BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, March 22, 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 : 6,573: 553 1,592 242 4,791 3,813 5,586 5,647: 987 926
Old : 6,573: 553 1,592 242 4,791 3,813 5,586 5,647: 987 926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 321: 41 -72 48 170 312 259 288: 62 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 24.2 3.7 72.9 58.0 85.0 85.9: 15.0 14.1
Old : 100.0: 8.4 24.2 3.7 72.9 58.0 85.0 85.9: 15.0 14.1
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 : 36: 3 9 7 15 15 25 25:
Old : 36: 3 9 7 15 15 25 25:
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 : 45.1 46.5 61.2 63.3 45.1 44.9 60.9 61.6
Old : 45.1 46.5 61.2 63.3 45.1 44.9 60.9 61.6
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 22, 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 : 33,041: 18,597 11,099 1,121 10,513 10,851 30,231 23,071: 2,810 9,970
Old : 33,041: 18,597 11,099 1,121 10,513 10,851 30,231 23,071: 2,810 9,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 631: -189 167 232 367 186 410 585: 221 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 33.6 3.4 31.8 32.8 91.5 69.8: 8.5 30.2
Old : 100.0: 56.3 33.6 3.4 31.8 32.8 91.5 69.8: 8.5 30.2
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 : 74: 14 30 17 22 17 45 55:
Old : 74: 14 30 17 22 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 : 55.9 25.0 71.2 37.6 54.7 24.8 68.7 36.8
Old : 55.9 25.0 71.2 37.6 54.7 24.8 68.7 36.8
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 22, 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 : 6,579: 291 1,538 512 5,135 3,566 5,938 5,616: 641 963
Old : 6,579: 291 1,538 512 5,135 3,566 5,938 5,616: 641 963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -99: -10 -9 64 -49 -88 5 -33: -104 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 23.4 7.8 78.1 54.2 90.3 85.4: 9.7 14.6
Old : 100.0: 4.4 23.4 7.8 78.1 54.2 90.3 85.4: 9.7 14.6
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 : 44: 6 12 12 19 21 34 36:
Old : 44: 6 12 12 19 21 34 36:
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 : 54.2 29.8 68.0 47.9 54.1 28.2 67.8 42.9
Old : 54.2 29.8 68.0 47.9 54.1 28.2 67.8 42.9
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 22, 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 : 230,984: 96,478 47,345 30,827 83,395 116,536 210,700 194,708: 20,284 36,276
Old : 206,311: 88,797 42,821 26,803 73,784 103,171 189,384 172,795: 16,927 33,516
Other: 24,673: 10,994 7,837 711 9,611 13,365 21,316 21,913: 3,357 2,760
: : :
: : Changes in Commitments from: March 15, 2016 :
: 10,005: 4,983 -967 3,957 1,775 7,712 10,715 10,702: -710 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 20.5 13.3 36.1 50.5 91.2 84.3: 8.8 15.7
Old : 100.0: 43.0 20.8 13.0 35.8 50.0 91.8 83.8: 8.2 16.2
Other: 100.0: 44.6 31.8 2.9 39.0 54.2 86.4 88.8: 13.6 11.2
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 105 73 89 64 96 227 225:
Old : 303: 101 79 85 51 94 207 222:
Other: 122: 24 21 12 40 47 69 78:
:----------------------------------------------------------------------------------------------------
: 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 16.0 24.1 23.7 14.3 14.7 23.9 21.4
Old : 15.4 16.4 26.3 23.9 15.4 15.1 26.2 21.8
Other: 29.2 25.4 42.6 39.0 28.7 25.4 41.0 37.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, March 22, 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 : 296,499: 92,549 54,525 55,234 115,815 137,921 263,598 247,680: 32,901 48,819
Old : 296,499: 92,549 54,525 55,234 115,815 137,921 263,598 247,680: 32,901 48,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 3,924: 4,213 -1,145 1,562 -1,635 2,319 4,140 2,736: -216 1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 18.4 18.6 39.1 46.5 88.9 83.5: 11.1 16.5
