BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 8,208: 910 1,411 862 5,331 4,824 7,102 7,097: 1,106 1,112
Old : 8,208: 910 1,411 862 5,331 4,824 7,102 7,097: 1,106 1,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 194: 17 48 -11 173 178 179 214: 15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 17.2 10.5 64.9 58.8 86.5 86.5: 13.5 13.5
Old : 100.0: 11.1 17.2 10.5 64.9 58.8 86.5 86.5: 13.5 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 9 9 19 19 30 30:
Old : 39: 4 9 9 19 19 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 37.6 56.1 53.7 38.8 36.5 52.7 51.6
Old : 39.4 37.6 56.1 53.7 38.8 36.5 52.7 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 56,277: 18,995 7,407 13,750 17,183 16,865 49,928 38,022: 6,349 18,255
Old : 56,277: 18,995 7,407 13,750 17,183 16,865 49,928 38,022: 6,349 18,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 489: -27 -76 326 104 18 403 269: 85 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 13.2 24.4 30.5 30.0 88.7 67.6: 11.3 32.4
Old : 100.0: 33.8 13.2 24.4 30.5 30.0 88.7 67.6: 11.3 32.4
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 : 83: 14 34 30 30 24 65 67:
Old : 83: 14 34 30 30 24 65 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 23.1 49.1 35.5 31.7 18.5 42.0 24.0
Old : 34.1 23.1 49.1 35.5 31.7 18.5 42.0 24.0
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 29, 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 : 10,583: 319 1,472 2,380 6,868 5,601 9,567 9,454: 1,016 1,129
Old : 10,583: 319 1,472 2,380 6,868 5,601 9,567 9,454: 1,016 1,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 553: -17 67 277 274 220 535 564: 18 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 13.9 22.5 64.9 52.9 90.4 89.3: 9.6 10.7
Old : 100.0: 3.0 13.9 22.5 64.9 52.9 90.4 89.3: 9.6 10.7
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 : 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 : 35.9 29.8 52.4 47.6 34.1 19.4 43.3 30.3
Old : 35.9 29.8 52.4 47.6 34.1 19.4 43.3 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 286,253: 96,058 24,541 74,274 93,070 143,573 263,402 242,389: 22,851 43,865
Old : 250,978: 87,755 25,210 63,481 80,830 122,581 232,066 211,272: 18,912 39,706
Other: 35,276: 12,111 3,139 6,985 12,240 20,993 31,336 31,116: 3,939 4,159
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,175: -178 -1,178 766 2,272 2,593 2,860 2,182: 315 993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 8.6 25.9 32.5 50.2 92.0 84.7: 8.0 15.3
Old : 100.0: 35.0 10.0 25.3 32.2 48.8 92.5 84.2: 7.5 15.8
Other: 100.0: 34.3 8.9 19.8 34.7 59.5 88.8 88.2: 11.2 11.8
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 113 73 117 81 98 268 230:
Old : 306: 108 78 111 74 98 252 229:
Other: 132: 32 16 25 48 61 92 90:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 16.3 20.6 24.4 11.4 13.7 19.7 19.6
Old : 12.5 16.0 22.1 23.6 12.5 13.6 21.9 19.9
Other: 25.0 27.7 36.9 40.9 21.2 23.1 30.8 31.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 373,319: 87,062 41,384 116,875 133,532 158,669 337,469 316,928: 35,850 56,391
Old : 373,319: 87,062 41,384 116,875 133,532 158,669 337,469 316,928: 35,850 56,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -4,209: -5,848 5,576 -79 2,296 -5,401 -3,630 96: -579 -4,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 11.1 31.3 35.8 42.5 90.4 84.9: 9.6 15.1
Old : 100.0: 23.3 11.1 31.3 35.8 42.5 90.4 84.9: 9.6 15.1
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 : 421: 111 88 138 157 169 349 336:
Old : 421: 111 88 138 157 169 349 336:
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 11.3 19.0 17.8 9.8 10.8 16.4 16.0
Old : 11.7 11.3 19.0 17.8 9.8 10.8 16.4 16.0
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 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,280: 2,231 1,029 897 632 2,395 3,760 4,320: 1,520 960
Old : 5,280: 2,231 1,029 897 632 2,395 3,760 4,320: 1,520 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 399: 189 -98 118 73 541 380 561: 19 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 19.5 17.0 12.0 45.4 71.2 81.8: 28.8 18.2
Old : 100.0: 42.2 19.5 17.0 12.0 45.4 71.2 81.8: 28.8 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 33 8 12 14 24 52 40:
Old : 70: 33 8 12 14 24 52 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 : 17.6 31.6 28.2 46.1 14.8 30.1 23.4 41.4
Old : 17.6 31.6 28.2 46.1 14.8 30.1 23.4 41.4
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 29, 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 : 47,932: 13,738 8,006 12,692 13,531 8,879 39,961 29,577: 7,971 18,355
Old : 47,932: 13,738 8,006 12,692 13,531 8,879 39,961 29,577: 7,971 18,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -6,901: -1,950 114 -2,850 -1,550 -2,324 -6,350 -5,060: -551 -1,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 16.7 26.5 28.2 18.5 83.4 61.7: 16.6 38.3
Old : 100.0: 28.7 16.7 26.5 28.2 18.5 83.4 61.7: 16.6 38.3
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 : 202: 49 54 63 65 71 153 158:
