 24 23 7 18 25 44 53 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,601 COMMITMENTS 17,932 13,285 751 8,154 5,003 26,837 19,039 8,764 16,562 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -2,055) -1,459 -1,920 28 -1,235 635 -2,666 -1,257 611 -798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 37.3 2.1 22.9 14.1 75.4 53.5 24.6 46.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 10 14 4 12 9 24 25 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,067 COMMITMENTS 33,005 73,801 701 71,159 29,298 104,865 103,800 4,202 5,267 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,672) 4,455 -445 -34 -550 3,580 3,871 3,101 -199 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 67.7 0.6 65.2 26.9 96.1 95.2 3.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 39 38 7 13 21 58 60 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 250,444 COMMITMENTS 38,926 78,954 3,424 193,799 133,293 236,149 215,671 14,295 34,773 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,222) 400 2,705 742 2,465 1,749 3,607 5,196 615 -974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 31.5 1.4 77.4 53.2 94.3 86.1 5.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 25 39 11 26 36 55 82 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,292 COMMITMENTS 84,870 30,483 2,093 32,118 92,081 119,081 124,657 29,211 23,635 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,871) 2,058 1,017 -79 -147 2,305 1,832 3,243 39 -1,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 20.6 1.4 21.7 62.1 80.3 84.1 19.7 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 40 28 8 26 35 69 68 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 330,090 COMMITMENTS 93,726 157,537 6,047 178,491 111,140 278,264 274,724 51,826 55,366 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 5,780) 2,392 150 -767 1,541 7,214 3,166 6,597 2,614 -817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 47.7 1.8 54.1 33.7 84.3 83.2 15.7 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 56 82 26 52 56 120 153 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,644 COMMITMENTS 13,819 2,734 177 7,553 24,969 21,549 27,880 10,095 3,764 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -13) 78 -134 -29 -115 521 -66 358 53 -371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 8.6 0.6 23.9 78.9 68.1 88.1 31.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 3 1 8 10 17 14 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,047 COMMITMENTS 22,921 13,493 2,137 18,803 28,232 43,861 43,862 1,186 1,185 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 15,431) 140 -1,031 1,728 13,450 14,660 15,318 15,357 113 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.9 30.0 4.7 41.7 62.7 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 13 3 5 5 15 18 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,248 COMMITMENTS 20,255 18,381 218 4,700 6,357 25,173 24,956 3,075 3,292 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,085) 880 23 70 660 864 1,610 957 -525 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.7 65.1 0.8 16.6 22.5 89.1 88.3 10.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 26 23 2 9 13 35 38 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 9,628,030 COMMITMENTS 1278209 1661701 1687501 5935388 5172490 8901098 8521692 726,932 1106338 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 93,986) -11,687 44,785 -4,304 45,827 15,685 29,836 56,166 64,150 37,820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 17.3 17.5 61.6 53.7 92.4 88.5 7.6 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 31 91 89 120 138 220 256 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 632,054 COMMITMENTS 84,406 103,624 20,344 444,481 417,482 549,230 541,450 82,824 90,604 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 7,653) 3,715 -2,244 -1,389 306 10,723 2,633 7,090 5,020 563 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 16.4 3.2 70.3 66.1 86.9 85.7 13.1 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581) 96 147 65 224 235 354 413 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 62,229 COMMITMENTS 11,208 6,007 122 20,896 29,913 32,226 36,042 30,003 26,187 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,972) 823 -270 0 601 1,471 1,424 1,201 548 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 9.7 0.2 33.6 48.1 51.8 57.9 48.2 42.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 12 6 2 26 19 38 27 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 2,849,125 COMMITMENTS 374,694 496,791 92,403 2117923 1937844 2585020 2527038 264,105 322,087 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 28,406) 17,921 -6,411 -10,402 -1,475 46,258 6,044 29,445 22,362 -1,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 17.4 3.2 74.3 68.0 90.7 88.7 9.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572) 93 146 63 218 227 344 403 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 88,727 COMMITMENTS 5,222 9,090 868 72,579 74,456 78,669 84,414 10,058 4,313 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,170) 519 -654 469 2,340 3,890 3,328 3,705 842 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 10.2 1.0 81.8 83.9 88.7 95.1 11.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 6 11 4 53 35 62 47 NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+ FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,012 COMMITMENTS 14,524 10,298 858 23,725 28,436 39,107 39,592 4,905 4,420 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,732) 2,735 102 -233 -1,414 2,158 1,088 2,026 644 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 23.4 2.0 53.9 64.6 88.9 90.0 11.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 55 51 13 59 61 119 120 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 220,059 COMMITMENTS 72,618 51,488 4,292 118,626 142,180 195,536 197,960 24,523 22,099 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 8,662) 13,676 509 -1,166 -7,068 10,788 5,442 10,131 3,220 -1,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 23.4 2.0 53.9 64.6 88.9 90.0 11.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 55 51 13 59 61 119 120 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 119,665 COMMITMENTS 77,076 53,610 1,755 10,620 46,385 89,451 101,750 30,214 17,915 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 7,988) 9,145 3,709 105 17 4,301 9,267 8,115 -1,279 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.4 44.8 1.5 8.9 38.8 74.8 85.0 25.2 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 35 33 7 15 15 56 49 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 29,701 COMMITMENTS 7,159 5,293 0 17,006 19,398 24,165 24,691 5,536 5,010 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -698) -282 -44 0 -299 -29 -581 -73 -117 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 17.8 0.0 57.3 65.3 81.4 83.1 18.6 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 14 0 12 13 18 27 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 03/29/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,669 COMMITMENTS 19,545 3,622 145 30,786 16,285 50,476 20,052 8,193 38,617 CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -2,801) -1,450 -1,217 107 -58 827 -1,401 -283 -1,400 -2,518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 6.2 0.2 52.5 27.8 86.0 34.2 14.0 65.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 28 7 3 28 19 57 28
Updated April 1, 2016