Old : 100.0: 31.2 18.4 18.6 39.1 46.5 88.9 83.5: 11.1 16.5
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 : 402: 101 84 110 119 156 291 310:
Old : 402: 101 84 110 119 156 291 310:
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 : 14.4 14.1 23.5 21.6 11.3 13.7 19.5 19.7
Old : 14.4 14.1 23.5 21.6 11.3 13.7 19.5 19.7
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 22, 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 : 4,547: 2,081 1,301 502 515 1,678 3,098 3,481: 1,449 1,066
Old : 4,547: 2,081 1,301 502 515 1,678 3,098 3,481: 1,449 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 172: 77 -195 -166 -14 296 -103 -65: 275 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 28.6 11.0 11.3 36.9 68.1 76.6: 31.9 23.4
Old : 100.0: 45.8 28.6 11.0 11.3 36.9 68.1 76.6: 31.9 23.4
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 : 61: 29 12 4 12 16 43 30:
Old : 61: 29 12 4 12 16 43 30:
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 : 19.7 34.1 31.3 49.2 16.5 32.2 26.1 43.7
Old : 19.7 34.1 31.3 49.2 16.5 32.2 26.1 43.7
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 22, 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 : 41,832: 16,243 11,485 5,948 12,575 8,776 34,766 26,209: 7,066 15,623
Old : 41,832: 16,243 11,485 5,948 12,575 8,776 34,766 26,209: 7,066 15,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -748: -102 254 -832 215 426 -719 -152: -29 -596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 27.5 14.2 30.1 21.0 83.1 62.7: 16.9 37.3
Old : 100.0: 38.8 27.5 14.2 30.1 21.0 83.1 62.7: 16.9 37.3
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 : 201: 52 54 48 53 63 133 147:
Old : 201: 52 54 48 53 63 133 147:
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 : 14.7 12.0 25.1 19.5 13.6 11.2 22.3 17.5
Old : 14.7 12.0 25.1 19.5 13.6 11.2 22.3 17.5
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 22, 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 : 35,302: 3,598 21,790 790 30,218 9,881 34,606 32,461: 696 2,841
Old : 35,302: 3,598 21,790 790 30,218 9,881 34,606 32,461: 696 2,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 586: 246 60 56 235 327 537 443: 49 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 61.7 2.2 85.6 28.0 98.0 92.0: 2.0 8.0
Old : 100.0: 10.2 61.7 2.2 85.6 28.0 98.0 92.0: 2.0 8.0
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 : 74: 11 30 12 22 20 41 54:
Old : 74: 11 30 12 22 20 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 : 51.6 53.4 75.2 68.7 51.3 53.3 74.9 68.6
Old : 51.6 53.4 75.2 68.7 51.3 53.3 74.9 68.6
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 22, 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 : 27,253: 5,920 2,792 0 20,696 23,810 26,616 26,602: 637 651
Old : 27,253: 5,920 2,792 0 20,696 23,810 26,616 26,602: 637 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -5,970: -19 1,995 -1,956 -4,005 -6,089 -5,980 -6,050: 10 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 10.2 0.0 75.9 87.4 97.7 97.6: 2.3 2.4
Old : 100.0: 21.7 10.2 0.0 75.9 87.4 97.7 97.6: 2.3 2.4
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 : 24: 8 2 0 7 11 15 13:
Old : 24: 8 2 0 7 11 15 13:
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 : 84.7 70.2 93.0 87.0 84.7 70.2 91.9 86.1
Old : 84.7 70.2 93.0 87.0 84.7 70.2 91.9 86.1
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 22, 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 : 98,997: 21,807 36,816 1,146 46,885 37,226 69,838 75,188: 29,159 23,809
