BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 7,013: 941 1,473 838 4,379 3,646 6,158 5,957: 854 1,055
Old : 7,013: 941 1,473 838 4,379 3,646 6,158 5,957: 854 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 546: 83 287 49 385 130 517 465: 30 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.0 12.0 62.4 52.0 87.8 85.0: 12.2 15.0
Old : 100.0: 13.4 21.0 12.0 62.4 52.0 87.8 85.0: 12.2 15.0
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 : 36: 4 10 10 17 15 28 28:
Old : 36: 4 10 10 17 15 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 42.2 54.1 58.8 31.1 41.2 47.4 53.6
Old : 35.8 42.2 54.1 58.8 31.1 41.2 47.4 53.6
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 53,110: 20,003 6,945 11,433 15,714 16,415 47,149 34,793: 5,961 18,317
Old : 53,110: 20,003 6,945 11,433 15,714 16,415 47,149 34,793: 5,961 18,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,783: 896 471 479 271 540 1,645 1,490: 137 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 13.1 21.5 29.6 30.9 88.8 65.5: 11.2 34.5
Old : 100.0: 37.7 13.1 21.5 29.6 30.9 88.8 65.5: 11.2 34.5
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 : 80: 15 27 30 34 25 67 64:
Old : 80: 15 27 30 34 25 67 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 23.5 52.8 36.2 35.0 19.9 46.5 26.2
Old : 36.2 23.5 52.8 36.2 35.0 19.9 46.5 26.2
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 11,883: 227 1,816 2,405 8,218 6,580 10,850 10,801: 1,033 1,082
Old : 11,883: 227 1,816 2,405 8,218 6,580 10,850 10,801: 1,033 1,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 21: 16 -76 -76 83 145 22 -7: -1 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 15.3 20.2 69.2 55.4 91.3 90.9: 8.7 9.1
Old : 100.0: 1.9 15.3 20.2 69.2 55.4 91.3 90.9: 8.7 9.1
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 : 45: 4 14 17 24 22 42 39:
Old : 45: 4 14 17 24 22 42 39:
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 : 35.0 30.9 53.7 49.4 32.5 18.8 42.0 29.2
Old : 35.0 30.9 53.7 49.4 32.5 18.8 42.0 29.2
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 280,296: 70,819 27,490 100,851 87,191 111,540 258,862 239,881: 21,435 40,415
Old : 258,943: 64,754 29,256 93,597 81,803 97,966 240,153 220,818: 18,790 38,125
Other: 21,353: 8,305 474 5,014 5,388 13,575 18,708 19,063: 2,645 2,290
: : :
: : Changes in Commitments from: February 9, 2016 :
: 13,138: 6,827 581 4,600 1,062 6,052 12,488 11,233: 650 1,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 9.8 36.0 31.1 39.8 92.4 85.6: 7.6 14.4
Old : 100.0: 25.0 11.3 36.1 31.6 37.8 92.7 85.3: 7.3 14.7
Other: 100.0: 38.9 2.2 23.5 25.2 63.6 87.6 89.3: 12.4 10.7
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 115 97 126 84 92 268 256:
Old : 328: 111 103 122 79 92 259 256:
Other: 103: 29 11 22 33 51 68 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 : 12.3 13.0 21.9 21.2 10.5 9.5 18.2 13.6
Old : 12.7 12.3 22.7 20.3 11.3 8.9 19.7 13.0
Other: 27.8 33.4 42.6 48.5 23.8 26.1 33.9 36.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 346,483: 71,900 52,148 100,043 140,292 138,509 312,235 290,700: 34,248 55,783
Old : 346,483: 71,900 52,148 100,043 140,292 138,509 312,235 290,700: 34,248 55,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 6,501: 89 574 5,210 1,147 2,184 6,446 7,969: 55 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 15.1 28.9 40.5 40.0 90.1 83.9: 9.9 16.1
Old : 100.0: 20.8 15.1 28.9 40.5 40.0 90.1 83.9: 9.9 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 407: 106 88 142 152 152 333 334:
Old : 407: 106 88 142 152 152 333 334:
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 : 15.5 13.8 22.3 20.2 15.0 12.4 21.3 18.1
Old : 15.5 13.8 22.3 20.2 15.0 12.4 21.3 18.1
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 5,824: 1,085 2,588 1,334 2,089 685 4,509 4,607: 1,315 1,217
Old : 5,824: 1,085 2,588 1,334 2,089 685 4,509 4,607: 1,315 1,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -34: -15 -45 62 34 -31 81 -13: -115 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 44.4 22.9 35.9 11.8 77.4 79.1: 22.6 20.9
Old : 100.0: 18.6 44.4 22.9 35.9 11.8 77.4 79.1: 22.6 20.9
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 : 65: 13 25 14 20 14 41 49:
Old : 65: 13 25 14 20 14 41 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 : 28.5 28.6 42.3 42.6 22.8 25.7 33.1 33.3
Old : 28.5 28.6 42.3 42.6 22.8 25.7 33.1 33.3
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 50,935: 13,231 7,966 14,790 14,241 9,206 42,262 31,961: 8,673 18,973
Old : 50,935: 13,231 7,966 14,790 14,241 9,206 42,262 31,961: 8,673 18,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 136: -45 -898 318 -27 346 246 -235: -110 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 15.6 29.0 28.0 18.1 83.0 62.7: 17.0 37.3
Old : 100.0: 26.0 15.6 29.0 28.0 18.1 83.0 62.7: 17.0 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 : 193: 45 50 56 70 64 152 146:
Old : 193: 45 50 56 70 64 152 146:
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 : 15.6 11.2 25.6 18.4 13.4 6.5 19.8 9.7
Old : 15.6 11.2 25.6 18.4 13.4 6.5 19.8 9.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 5,399: 652 4,603 282 3,391 165 4,325 5,050: 1,074 349
Old : 5,399: 652 4,603 282 3,391 165 4,325 5,050: 1,074 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 147: -5 125 74 141 -3 210 196: -63 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 85.3 5.2 62.8 3.1 80.1 93.5: 19.9 6.5
Old : 100.0: 12.1 85.3 5.2 62.8 3.1 80.1 93.5: 19.9 6.5
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 : 22: 8 5 8 9 4 21 13:
Old : 22: 8 5 8 9 4 21 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 : 48.0 85.1 65.4 91.9 46.8 84.9 64.1 86.0
Old : 48.0 85.1 65.4 91.9 46.8 84.9 64.1 86.0
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 43,351: 2,518 22,293 5,356 34,568 11,017 42,442 38,667: 910 4,685
Old : 43,351: 2,518 22,293 5,356 34,568 11,017 42,442 38,667: 910 4,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 969: -13 776 109 906 98 1,003 983: -34 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 51.4 12.4 79.7 25.4 97.9 89.2: 2.1 10.8
Old : 100.0: 5.8 51.4 12.4 79.7 25.4 97.9 89.2: 2.1 10.8
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 : 79: 9 35 25 24 23 53 63:
Old : 79: 9 35 25 24 23 53 63:
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 41.2 70.4 57.7 53.0 41.2 69.3 54.7
Old : 53.2 41.2 70.4 57.7 53.0 41.2 69.3 54.7
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 32,051: 6,004 4,700 24 24,783 26,552 30,811 31,276: 1,240 775
Old : 32,051: 6,004 4,700 24 24,783 26,552 30,811 31,276: 1,240 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,103: 848 1,263 9 -50 -140 807 1,132: 296 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 14.7 0.1 77.3 82.8 96.1 97.6: 3.9 2.4
Old : 100.0: 18.7 14.7 0.1 77.3 82.8 96.1 97.6: 3.9 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 : 32: 13 3 1 9 12 22 16:
Old : 32: 13 3 1 9 12 22 16:
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 : 75.7 75.7 86.3 92.6 75.7 73.2 84.9 88.4
