BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,014: 893 1,364 873 5,157 4,646 6,923 6,882: 1,091 1,132
Old : 8,014: 893 1,364 873 5,157 4,646 6,923 6,882: 1,091 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 349: 52 -96 63 172 348 287 316: 62 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 17.0 10.9 64.4 58.0 86.4 85.9: 13.6 14.1
Old : 100.0: 11.1 17.0 10.9 64.4 58.0 86.4 85.9: 13.6 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 9 8 18 18 28 29:
Old : 38: 4 9 8 18 18 28 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 : 40.0 38.4 56.0 54.4 39.4 37.1 52.6 52.2
Old : 40.0 38.4 56.0 54.4 39.4 37.1 52.6 52.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,788: 19,022 7,483 13,424 17,079 16,847 49,524 37,753: 6,264 18,035
Old : 55,788: 19,022 7,483 13,424 17,079 16,847 49,524 37,753: 6,264 18,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -15: -92 618 -11 399 -94 296 513: -311 -529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 13.4 24.1 30.6 30.2 88.8 67.7: 11.2 32.3
Old : 100.0: 34.1 13.4 24.1 30.6 30.2 88.8 67.7: 11.2 32.3
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: 16 29 29 30 24 64 64:
Old : 80: 16 29 29 30 24 64 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 : 34.6 23.4 49.8 35.8 32.4 18.7 42.6 24.4
Old : 34.6 23.4 49.8 35.8 32.4 18.7 42.6 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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 10,030: 335 1,406 2,103 6,594 5,381 9,033 8,890: 998 1,140
Old : 10,030: 335 1,406 2,103 6,594 5,381 9,033 8,890: 998 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -131: 10 9 26 -58 -88 -22 -54: -109 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 14.0 21.0 65.7 53.6 90.1 88.6: 9.9 11.4
Old : 100.0: 3.3 14.0 21.0 65.7 53.6 90.1 88.6: 9.9 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 : 46: 6 14 19 23 21 43 40:
Old : 46: 6 14 19 23 21 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 29.9 53.2 47.4 35.7 20.4 45.1 31.8
Old : 37.5 29.9 53.2 47.4 35.7 20.4 45.1 31.8
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 283,079: 96,236 25,719 73,508 90,798 140,980 260,542 240,207: 22,537 42,872
Old : 250,582: 88,130 26,042 63,630 79,793 121,451 231,553 211,123: 19,030 39,460
Other: 32,496: 11,303 2,873 6,682 11,005 19,529 28,989 29,084: 3,507 3,412
: : :
: : Changes in Commitments from: March 15, 2016 :
: 8,933: 4,796 -271 3,608 1,422 7,005 9,826 10,342: -893 -1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 9.1 26.0 32.1 49.8 92.0 84.9: 8.0 15.1
Old : 100.0: 35.2 10.4 25.4 31.8 48.5 92.4 84.3: 7.6 15.7
Other: 100.0: 34.8 8.8 20.6 33.9 60.1 89.2 89.5: 10.8 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 119 71 120 81 98 270 239:
Old : 315: 113 79 117 75 98 258 238:
Other: 132: 30 16 27 46 60 90 92:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 16.1 20.7 24.1 11.7 13.7 19.5 19.5
Old : 12.7 15.6 22.0 23.2 12.7 13.6 21.6 19.6
Other: 26.7 28.5 38.5 42.6 22.3 23.3 31.6 31.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 377,528: 92,909 35,808 116,954 131,236 164,070 341,099 316,832: 36,429 60,696
Old : 377,528: 92,909 35,808 116,954 131,236 164,070 341,099 316,832: 36,429 60,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 4,761: 2,846 2,091 967 602 -29 4,415 3,029: 346 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 9.5 31.0 34.8 43.5 90.4 83.9: 9.6 16.1
Old : 100.0: 24.6 9.5 31.0 34.8 43.5 90.4 83.9: 9.6 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 122 80 137 160 171 357 337:
Old : 424: 122 80 137 160 171 357 337:
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 : 11.5 11.8 18.9 18.1 8.7 11.0 15.3 15.8
Old : 11.5 11.8 18.9 18.1 8.7 11.0 15.3 15.8
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,881: 2,042 1,127 779 559 1,853 3,379 3,759: 1,502 1,122
Old : 4,881: 2,042 1,127 779 559 1,853 3,379 3,759: 1,502 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 248: 56 -256 -84 -9 357 -38 16: 286 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 23.1 16.0 11.5 38.0 69.2 77.0: 30.8 23.0
