BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,806: 508 2,681 153 4,970 3,162 5,631 5,996: 1,175 810
Old : 6,806: 508 2,681 153 4,970 3,162 5,631 5,996: 1,175 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 279: 7 -10 4 240 315 251 309: 28 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 39.4 2.2 73.0 46.5 82.7 88.1: 17.3 11.9
Old : 100.0: 7.5 39.4 2.2 73.0 46.5 82.7 88.1: 17.3 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 13 7 15 15 24 29:
Old : 37: 3 13 7 15 15 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 36.8 70.5 56.8 56.2 36.5 67.7 55.8
Old : 56.8 36.8 70.5 56.8 56.2 36.5 67.7 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 42,945: 21,939 9,708 895 18,121 20,282 40,955 30,885: 1,990 12,060
Old : 42,945: 21,939 9,708 895 18,121 20,282 40,955 30,885: 1,990 12,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 52: -332 -146 138 219 220 25 212: 27 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 22.6 2.1 42.2 47.2 95.4 71.9: 4.6 28.1
Old : 100.0: 51.1 22.6 2.1 42.2 47.2 95.4 71.9: 4.6 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 10 32 23 29 26 58 64:
Old : 91: 10 32 23 29 26 58 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 26.7 69.6 39.1 50.9 26.6 69.0 39.0
Old : 51.0 26.7 69.6 39.1 50.9 26.6 69.0 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,876: 32 1,557 140 4,973 3,326 5,145 5,023: 731 853
Old : 5,876: 32 1,557 140 4,973 3,326 5,145 5,023: 731 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 216: 0 -56 17 179 245 196 206: 20 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 26.5 2.4 84.6 56.6 87.6 85.5: 12.4 14.5
Old : 100.0: 0.5 26.5 2.4 84.6 56.6 87.6 85.5: 12.4 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 11 7 17 15 24 27:
Old : 36: 1 11 7 17 15 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 32.5 66.5 49.9 48.5 28.3 64.6 45.5
Old : 49.7 32.5 66.5 49.9 48.5 28.3 64.6 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 2,994: 1,855 178 102 691 1,554 2,648 1,834: 346 1,160
Old : 2,994: 1,855 178 102 691 1,554 2,648 1,834: 346 1,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 20: -26 -18 28 4 -12 6 -2: 14 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 5.9 3.4 23.1 51.9 88.4 61.3: 11.6 38.7
Old : 100.0: 62.0 5.9 3.4 23.1 51.9 88.4 61.3: 11.6 38.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 4 4 5 10 12 15:
Old : 21: 4 4 4 5 10 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 38.4 85.7 50.0 66.8 38.4 82.4 49.4
Old : 67.6 38.4 85.7 50.0 66.8 38.4 82.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 216,988: 69,678 79,171 39,331 87,258 69,404 196,267 187,906: 20,721 29,082
Old : 202,790: 68,412 77,892 34,719 80,929 63,317 184,060 175,928: 18,730 26,862
Other: 14,198: 4,798 4,811 1,080 6,329 6,087 12,207 11,978: 1,991 2,220
: : :
: : Changes in Commitments from: March 24, 2015 :
: 4,953: -3,442 3,038 2,342 6,079 934 4,979 6,314: -26 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 36.5 18.1 40.2 32.0 90.5 86.6: 9.5 13.4
Old : 100.0: 33.7 38.4 17.1 39.9 31.2 90.8 86.8: 9.2 13.2
Other: 100.0: 33.8 33.9 7.6 44.6 42.9 86.0 84.4: 14.0 15.6
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 78 104 110 73 72 224 230:
Old : 286: 72 106 107 67 66 209 223:
Other: 94: 18 19 8 32 39 53 64:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.7 11.0 27.0 18.7 14.8 10.6 24.5 17.9
Old : 16.9 11.7 27.6 19.5 15.3 11.3 25.0 18.5
Other: 27.6 24.0 43.2 36.6 24.2 20.7 39.7 31.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 278,224: 107,110 50,193 31,815 105,836 151,483 244,761 233,491: 33,463 44,733
Old : 278,224: 107,110 50,193 31,815 105,836 151,483 244,761 233,491: 33,463 44,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 6,503: 4,862 1,678 -3,391 3,341 7,746 4,812 6,033: 1,691 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 18.0 11.4 38.0 54.4 88.0 83.9: 12.0 16.1
Old : 100.0: 38.5 18.0 11.4 38.0 54.4 88.0 83.9: 12.0 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 130 83 109 105 146 297 285:
