BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 8,262: 985 1,768 945 5,282 4,490 7,212 7,203: 1,050 1,059
Old : 8,262: 985 1,768 945 5,282 4,490 7,212 7,203: 1,050 1,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 656: 9 332 -23 518 476 504 785: 152 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 21.4 11.4 63.9 54.4 87.3 87.2: 12.7 12.8
Old : 100.0: 11.9 21.4 11.4 63.9 54.4 87.3 87.2: 12.7 12.8
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 : 38: 4 9 10 18 17 29 29:
Old : 38: 4 9 10 18 17 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 42.5 55.2 57.4 36.1 41.8 50.4 54.8
Old : 36.9 42.5 55.2 57.4 36.1 41.8 50.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 59,107: 21,324 7,079 13,513 17,277 18,296 52,114 38,887: 6,993 20,220
Old : 59,107: 21,324 7,079 13,513 17,277 18,296 52,114 38,887: 6,993 20,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 2,498: 498 27 1,134 449 618 2,082 1,779: 416 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 12.0 22.9 29.2 31.0 88.2 65.8: 11.8 34.2
Old : 100.0: 36.1 12.0 22.9 29.2 31.0 88.2 65.8: 11.8 34.2
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 : 84: 17 30 31 33 24 67 68:
Old : 84: 17 30 31 33 24 67 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 22.1 52.5 35.4 34.8 18.4 45.2 24.5
Old : 36.0 22.1 52.5 35.4 34.8 18.4 45.2 24.5
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, March 01, 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 : 12,268: 300 1,694 2,593 8,353 6,857 11,246 11,144: 1,023 1,124
Old : 12,268: 300 1,694 2,593 8,353 6,857 11,246 11,144: 1,023 1,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 202: 56 -128 137 24 192 217 201: -15 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 13.8 21.1 68.1 55.9 91.7 90.8: 8.3 9.2
Old : 100.0: 2.4 13.8 21.1 68.1 55.9 91.7 90.8: 8.3 9.2
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 : 47: 9 11 17 24 22 42 41:
Old : 47: 9 11 17 24 22 42 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 : 34.5 31.2 52.2 49.0 32.2 20.2 41.5 30.3
Old : 34.5 31.2 52.2 49.0 32.2 20.2 41.5 30.3
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, March 01, 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 : 249,760: 74,110 22,978 65,125 89,027 119,584 228,262 207,687: 21,499 42,074
Old : 225,356: 67,177 24,644 56,828 82,727 104,528 206,733 186,001: 18,623 39,355
Other: 24,405: 9,864 1,266 5,364 6,300 15,056 21,528 21,686: 2,876 2,718
: : :
: : Changes in Commitments from: February 23, 2016 :
: 3,411: 2,560 -165 -3,688 2,638 4,434 1,509 581: 1,901 2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 9.2 26.1 35.6 47.9 91.4 83.2: 8.6 16.8
Old : 100.0: 29.8 10.9 25.2 36.7 46.4 91.7 82.5: 8.3 17.5
Other: 100.0: 40.4 5.2 22.0 25.8 61.7 88.2 88.9: 11.8 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 110 70 108 84 93 249 227:
Old : 295: 107 75 103 78 93 237 226:
Other: 107: 30 8 21 35 53 71 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 : 13.8 14.4 23.4 22.2 12.5 11.8 21.2 16.9
Old : 14.4 13.7 25.0 21.5 13.8 11.4 23.3 16.8
Other: 31.7 31.0 46.1 44.3 27.0 23.6 37.1 33.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 358,898: 80,401 45,316 107,176 136,459 147,567 324,036 300,059: 34,862 58,839
Old : 358,898: 80,401 45,316 107,176 136,459 147,567 324,036 300,059: 34,862 58,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 12,400: 7,370 -3,091 5,311 109 6,774 12,790 8,994: -391 3,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 12.6 29.9 38.0 41.1 90.3 83.6: 9.7 16.4
Old : 100.0: 22.4 12.6 29.9 38.0 41.1 90.3 83.6: 9.7 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 : 422: 106 100 149 155 156 354 341:
Old : 422: 106 100 149 155 156 354 341:
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 : 12.8 13.0 20.0 19.5 11.5 11.7 17.7 17.3
Old : 12.8 13.0 20.0 19.5 11.5 11.7 17.7 17.3
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, March 01, 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 : 4,496: 1,298 1,790 961 1,148 604 3,408 3,355: 1,088 1,141
Old : 4,496: 1,298 1,790 961 1,148 604 3,408 3,355: 1,088 1,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -497: -42 -145 -276 -265 -101 -582 -523: 85 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 39.8 21.4 25.5 13.4 75.8 74.6: 24.2 25.4
Old : 100.0: 28.9 39.8 21.4 25.5 13.4 75.8 74.6: 24.2 25.4
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 : 57: 17 16 10 16 14 39 36:
Old : 57: 17 16 10 16 14 39 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 : 30.8 34.1 42.1 48.5 21.7 29.0 31.4 37.3
Old : 30.8 34.1 42.1 48.5 21.7 29.0 31.4 37.3
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, March 01, 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 : 52,396: 13,703 6,924 15,187 14,783 9,817 43,673 31,928: 8,722 20,468
Old : 52,396: 13,703 6,924 15,187 14,783 9,817 43,673 31,928: 8,722 20,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 871: 349 -878 87 530 777 965 -14: -94 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.2 29.0 28.2 18.7 83.4 60.9: 16.6 39.1
Old : 100.0: 26.2 13.2 29.0 28.2 18.7 83.4 60.9: 16.6 39.1
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 : 209: 48 57 60 73 71 161 157:
Old : 209: 48 57 60 73 71 161 157:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 11.0 24.3 18.6 12.0 5.7 18.7 8.1
Old : 14.9 11.0 24.3 18.6 12.0 5.7 18.7 8.1
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, March 01, 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 : 5,961: 889 5,163 245 3,634 164 4,768 5,572: 1,193 389
Old : 5,961: 889 5,163 245 3,634 164 4,768 5,572: 1,193 389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 115: 51 102 -10 36 -1 78 91: 37 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 86.6 4.1 61.0 2.8 80.0 93.5: 20.0 6.5
Old : 100.0: 14.9 86.6 4.1 61.0 2.8 80.0 93.5: 20.0 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: 7 6 5 9 4 19 12:
Old : 22: 7 6 5 9 4 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 85.9 65.5 92.0 46.3 85.8 64.4 87.3
Old : 47.4 85.9 65.5 92.0 46.3 85.8 64.4 87.3
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, March 01, 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 : 50,102: 2,696 25,166 6,402 39,919 13,033 49,018 44,601: 1,084 5,501
Old : 50,102: 2,696 25,166 6,402 39,919 13,033 49,018 44,601: 1,084 5,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 3,489: 126 1,413 623 2,707 1,126 3,456 3,161: 33 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 50.2 12.8 79.7 26.0 97.8 89.0: 2.2 11.0
Old : 100.0: 5.4 50.2 12.8 79.7 26.0 97.8 89.0: 2.2 11.0
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 : 80: 9 34 23 26 25 53 64:
Old : 80: 9 34 23 26 25 53 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 41.9 70.4 57.5 51.5 41.8 69.5 54.0
Old : 51.6 41.9 70.4 57.5 51.5 41.8 69.5 54.0
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, March 01, 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 : 30,521: 5,653 3,273 394 23,172 26,003 29,219 29,670: 1,302 851
Old : 30,521: 5,653 3,273 394 23,172 26,003 29,219 29,670: 1,302 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 132: 134 -720 353 -502 439 -15 72: 147 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 10.7 1.3 75.9 85.2 95.7 97.2: 4.3 2.8
Old : 100.0: 18.5 10.7 1.3 75.9 85.2 95.7 97.2: 4.3 2.8
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 : 30: 12 2 1 9 12 21 15:
Old : 30: 12 2 1 9 12 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 74.6 84.3 91.3 72.4 72.1 82.1 86.4