Old : 100.0: 41.8 23.1 16.0 11.5 38.0 69.2 77.0: 30.8 23.0
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 : 63: 31 10 10 14 17 49 33:
Old : 63: 31 10 10 14 17 49 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 31.8 29.7 45.9 15.3 29.8 24.4 40.6
Old : 18.4 31.8 29.7 45.9 15.3 29.8 24.4 40.6
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 54,833: 15,689 7,892 15,542 15,081 11,203 46,311 34,637: 8,522 20,195
Old : 54,833: 15,689 7,892 15,542 15,081 11,203 46,311 34,637: 8,522 20,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 414: -341 194 5 542 315 205 514: 209 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 14.4 28.3 27.5 20.4 84.5 63.2: 15.5 36.8
Old : 100.0: 28.6 14.4 28.3 27.5 20.4 84.5 63.2: 15.5 36.8
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 : 216: 55 56 65 70 80 165 169:
Old : 216: 55 56 65 70 80 165 169:
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 : 12.4 11.7 22.7 20.0 10.3 6.7 16.9 9.7
Old : 12.4 11.7 22.7 20.0 10.3 6.7 16.9 9.7
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 47,661: 2,839 23,766 5,618 38,042 12,878 46,499 42,261: 1,162 5,400
Old : 47,661: 2,839 23,766 5,618 38,042 12,878 46,499 42,261: 1,162 5,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 95: 230 -82 -67 -58 161 105 12: -10 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 49.9 11.8 79.8 27.0 97.6 88.7: 2.4 11.3
Old : 100.0: 6.0 49.9 11.8 79.8 27.0 97.6 88.7: 2.4 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 10 35 25 24 25 53 66:
Old : 81: 10 35 25 24 25 53 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 : 50.3 41.9 69.8 56.1 50.2 41.9 69.6 53.6
Old : 50.3 41.9 69.8 56.1 50.2 41.9 69.6 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 28,079: 6,746 2,792 0 20,696 24,636 27,442 27,428: 637 651
Old : 28,079: 6,746 2,792 0 20,696 24,636 27,442 27,428: 637 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -5,784: 167 1,995 -1,956 -4,005 -5,903 -5,794 -5,864: 10 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 9.9 0.0 73.7 87.7 97.7 97.7: 2.3 2.3
Old : 100.0: 24.0 9.9 0.0 73.7 87.7 97.7 97.7: 2.3 2.3
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 : 27: 9 2 0 7 13 16 15:
Old : 27: 9 2 0 7 13 16 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 : 82.3 68.1 92.0 84.4 82.3 68.1 91.1 83.6
Old : 82.3 68.1 92.0 84.4 82.3 68.1 91.1 83.6
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 121,663: 18,831 34,900 13,203 58,558 47,001 90,592 95,103: 31,071 26,560
Old : 121,663: 18,831 34,900 13,203 58,558 47,001 90,592 95,103: 31,071 26,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -65,862: -12,056 -12,973 1,429 -58,237 -52,143 -68,864 -63,687: 3,002 -2,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 28.7 10.9 48.1 38.6 74.5 78.2: 25.5 21.8
Old : 100.0: 15.5 28.7 10.9 48.1 38.6 74.5 78.2: 25.5 21.8
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 : 81: 23 25 16 25 26 53 62:
Old : 81: 23 25 16 25 26 53 62:
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 : 33.8 24.7 45.8 37.7 31.5 24.5 39.4 35.4
Old : 33.8 24.7 45.8 37.7 31.5 24.5 39.4 35.4
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 40,290: 19,332 14,882 1,666 10,875 5,924 31,873 22,473: 8,416 17,817
Old : 40,290: 19,332 14,882 1,666 10,875 5,924 31,873 22,473: 8,416 17,817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -2,331: -3,287 -2,362 449 -900 1,070 -3,737 -842: 1,406 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 36.9 4.1 27.0 14.7 79.1 55.8: 20.9 44.2
Old : 100.0: 48.0 36.9 4.1 27.0 14.7 79.1 55.8: 20.9 44.2
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 : 40: 10 13 9 11 9 26 26:
Old : 40: 10 13 9 11 9 26 26:
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 : 42.2 31.5 55.3 38.9 42.2 31.1 54.4 38.1
Old : 42.2 31.5 55.3 38.9 42.2 31.1 54.4 38.1
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 105,958: 28,425 74,222 1,102 71,964 25,901 101,491 101,225: 4,468 4,734