Old : 394: 130 83 109 105 146 297 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 18.2 22.8 26.7 12.7 16.1 22.6 22.9
Old : 12.7 18.2 22.8 26.7 12.7 16.1 22.6 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,035: 2,261 3,920 588 2,756 911 5,605 5,419: 1,430 1,616
Old : 7,035: 2,261 3,920 588 2,756 911 5,605 5,419: 1,430 1,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 348: -28 0 173 61 231 206 404: 142 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 55.7 8.4 39.2 12.9 79.7 77.0: 20.3 23.0
Old : 100.0: 32.1 55.7 8.4 39.2 12.9 79.7 77.0: 20.3 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 20 35 10 28 18 55 60:
Old : 90: 20 35 10 28 18 55 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 31.2 40.6 43.3 29.1 31.2 39.0 40.2
Old : 29.1 31.2 40.6 43.3 29.1 31.2 39.0 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 40,786: 13,055 10,187 4,850 13,669 8,538 31,574 23,575: 9,212 17,211
Old : 40,786: 13,055 10,187 4,850 13,669 8,538 31,574 23,575: 9,212 17,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -1,345: -21 -997 -562 -841 -54 -1,424 -1,613: 79 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 25.0 11.9 33.5 20.9 77.4 57.8: 22.6 42.2
Old : 100.0: 32.0 25.0 11.9 33.5 20.9 77.4 57.8: 22.6 42.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 46 54 29 52 75 120 140:
Old : 199: 46 54 29 52 75 120 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 9.5 26.2 17.2 17.1 9.2 25.4 15.3
Old : 17.2 9.5 26.2 17.2 17.1 9.2 25.4 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,304: 796 5,309 92 4,247 338 5,135 5,739: 1,169 565
Old : 6,304: 796 5,309 92 4,247 338 5,135 5,739: 1,169 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -64: 1 -65 1 0 1 2 -63: -66 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 84.2 1.5 67.4 5.4 81.5 91.0: 18.5 9.0
Old : 100.0: 12.6 84.2 1.5 67.4 5.4 81.5 91.0: 18.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 5 2 10 5 16 11:
Old : 20: 5 5 2 10 5 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 84.2 70.1 90.8 48.8 84.2 69.8 88.8
Old : 48.8 84.2 70.1 90.8 48.8 84.2 69.8 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 35,262: 4,523 23,776 419 29,489 8,646 34,431 32,841: 831 2,421
Old : 35,262: 4,523 23,776 419 29,489 8,646 34,431 32,841: 831 2,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 120: -70 239 -4 175 141 101 376: 19 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 67.4 1.2 83.6 24.5 97.6 93.1: 2.4 6.9
Old : 100.0: 12.8 67.4 1.2 83.6 24.5 97.6 93.1: 2.4 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 17 31 10 21 16 41 54:
Old : 79: 17 31 10 21 16 41 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 54.8 74.5 71.4 56.4 54.8 74.5 71.2
Old : 56.4 54.8 74.5 71.4 56.4 54.8 74.5 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 56,354: 8,211 5,279 994 46,776 49,564 55,981 55,837: 373 517
Old : 56,354: 8,211 5,279 994 46,776 49,564 55,981 55,837: 373 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 411: 122 -75 0 322 460 444 385: -33 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 9.4 1.8 83.0 88.0 99.3 99.1: 0.7 0.9
Old : 100.0: 14.6 9.4 1.8 83.0 88.0 99.3 99.1: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 4 1 13 12 19 17:
Old : 27: 6 4 1 13 12 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 73.5 84.2 91.4 64.2 72.2 80.7 87.3
Old : 64.5 73.5 84.2 91.4 64.2 72.2 80.7 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 110,447: 18,771 48,389 2,952 66,324 21,992 88,047 73,333: 22,400 37,114
Old : 110,447: 18,771 48,389 2,952 66,324 21,992 88,047 73,333: 22,400 37,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 3,716: -422 -3,460 -269 2,227 7,378 1,536 3,649: 2,180 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 43.8 2.7 60.1 19.9 79.7 66.4: 20.3 33.6
Old : 100.0: 17.0 43.8 2.7 60.1 19.9 79.7 66.4: 20.3 33.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 19 28 9 16 18 40 51:
Old : 78: 19 28 9 16 18 40 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 35.9 59.4 42.8 50.1 35.9 58.4 42.1