Old : 98,997: 21,807 36,816 1,146 46,885 37,226 69,838 75,188: 29,159 23,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -70,231: -9,777 -11,594 -1,902 -61,598 -54,104 -73,277 -67,600: 3,046 -2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 37.2 1.2 47.4 37.6 70.5 75.9: 29.5 24.1
Old : 100.0: 22.0 37.2 1.2 47.4 37.6 70.5 75.9: 29.5 24.1
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 : 76: 20 23 7 18 24 40 52:
Old : 76: 20 23 7 18 24 40 52:
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 : 39.3 30.0 48.7 43.4 38.6 29.8 48.0 43.3
Old : 39.3 30.0 48.7 43.4 38.6 29.8 48.0 43.3
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 22, 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 : 37,656: 19,391 15,205 723 9,389 4,368 29,503 20,296: 8,153 17,360
Old : 37,656: 19,391 15,205 723 9,389 4,368 29,503 20,296: 8,153 17,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -2,594: -3,228 -2,152 284 -1,009 786 -3,953 -1,082: 1,359 -1,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 40.4 1.9 24.9 11.6 78.3 53.9: 21.7 46.1
Old : 100.0: 51.5 40.4 1.9 24.9 11.6 78.3 53.9: 21.7 46.1
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 : 40: 9 14 6 11 8 23 25:
Old : 40: 9 14 6 11 8 23 25:
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 : 45.2 31.9 57.9 39.0 45.2 31.9 57.5 38.9
Old : 45.2 31.9 57.9 39.0 45.2 31.9 57.5 38.9
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 22, 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 : 105,395: 28,550 74,246 735 71,709 25,718 100,994 100,699: 4,401 4,696
Old : 105,395: 28,550 74,246 735 71,709 25,718 100,994 100,699: 4,401 4,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 7,939: 5,510 6,169 -438 1,875 2,869 6,947 8,600: 992 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 70.4 0.7 68.0 24.4 95.8 95.5: 4.2 4.5
Old : 100.0: 27.1 70.4 0.7 68.0 24.4 95.8 95.5: 4.2 4.5
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 : 111: 36 44 8 13 21 56 66:
Old : 111: 36 44 8 13 21 56 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 : 67.3 45.5 78.7 60.4 67.3 45.5 78.7 60.4
Old : 67.3 45.5 78.7 60.4 67.3 45.5 78.7 60.4
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 22, 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 : 246,222: 38,526 76,249 2,682 191,334 131,544 232,542 210,475: 13,680 35,747
Old : 246,222: 38,526 76,249 2,682 191,334 131,544 232,542 210,475: 13,680 35,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -6,955: -24,350 -246 81 16,938 -3,923 -7,331 -4,088: 376 -2,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 31.0 1.1 77.7 53.4 94.4 85.5: 5.6 14.5
Old : 100.0: 15.6 31.0 1.1 77.7 53.4 94.4 85.5: 5.6 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 : 104: 22 35 11 27 36 54 77:
Old : 104: 22 35 11 27 36 54 77:
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 : 62.0 42.0 75.1 55.4 62.0 41.1 74.8 54.5
Old : 62.0 42.0 75.1 55.4 62.0 41.1 74.8 54.5
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 22, 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 : 146,421: 82,812 29,466 2,172 32,265 89,776 117,249 121,414: 29,172 25,007
Old : 146,421: 82,812 29,466 2,172 32,265 89,776 117,249 121,414: 29,172 25,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 6,337: 3,386 -4,471 68 -497 10,038 2,957 5,635: 3,380 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 20.1 1.5 22.0 61.3 80.1 82.9: 19.9 17.1
Old : 100.0: 56.6 20.1 1.5 22.0 61.3 80.1 82.9: 19.9 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 : 116: 41 31 9 25 33 70 69:
Old : 116: 41 31 9 25 33 70 69:
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 : 34.4 34.7 44.5 46.7 34.4 34.7 44.2 44.7