Old : 105,958: 28,425 74,222 1,102 71,964 25,901 101,491 101,225: 4,468 4,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 8,127: 5,424 6,108 -254 1,935 2,954 7,105 8,808: 1,022 -681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 70.0 1.0 67.9 24.4 95.8 95.5: 4.2 4.5
Old : 100.0: 26.8 70.0 1.0 67.9 24.4 95.8 95.5: 4.2 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 36 45 11 15 21 60 68:
Old : 112: 36 45 11 15 21 60 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 : 66.9 45.3 78.2 60.1 66.9 45.3 78.2 60.1
Old : 66.9 45.3 78.2 60.1 66.9 45.3 78.2 60.1
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 275,925: 38,199 74,076 21,449 200,436 142,982 260,084 238,508: 15,842 37,418
Old : 275,925: 38,199 74,076 21,449 200,436 142,982 260,084 238,508: 15,842 37,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -3,462: -24,671 -387 2,646 17,490 -3,194 -4,534 -935: 1,072 -2,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 26.8 7.8 72.6 51.8 94.3 86.4: 5.7 13.6
Old : 100.0: 13.8 26.8 7.8 72.6 51.8 94.3 86.4: 5.7 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 : 107: 24 36 22 29 42 63 90:
Old : 107: 24 36 22 29 42 63 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 : 55.3 37.4 67.5 49.5 55.3 36.7 66.6 48.6
Old : 55.3 37.4 67.5 49.5 55.3 36.7 66.6 48.6
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 175,678: 79,458 28,375 19,780 46,036 100,145 145,273 148,300: 30,405 27,379
Old : 175,678: 79,458 28,375 19,780 46,036 100,145 145,273 148,300: 30,405 27,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 6,122: 3,693 -3,235 -1,026 72 9,841 2,739 5,580: 3,383 542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 16.2 11.3 26.2 57.0 82.7 84.4: 17.3 15.6
Old : 100.0: 45.2 16.2 11.3 26.2 57.0 82.7 84.4: 17.3 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 42 36 28 29 40 85 90:
Old : 124: 42 36 28 29 40 85 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 : 28.7 30.1 37.4 40.6 28.7 28.7 36.9 37.0
Old : 28.7 30.1 37.4 40.6 28.7 28.7 36.9 37.0
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 383,958: 87,292 149,261 45,716 199,151 127,878 332,159 322,855: 51,798 61,103
Old : 383,958: 87,292 149,261 45,716 199,151 127,878 332,159 322,855: 51,798 61,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 6,827: -66 -13,544 4,725 -1,855 14,915 2,804 6,096: 4,023 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 38.9 11.9 51.9 33.3 86.5 84.1: 13.5 15.9
Old : 100.0: 22.7 38.9 11.9 51.9 33.3 86.5 84.1: 13.5 15.9
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 : 226: 53 94 59 59 63 149 180:
Old : 226: 53 94 59 59 63 149 180:
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 : 24.8 21.5 38.9 30.8 24.3 20.9 37.7 29.3
Old : 24.8 21.5 38.9 30.8 24.3 20.9 37.7 29.3
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 31,657: 13,741 2,868 206 7,668 24,448 21,615 27,522: 10,042 4,135
Old : 31,657: 13,741 2,868 206 7,668 24,448 21,615 27,522: 10,042 4,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 9.1 0.7 24.2 77.2 68.3 86.9: 31.7 13.1
Old : 100.0: 43.4 9.1 0.7 24.2 77.2 68.3 86.9: 31.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 9 3 1 8 9 17 13:
Old : 23: 9 3 1 8 9 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 75.9 54.1 83.9 41.6 75.9 51.3 81.3
Old : 44.1 75.9 54.1 83.9 41.6 75.9 51.3 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 29,616: 22,781 14,524 409 5,353 13,572 28,543 28,505: 1,073 1,111
Old : 29,616: 22,781 14,524 409 5,353 13,572 28,543 28,505: 1,073 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 5,039: 4,779 1,580 169 117 3,309 5,065 5,058: -26 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 49.0 1.4 18.1 45.8 96.4 96.2: 3.6 3.8
Old : 100.0: 76.9 49.0 1.4 18.1 45.8 96.4 96.2: 3.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 13 2 3 4 11 17:
Old : 25: 6 13 2 3 4 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.4 61.5 95.2 86.3 85.4 58.6 93.4 83.4
