BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,665: 841 1,459 809 4,986 4,298 6,636 6,567: 1,029 1,098
Old : 7,665: 841 1,459 809 4,986 4,298 6,636 6,567: 1,029 1,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 316: 13 60 31 187 191 231 283: 85 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 19.0 10.6 65.0 56.1 86.6 85.7: 13.4 14.3
Old : 100.0: 11.0 19.0 10.6 65.0 56.1 86.6 85.7: 13.4 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 8 8 18 17 28 28:
Old : 38: 5 8 8 18 17 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 : 39.6 40.6 55.5 56.4 38.9 39.8 51.9 54.7
Old : 39.6 40.6 55.5 56.4 38.9 39.8 51.9 54.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,804: 19,114 6,865 13,434 16,680 16,941 49,228 37,240: 6,575 18,563
Old : 55,804: 19,114 6,865 13,434 16,680 16,941 49,228 37,240: 6,575 18,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,649: 98 562 1,270 1,131 462 2,499 2,294: 150 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 12.3 24.1 29.9 30.4 88.2 66.7: 11.8 33.3
Old : 100.0: 34.3 12.3 24.1 29.9 30.4 88.2 66.7: 11.8 33.3
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 : 80: 17 27 33 31 24 67 66:
Old : 80: 17 27 33 31 24 67 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 : 35.7 22.9 50.7 35.8 33.8 18.3 43.5 24.4
Old : 35.7 22.9 50.7 35.8 33.8 18.3 43.5 24.4
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 10,161: 325 1,397 2,078 6,652 5,469 9,055 8,944: 1,106 1,217
Old : 10,161: 325 1,397 2,078 6,652 5,469 9,055 8,944: 1,106 1,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -46: -31 -93 5 -35 24 -61 -64: 16 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 13.7 20.4 65.5 53.8 89.1 88.0: 10.9 12.0
Old : 100.0: 3.2 13.7 20.4 65.5 53.8 89.1 88.0: 10.9 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 : 44: 6 12 17 23 21 41 38:
Old : 44: 6 12 17 23 21 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 32.7 53.0 49.0 35.2 22.8 44.3 33.5
Old : 37.1 32.7 53.0 49.0 35.2 22.8 44.3 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 274,146: 91,440 25,990 69,900 89,376 133,975 250,716 229,865: 23,430 44,281
Old : 242,598: 83,523 26,250 60,367 78,570 115,139 222,460 201,756: 20,138 40,843
Other: 31,548: 10,771 2,595 6,678 10,806 18,836 28,256 28,110: 3,292 3,438
: : :
: : Changes in Commitments from: March 8, 2016 :
: 20,941: 12,203 -866 4,445 2,128 15,837 18,777 19,416: 2,165 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 9.5 25.5 32.6 48.9 91.5 83.8: 8.5 16.2
Old : 100.0: 34.4 10.8 24.9 32.4 47.5 91.7 83.2: 8.3 16.8
Other: 100.0: 34.1 8.2 21.2 34.3 59.7 89.6 89.1: 10.4 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 120 73 110 77 90 256 223:
Old : 302: 115 78 106 71 90 244 222:
Other: 123: 31 12 25 44 56 85 85:
:----------------------------------------------------------------------------------------------------
: 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 15.5 21.2 23.7 12.0 13.5 20.0 19.4
Old : 13.0 14.9 22.6 22.7 13.0 13.3 22.1 19.4
Other: 27.6 28.8 39.6 43.4 23.2 23.9 32.2 32.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 372,767: 90,063 33,717 115,987 130,634 164,099 336,684 313,803: 36,083 58,964
Old : 372,767: 90,063 33,717 115,987 130,634 164,099 336,684 313,803: 36,083 58,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 8,356: 6,362 -9,851 6,908 -4,014 11,982 9,257 9,040: -901 -683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 9.0 31.1 35.0 44.0 90.3 84.2: 9.7 15.8
Old : 100.0: 24.2 9.0 31.1 35.0 44.0 90.3 84.2: 9.7 15.8
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 : 422: 129 79 140 156 164 360 328:
Old : 422: 129 79 140 156 164 360 328:
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 : 11.7 12.6 19.1 19.4 8.9 11.6 15.6 16.8
Old : 11.7 12.6 19.1 19.4 8.9 11.6 15.6 16.8
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,633: 1,986 1,383 863 568 1,496 3,417 3,743: 1,215 890