Old : 73.4 74.6 84.3 91.3 72.4 72.1 82.1 86.4
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, March 01, 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 : 184,469: 27,255 61,293 14,902 116,766 74,946 158,924 151,142: 25,546 33,328
Old : 184,469: 27,255 61,293 14,902 116,766 74,946 158,924 151,142: 25,546 33,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 7,035: -2,807 -6,859 3,635 6,044 9,128 6,872 5,904: 163 1,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 33.2 8.1 63.3 40.6 86.2 81.9: 13.8 18.1
Old : 100.0: 14.8 33.2 8.1 63.3 40.6 86.2 81.9: 13.8 18.1
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 : 86: 19 34 18 27 24 54 68:
Old : 86: 19 34 18 27 24 54 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 34.0 62.3 46.0 47.2 33.9 59.5 45.4
Old : 49.1 34.0 62.3 46.0 47.2 33.9 59.5 45.4
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, March 01, 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 : 50,499: 19,719 21,189 2,692 21,101 6,601 43,511 30,482: 6,987 20,017
Old : 50,499: 19,719 21,189 2,692 21,101 6,601 43,511 30,482: 6,987 20,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -710: -451 -955 -763 1,136 179 -78 -1,538: -632 828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 42.0 5.3 41.8 13.1 86.2 60.4: 13.8 39.6
Old : 100.0: 39.0 42.0 5.3 41.8 13.1 86.2 60.4: 13.8 39.6
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 : 37: 5 12 7 13 14 22 29:
Old : 37: 5 12 7 13 14 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 37.0 67.8 44.2 54.3 34.4 66.9 41.3
Old : 54.9 37.0 67.8 44.2 54.3 34.4 66.9 41.3
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, March 01, 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 : 142,201: 25,434 81,825 16,634 96,619 36,821 138,687 135,279: 3,515 6,922
Old : 142,201: 25,434 81,825 16,634 96,619 36,821 138,687 135,279: 3,515 6,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -4,366: -4,860 -1,164 -2,733 3,164 570 -4,429 -3,326: 63 -1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 57.5 11.7 67.9 25.9 97.5 95.1: 2.5 4.9
Old : 100.0: 17.9 57.5 11.7 67.9 25.9 97.5 95.1: 2.5 4.9
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 : 117: 32 51 22 20 21 67 81:
Old : 117: 32 51 22 20 21 67 81:
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 : 60.1 48.2 72.4 67.6 54.4 45.3 65.7 59.5
Old : 60.1 48.2 72.4 67.6 54.4 45.3 65.7 59.5
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, March 01, 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 : 321,242: 37,677 69,233 36,045 226,462 173,115 300,184 278,393: 21,059 42,849
Old : 321,242: 37,677 69,233 36,045 226,462 173,115 300,184 278,393: 21,059 42,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 22,757: 875 7,190 5,472 17,015 7,072 23,362 19,734: -605 3,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 21.6 11.2 70.5 53.9 93.4 86.7: 6.6 13.3
Old : 100.0: 11.7 21.6 11.2 70.5 53.9 93.4 86.7: 6.6 13.3
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 : 118: 27 42 23 28 44 65 99:
Old : 118: 27 42 23 28 44 65 99:
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 : 55.0 34.9 64.6 44.2 52.1 34.3 61.3 43.1
Old : 55.0 34.9 64.6 44.2 52.1 34.3 61.3 43.1
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, March 01, 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 : 312,646: 90,933 31,218 36,288 155,714 213,683 282,936 281,190: 29,710 31,456
Old : 312,646: 90,933 31,218 36,288 155,714 213,683 282,936 281,190: 29,710 31,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 2,647: 5,693 -4,877 2,764 -2,544 3,092 5,914 979: -3,267 1,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 10.0 11.6 49.8 68.3 90.5 89.9: 9.5 10.1