Old : 75.7 75.7 86.3 92.6 75.7 73.2 84.9 88.4
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 177,968: 29,060 75,006 9,939 113,515 59,964 152,514 144,909: 25,454 33,059
Old : 177,968: 29,060 75,006 9,939 113,515 59,964 152,514 144,909: 25,454 33,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,334: 2,336 -4,553 -50 -747 6,315 1,540 1,712: -206 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 42.1 5.6 63.8 33.7 85.7 81.4: 14.3 18.6
Old : 100.0: 16.3 42.1 5.6 63.8 33.7 85.7 81.4: 14.3 18.6
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 : 88: 15 38 17 27 27 52 72:
Old : 88: 15 38 17 27 27 52 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 36.9 62.8 50.0 49.0 36.6 60.7 49.6
Old : 50.8 36.9 62.8 50.0 49.0 36.6 60.7 49.6
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 51,913: 20,126 24,158 3,320 18,635 6,823 42,080 34,300: 9,832 17,612
Old : 51,913: 20,126 24,158 3,320 18,635 6,823 42,080 34,300: 9,832 17,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -4,486: -224 -2,919 -249 -5,376 184 -5,848 -2,983: 1,362 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 46.5 6.4 35.9 13.1 81.1 66.1: 18.9 33.9
Old : 100.0: 38.8 46.5 6.4 35.9 13.1 81.1 66.1: 18.9 33.9
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 : 38: 6 14 10 10 13 23 30:
Old : 38: 6 14 10 10 13 23 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 : 51.7 38.5 63.9 47.6 50.7 37.3 62.8 44.8
Old : 51.7 38.5 63.9 47.6 50.7 37.3 62.8 44.8
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 162,163: 21,652 98,830 17,451 119,724 37,336 158,827 153,617: 3,336 8,546
Old : 162,163: 21,652 98,830 17,451 119,724 37,336 158,827 153,617: 3,336 8,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 5,752: -20,255 10,606 -5,632 31,782 399 5,895 5,372: -143 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 60.9 10.8 73.8 23.0 97.9 94.7: 2.1 5.3
Old : 100.0: 13.4 60.9 10.8 73.8 23.0 97.9 94.7: 2.1 5.3
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 : 130: 31 63 17 18 22 59 97:
Old : 130: 31 63 17 18 22 59 97:
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 : 69.4 43.0 78.8 63.2 64.7 41.2 71.5 55.9
Old : 69.4 43.0 78.8 63.2 64.7 41.2 71.5 55.9
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 291,121: 37,165 70,497 22,452 213,799 160,203 273,416 253,152: 17,705 37,969
Old : 291,121: 37,165 70,497 22,452 213,799 160,203 273,416 253,152: 17,705 37,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 9,218: 6,308 4,059 2,842 168 -66 9,318 6,834: -100 2,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 24.2 7.7 73.4 55.0 93.9 87.0: 6.1 13.0
Old : 100.0: 12.8 24.2 7.7 73.4 55.0 93.9 87.0: 6.1 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 32 37 21 25 41 66 90:
Old : 114: 32 37 21 25 41 66 90:
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 : 57.9 36.6 68.2 47.5 55.8 35.9 66.0 46.8
Old : 57.9 36.6 68.2 47.5 55.8 35.9 66.0 46.8
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 296,330: 80,583 34,411 28,203 155,176 203,900 263,962 266,514: 32,367 29,816
Old : 296,330: 80,583 34,411 28,203 155,176 203,900 263,962 266,514: 32,367 29,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 17,932: 7,404 1,902 4,847 2,111 13,697 14,363 20,446: 3,569 -2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 11.6 9.5 52.4 68.8 89.1 89.9: 10.9 10.1
Old : 100.0: 27.2 11.6 9.5 52.4 68.8 89.1 89.9: 10.9 10.1
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 : 133: 50 36 34 29 40 94 95:
Old : 133: 50 36 34 29 40 94 95:
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 : 41.8 46.0 51.5 55.3 40.7 45.0 49.5 52.3
Old : 41.8 46.0 51.5 55.3 40.7 45.0 49.5 52.3
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 501,611: 113,804 152,257 52,045 282,930 237,498 448,779 441,800: 52,832 59,811
Old : 501,611: 113,804 152,257 52,045 282,930 237,498 448,779 441,800: 52,832 59,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -11,099: 245 -15,581 -422 -10,630 11,138 -10,808 -4,865: -290 -6,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 30.4 10.4 56.4 47.3 89.5 88.1: 10.5 11.9
Old : 100.0: 22.7 30.4 10.4 56.4 47.3 89.5 88.1: 10.5 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 68 95 65 55 62 155 190:
Old : 242: 68 95 65 55 62 155 190:
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 : 23.4 31.3 39.0 39.6 23.2 30.4 38.2 37.8
Old : 23.4 31.3 39.0 39.6 23.2 30.4 38.2 37.8
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 34,818: 14,600 793 183 8,551 29,361 23,334 30,337: 11,484 4,481
Old : 34,818: 14,600 793 183 8,551 29,361 23,334 30,337: 11,484 4,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -376: -519 -565 -28 148 13 -399 -580: 23 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 2.3 0.5 24.6 84.3 67.0 87.1: 33.0 12.9
Old : 100.0: 41.9 2.3 0.5 24.6 84.3 67.0 87.1: 33.0 12.9
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 : 22: 7 1 1 11 9 18 11:
Old : 22: 7 1 1 11 9 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 80.9 52.3 85.7 39.8 80.9 50.9 84.4
Old : 40.9 80.9 52.3 85.7 39.8 80.9 50.9 84.4
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 13,713: 4,542 5,879 0 8,227 6,660 12,769 12,539: 944 1,174
Old : 13,713: 4,542 5,879 0 8,227 6,660 12,769 12,539: 944 1,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -692: -42 -1,278 -17 -569 656 -628 -639: -64 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 42.9 0.0 60.0 48.6 93.1 91.4: 6.9 8.6
Old : 100.0: 33.1 42.9 0.0 60.0 48.6 93.1 91.4: 6.9 8.6
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: 5 16 0 2 4 7 20:
Old : 26: 5 16 0 2 4 7 20:
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 : 79.3 60.1 93.1 75.9 78.4 60.1 92.2 75.9
Old : 79.3 60.1 93.1 75.9 78.4 60.1 92.2 75.9
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 33,596: 14,465 22,782 364 16,161 6,295 30,990 29,441: 2,606 4,155
Old : 33,596: 14,465 22,782 364 16,161 6,295 30,990 29,441: 2,606 4,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 52: 799 -23 -50 -459 -326 290 -399: -238 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 67.8 1.1 48.1 18.7 92.2 87.6: 7.8 12.4
Old : 100.0: 43.1 67.8 1.1 48.1 18.7 92.2 87.6: 7.8 12.4
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 : 62: 17 25 6 13 12 33 40:
Old : 62: 17 25 6 13 12 33 40:
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 : 48.4 50.8 65.7 62.7 48.3 50.8 65.0 61.9
Old : 48.4 50.8 65.7 62.7 48.3 50.8 65.0 61.9
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 with Delta-adjusted Options and Futures Combined, February 16, 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 :20,290,152: 1,206,482 1,070,014 9,800,111 8,401,891 8,234,125 19,408,484 19,104,250: 881,668 1,185,902
Old :20,290,152: 1,206,482 1,070,014 9,800,111 8,401,891 8,234,125 19,408,484 19,104,250: 881,668 1,185,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -607,559: -113,517 -1,519 -242,055 -251,542 -307,719 -607,114 -551,292: -445 -56,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 5.3 48.3 41.4 40.6 95.7 94.2: 4.3 5.8