Old : 4,633: 1,986 1,383 863 568 1,496 3,417 3,743: 1,215 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 158: 245 -118 -20 -187 287 38 149: 120 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 29.9 18.6 12.3 32.3 73.8 80.8: 26.2 19.2
Old : 100.0: 42.9 29.9 18.6 12.3 32.3 73.8 80.8: 26.2 19.2
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 : 65: 33 12 12 10 16 47 36:
Old : 65: 33 12 12 10 16 47 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 : 24.7 32.2 37.0 49.4 14.7 28.5 24.6 38.7
Old : 24.7 32.2 37.0 49.4 14.7 28.5 24.6 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 54,418: 16,030 7,698 15,537 14,539 10,888 46,105 34,123: 8,313 20,296
Old : 54,418: 16,030 7,698 15,537 14,539 10,888 46,105 34,123: 8,313 20,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,912: 1,839 222 1,471 -410 1,475 2,900 3,168: 12 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 14.1 28.6 26.7 20.0 84.7 62.7: 15.3 37.3
Old : 100.0: 29.5 14.1 28.6 26.7 20.0 84.7 62.7: 15.3 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 : 223: 57 57 65 69 78 166 173:
Old : 223: 57 57 65 69 78 166 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 11.4 22.9 19.3 10.4 6.5 17.1 9.1
Old : 12.6 11.4 22.9 19.3 10.4 6.5 17.1 9.1
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 47,566: 2,609 23,848 5,684 38,100 12,717 46,393 42,250: 1,173 5,316
Old : 47,566: 2,609 23,848 5,684 38,100 12,717 46,393 42,250: 1,173 5,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,249: 126 1,356 288 1,716 486 2,130 2,130: 119 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 50.1 12.0 80.1 26.7 97.5 88.8: 2.5 11.2
Old : 100.0: 5.5 50.1 12.0 80.1 26.7 97.5 88.8: 2.5 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 : 81: 8 37 24 24 25 52 66:
Old : 81: 8 37 24 24 25 52 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 : 50.5 42.1 70.0 56.4 50.4 42.1 69.8 53.3
Old : 50.5 42.1 70.0 56.4 50.4 42.1 69.8 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 33,863: 6,579 797 1,956 24,701 30,539 33,236 33,292: 627 571
Old : 33,863: 6,579 797 1,956 24,701 30,539 33,236 33,292: 627 571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,374: 206 -2,406 876 1,512 4,273 2,594 2,743: -220 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 2.4 5.8 72.9 90.2 98.1 98.3: 1.9 1.7
Old : 100.0: 19.4 2.4 5.8 72.9 90.2 98.1 98.3: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 3 2 10 12 22 16:
Old : 29: 11 3 2 10 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 : 71.1 69.6 83.6 87.1 70.3 65.3 76.6 75.5
Old : 71.1 69.6 83.6 87.1 70.3 65.3 76.6 75.5
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 187,525: 30,887 47,873 11,774 116,796 99,144 159,456 158,790: 28,069 28,735
Old : 187,525: 30,887 47,873 11,774 116,796 99,144 159,456 158,790: 28,069 28,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -2,803: 1,136 -8,449 -7,032 3,397 13,899 -2,499 -1,582: -303 -1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 25.5 6.3 62.3 52.9 85.0 84.7: 15.0 15.3
Old : 100.0: 16.5 25.5 6.3 62.3 52.9 85.0 84.7: 15.0 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 18 31 19 28 25 56 65:
Old : 81: 18 31 19 28 25 56 65:
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 : 50.2 41.7 63.0 54.3 45.5 41.5 58.2 52.6
Old : 50.2 41.7 63.0 54.3 45.5 41.5 58.2 52.6
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 42,621: 22,619 17,244 1,217 11,775 4,854 35,611 23,315: 7,010 19,306
Old : 42,621: 22,619 17,244 1,217 11,775 4,854 35,611 23,315: 7,010 19,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -9,299: 2,883 -2,592 -3,638 -7,361 -655 -8,115 -6,884: -1,183 -2,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 40.5 2.9 27.6 11.4 83.6 54.7: 16.4 45.3
Old : 100.0: 53.1 40.5 2.9 27.6 11.4 83.6 54.7: 16.4 45.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 12 8 10 8 23 24:
Old : 36: 9 12 8 10 8 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 34.5 62.4 41.9 47.6 34.3 61.6 41.3