Old : 100.0: 29.1 10.0 11.6 49.8 68.3 90.5 89.9: 9.5 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 : 138: 49 40 35 31 41 96 100:
Old : 138: 49 40 35 31 41 96 100:
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 : 42.4 47.4 51.3 56.3 41.5 45.8 49.0 51.9
Old : 42.4 47.4 51.3 56.3 41.5 45.8 49.0 51.9
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, March 01, 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 : 503,904: 105,765 165,932 57,339 291,418 212,752 454,522 436,023: 49,383 67,882
Old : 503,904: 105,765 165,932 57,339 291,418 212,752 454,522 436,023: 49,383 67,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 6,180: -3,445 20,704 5,100 7,472 -27,696 9,126 -1,892: -2,946 8,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 32.9 11.4 57.8 42.2 90.2 86.5: 9.8 13.5
Old : 100.0: 21.0 32.9 11.4 57.8 42.2 90.2 86.5: 9.8 13.5
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 : 241: 65 96 69 57 60 159 188:
Old : 241: 65 96 69 57 60 159 188:
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 30.9 38.1 38.9 23.7 29.9 37.6 36.9
Old : 23.9 30.9 38.1 38.9 23.7 29.9 37.6 36.9
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, March 01, 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 : 34,144: 14,810 793 196 8,030 29,320 23,036 30,309: 11,108 3,835
Old : 34,144: 14,810 793 196 8,030 29,320 23,036 30,309: 11,108 3,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -369: 83 0 -104 72 233 51 129: -420 -498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 2.3 0.6 23.5 85.9 67.5 88.8: 32.5 11.2
Old : 100.0: 43.4 2.3 0.6 23.5 85.9 67.5 88.8: 32.5 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 : 21: 7 1 3 10 10 17 14:
Old : 21: 7 1 3 10 10 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 80.8 53.9 87.1 40.4 80.5 52.2 84.1
Old : 41.9 80.8 53.9 87.1 40.4 80.5 52.2 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 14,911: 6,839 5,370 535 6,471 7,530 13,845 13,435: 1,066 1,476
Old : 14,911: 6,839 5,370 535 6,471 7,530 13,845 13,435: 1,066 1,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 1,975: 1,224 950 342 412 532 1,978 1,824: -3 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 36.0 3.6 43.4 50.5 92.9 90.1: 7.1 9.9
Old : 100.0: 45.9 36.0 3.6 43.4 50.5 92.9 90.1: 7.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 15 2 3 5 9 21:
Old : 27: 5 15 2 3 5 9 21:
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 : 67.4 55.7 92.0 69.7 64.6 55.7 86.5 68.8
Old : 67.4 55.7 92.0 69.7 64.6 55.7 86.5 68.8
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, March 01, 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 : 31,473: 16,593 20,750 196 12,386 6,500 29,175 27,446: 2,298 4,027
Old : 31,473: 16,593 20,750 196 12,386 6,500 29,175 27,446: 2,298 4,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -1,145: 625 -1,833 25 -1,240 469 -590 -1,339: -555 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 65.9 0.6 39.4 20.7 92.7 87.2: 7.3 12.8
Old : 100.0: 52.7 65.9 0.6 39.4 20.7 92.7 87.2: 7.3 12.8
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 : 62: 19 22 4 13 13 34 37:
Old : 62: 19 22 4 13 13 34 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 : 41.9 42.0 61.7 55.7 41.7 42.0 59.7 55.5
Old : 41.9 42.0 61.7 55.7 41.7 42.0 59.7 55.5
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, March 01, 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 :20,818,553: 1,179,343 1,209,303 10,223,220 8,571,506 8,177,063 19,974,070 19,609,586: 844,483 1,208,966
Old :20,818,553: 1,179,343 1,209,303 10,223,220 8,571,506 8,177,063 19,974,070 19,609,586: 844,483 1,208,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 540,720: 4,524 111,438 372,694 215,459 108,710 592,677 592,842: -51,957 -52,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.8 49.1 41.2 39.3 95.9 94.2: 4.1 5.8