Old : 100.0: 5.9 5.3 48.3 41.4 40.6 95.7 94.2: 4.3 5.8
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 : 314: 56 93 116 145 155 278 292:
Old : 314: 56 93 116 145 155 278 292:
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 : 23.9 23.1 36.6 35.4 10.7 8.0 16.5 10.5
Old : 23.9 23.1 36.6 35.4 10.7 8.0 16.5 10.5
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 970,623: 81,899 112,359 112,345 620,145 586,399 814,389 811,103: 156,234 159,520
Old : 970,623: 81,899 112,359 112,345 620,145 586,399 814,389 811,103: 156,234 159,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 88: -850 -4,378 -2,885 4,626 4,704 891 -2,558: -804 2,646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 11.6 11.6 63.9 60.4 83.9 83.6: 16.1 16.4
Old : 100.0: 8.4 11.6 11.6 63.9 60.4 83.9 83.6: 16.1 16.4
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 : 652: 141 158 170 256 273 487 511:
Old : 652: 141 158 170 256 273 487 511:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 11.1 20.4 17.9 9.6 6.5 16.3 10.2
Old : 12.6 11.1 20.4 17.9 9.6 6.5 16.3 10.2
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 202,096: 14,853 12,264 23,821 127,891 78,366 166,566 114,452: 35,530 87,644
Old : 202,096: 14,853 12,264 23,821 127,891 78,366 166,566 114,452: 35,530 87,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -2,569: -5,193 5,618 -3,341 4,852 -3,846 -3,683 -1,569: 1,113 -1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.1 11.8 63.3 38.8 82.4 56.6: 17.6 43.4
Old : 100.0: 7.3 6.1 11.8 63.3 38.8 82.4 56.6: 17.6 43.4
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 : 84: 12 18 23 47 42 75 67:
Old : 84: 12 18 23 47 42 75 67:
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 16.8 37.7 26.0 23.8 12.5 32.9 18.8
Old : 25.7 16.8 37.7 26.0 23.8 12.5 32.9 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 3,842,637: 359,215 524,459 418,630 2,461,271 2,540,166 3,239,116 3,483,255: 603,522 359,382
Old : 3,842,637: 359,215 524,459 418,630 2,461,271 2,540,166 3,239,116 3,483,255: 603,522 359,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 13,285: 27,102 -44,593 -3,105 -1,128 42,752 22,870 -4,945: -9,584 18,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 13.6 10.9 64.1 66.1 84.3 90.6: 15.7 9.4
Old : 100.0: 9.3 13.6 10.9 64.1 66.1 84.3 90.6: 15.7 9.4
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 : 636: 135 155 162 247 264 468 495:
Old : 636: 135 155 162 247 264 468 495:
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 : 13.4 11.4 21.9 19.4 11.1 9.5 18.2 14.9
Old : 13.4 11.4 21.9 19.4 11.1 9.5 18.2 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 101,784: 6,779 8,050 884 86,468 87,471 94,131 96,405: 7,653 5,379
Old : 101,784: 6,779 8,050 884 86,468 87,471 94,131 96,405: 7,653 5,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 1,020: -302 52 350 565 1,492 613 1,894: 407 -874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 7.9 0.9 85.0 85.9 92.5 94.7: 7.5 5.3
Old : 100.0: 6.7 7.9 0.9 85.0 85.9 92.5 94.7: 7.5 5.3
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 : 91: 10 10 5 50 36 64 47:
Old : 91: 10 10 5 50 36 64 47:
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 43.5 54.7 67.5 35.4 43.5 54.0 67.0
Old : 35.9 43.5 54.7 67.5 35.4 43.5 54.0 67.0
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 59,166: 11,889 11,890 3,399 39,407 37,858 54,696 53,147: 4,470 6,019