Old : 48.0 34.5 62.4 41.9 47.6 34.3 61.6 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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 97,831: 23,001 68,114 1,356 70,028 22,947 94,385 92,417: 3,446 5,415
Old : 97,831: 23,001 68,114 1,356 70,028 22,947 94,385 92,417: 3,446 5,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -41,691: 2,633 -9,879 -16,392 -27,977 -14,271 -41,737 -40,542: 46 -1,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 69.6 1.4 71.6 23.5 96.5 94.5: 3.5 5.5
Old : 100.0: 23.5 69.6 1.4 71.6 23.5 96.5 94.5: 3.5 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 33 47 10 13 19 52 70:
Old : 107: 33 47 10 13 19 52 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 : 71.0 44.2 81.9 59.7 71.0 44.2 81.9 59.7
Old : 71.0 44.2 81.9 59.7 71.0 44.2 81.9 59.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 279,388: 62,869 74,463 18,803 182,945 146,177 264,618 239,443: 14,770 39,945
Old : 279,388: 62,869 74,463 18,803 182,945 146,177 264,618 239,443: 14,770 39,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -44,109: 33,324 -2,531 -10,952 -59,610 -25,069 -37,239 -38,553: -6,870 -5,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 26.7 6.7 65.5 52.3 94.7 85.7: 5.3 14.3
Old : 100.0: 22.5 26.7 6.7 65.5 52.3 94.7 85.7: 5.3 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 25 34 21 27 40 60 87:
Old : 103: 25 34 21 27 40 60 87:
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 : 57.0 39.8 69.6 51.8 57.0 39.1 68.6 51.0
Old : 57.0 39.8 69.6 51.8 57.0 39.1 68.6 51.0
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 169,556: 75,764 31,610 20,806 45,964 90,304 142,534 142,719: 27,022 26,836
Old : 169,556: 75,764 31,610 20,806 45,964 90,304 142,534 142,719: 27,022 26,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -150,509: -13,758 4,940 -12,742 -120,799 -139,317 -147,300 -147,120: -3,209 -3,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 18.6 12.3 27.1 53.3 84.1 84.2: 15.9 15.8
Old : 100.0: 44.7 18.6 12.3 27.1 53.3 84.1 84.2: 15.9 15.8
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 : 127: 42 38 29 28 40 87 90:
Old : 127: 42 38 29 28 40 87 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 : 29.4 27.2 37.9 37.3 29.4 26.9 36.9 34.4
Old : 29.4 27.2 37.9 37.3 29.4 26.9 36.9 34.4
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 377,131: 87,358 162,805 40,991 201,006 112,963 329,355 316,759: 47,776 60,372
Old : 377,131: 87,358 162,805 40,991 201,006 112,963 329,355 316,759: 47,776 60,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -111,567: -15,476 -11,523 -8,269 -84,902 -81,625 -108,647 -101,417: -2,921 -10,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 43.2 10.9 53.3 30.0 87.3 84.0: 12.7 16.0
Old : 100.0: 23.2 43.2 10.9 53.3 30.0 87.3 84.0: 12.7 16.0
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 : 222: 52 93 59 58 61 148 176:
Old : 222: 52 93 59 58 61 148 176:
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 22.9 40.4 30.6 25.1 22.9 39.3 29.9
Old : 25.7 22.9 40.4 30.6 25.1 22.9 39.3 29.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 24,577: 18,002 12,944 240 5,236 10,263 23,478 23,447: 1,099 1,130
Old : 24,577: 18,002 12,944 240 5,236 10,263 23,478 23,447: 1,099 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,691: 3,720 4,296 -54 -127 -261 3,539 3,981: 152 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 52.7 1.0 21.3 41.8 95.5 95.4: 4.5 4.6
Old : 100.0: 73.2 52.7 1.0 21.3 41.8 95.5 95.4: 4.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 14 2 3 4 11 18:
Old : 26: 6 14 2 3 4 11 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 62.2 94.1 86.1 84.6 60.2 93.4 84.0
Old : 84.6 62.2 94.1 86.1 84.6 60.2 93.4 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 28,451: 20,524 19,234 552 5,082 4,797 26,158 24,583: 2,293 3,868