Old : 100.0: 5.7 5.8 49.1 41.2 39.3 95.9 94.2: 4.1 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 : 323: 58 100 122 144 156 281 304:
Old : 323: 58 100 122 144 156 281 304:
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 22.8 37.0 35.2 10.8 7.8 16.2 10.3
Old : 23.9 22.8 37.0 35.2 10.8 7.8 16.2 10.3
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, March 01, 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 : 955,017: 80,041 117,583 101,721 594,374 545,002 776,136 764,306: 178,881 190,710
Old : 955,017: 80,041 117,583 101,721 594,374 545,002 776,136 764,306: 178,881 190,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 34,353: 35 -3,011 10,320 14,329 17,720 24,685 25,029: 9,668 9,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 12.3 10.7 62.2 57.1 81.3 80.0: 18.7 20.0
Old : 100.0: 8.4 12.3 10.7 62.2 57.1 81.3 80.0: 18.7 20.0
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 : 634: 109 182 154 249 266 464 497:
Old : 634: 109 182 154 249 266 464 497:
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 : 12.8 11.0 21.0 17.6 10.4 7.4 17.1 11.4
Old : 12.8 11.0 21.0 17.6 10.4 7.4 17.1 11.4
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, March 01, 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 : 209,099: 13,152 14,294 24,613 129,005 69,182 166,770 108,089: 42,329 101,010
Old : 209,099: 13,152 14,294 24,613 129,005 69,182 166,770 108,089: 42,329 101,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 16,348: 1,513 2,545 4,176 6,069 4,854 11,759 11,576: 4,590 4,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 6.8 11.8 61.7 33.1 79.8 51.7: 20.2 48.3
Old : 100.0: 6.3 6.8 11.8 61.7 33.1 79.8 51.7: 20.2 48.3
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 : 82: 12 18 22 45 42 73 66:
Old : 82: 12 18 22 45 42 73 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 : 26.6 14.7 40.5 22.3 25.4 10.2 35.9 15.6
Old : 26.6 14.7 40.5 22.3 25.4 10.2 35.9 15.6
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, March 01, 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 : 3,729,589: 368,479 550,484 351,503 2,326,846 2,379,100 3,046,827 3,281,087: 682,761 448,502
Old : 3,729,589: 368,479 550,484 351,503 2,326,846 2,379,100 3,046,827 3,281,087: 682,761 448,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 90,025: 2,756 -17,634 20,572 41,303 64,330 64,632 67,268: 25,393 22,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 14.8 9.4 62.4 63.8 81.7 88.0: 18.3 12.0
Old : 100.0: 9.9 14.8 9.4 62.4 63.8 81.7 88.0: 18.3 12.0
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 : 616: 107 174 145 240 256 443 480:
Old : 616: 107 174 145 240 256 443 480:
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 12.1 22.3 19.6 11.3 10.9 18.7 16.5
Old : 13.4 12.1 22.3 19.6 11.3 10.9 18.7 16.5
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, March 01, 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 : 95,249: 5,965 9,463 415 81,416 80,656 87,796 90,534: 7,453 4,715
Old : 95,249: 5,965 9,463 415 81,416 80,656 87,796 90,534: 7,453 4,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -2,884: -483 850 100 -2,850 -2,848 -3,233 -1,898: 349 -986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 9.9 0.4 85.5 84.7 92.2 95.0: 7.8 5.0
Old : 100.0: 6.3 9.9 0.4 85.5 84.7 92.2 95.0: 7.8 5.0
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 : 89: 9 10 4 48 39 60 50:
Old : 89: 9 10 4 48 39 60 50:
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 43.1 55.7 65.6 35.4 43.0 54.8 64.9
Old : 35.9 43.1 55.7 65.6 35.4 43.0 54.8 64.9
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, March 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 55,202: 12,683 9,800 2,905 35,223 37,025 50,811 49,730: 4,391 5,472