Old : 59,166: 11,889 11,890 3,399 39,407 37,858 54,696 53,147: 4,470 6,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -4,323: -1,438 480 -819 -1,599 -5,041 -3,856 -5,380: -467 1,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 20.1 5.7 66.6 64.0 92.4 89.8: 7.6 10.2
Old : 100.0: 20.1 20.1 5.7 66.6 64.0 92.4 89.8: 7.6 10.2
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 : 209: 48 57 25 57 70 118 140:
Old : 209: 48 57 25 57 70 118 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 19.0 50.1 32.6 41.0 18.6 48.8 32.2
Old : 41.4 19.0 50.1 32.6 41.0 18.6 48.8 32.2
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 295,830: 59,447 59,451 16,994 197,037 189,288 273,478 265,733: 22,352 30,097
Old : 295,830: 59,447 59,451 16,994 197,037 189,288 273,478 265,733: 22,352 30,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -21,616: -7,189 2,402 -4,095 -7,995 -25,206 -19,279 -26,899: -2,337 5,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 20.1 5.7 66.6 64.0 92.4 89.8: 7.6 10.2
Old : 100.0: 20.1 20.1 5.7 66.6 64.0 92.4 89.8: 7.6 10.2
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 : 209: 48 57 25 57 70 118 140:
Old : 209: 48 57 25 57 70 118 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 19.0 50.1 32.6 41.0 18.6 48.8 32.2
Old : 41.4 19.0 50.1 32.6 41.0 18.6 48.8 32.2
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 127,532: 66,468 63,156 9,992 32,653 27,737 109,114 100,885: 18,419 26,647
Old : 127,532: 66,468 63,156 9,992 32,653 27,737 109,114 100,885: 18,419 26,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -1,386: 3,131 -5,695 628 -5,043 4,312 -1,285 -755: -101 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 49.5 7.8 25.6 21.7 85.6 79.1: 14.4 20.9
Old : 100.0: 52.1 49.5 7.8 25.6 21.7 85.6 79.1: 14.4 20.9
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 : 87: 17 42 17 21 23 50 70:
Old : 87: 17 42 17 21 23 50 70:
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 31.8 60.9 40.6 48.7 31.7 59.5 40.4
Old : 48.8 31.8 60.9 40.6 48.7 31.7 59.5 40.4
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 41,184: 12,592 7,219 524 20,508 28,811 33,624 36,554: 7,560 4,630
Old : 41,184: 12,592 7,219 524 20,508 28,811 33,624 36,554: 7,560 4,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: -307: -418 -403 524 -287 115 -181 236: -126 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.5 1.3 49.8 70.0 81.6 88.8: 18.4 11.2
Old : 100.0: 30.6 17.5 1.3 49.8 70.0 81.6 88.8: 18.4 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 : 49: 14 8 2 17 13 31 23:
Old : 49: 14 8 2 17 13 31 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 : 43.6 67.3 60.4 77.6 43.4 67.3 60.1 77.6
Old : 43.6 67.3 60.4 77.6 43.4 67.3 60.1 77.6
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 with Delta-adjusted Options and Futures Combined, February 16, 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 : 105,307: 34,148 11,633 797 58,215 21,751 93,160 34,181: 12,147 71,126
Old : 105,307: 34,148 11,633 797 58,215 21,751 93,160 34,181: 12,147 71,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 4,280: -2,796 -305 -421 6,977 -958 3,760 -1,684: 520 5,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 11.0 0.8 55.3 20.7 88.5 32.5: 11.5 67.5
Old : 100.0: 32.4 11.0 0.8 55.3 20.7 88.5 32.5: 11.5 67.5
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 : 93: 28 15 6 37 21 67 41:
Old : 93: 28 15 6 37 21 67 41:
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 : 25.5 13.5 36.0 19.1 25.5 11.4 36.0 15.9
Old : 25.5 13.5 36.0 19.1 25.5 11.4 36.0 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2016