BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 OPTION AND FUTURES COMBINED 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: 7,349 COMMITMENTS 828 1,399 778 4,799 4,107 6,405 6,284 945 1,066 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -913) -157 -369 -167 -483 -383 -807 -919 -105 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 19.0 10.6 65.3 55.9 87.1 85.5 12.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 9 8 18 17 28 28 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 OPTION AND FUTURES COMBINED 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: 53,154 COMMITMENTS 19,015 6,302 12,165 15,549 16,479 46,729 34,946 6,425 18,208 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -5,953) -2,309 -776 -1,348 -1,728 -1,817 -5,385 -3,941 -568 -2,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 11.9 22.9 29.3 31.0 87.9 65.7 12.1 34.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 18 25 31 31 24 65 64 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 OPTION AND FUTURES COMBINED 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: 10,207 COMMITMENTS 356 1,489 2,073 6,687 5,446 9,116 9,008 1,091 1,199 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,062) 57 -204 -520 -1,666 -1,412 -2,130 -2,136 68 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 14.6 20.3 65.5 53.4 89.3 88.3 10.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 12 17 23 21 41 38 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 OPTION AND FUTURES COMBINED 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: 253,205 COMMITMENTS 79,237 26,856 65,455 87,247 118,137 231,939 210,449 21,266 42,756 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 3,444) 5,127 3,878 330 -1,780 -1,447 3,678 2,762 -233 682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 10.6 25.9 34.5 46.7 91.6 83.1 8.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 104 79 116 82 91 251 233 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 OPTION AND FUTURES COMBINED 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: 364,410 COMMITMENTS 83,701 43,568 109,078 134,648 152,117 327,427 304,763 36,984 59,647 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 5,512) 3,299 -1,749 1,903 -1,811 4,550 3,391 4,704 2,121 808 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 12.0 29.9 36.9 41.7 89.9 83.6 10.1 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418) 111 89 148 156 159 356 337 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 OPTION AND FUTURES COMBINED 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: 4,475 COMMITMENTS 1,740 1,502 883 755 1,209 3,379 3,594 1,096 881 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -21) 442 -288 -77 -393 605 -29 239 7 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 33.6 19.7 16.9 27.0 75.5 80.3 24.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 25 16 11 15 16 46 38 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 OPTION AND FUTURES COMBINED 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: 51,506 COMMITMENTS 14,191 7,476 14,066 14,949 9,413 43,205 30,955 8,301 20,551 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -890) 487 552 -1,121 166 -405 -468 -974 -422 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 14.5 27.3 29.0 18.3 83.9 60.1 16.1 39.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 50 55 56 70 73 156 158 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 OPTION AND FUTURES COMBINED 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: 45,317 COMMITMENTS 2,483 22,492 5,396 36,384 12,231 44,263 40,119 1,053 5,197 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -4,785) -213 -2,674 -1,006 -3,535 -801 -4,755 -4,482 -31 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 49.6 11.9 80.3 27.0 97.7 88.5 2.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 10 35 24 24 24 52 65 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 OPTION AND FUTURES COMBINED 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: 31,489 COMMITMENTS 6,373 3,203 1,080 23,189 26,266 30,642 30,549 847 940 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 967) 719 -70 686 17 262 1,422 878 -455 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 10.2 3.4 73.6 83.4 97.3 97.0 2.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 12 3 1 10 13 22 17 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 OPTION AND FUTURES COMBINED 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: 190,328 COMMITMENTS 29,751 56,322 18,806 113,398 85,245 161,956 160,373 28,372 29,955 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 5,858) 2,496 -4,972 3,903 -3,367 10,299 3,032 9,231 2,827 -3,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 29.6 9.9 59.6 44.8 85.1 84.3 14.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 22 30 21 28 25 58 70 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 OPTION AND FUTURES COMBINED 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: 51,920 COMMITMENTS 19,736 19,836 4,855 19,136 5,508 43,726 30,199 8,193 21,721 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,421) 17 -1,353 2,163 -1,965 -1,092 215 -282 1,206 1,703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 38.2 9.4 36.9 10.6 84.2 58.2 15.8 41.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 11 9 12 11 23 26 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 OPTION AND FUTURES COMBINED 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: 139,522 COMMITMENTS 20,369 77,993 17,748 98,005 37,218 136,122 132,958 3,400 6,564 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -2,679) -5,066 -3,832 1,114 1,386 397 -2,565 -2,321 -114 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 55.9 12.7 70.2 26.7 97.6 95.3 2.