Old : 55,202: 12,683 9,800 2,905 35,223 37,025 50,811 49,730: 4,391 5,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 22: 1,019 -1,192 426 -1,890 1,142 -444 376: 466 -354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 17.8 5.3 63.8 67.1 92.0 90.1: 8.0 9.9
Old : 100.0: 23.0 17.8 5.3 63.8 67.1 92.0 90.1: 8.0 9.9
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 : 216: 53 55 26 59 74 124 143:
Old : 216: 53 55 26 59 74 124 143:
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 : 40.5 20.2 47.8 35.0 40.5 19.8 47.4 34.7
Old : 40.5 20.2 47.8 35.0 40.5 19.8 47.4 34.7
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, March 01, 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 : 276,008: 63,414 48,999 14,527 176,114 185,124 254,055 248,650: 21,953 27,358
Old : 276,008: 63,414 48,999 14,527 176,114 185,124 254,055 248,650: 21,953 27,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 110: 5,097 -5,960 2,130 -9,449 5,711 -2,222 1,881: 2,331 -1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 17.8 5.3 63.8 67.1 92.0 90.1: 8.0 9.9
Old : 100.0: 23.0 17.8 5.3 63.8 67.1 92.0 90.1: 8.0 9.9
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 : 216: 53 55 26 59 74 124 143:
Old : 216: 53 55 26 59 74 124 143:
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 : 40.5 20.2 47.8 35.0 40.5 19.8 47.4 34.7
Old : 40.5 20.2 47.8 35.0 40.5 19.8 47.4 34.7
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, March 01, 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 : 140,118: 76,381 59,099 10,684 33,953 44,831 121,017 114,614: 19,101 25,504
Old : 140,118: 76,381 59,099 10,684 33,953 44,831 121,017 114,614: 19,101 25,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 2,957: 3,663 -3,256 -561 1,242 7,180 4,345 3,363: -1,387 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 42.2 7.6 24.2 32.0 86.4 81.8: 13.6 18.2
Old : 100.0: 54.5 42.2 7.6 24.2 32.0 86.4 81.8: 13.6 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 22 40 23 21 20 58 68:
Old : 88: 22 40 23 21 20 58 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 35.3 58.1 47.3 46.6 34.6 57.3 45.8
Old : 46.6 35.3 58.1 47.3 46.6 34.6 57.3 45.8
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, March 01, 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 : 40,667: 11,271 6,073 240 22,002 29,708 33,513 36,021: 7,154 4,646
Old : 40,667: 11,271 6,073 240 22,002 29,708 33,513 36,021: 7,154 4,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 574: -150 -412 -264 1,251 1,218 837 542: -263 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 14.9 0.6 54.1 73.1 82.4 88.6: 17.6 11.4
Old : 100.0: 27.7 14.9 0.6 54.1 73.1 82.4 88.6: 17.6 11.4
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 : 51: 12 13 5 15 13 31 27:
Old : 51: 12 13 5 15 13 31 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 : 44.5 63.7 60.2 73.0 44.2 63.7 59.8 73.0
Old : 44.5 63.7 60.2 73.0 44.2 63.7 59.8 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 100,816: 32,534 9,268 1,073 56,599 24,071 90,206 34,412: 10,610 66,404
Old : 100,816: 32,534 9,268 1,073 56,599 24,071 90,206 34,412: 10,610 66,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: -119: 719 -1,560 160 -493 2,663 386 1,263: -505 -1,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 9.2 1.1 56.1 23.9 89.5 34.1: 10.5 65.9
Old : 100.0: 32.3 9.2 1.1 56.1 23.9 89.5 34.1: 10.5 65.9
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 : 96: 30 13 8 35 24 69 42:
Old : 96: 30 13 8 35 24 69 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 14.9 35.8 21.0 25.1 12.9 35.8 17.9
Old : 25.1 14.9 35.8 21.0 25.1 12.9 35.8 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2016