Old : 34.4 34.7 44.5 46.7 34.4 34.7 44.2 44.7
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 22, 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 : 324,310: 91,334 157,387 6,814 176,950 103,926 275,098 268,127: 49,212 56,183
Old : 324,310: 91,334 157,387 6,814 176,950 103,926 275,098 268,127: 49,212 56,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,905: 981 -10,521 424 -3,722 11,067 -2,317 970: 4,222 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 48.5 2.1 54.6 32.0 84.8 82.7: 15.2 17.3
Old : 100.0: 28.2 48.5 2.1 54.6 32.0 84.8 82.7: 15.2 17.3
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 : 219: 54 86 29 53 59 122 160:
Old : 219: 54 86 29 53 59 122 160:
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 : 29.4 24.5 45.5 33.7 28.8 24.5 44.5 33.7
Old : 29.4 24.5 45.5 33.7 28.8 24.5 44.5 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, March 22, 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 : 31,657: 13,741 2,868 206 7,668 24,448 21,615 27,522: 10,042 4,135
Old : 31,657: 13,741 2,868 206 7,668 24,448 21,615 27,522: 10,042 4,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 9.1 0.7 24.2 77.2 68.3 86.9: 31.7 13.1
Old : 100.0: 43.4 9.1 0.7 24.2 77.2 68.3 86.9: 31.7 13.1
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: 9 3 1 8 9 17 13:
Old : 23: 9 3 1 8 9 17 13:
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 : 44.1 75.9 54.1 83.9 41.6 75.9 51.3 81.3
Old : 44.1 75.9 54.1 83.9 41.6 75.9 51.3 81.3
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 22, 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 : 29,616: 22,781 14,524 409 5,353 13,572 28,543 28,505: 1,073 1,111
Old : 29,616: 22,781 14,524 409 5,353 13,572 28,543 28,505: 1,073 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 5,039: 4,779 1,580 169 117 3,309 5,065 5,058: -26 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 49.0 1.4 18.1 45.8 96.4 96.2: 3.6 3.8
Old : 100.0: 76.9 49.0 1.4 18.1 45.8 96.4 96.2: 3.6 3.8
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 : 25: 6 13 2 3 4 11 17:
Old : 25: 6 13 2 3 4 11 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 : 85.4 61.5 95.2 86.3 85.4 58.6 93.4 83.4
Old : 85.4 61.5 95.2 86.3 85.4 58.6 93.4 83.4
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 22, 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 : 27,163: 19,375 18,358 148 4,040 5,493 23,563 23,999: 3,600 3,164
Old : 27,163: 19,375 18,358 148 4,040 5,493 23,563 23,999: 3,600 3,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -1,288: -1,149 -876 -404 -1,042 696 -2,595 -584: 1,307 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 67.6 0.5 14.9 20.2 86.7 88.4: 13.3 11.6
Old : 100.0: 71.3 67.6 0.5 14.9 20.2 86.7 88.4: 13.3 11.6
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 : 63: 23 23 1 7 13 30 37:
Old : 63: 23 23 1 7 13 30 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 : 45.3 44.0 65.5 57.7 44.5 44.0 62.2 57.6
Old : 45.3 44.0 65.5 57.7 44.5 44.0 62.2 57.6
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 22, 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 : 9,534,044: 1,289,896 1,616,916 1,691,805 5,889,561 5,156,805 8,871,262 8,465,526: 662,782 1,068,518
Old : 9,534,044: 1,289,896 1,616,916 1,691,805 5,889,561 5,156,805 8,871,262 8,465,526: 662,782 1,068,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -122,064: -98,375 -184,427 85,096 -75,568 3,475 -88,847 -95,856: -33,217 -26,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 17.0 17.7 61.8 54.1 93.0 88.8: 7.0 11.2
Old : 100.0: 13.5 17.0 17.7 61.8 54.1 93.0 88.8: 7.0 11.2
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 : 264: 33 88 90 115 132 218 249:
Old : 264: 33 88 90 115 132 218 249:
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 : 27.4 19.8 41.4 29.3 22.8 13.9 33.7 19.0
Old : 27.4 19.8 41.4 29.3 22.8 13.9 33.7 19.0
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 22, 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 : 624,401: 80,690 105,868 21,732 444,175 406,759 546,597 534,360: 77,804 90,041
Old : 624,401: 80,690 105,868 21,732 444,175 406,759 546,597 534,360: 77,804 90,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -210,702: -959 -13,413 -8,079 -120,963 -114,869 -130,001 -136,361: -80,701 -74,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 17.0 3.5 71.1 65.1 87.5 85.6: 12.5 14.4
Old : 100.0: 12.9 17.0 3.5 71.1 65.1 87.5 85.6: 12.5 14.4
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 : 578: 96 148 66 217 234 347 414:
Old : 578: 96 148 66 217 234 347 414:
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 : 15.7 15.1 26.2 22.9 14.0 14.4 24.0 20.5
Old : 15.7 15.1 26.2 22.9 14.0 14.4 24.0 20.5
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 22, 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 : 60,257: 10,385 6,277 122 20,295 28,442 30,802 34,841: 29,455 25,416
Old : 60,257: 10,385 6,277 122 20,295 28,442 30,802 34,841: 29,455 25,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -95,537: -3,199 -3,750 -961 -81,958 -19,799 -86,118 -24,510: -9,419 -71,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 10.4 0.2 33.7 47.2 51.1 57.8: 48.9 42.2
Old : 100.0: 17.2 10.4 0.2 33.7 47.2 51.1 57.8: 48.9 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 : 52: 8 8 2 24 20 32 30:
Old : 52: 8 8 2 24 20 32 30:
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 : 18.3 40.7 28.1 52.3 18.2 39.3 28.0 47.4
Old : 18.3 40.7 28.1 52.3 18.2 39.3 28.0 47.4
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 22, 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 : 2,820,719: 356,773 503,202 102,805 2,119,398 1,891,586 2,578,976 2,497,593: 241,743 323,126
Old : 2,820,719: 356,773 503,202 102,805 2,119,398 1,891,586 2,578,976 2,497,593: 241,743 323,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -575,827: -8,015 -67,531 -16,374 -195,026 -475,349 -219,415 -559,254: -356,412 -16,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 17.8 3.6 75.1 67.1 91.4 88.5: 8.6 11.5
Old : 100.0: 12.6 17.8 3.6 75.1 67.1 91.4 88.5: 8.6 11.5
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 : 568: 92 147 66 209 227 336 405:
Old : 568: 92 147 66 209 227 336 405:
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 : 16.7 16.2 28.0 24.8 15.0 15.4 25.6 22.1
Old : 16.7 16.2 28.0 24.8 15.0 15.4 25.6 22.1
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 22, 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 : 84,557: 4,703 9,744 399 70,239 70,566 75,341 80,709: 9,216 3,848
Old : 84,557: 4,703 9,744 399 70,239 70,566 75,341 80,709: 9,216 3,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -17,485: -398 125 -366 -17,665 -16,264 -18,429 -16,505: 944 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 11.5 0.5 83.1 83.5 89.1 95.4: 10.9 4.6
Old : 100.0: 5.6 11.5 0.5 83.1 83.5 89.1 95.4: 10.9 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 : 85: 6 10 3 50 35 58 46:
Old : 85: 6 10 3 50 35 58 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 : 36.4 46.6 50.7 69.8 36.2 46.6 50.1 69.7
Old : 36.4 46.6 50.7 69.8 36.2 46.6 50.1 69.7
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 22, 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 : 42,279: 11,788 10,196 1,092 25,139 26,278 38,019 37,566: 4,261 4,714