Old : 50.1 35.9 59.4 42.8 50.1 35.9 58.4 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 34,149: 13,679 12,973 245 14,653 4,497 28,577 17,715: 5,572 16,434
Old : 34,149: 13,679 12,973 245 14,653 4,497 28,577 17,715: 5,572 16,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -2,147: 1,075 -3,586 -21 -2,524 222 -1,470 -3,385: -677 1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 38.0 0.7 42.9 13.2 83.7 51.9: 16.3 48.1
Old : 100.0: 40.1 38.0 0.7 42.9 13.2 83.7 51.9: 16.3 48.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 12 8 2 7 9 20 18:
Old : 32: 12 8 2 7 9 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 34.5 66.4 44.7 47.9 34.5 66.4 44.7
Old : 47.9 34.5 66.4 44.7 47.9 34.5 66.4 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 157,688: 43,289 73,578 4,317 106,671 72,784 154,277 150,679: 3,411 7,009
Old : 157,688: 43,289 73,578 4,317 106,671 72,784 154,277 150,679: 3,411 7,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 7,368: 8,245 -2,566 -1,092 -426 11,030 6,727 7,372: 641 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 46.7 2.7 67.6 46.2 97.8 95.6: 2.2 4.4
Old : 100.0: 27.5 46.7 2.7 67.6 46.2 97.8 95.6: 2.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 23 57 8 17 22 45 82:
Old : 116: 23 57 8 17 22 45 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 39.3 84.4 57.9 76.2 39.3 84.3 57.9
Old : 76.2 39.3 84.4 57.9 76.2 39.3 84.3 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 182,514: 35,143 71,773 2,354 130,848 75,229 168,345 149,356: 14,169 33,158
Old : 182,514: 35,143 71,773 2,354 130,848 75,229 168,345 149,356: 14,169 33,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 4,374: -795 -2,722 -344 5,662 8,901 4,523 5,835: -149 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 39.3 1.3 71.7 41.2 92.2 81.8: 7.8 18.2
Old : 100.0: 19.3 39.3 1.3 71.7 41.2 92.2 81.8: 7.8 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 27 38 5 27 34 56 75:
Old : 111: 27 38 5 27 34 56 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 30.7 63.8 41.2 49.8 28.0 63.3 38.4
Old : 49.8 30.7 63.8 41.2 49.8 28.0 63.3 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 177,478: 44,409 68,333 2,930 116,378 53,965 163,717 125,228: 13,761 52,250
Old : 177,478: 44,409 68,333 2,930 116,378 53,965 163,717 125,228: 13,761 52,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -3,548: 5,253 -16,728 11 -9,643 13,922 -4,379 -2,795: 831 -753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 38.5 1.7 65.6 30.4 92.2 70.6: 7.8 29.4
Old : 100.0: 25.0 38.5 1.7 65.6 30.4 92.2 70.6: 7.8 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 24 51 13 24 31 55 89:
Old : 121: 24 51 13 24 31 55 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 25.2 70.8 34.0 52.4 25.1 70.8 33.5
Old : 52.4 25.2 70.8 34.0 52.4 25.1 70.8 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 459,746: 41,709 268,269 7,236 372,420 97,951 421,365 373,456: 38,381 86,290
Old : 459,746: 41,709 268,269 7,236 372,420 97,951 421,365 373,456: 38,381 86,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -1,204: -8,439 -2,842 945 5,632 3,018 -1,862 1,121: 658 -2,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 58.4 1.6 81.0 21.3 91.7 81.2: 8.3 18.8
Old : 100.0: 9.1 58.4 1.6 81.0 21.3 91.7 81.2: 8.3 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 51 102 34 52 55 122 173:
Old : 237: 51 102 34 52 55 122 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 23.5 61.9 33.2 52.1 23.5 61.8 33.1
Old : 52.2 23.5 61.9 33.2 52.1 23.5 61.8 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 25,906: 5,737 13,771 3,981 15,693 7,086 25,411 24,838: 495 1,068
Old : 25,906: 5,737 13,771 3,981 15,693 7,086 25,411 24,838: 495 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 3,351: 776 1,627 260 2,453 1,728 3,489 3,615: -138 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 53.2 15.4 60.6 27.4 98.1 95.9: 1.9 4.1
Old : 100.0: 22.1 53.2 15.4 60.6 27.4 98.1 95.9: 1.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 8 6 5 6 14 18:
Old : 23: 7 8 6 5 6 14 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 79.2 91.2 89.9 52.7 55.4 61.1 58.7
Old : 67.2 79.2 91.2 89.9 52.7 55.4 61.1 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,049: 16,443 12,412 506 4,473 5,776 21,422 18,694: 2,627 5,355
Old : 24,049: 16,443 12,412 506 4,473 5,776 21,422 18,694: 2,627 5,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 3,091: 4,294 -603 -126 -997 3,363 3,171 2,634: -80 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 51.6 2.1 18.6 24.0 89.1 77.7: 10.9 22.3
Old : 100.0: 68.4 51.6 2.1 18.6 24.0 89.1 77.7: 10.9 22.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 20 28 4 8 6 29 37:
Old : 62: 20 28 4 8 6 29 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 35.8 68.3 49.3 54.8 35.8 68.0 49.3
Old : 54.8 35.8 68.3 49.3 54.8 35.8 68.0 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,798,008: 1,748,882 1,365,316 2,073,225 6,070,116 6,085,538 9,892,223 9,524,079: 905,785 1,273,929
Old :10,798,008: 1,748,882 1,365,316 2,073,225 6,070,116 6,085,538 9,892,223 9,524,079: 905,785 1,273,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 185,136: 15,247 -58,826 90,592 23,751 136,824 129,590 168,590: 55,546 16,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.6 19.2 56.2 56.4 91.6 88.2: 8.4 11.8
Old : 100.0: 16.2 12.6 19.2 56.2 56.4 91.6 88.2: 8.4 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 44 85 100 121 141 234 263:
Old : 285: 44 85 100 121 141 234 263:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 23.3 32.5 33.7 13.5 14.1 22.9 18.6
Old : 18.2 23.3 32.5 33.7 13.5 14.1 22.9 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 635,500: 86,421 86,756 20,300 425,976 445,922 532,698 552,978: 102,802 82,522
Old : 635,500: 86,421 86,756 20,300 425,976 445,922 532,698 552,978: 102,802 82,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 6,048: 1,458 3,819 1,226 -2,205 -5,656 479 -612: 5,569 6,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 13.7 3.2 67.0 70.2 83.8 87.0: 16.2 13.0
Old : 100.0: 13.6 13.7 3.2 67.0 70.2 83.8 87.0: 16.2 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 550: 110 108 58 222 233 358 373:
Old : 550: 110 108 58 222 233 358 373:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 14.0 26.2 23.7 15.2 13.8 23.3 23.0
Old : 17.4 14.0 26.2 23.7 15.2 13.8 23.3 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 102,704: 11,948 5,276 282 55,907 59,559 68,137 65,117: 34,567 37,587
Old : 102,704: 11,948 5,276 282 55,907 59,559 68,137 65,117: 34,567 37,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -369: 16 4,174 148 28 -9,973 192 -5,651: -561 5,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.1 0.3 54.4 58.0 66.3 63.4: 33.7 36.6
Old : 100.0: 11.6 5.1 0.3 54.4 58.0 66.3 63.4: 33.7 36.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 11 7 4 30 29 43 38:
Old : 67: 11 7 4 30 29 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 29.5 40.3 42.9 28.2 28.4 40.2 41.8
Old : 28.3 29.5 40.3 42.9 28.2 28.4 40.2 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,663,980: 390,795 425,830 81,661 1,850,347 1,931,813 2,322,803 2,439,304: 341,177 224,676
Old : 2,663,980: 390,795 425,830 81,661 1,850,347 1,931,813 2,322,803 2,439,304: 341,177 224,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 32,085: 24,066 15,079 -11,465 -11,164 21,583 1,437 25,197: 30,648 6,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.0 3.1 69.5 72.5 87.2 91.6: 12.8 8.4
Old : 100.0: 14.7 16.0 3.1 69.5 72.5 87.2 91.6: 12.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 541: 107 107 54 212 220 342 358:
Old : 541: 107 107 54 212 220 342 358:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 15.7 28.9 26.6 16.9 15.1 25.3 25.9
Old : 19.3 15.7 28.9 26.6 16.9 15.1 25.3 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 87,474: 8,773 5,003 1,799 64,855 77,192 75,427 83,994: 12,047 3,480
