BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,252: 512 1,664 194 4,621 3,501 5,327 5,359: 925 893
Old : 6,252: 512 1,664 194 4,621 3,501 5,327 5,359: 925 893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 266: 8 81 13 163 147 184 241: 82 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 26.6 3.1 73.9 56.0 85.2 85.7: 14.8 14.3
Old : 100.0: 8.2 26.6 3.1 73.9 56.0 85.2 85.7: 14.8 14.3
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 : 36: 3 9 7 15 14 25 24:
Old : 36: 3 9 7 15 14 25 24:
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 : 44.7 49.4 61.0 65.9 44.7 48.5 60.4 65.0
Old : 44.7 49.4 61.0 65.9 44.7 48.5 60.4 65.0
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,410: 18,786 10,932 889 10,146 10,665 29,821 22,486: 2,589 9,924
Old : 32,410: 18,786 10,932 889 10,146 10,665 29,821 22,486: 2,589 9,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 424: 151 300 102 420 10 673 412: -249 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 33.7 2.7 31.3 32.9 92.0 69.4: 8.0 30.6
Old : 100.0: 58.0 33.7 2.7 31.3 32.9 92.0 69.4: 8.0 30.6
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 : 74: 14 29 18 21 17 45 55:
Old : 74: 14 29 18 21 17 45 55:
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 : 58.7 25.7 73.5 38.5 58.2 25.6 71.9 37.8
Old : 58.7 25.7 73.5 38.5 58.2 25.6 71.9 37.8
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,678: 301 1,547 448 5,184 3,654 5,933 5,649: 745 1,029
Old : 6,678: 301 1,547 448 5,184 3,654 5,933 5,649: 745 1,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -181: -46 -96 -34 -106 -67 -186 -197: 5 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 23.2 6.7 77.6 54.7 88.8 84.6: 11.2 15.4
Old : 100.0: 4.5 23.2 6.7 77.6 54.7 88.8 84.6: 11.2 15.4
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 : 42: 6 10 13 19 21 34 35:
Old : 42: 6 10 13 19 21 34 35:
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 : 53.2 33.5 66.8 48.8 53.2 31.3 66.6 45.5
Old : 53.2 33.5 66.8 48.8 53.2 31.3 66.6 45.5
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 220,979: 91,495 48,312 26,870 81,620 108,824 199,985 184,006: 20,994 36,973
Old : 197,013: 83,927 43,664 23,076 72,147 95,970 179,150 162,710: 17,863 34,303
Other: 23,966: 10,484 7,564 878 9,473 12,854 20,835 21,296: 3,131 2,670
: : :
: : Changes in Commitments from: March 8, 2016 :
: 21,910: 12,974 -1,481 4,536 2,257 17,244 19,767 20,299: 2,143 1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 21.9 12.2 36.9 49.2 90.5 83.3: 9.5 16.7
Old : 100.0: 42.6 22.2 11.7 36.6 48.7 90.9 82.6: 9.1 17.4
Other: 100.0: 43.7 31.6 3.7 39.5 53.6 86.9 88.9: 13.1 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 107 75 84 62 88 218 212:
Old : 291: 103 79 79 49 86 198 209:
Other: 114: 23 20 12 39 43 67 72:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 15.2 24.9 23.1 14.9 14.3 24.8 21.4
Old : 16.0 15.6 27.3 23.1 16.0 14.6 27.2 21.8
Other: 30.3 26.0 44.1 40.3 29.8 26.0 41.6 38.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 292,575: 88,336 55,670 53,672 117,450 135,602 259,458 244,944: 33,117 47,631
Old : 292,575: 88,336 55,670 53,672 117,450 135,602 259,458 244,944: 33,117 47,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,978: 5,655 -8,081 2,160 -3,519 10,317 4,296 4,396: -318 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 19.0 18.3 40.1 46.3 88.7 83.7: 11.3 16.3
Old : 100.0: 30.2 19.0 18.3 40.1 46.3 88.7 83.7: 11.3 16.3
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 : 407: 112 83 119 120 153 302 311:
Old : 407: 112 83 119 120 153 302 311:
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 : 14.3 14.9 23.5 22.8 12.1 14.6 20.2 21.0
Old : 14.3 14.9 23.5 22.8 12.1 14.6 20.2 21.0
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,375: 2,004 1,496 668 529 1,382 3,201 3,546: 1,174 829
Old : 4,375: 2,004 1,496 668 529 1,382 3,201 3,546: 1,174 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 122: 247 -68 -87 -188 272 -28 117: 150 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 34.2 15.3 12.1 31.6 73.2 81.1: 26.8 18.9