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 29 48 18 20 21 61 77 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 OPTION AND FUTURES COMBINED 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: 323,497 COMMITMENTS 29,545 76,994 29,756 242,556 171,246 301,856 277,996 21,640 45,501 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,254) -8,131 7,761 -6,289 16,093 -1,869 1,673 -397 582 2,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 23.8 9.2 75.0 52.9 93.3 85.9 6.7 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 22 45 26 30 45 66 104 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 OPTION AND FUTURES COMBINED 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: 320,065 COMMITMENTS 89,522 26,670 33,548 166,763 229,621 289,834 289,839 30,231 30,225 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 7,419) -1,411 -4,548 -2,740 11,049 15,938 6,898 8,649 521 -1,230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 8.3 10.5 52.1 71.7 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 47 33 35 30 42 94 96 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 OPTION AND FUTURES COMBINED 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: 488,698 COMMITMENTS 102,834 174,328 49,261 285,908 194,588 438,002 418,176 50,696 70,522 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -15,206) -2,931 8,396 -8,079 -5,510 -18,164 -16,520 -17,847 1,314 2,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 35.7 10.1 58.5 39.8 89.6 85.6 10.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 62 93 69 60 62 159 190 EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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: 21,011,822 COMMITMENTS 1137862 1193196 10393286 8668998 8218914 20200146 19805395 811,677 1206427 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 193,270) -41,481 -16,107 170,065 97,492 41,851 226,076 195,809 -32,806 -2,539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 5.7 49.5 41.3 39.1 96.1 94.3 3.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 57 101 124 140 151 278 301 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ OPTION AND FUTURES COMBINED 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: 1,003,679 COMMITMENTS 78,648 115,044 108,059 640,538 594,363 827,245 817,465 176,434 186,214 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 48,662) -1,393 -2,540 6,338 46,164 49,360 51,110 53,159 -2,447 -4,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 11.5 10.8 63.8 59.2 82.4 81.4 17.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639) 126 162 162 251 278 472 507 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 OPTION AND FUTURES COMBINED 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: 221,692 COMMITMENTS 14,754 11,690 24,747 138,129 75,410 177,631 111,847 44,061 109,845 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 12,593) 1,602 -2,604 134 9,124 6,228 10,860 3,758 1,733 8,835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 5.3 11.2 62.3 34.0 80.1 50.5 19.9 49.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 15 15 21 46 41 75 63 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A OPTION AND FUTURES COMBINED 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: 3,909,935 COMMITMENTS 337,575 534,874 398,455 2512043 2594763 3248073 3528092 661,862 381,843 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 180,346) -30,904 -15,610 46,953 185,197 215,663 201,245 247,005 -20,899 -66,659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 13.7 10.2 64.2 66.4 83.1 90.2 16.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621) 121 156 153 242 269 450 491 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A OPTION AND FUTURES COMBINED 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 TRADER 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+ OPTION AND FUTURES COMBINED 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: 56,290 COMMITMENTS 13,168 11,619 2,848 35,955 36,583 51,971 51,050 4,319 5,240 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,089) 485 1,819 -57 732 -442 1,160 1,320 -71 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 20.6 5.1 63.9 65.0 92.3 90.7 7.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 56 54 25 60 70 124 141 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 OPTION AND FUTURES COMBINED 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: 281,452 COMMITMENTS 65,841 58,093 14,242 179,773 182,916 259,856 255,251 21,596 26,201 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 5,444) 2,427 9,094 -285 3,659 -2,208 5,801 6,601 -357 -1,157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 20.6 5.1 63.9 65.0 92.3 90.7 7.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 56 54 25 60 70 124 141 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 OPTION AND FUTURES COMBINED 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: 159,932 COMMITMENTS 86,369 57,089 13,079 33,791 66,473 133,239 136,641 26,692 23,291 CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 19,814) 9,988 -2,010 2,395 -161 21,642 12,222 22,027 7,592 -2,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.0 35.7 8.2 21.1 41.6 83.3 85.4 16.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 31 41 26 22 21 71 72 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 OPTION AND FUTURES COMBINED 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 TRADER 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 OPTION AND FUTURES COMBINED 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 TRADER 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