Old : 85.4 61.5 95.2 86.3 85.4 58.6 93.4 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 27,163: 19,375 18,358 148 4,040 5,493 23,563 23,999: 3,600 3,164
Old : 27,163: 19,375 18,358 148 4,040 5,493 23,563 23,999: 3,600 3,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -1,288: -1,149 -876 -404 -1,042 696 -2,595 -584: 1,307 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 67.6 0.5 14.9 20.2 86.7 88.4: 13.3 11.6
Old : 100.0: 71.3 67.6 0.5 14.9 20.2 86.7 88.4: 13.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 23 23 1 7 13 30 37:
Old : 63: 23 23 1 7 13 30 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 44.0 65.5 57.7 44.5 44.0 62.2 57.6
Old : 45.3 44.0 65.5 57.7 44.5 44.0 62.2 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,627,735: 951,050 1,019,531 8,387,863 7,585,562 7,098,629 16,924,475 16,506,023: 703,260 1,121,712
Old :17,627,735: 951,050 1,019,531 8,387,863 7,585,562 7,098,629 16,924,475 16,506,023: 703,260 1,121,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -705,209: -165,379 -211,894 -353,135 -149,631 -106,130 -668,145 -671,158: -37,063 -34,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.8 47.6 43.0 40.3 96.0 93.6: 4.0 6.4
Old : 100.0: 5.4 5.8 47.6 43.0 40.3 96.0 93.6: 4.0 6.4
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 : 296: 61 86 114 129 141 256 281:
Old : 296: 61 86 114 129 141 256 281:
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 : 25.4 22.9 37.4 34.6 12.1 8.2 17.5 10.8
Old : 25.4 22.9 37.4 34.6 12.1 8.2 17.5 10.8
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 806,381: 80,237 113,515 97,361 539,693 491,030 717,290 701,906: 89,091 104,475
Old : 806,381: 80,237 113,515 97,361 539,693 491,030 717,290 701,906: 89,091 104,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -247,021: 2,037 -4,834 -24,896 -140,337 -139,822 -163,196 -169,552: -83,825 -77,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 14.1 12.1 66.9 60.9 89.0 87.0: 11.0 13.0
Old : 100.0: 10.0 14.1 12.1 66.9 60.9 89.0 87.0: 11.0 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 630: 117 173 154 245 249 455 483:
Old : 630: 117 173 154 245 249 455 483:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.3 14.3 23.8 21.9 11.1 11.2 18.9 15.9
Old : 14.3 14.3 23.8 21.9 11.1 11.2 18.9 15.9
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 131,979: 11,889 13,114 28,759 56,850 59,333 97,498 101,206: 34,482 30,773
Old : 131,979: 11,889 13,114 28,759 56,850 59,333 97,498 101,206: 34,482 30,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -100,217: -2,527 -126 -485 -85,754 -26,576 -88,765 -27,186: -11,452 -73,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 9.9 21.8 43.1 45.0 73.9 76.7: 26.1 23.3
Old : 100.0: 9.0 9.9 21.8 43.1 45.0 73.9 76.7: 26.1 23.3
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 : 70: 17 13 22 35 35 64 58:
Old : 70: 17 13 22 35 35 64 58:
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 : 24.5 27.0 34.6 41.2 10.0 19.5 14.5 25.2
Old : 24.5 27.0 34.6 41.2 10.0 19.5 14.5 25.2
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,372,010: 355,378 515,643 329,372 2,414,215 2,158,487 3,098,964 3,003,501: 273,045 368,508
Old : 3,372,010: 355,378 515,643 329,372 2,414,215 2,158,487 3,098,964 3,003,501: 273,045 368,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -734,017: 11,368 -34,997 -110,604 -272,918 -566,230 -372,154 -711,831: -361,863 -22,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.3 9.8 71.6 64.0 91.9 89.1: 8.1 10.9
Old : 100.0: 10.5 15.3 9.8 71.6 64.0 91.9 89.1: 8.1 10.9
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 : 608: 110 166 146 239 240 436 465:
Old : 608: 110 166 146 239 240 436 465:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 15.1 24.6 23.7 12.5 12.9 21.4 18.5
Old : 14.7 15.1 24.6 23.7 12.5 12.9 21.4 18.5
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 84,557: 4,703 9,744 399 70,239 70,566 75,341 80,709: 9,216 3,848