Old : 100.0: 45.8 34.2 15.3 12.1 31.6 73.2 81.1: 26.8 18.9
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 : 63: 29 16 6 8 15 41 33:
Old : 63: 29 16 6 8 15 41 33:
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 : 25.7 34.1 38.8 52.0 15.5 30.2 26.2 41.0
Old : 25.7 34.1 38.8 52.0 15.5 30.2 26.2 41.0
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,580: 16,345 11,231 6,780 12,360 8,350 35,485 26,361: 7,095 16,219
Old : 42,580: 16,345 11,231 6,780 12,360 8,350 35,485 26,361: 7,095 16,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,034: 1,865 689 481 -266 1,147 2,080 2,317: -46 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 26.4 15.9 29.0 19.6 83.3 61.9: 16.7 38.1
Old : 100.0: 38.4 26.4 15.9 29.0 19.6 83.3 61.9: 16.7 38.1
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 : 204: 53 56 48 51 62 134 149:
Old : 204: 53 56 48 51 62 134 149:
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 : 14.9 11.7 24.9 18.9 13.3 10.8 21.9 16.5
Old : 14.9 11.7 24.9 18.9 13.3 10.8 21.9 16.5
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,716: 3,352 21,730 734 29,983 9,554 34,069 32,018: 647 2,698
Old : 34,716: 3,352 21,730 734 29,983 9,554 34,069 32,018: 647 2,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,600: 22 1,214 50 1,464 287 1,536 1,551: 64 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 62.6 2.1 86.4 27.5 98.1 92.2: 1.9 7.8
Old : 100.0: 9.7 62.6 2.1 86.4 27.5 98.1 92.2: 1.9 7.8
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 : 74: 12 29 11 22 20 40 54:
Old : 74: 12 29 11 22 20 40 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 : 52.2 54.1 75.7 69.4 51.9 54.0 75.5 69.3
Old : 52.2 54.1 75.7 69.4 51.9 54.0 75.5 69.3
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,223: 5,939 797 1,956 24,701 29,899 32,596 32,652: 627 571
Old : 33,223: 5,939 797 1,956 24,701 29,899 32,596 32,652: 627 571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,303: 135 -2,406 876 1,512 4,202 2,523 2,672: -220 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 2.4 5.9 74.3 90.0 98.1 98.3: 1.9 1.7
Old : 100.0: 17.9 2.4 5.9 74.3 90.0 98.1 98.3: 1.9 1.7
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 : 26: 10 3 2 10 10 21 14:
Old : 26: 10 3 2 10 10 21 14:
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 : 72.5 70.9 85.2 88.7 71.7 66.5 77.0 76.3
Old : 72.5 70.9 85.2 88.7 71.7 66.5 77.0 76.3
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 169,228: 31,584 48,410 3,048 108,483 91,330 143,115 142,788: 26,113 26,440
Old : 169,228: 31,584 48,410 3,048 108,483 91,330 143,115 142,788: 26,113 26,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -5,119: 1,034 -7,921 -8,622 3,070 13,137 -4,518 -3,406: -601 -1,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 28.6 1.8 64.1 54.0 84.6 84.4: 15.4 15.6
Old : 100.0: 18.7 28.6 1.8 64.1 54.0 84.6 84.4: 15.4 15.6
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 : 77: 18 27 11 22 22 45 55:
Old : 77: 18 27 11 22 22 45 55:
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 : 53.9 45.7 68.0 58.7 49.7 45.7 63.7 57.3
Old : 53.9 45.7 68.0 58.7 49.7 45.7 63.7 57.3
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,250: 22,619 17,357 439 10,398 3,582 33,456 21,378: 6,794 18,872
Old : 40,250: 22,619 17,357 439 10,398 3,582 33,456 21,378: 6,794 18,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -9,494: 2,884 -2,507 -3,652 -7,572 -868 -8,340 -7,027: -1,154 -2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 43.1 1.1 25.8 8.9 83.1 53.1: 16.9 46.9
Old : 100.0: 56.2 43.1 1.1 25.8 8.9 83.1 53.1: 16.9 46.9
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 : 36: 9 12 5 9 7 19 23:
Old : 36: 9 12 5 9 7 19 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 : 48.7 36.3 63.9 43.4 48.7 36.3 63.5 43.4
Old : 48.7 36.3 63.9 43.4 48.7 36.3 63.5 43.4