Old : 42,279: 11,788 10,196 1,092 25,139 26,278 38,019 37,566: 4,261 4,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -13,198: 1,491 -982 -508 -13,915 -11,282 -12,932 -12,773: -266 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 24.1 2.6 59.5 62.2 89.9 88.9: 10.1 11.1
Old : 100.0: 27.9 24.1 2.6 59.5 62.2 89.9 88.9: 10.1 11.1
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 : 203: 45 51 16 58 66 113 124:
Old : 203: 45 51 16 58 66 113 124:
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 : 32.2 26.8 41.8 39.9 32.2 26.8 41.7 39.9
Old : 32.2 26.8 41.8 39.9 32.2 26.8 41.7 39.9
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 22, 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 : 211,397: 58,942 50,979 5,458 125,694 131,392 190,094 187,829: 21,303 23,568
Old : 211,397: 58,942 50,979 5,458 125,694 131,392 190,094 187,829: 21,303 23,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -65,992: 7,453 -4,912 -2,541 -69,574 -56,411 -64,662 -63,864: -1,330 -2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 24.1 2.6 59.5 62.2 89.9 88.9: 10.1 11.1
Old : 100.0: 27.9 24.1 2.6 59.5 62.2 89.9 88.9: 10.1 11.1
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 : 203: 45 51 16 58 66 113 124:
Old : 203: 45 51 16 58 66 113 124:
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 : 32.2 26.8 41.8 39.9 32.2 26.8 41.7 39.9
Old : 32.2 26.8 41.8 39.9 32.2 26.8 41.7 39.9
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 22, 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 : 111,677: 67,931 49,901 1,650 10,603 42,084 80,184 93,635: 31,493 18,042
Old : 111,677: 67,931 49,901 1,650 10,603 42,084 80,184 93,635: 31,493 18,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 11,685: 6,387 1,139 16 2,686 11,299 9,089 12,454: 2,596 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 44.7 1.5 9.5 37.7 71.8 83.8: 28.2 16.2
Old : 100.0: 60.8 44.7 1.5 9.5 37.7 71.8 83.8: 28.2 16.2
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 : 88: 30 33 7 17 15 53 49:
Old : 88: 30 33 7 17 15 53 49:
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 : 41.4 51.3 48.8 59.2 41.4 51.3 48.6 59.2
Old : 41.4 51.3 48.8 59.2 41.4 51.3 48.6 59.2
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 22, 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 : 30,399: 7,441 5,337 0 17,305 19,427 24,746 24,764: 5,653 5,635
Old : 30,399: 7,441 5,337 0 17,305 19,427 24,746 24,764: 5,653 5,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,117: 659 658 -400 693 1,705 952 1,963: 165 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 17.6 0.0 56.9 63.9 81.4 81.5: 18.6 18.5
Old : 100.0: 24.5 17.6 0.0 56.9 63.9 81.4 81.5: 18.6 18.5
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 : 46: 7 14 0 13 13 20 27:
Old : 46: 7 14 0 13 13 20 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 : 53.8 50.5 66.2 61.1 53.8 50.5 66.0 61.1
Old : 53.8 50.5 66.2 61.1 53.8 50.5 66.0 61.1
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 22, 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 : 61,470: 20,995 4,839 38 30,844 15,458 51,877 20,335: 9,593 41,135
Old : 61,470: 20,995 4,839 38 30,844 15,458 51,877 20,335: 9,593 41,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 2,973: 1,146 -1,158 -281 1,352 3,877 2,217 2,438: 756 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 7.9 0.1 50.2 25.1 84.4 33.1: 15.6 66.9
Old : 100.0: 34.2 7.9 0.1 50.2 25.1 84.4 33.1: 15.6 66.9
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: 29 7 1 27 19 56 27:
Old : 75: 29 7 1 27 19 56 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 : 26.7 15.5 41.3 21.3 26.7 15.0 41.3 20.9
Old : 26.7 15.5 41.3 21.3 26.7 15.0 41.3 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016