Old : 28,451: 20,524 19,234 552 5,082 4,797 26,158 24,583: 2,293 3,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -6,506: 105 -3,185 -1,820 -4,040 -2,100 -5,755 -7,105: -751 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 67.6 1.9 17.9 16.9 91.9 86.4: 8.1 13.6
Old : 100.0: 72.1 67.6 1.9 17.9 16.9 91.9 86.4: 8.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 25 4 8 10 33 37:
Old : 64: 23 25 4 8 10 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 40.9 67.4 54.8 46.9 40.9 64.2 54.8
Old : 48.8 40.9 67.4 54.8 46.9 40.9 64.2 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,332,943: 1,116,428 1,231,424 8,740,998 7,735,193 7,204,759 17,592,620 17,177,181: 740,323 1,155,762
Old :18,332,943: 1,116,428 1,231,424 8,740,998 7,735,193 7,204,759 17,592,620 17,177,181: 740,323 1,155,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
:-2,678,879: -21,434 38,229 -1,652,287 -933,805 -1,014,155 -2,607,526 -2,628,214: -71,353 -50,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.7 47.7 42.2 39.3 96.0 93.7: 4.0 6.3
Old : 100.0: 6.1 6.7 47.7 42.2 39.3 96.0 93.7: 4.0 6.3
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 : 299: 61 86 114 131 144 260 281:
Old : 299: 61 86 114 131 144 260 281:
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 : 25.0 23.1 37.1 34.8 12.4 8.1 17.8 10.7
Old : 25.0 23.1 37.1 34.8 12.4 8.1 17.8 10.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,053,402: 78,200 118,350 122,256 680,030 630,852 880,486 871,459: 172,915 181,943
Old : 1,053,402: 78,200 118,350 122,256 680,030 630,852 880,486 871,459: 172,915 181,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 49,723: -448 3,306 14,197 39,492 36,490 53,241 53,993: -3,518 -4,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.2 11.6 64.6 59.9 83.6 82.7: 16.4 17.3
Old : 100.0: 7.4 11.2 11.6 64.6 59.9 83.6 82.7: 16.4 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 641: 116 182 174 260 276 490 519:
Old : 641: 116 182 174 260 276 490 519:
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 : 12.9 12.1 21.1 19.4 9.6 8.7 15.6 12.7
Old : 12.9 12.1 21.1 19.4 9.6 8.7 15.6 12.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 232,196: 14,416 13,240 29,243 142,604 85,909 186,263 128,392: 45,934 103,804
Old : 232,196: 14,416 13,240 29,243 142,604 85,909 186,263 128,392: 45,934 103,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 10,504: -338 1,550 4,496 4,474 10,499 8,632 16,545: 1,872 -6,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 5.7 12.6 61.4 37.0 80.2 55.3: 19.8 44.7
Old : 100.0: 6.2 5.7 12.6 61.4 37.0 80.2 55.3: 19.8 44.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 15 17 24 49 40 80 65:
Old : 84: 15 17 24 49 40 80 65:
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 : 26.0 15.2 39.5 25.1 23.9 9.4 32.3 14.4
Old : 26.0 15.2 39.5 25.1 23.9 9.4 32.3 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,106,027: 344,010 550,640 439,976 2,687,133 2,724,717 3,471,118 3,715,332: 634,908 390,694
Old : 4,106,027: 344,010 550,640 439,976 2,687,133 2,724,717 3,471,118 3,715,332: 634,908 390,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 196,092: 6,435 15,766 41,520 175,090 129,954 223,045 187,240: -26,954 8,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.4 10.7 65.4 66.4 84.5 90.5: 15.5 9.5
Old : 100.0: 8.4 13.4 10.7 65.4 66.4 84.5 90.5: 15.5 9.5
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 : 622: 112 174 165 253 267 470 502:
Old : 622: 112 174 165 253 267 470 502:
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 : 13.7 13.4 21.9 21.4 11.0 11.2 17.7 16.8
Old : 13.7 13.4 21.9 21.4 11.0 11.2 17.7 16.8
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 102,043: 5,101 9,619 765 87,904 86,831 93,770 97,215: 8,273 4,828
Old : 102,043: 5,101 9,619 765 87,904 86,831 93,770 97,215: 8,273 4,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 6,257: 101 -629 278 5,812 6,712 6,191 6,361: 66 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.4 0.7 86.1 85.1 91.9 95.3: 8.1 4.7