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 97,456: 23,040 68,077 1,173 69,834 22,849 94,047 92,099: 3,409 5,357
Old : 97,456: 23,040 68,077 1,173 69,834 22,849 94,047 92,099: 3,409 5,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -41,649: 2,599 -9,918 -16,320 -27,967 -14,263 -41,688 -40,501: 39 -1,148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 69.9 1.2 71.7 23.4 96.5 94.5: 3.5 5.5
Old : 100.0: 23.6 69.9 1.2 71.7 23.4 96.5 94.5: 3.5 5.5
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 : 107: 33 47 7 11 19 49 68:
Old : 107: 33 47 7 11 19 49 68:
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 : 71.3 44.4 82.2 59.9 71.3 44.4 82.2 59.9
Old : 71.3 44.4 82.2 59.9 71.3 44.4 82.2 59.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 253,177: 62,876 76,495 2,601 174,396 135,467 239,873 214,563: 13,304 38,614
Old : 253,177: 62,876 76,495 2,601 174,396 135,467 239,873 214,563: 13,304 38,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -45,871: 33,512 -1,874 -12,642 -59,919 -26,166 -39,049 -40,682: -6,822 -5,189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 30.2 1.0 68.9 53.5 94.7 84.7: 5.3 15.3
Old : 100.0: 24.8 30.2 1.0 68.9 53.5 94.7 84.7: 5.3 15.3
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 : 102: 22 37 8 22 36 46 79:
Old : 102: 22 37 8 22 36 46 79:
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 : 62.9 43.9 76.2 57.2 62.9 43.1 76.2 56.3
Old : 62.9 43.9 76.2 57.2 62.9 43.1 76.2 56.3
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,084: 79,426 33,937 2,104 32,762 79,738 114,292 115,779: 25,792 24,305
Old : 140,084: 79,426 33,937 2,104 32,762 79,738 114,292 115,779: 25,792 24,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -149,795: -14,441 4,403 -11,761 -120,507 -138,841 -146,709 -146,199: -3,086 -3,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 24.2 1.5 23.4 56.9 81.6 82.6: 18.4 17.4
Old : 100.0: 56.7 24.2 1.5 23.4 56.9 81.6 82.6: 18.4 17.4
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 : 119: 45 31 9 22 32 71 68:
Old : 119: 45 31 9 22 32 71 68:
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 : 35.6 32.2 45.0 43.4 35.6 31.9 44.7 41.1
Old : 35.6 32.2 45.0 43.4 35.6 31.9 44.7 41.1
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 322,405: 90,353 167,908 6,390 180,672 92,859 277,415 267,157: 44,990 55,248
Old : 322,405: 90,353 167,908 6,390 180,672 92,859 277,415 267,157: 44,990 55,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -110,816: -13,812 -8,164 -11,873 -82,705 -80,519 -108,390 -100,556: -2,426 -10,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 52.1 2.0 56.0 28.8 86.0 82.9: 14.0 17.1
Old : 100.0: 28.0 52.1 2.0 56.0 28.8 86.0 82.9: 14.0 17.1
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 : 216: 57 82 27 53 57 122 155:
Old : 216: 57 82 27 53 57 122 155:
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 : 30.0 26.7 46.9 35.7 29.4 26.7 45.8 35.4
Old : 30.0 26.7 46.9 35.7 29.4 26.7 45.8 35.4
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,577: 18,002 12,944 240 5,236 10,263 23,478 23,447: 1,099 1,130
Old : 24,577: 18,002 12,944 240 5,236 10,263 23,478 23,447: 1,099 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,691: 3,720 4,296 -54 -127 -261 3,539 3,981: 152 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 52.7 1.0 21.3 41.8 95.5 95.4: 4.5 4.6
Old : 100.0: 73.2 52.7 1.0 21.3 41.8 95.5 95.4: 4.5 4.6
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 : 26: 6 14 2 3 4 11 18:
Old : 26: 6 14 2 3 4 11 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 : 84.6 62.2 94.1 86.1 84.6 60.2 93.4 84.0
Old : 84.6 62.2 94.1 86.1 84.6 60.2 93.4 84.0
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,451: 20,524 19,234 552 5,082 4,797 26,158 24,583: 2,293 3,868
Old : 28,451: 20,524 19,234 552 5,082 4,797 26,158 24,583: 2,293 3,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -6,506: 105 -3,185 -1,820 -4,040 -2,100 -5,755 -7,105: -751 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 67.6 1.9 17.9 16.9 91.9 86.4: 8.1 13.6