Old : 87,474: 8,773 5,003 1,799 64,855 77,192 75,427 83,994: 12,047 3,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 2,016: -869 -168 957 478 1,163 566 1,952: 1,450 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.7 2.1 74.1 88.2 86.2 96.0: 13.8 4.0
Old : 100.0: 10.0 5.7 2.1 74.1 88.2 86.2 96.0: 13.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 14 8 3 53 36 68 46:
Old : 94: 14 8 3 53 36 68 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 34.7 48.4 54.7 36.4 34.4 46.5 54.4
Old : 36.9 34.7 48.4 54.7 36.4 34.4 46.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 63,967: 14,946 4,485 2,232 41,212 53,979 58,390 60,696: 5,577 3,271
Old : 63,967: 14,946 4,485 2,232 41,212 53,979 58,390 60,696: 5,577 3,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -2,993: -2,226 -517 946 -1,273 -3,539 -2,553 -3,110: -441 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 7.0 3.5 64.4 84.4 91.3 94.9: 8.7 5.1
Old : 100.0: 23.4 7.0 3.5 64.4 84.4 91.3 94.9: 8.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 64 29 14 65 60 134 98:
Old : 208: 64 29 14 65 60 134 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 42.3 48.5 62.3 39.8 42.3 47.9 62.1
Old : 39.8 42.3 48.5 62.3 39.8 42.3 47.9 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 319,836: 74,728 22,427 11,160 206,061 269,893 291,949 303,480: 27,887 16,356
Old : 319,836: 74,728 22,427 11,160 206,061 269,893 291,949 303,480: 27,887 16,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -14,967: -11,132 -2,585 4,731 -6,363 -17,695 -12,764 -15,549: -2,203 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 7.0 3.5 64.4 84.4 91.3 94.9: 8.7 5.1
Old : 100.0: 23.4 7.0 3.5 64.4 84.4 91.3 94.9: 8.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 64 29 14 65 60 134 98:
Old : 208: 64 29 14 65 60 134 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 42.3 48.5 62.3 39.8 42.3 47.9 62.1
Old : 39.8 42.3 48.5 62.3 39.8 42.3 47.9 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 138,260: 55,814 80,170 1,052 66,179 20,286 123,045 101,508: 15,215 36,752
Old : 138,260: 55,814 80,170 1,052 66,179 20,286 123,045 101,508: 15,215 36,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 2,567: 3,735 -277 -38 -2,778 1,650 919 1,335: 1,648 1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 58.0 0.8 47.9 14.7 89.0 73.4: 11.0 26.6
Old : 100.0: 40.4 58.0 0.8 47.9 14.7 89.0 73.4: 11.0 26.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 21 46 8 16 17 42 66:
Old : 94: 21 46 8 16 17 42 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 33.0 72.3 42.5 61.7 32.8 72.3 42.3
Old : 61.7 33.0 72.3 42.5 61.7 32.8 72.3 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 59,404: 19,672 7,665 387 27,073 44,153 47,132 52,205: 12,272 7,199
Old : 59,404: 19,672 7,665 387 27,073 44,153 47,132 52,205: 12,272 7,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 257: 691 -24 -310 -940 -374 -559 -708: 816 965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 12.9 0.7 45.6 74.3 79.3 87.9: 20.7 12.1
Old : 100.0: 33.1 12.9 0.7 45.6 74.3 79.3 87.9: 20.7 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 22 10 3 20 11 43 23:
Old : 61: 22 10 3 20 11 43 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 64.4 44.9 79.0 31.3 64.4 44.8 79.0
Old : 31.3 64.4 44.9 79.0 31.3 64.4 44.8 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, March 31, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 98,700: 31,611 5,720 1,015 53,601 11,126 86,227 17,861: 12,473 80,839
Old : 98,700: 31,611 5,720 1,015 53,601 11,126 86,227 17,861: 12,473 80,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: -4,260: -2,932 378 270 -3,354 2,115 -6,016 2,763: 1,756 -7,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 5.8 1.0 54.3 11.3 87.4 18.1: 12.6 81.9
Old : 100.0: 32.0 5.8 1.0 54.3 11.3 87.4 18.1: 12.6 81.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 32 5 6 30 18 63 28:
Old : 75: 32 5 6 30 18 63 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 8.4 50.7 12.0 36.7 8.0 50.7 11.5
Old : 36.7 8.4 50.7 12.0 36.7 8.0 50.7 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2015