Old : 100.0: 5.0 9.4 0.7 86.1 85.1 91.9 95.3: 8.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 8 9 5 56 41 68 51:
Old : 89: 8 9 5 56 41 68 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 39.0 54.0 58.2 32.9 38.9 49.2 58.1
Old : 36.9 39.0 54.0 58.2 32.9 38.9 49.2 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 59,697: 10,306 11,169 3,324 41,406 39,797 55,036 54,291: 4,661 5,406
Old : 59,697: 10,306 11,169 3,324 41,406 39,797 55,036 54,291: 4,661 5,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,407: -2,863 -450 476 5,452 3,214 3,065 3,240: 342 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.7 5.6 69.4 66.7 92.2 90.9: 7.8 9.1
Old : 100.0: 17.3 18.7 5.6 69.4 66.7 92.2 90.9: 7.8 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 : 218: 50 60 28 73 75 137 149:
Old : 218: 50 60 28 73 75 137 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 18.3 45.0 32.3 34.1 16.5 40.7 27.5
Old : 36.9 18.3 45.0 32.3 34.1 16.5 40.7 27.5
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 298,485: 51,528 55,845 16,621 207,032 198,987 275,181 271,453: 23,304 27,032
Old : 298,485: 51,528 55,845 16,621 207,032 198,987 275,181 271,453: 23,304 27,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 17,033: -14,313 -2,248 2,379 27,259 16,071 15,325 16,202: 1,708 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.7 5.6 69.4 66.7 92.2 90.9: 7.8 9.1
Old : 100.0: 17.3 18.7 5.6 69.4 66.7 92.2 90.9: 7.8 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 : 218: 50 60 28 73 75 137 149:
Old : 218: 50 60 28 73 75 137 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 18.3 45.0 32.3 34.1 16.5 40.7 27.5
Old : 36.9 18.3 45.0 32.3 34.1 16.5 40.7 27.5
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 117,966: 61,512 48,430 10,652 15,546 37,938 87,710 97,021: 30,256 20,945
Old : 117,966: 61,512 48,430 10,652 15,546 37,938 87,710 97,021: 30,256 20,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -41,966: -24,857 -8,658 -2,427 -18,246 -28,535 -45,529 -39,620: 3,564 -2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 41.1 9.0 13.2 32.2 74.4 82.2: 25.6 17.8
Old : 100.0: 52.1 41.1 9.0 13.2 32.2 74.4 82.2: 25.6 17.8
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 : 86: 31 32 19 19 17 61 57:
Old : 86: 31 32 19 19 17 61 57:
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 : 36.6 42.9 43.2 51.4 36.6 42.3 42.3 49.8
Old : 36.6 42.9 43.2 51.4 36.6 42.3 42.3 49.8
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 29,282: 6,782 4,679 400 16,612 17,722 23,794 22,801: 5,488 6,481
Old : 29,282: 6,782 4,679 400 16,612 17,722 23,794 22,801: 5,488 6,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -15,997: -3,014 -617 -2,581 -7,032 -14,007 -12,627 -17,205: -3,370 1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 16.0 1.4 56.7 60.5 81.3 77.9: 18.7 22.1
Old : 100.0: 23.2 16.0 1.4 56.7 60.5 81.3 77.9: 18.7 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 11 1 13 11 21 23:
Old : 42: 8 11 1 13 11 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 51.0 65.1 61.2 52.8 51.0 64.6 61.2
Old : 52.8 51.0 65.1 61.2 52.8 51.0 64.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 58,497: 19,849 5,997 319 29,492 11,581 49,660 17,897: 8,837 40,600
Old : 58,497: 19,849 5,997 319 29,492 11,581 49,660 17,897: 8,837 40,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -45,174: -15,904 -4,312 -3,296 -22,323 -15,141 -41,523 -22,749: -3,651 -22,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 10.3 0.5 50.4 19.8 84.9 30.6: 15.1 69.4
Old : 100.0: 33.9 10.3 0.5 50.4 19.8 84.9 30.6: 15.1 69.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 28 8 3 24 14 53 24:
Old : 69: 28 8 3 24 14 53 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 15.7 39.4 22.3 23.3 15.5 39.3 21.3
Old : 23.3 15.7 39.4 22.3 23.3 15.5 39.3 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016