Old : 100.0: 72.1 67.6 1.9 17.9 16.9 91.9 86.4: 8.1 13.6
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 : 64: 23 25 4 8 10 33 37:
Old : 64: 23 25 4 8 10 33 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 : 48.8 40.9 67.4 54.8 46.9 40.9 64.2 54.8
Old : 48.8 40.9 67.4 54.8 46.9 40.9 64.2 54.8
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,656,108: 1,388,271 1,801,343 1,606,709 5,965,129 5,153,330 8,960,109 8,561,382: 695,999 1,094,726
Old : 9,656,108: 1,388,271 1,801,343 1,606,709 5,965,129 5,153,330 8,960,109 8,561,382: 695,999 1,094,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
:-1,231,340: -235,449 -286,030 -211,656 -719,829 -691,804 -1,166,934 -1,189,490: -64,406 -41,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 18.7 16.6 61.8 53.4 92.8 88.7: 7.2 11.3
Old : 100.0: 14.4 18.7 16.6 61.8 53.4 92.8 88.7: 7.2 11.3
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 : 263: 34 85 91 114 130 218 245:
Old : 263: 34 85 91 114 130 218 245:
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 : 27.3 19.7 42.2 28.9 23.2 13.5 34.5 18.6
Old : 27.3 19.7 42.2 28.9 23.2 13.5 34.5 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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 835,103: 81,649 119,281 29,811 565,138 521,628 676,598 670,720: 158,505 164,383
Old : 835,103: 81,649 119,281 29,811 565,138 521,628 676,598 670,720: 158,505 164,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 23,014: 896 1,641 3,820 21,791 22,597 26,507 28,057: -3,493 -5,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 14.3 3.6 67.7 62.5 81.0 80.3: 19.0 19.7
Old : 100.0: 9.8 14.3 3.6 67.7 62.5 81.0 80.3: 19.0 19.7
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 : 588: 96 155 90 241 261 389 454:
Old : 588: 96 155 90 241 261 389 454:
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 : 14.0 11.8 23.3 18.9 11.9 10.9 19.5 16.1
Old : 14.0 11.8 23.3 18.9 11.9 10.9 19.5 16.1
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 155,794: 13,584 10,027 1,083 102,253 48,241 116,920 59,351: 38,874 96,443
Old : 155,794: 13,584 10,027 1,083 102,253 48,241 116,920 59,351: 38,874 96,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -1,979: -560 127 240 -3,471 3,724 -3,791 4,091: 1,812 -6,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.4 0.7 65.6 31.0 75.0 38.1: 25.0 61.9
Old : 100.0: 8.7 6.4 0.7 65.6 31.0 75.0 38.1: 25.0 61.9
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 : 67: 11 8 9 41 28 55 42:
Old : 67: 11 8 9 41 28 55 42:
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 : 35.9 15.9 48.3 24.2 35.7 14.1 47.0 21.7
Old : 35.9 15.9 48.3 24.2 35.7 14.1 47.0 21.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,396,546: 364,788 570,733 119,179 2,314,424 2,366,935 2,798,391 3,056,847: 598,155 339,699
Old : 3,396,546: 364,788 570,733 119,179 2,314,424 2,366,935 2,798,391 3,056,847: 598,155 339,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 124,964: 15,431 15,721 9,746 126,311 94,363 151,488 119,830: -26,524 5,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.8 3.5 68.1 69.7 82.4 90.0: 17.6 10.0
Old : 100.0: 10.7 16.8 3.5 68.1 69.7 82.4 90.0: 17.6 10.0
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 : 581: 94 154 88 231 255 375 447:
Old : 581: 94 154 88 231 255 375 447:
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 : 15.0 14.3 24.3 22.5 13.3 13.4 21.4 20.2
Old : 15.0 14.3 24.3 22.5 13.3 13.4 21.4 20.2
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,042: 5,101 9,619 765 87,904 86,830 93,770 97,214: 8,272 4,828
Old : 102,042: 5,101 9,619 765 87,904 86,830 93,770 97,214: 8,272 4,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 6,257: 101 -629 278 5,812 6,711 6,191 6,360: 66 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.4 0.7 86.1 85.1 91.9 95.3: 8.1 4.7