Old : 84,557: 4,703 9,744 399 70,239 70,566 75,341 80,709: 9,216 3,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -17,485: -398 125 -366 -17,665 -16,265 -18,429 -16,506: 944 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 11.5 0.5 83.1 83.5 89.1 95.4: 10.9 4.6
Old : 100.0: 5.6 11.5 0.5 83.1 83.5 89.1 95.4: 10.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 6 10 3 50 35 58 46:
Old : 85: 6 10 3 50 35 58 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 46.6 50.7 69.8 36.2 46.6 50.1 69.7
Old : 36.4 46.6 50.7 69.8 36.2 46.6 50.1 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 44,503: 11,783 10,283 2,028 26,274 27,263 40,085 39,574: 4,418 4,928
Old : 44,503: 11,783 10,283 2,028 26,274 27,263 40,085 39,574: 4,418 4,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -15,194: 1,478 -886 -1,296 -15,133 -12,534 -14,951 -14,716: -243 -478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 23.1 4.6 59.0 61.3 90.1 88.9: 9.9 11.1
Old : 100.0: 26.5 23.1 4.6 59.0 61.3 90.1 88.9: 9.9 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 46 57 23 65 66 125 133:
Old : 210: 46 57 23 65 66 125 133:
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 : 30.6 25.5 39.7 37.9 30.6 25.5 39.6 37.9
Old : 30.6 25.5 39.7 37.9 30.6 25.5 39.6 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 222,514: 58,916 51,416 10,141 131,369 136,315 200,426 197,872: 22,088 24,642
Old : 222,514: 58,916 51,416 10,141 131,369 136,315 200,426 197,872: 22,088 24,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: -75,971: 7,388 -4,429 -6,480 -75,663 -62,671 -74,755 -73,581: -1,216 -2,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 23.1 4.6 59.0 61.3 90.1 88.9: 9.9 11.1
Old : 100.0: 26.5 23.1 4.6 59.0 61.3 90.1 88.9: 9.9 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 46 57 23 65 66 125 133:
Old : 210: 46 57 23 65 66 125 133:
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 : 30.6 25.5 39.7 37.9 30.6 25.5 39.6 37.9
Old : 30.6 25.5 39.7 37.9 30.6 25.5 39.6 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 131,931: 67,158 50,137 11,663 20,403 49,545 99,224 111,345: 32,707 20,586
Old : 131,931: 67,158 50,137 11,663 20,403 49,545 99,224 111,345: 32,707 20,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 13,965: 5,646 1,706 1,011 4,857 11,606 11,514 14,324: 2,451 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 38.0 8.8 15.5 37.6 75.2 84.4: 24.8 15.6
Old : 100.0: 50.9 38.0 8.8 15.5 37.6 75.2 84.4: 24.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 28 37 19 21 20 64 61:
Old : 91: 28 37 19 21 20 64 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 45.0 42.3 52.0 35.0 43.7 41.2 50.4
Old : 35.0 45.0 42.3 52.0 35.0 43.7 41.2 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 30,399: 7,441 5,337 0 17,305 19,427 24,746 24,764: 5,653 5,635
Old : 30,399: 7,441 5,337 0 17,305 19,427 24,746 24,764: 5,653 5,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 1,117: 659 658 -400 693 1,705 952 1,963: 165 -846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 17.6 0.0 56.9 63.9 81.4 81.5: 18.6 18.5
Old : 100.0: 24.5 17.6 0.0 56.9 63.9 81.4 81.5: 18.6 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 14 0 13 13 20 27:
Old : 46: 7 14 0 13 13 20 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 50.5 66.2 61.1 53.8 50.5 66.0 61.1
Old : 53.8 50.5 66.2 61.1 53.8 50.5 66.0 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 61,470: 20,995 4,839 38 30,844 15,458 51,877 20,335: 9,593 41,135
Old : 61,470: 20,995 4,839 38 30,844 15,458 51,877 20,335: 9,593 41,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 2,973: 1,146 -1,158 -281 1,352 3,877 2,217 2,438: 756 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 7.9 0.1 50.2 25.1 84.4 33.1: 15.6 66.9
Old : 100.0: 34.2 7.9 0.1 50.2 25.1 84.4 33.1: 15.6 66.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 29 7 1 27 19 56 27:
Old : 75: 29 7 1 27 19 56 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 15.5 41.3 21.3 26.7 15.0 41.3 20.9
Old : 26.7 15.5 41.3 21.3 26.7 15.0 41.3 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016