Old : 100.0: 5.0 9.4 0.7 86.1 85.1 91.9 95.3: 8.1 4.7
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 : 89: 8 9 5 56 41 68 51:
Old : 89: 8 9 5 56 41 68 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 : 36.9 39.0 54.0 58.2 32.9 38.9 49.2 58.1
Old : 36.9 39.0 54.0 58.2 32.9 38.9 49.2 58.1
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,478: 10,298 11,178 1,600 39,054 37,561 50,951 50,339: 4,527 5,139
Old : 55,478: 10,298 11,178 1,600 39,054 37,561 50,951 50,339: 4,527 5,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,017: -2,790 -553 278 5,173 3,156 2,661 2,880: 356 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.1 2.9 70.4 67.7 91.8 90.7: 8.2 9.3
Old : 100.0: 18.6 20.1 2.9 70.4 67.7 91.8 90.7: 8.2 9.3
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 : 211: 47 56 19 68 74 123 141:
Old : 211: 47 56 19 68 74 123 141:
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 : 39.7 19.7 48.4 34.8 36.7 17.7 43.8 29.6
Old : 39.7 19.7 48.4 34.8 36.7 17.7 43.8 29.6
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 277,389: 51,489 55,891 7,999 195,268 187,803 254,756 251,693: 22,633 25,696
Old : 277,389: 51,489 55,891 7,999 195,268 187,803 254,756 251,693: 22,633 25,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 15,083: -13,950 -2,767 1,389 25,866 15,779 13,305 14,401: 1,778 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 20.1 2.9 70.4 67.7 91.8 90.7: 8.2 9.3
Old : 100.0: 18.6 20.1 2.9 70.4 67.7 91.8 90.7: 8.2 9.3
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 : 211: 47 56 19 68 74 123 141:
Old : 211: 47 56 19 68 74 123 141:
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 : 39.7 19.7 48.4 34.8 36.7 17.7 43.8 29.6
Old : 39.7 19.7 48.4 34.8 36.7 17.7 43.8 29.6
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 99,992: 61,544 48,762 1,634 7,917 30,785 71,095 81,181: 28,897 18,811
Old : 99,992: 61,544 48,762 1,634 7,917 30,785 71,095 81,181: 28,897 18,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -41,853: -24,597 -8,184 -3,516 -17,316 -27,807 -45,429 -39,507: 3,576 -2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 48.8 1.6 7.9 30.8 71.1 81.2: 28.9 18.8
Old : 100.0: 61.5 48.8 1.6 7.9 30.8 71.1 81.2: 28.9 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 : 83: 29 32 7 14 13 49 46:
Old : 83: 29 32 7 14 13 49 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 : 43.2 49.4 50.3 58.2 43.2 49.4 50.0 58.2
Old : 43.2 49.4 50.3 58.2 43.2 49.4 50.0 58.2
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,282: 6,782 4,679 400 16,612 17,722 23,794 22,801: 5,488 6,481
Old : 29,282: 6,782 4,679 400 16,612 17,722 23,794 22,801: 5,488 6,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -15,997: -3,014 -617 -2,581 -7,032 -14,007 -12,627 -17,205: -3,370 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.0 1.4 56.7 60.5 81.3 77.9: 18.7 22.1
Old : 100.0: 23.2 16.0 1.4 56.7 60.5 81.3 77.9: 18.7 22.1
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 : 42: 8 11 1 13 11 21 23:
Old : 42: 8 11 1 13 11 21 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 : 52.8 51.0 65.1 61.2 52.8 51.0 64.6 61.2
Old : 52.8 51.0 65.1 61.2 52.8 51.0 64.6 61.2
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,497: 19,849 5,997 319 29,492 11,581 49,660 17,897: 8,837 40,600
Old : 58,497: 19,849 5,997 319 29,492 11,581 49,660 17,897: 8,837 40,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -45,174: -15,904 -4,312 -3,296 -22,323 -15,141 -41,523 -22,749: -3,651 -22,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 10.3 0.5 50.4 19.8 84.9 30.6: 15.1 69.4
Old : 100.0: 33.9 10.3 0.5 50.4 19.8 84.9 30.6: 15.1 69.4
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 : 69: 28 8 3 24 14 53 24:
Old : 69: 28 8 3 24 14 53 24:
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 : 23.3 15.7 39.4 22.3 23.3 15.5 39.3 21.3
Old : 23.3 15.7 39.4 22.3 23.3 15.5 39.3 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016