Old : 202: 49 54 63 65 71 153 158:
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 : 14.2 10.8 23.4 18.5 11.6 7.8 18.3 11.4
Old : 14.2 10.8 23.4 18.5 11.6 7.8 18.3 11.4
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 29, 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 : 48,073: 3,005 23,953 5,562 38,337 13,195 46,903 42,710: 1,169 5,363
Old : 48,073: 3,005 23,953 5,562 38,337 13,195 46,903 42,710: 1,169 5,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 411: 166 187 -56 295 318 405 449: 7 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 49.8 11.6 79.7 27.4 97.6 88.8: 2.4 11.2
Old : 100.0: 6.3 49.8 11.6 79.7 27.4 97.6 88.8: 2.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 10 38 24 24 25 53 68:
Old : 84: 10 38 24 24 25 53 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 : 50.1 41.5 69.8 55.6 50.0 41.5 69.6 53.5
Old : 50.1 41.5 69.8 55.6 50.0 41.5 69.6 53.5
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 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 27,923: 6,697 2,903 0 20,546 24,563 27,243 27,466: 680 457
Old : 27,923: 6,697 2,903 0 20,546 24,563 27,243 27,466: 680 457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -156: -49 111 0 -150 -73 -199 38: 43 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 10.4 0.0 73.6 88.0 97.6 98.4: 2.4 1.6
Old : 100.0: 24.0 10.4 0.0 73.6 88.0 97.6 98.4: 2.4 1.6
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 : 27: 8 3 0 7 13 15 16:
Old : 27: 8 3 0 7 13 15 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 : 82.8 68.5 92.4 84.7 82.8 68.5 91.6 83.8
Old : 82.8 68.5 92.4 84.7 82.8 68.5 91.6 83.8
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 29, 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 : 124,332: 25,725 32,730 12,746 57,746 52,161 96,217 97,638: 28,115 26,694
Old : 124,332: 25,725 32,730 12,746 57,746 52,161 96,217 97,638: 28,115 26,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 2,668: 6,893 -2,169 -456 -812 5,160 5,625 2,535: -2,957 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 26.3 10.3 46.4 42.0 77.4 78.5: 22.6 21.5
Old : 100.0: 20.7 26.3 10.3 46.4 42.0 77.4 78.5: 22.6 21.5
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 : 85: 25 26 16 25 27 56 63:
Old : 85: 25 26 16 25 27 56 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 25.1 46.6 38.0 31.5 24.6 41.2 36.5
Old : 33.0 25.1 46.6 38.0 31.5 24.6 41.2 36.5
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 29, 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 : 38,386: 17,644 12,892 2,040 9,701 6,633 29,386 21,565: 9,000 16,821
Old : 38,386: 17,644 12,892 2,040 9,701 6,633 29,386 21,565: 9,000 16,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -1,904: -1,688 -1,990 374 -1,174 708 -2,488 -908: 584 -996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 33.6 5.3 25.3 17.3 76.6 56.2: 23.4 43.8
Old : 100.0: 46.0 33.6 5.3 25.3 17.3 76.6 56.2: 23.4 43.8
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 : 41: 12 12 8 12 10 27 27:
Old : 41: 12 12 8 12 10 27 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 : 38.8 28.0 52.2 35.7 38.8 27.6 51.3 34.8
Old : 38.8 28.0 52.2 35.7 38.8 27.6 51.3 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 109,637: 32,903 73,779 1,059 71,414 29,497 105,376 104,336: 4,261 5,301
Old : 109,637: 32,903 73,779 1,059 71,414 29,497 105,376 104,336: 4,261 5,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,679: 4,478 -442 -42 -550 3,595 3,886 3,111: -207 568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 67.3 1.0 65.1 26.9 96.1 95.2: 3.9 4.8
Old : 100.0: 30.0 67.3 1.0 65.1 26.9 96.1 95.2: 3.9 4.8
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 : 109: 39 39 10 15 21 62 62:
Old : 109: 39 39 10 15 21 62 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 : 65.8 43.4 78.2 61.1 65.8 43.4 78.2 61.1
Old : 65.8 43.4 78.2 61.1 65.8 43.4 78.2 61.1
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 29, 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 : 279,917: 37,200 76,923 23,521 203,593 143,001 264,314 243,445: 15,603 36,472
Old : 279,917: 37,200 76,923 23,521 203,593 143,001 264,314 243,445: 15,603 36,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,992: -998 2,847 2,071 3,157 19 4,230 4,938: -238 -946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 27.5 8.4 72.7 51.1 94.4 87.0: 5.6 13.0
Old : 100.0: 13.3 27.5 8.4 72.7 51.1 94.4 87.0: 5.6 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 : 115: 25 43 25 28 43 66 98:
Old : 115: 25 43 25 28 43 66 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 37.8 66.8 49.9 54.5 37.1 65.4 49.1
Old : 54.5 37.8 66.8 49.9 54.5 37.1 65.4 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 179,216: 81,081 28,474 21,149 46,341 103,294 148,571 152,916: 30,646 26,300
Old : 179,216: 81,081 28,474 21,149 46,341 103,294 148,571 152,916: 30,646 26,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,538: 1,623 98 1,369 305 3,149 3,297 4,616: 241 -1,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 15.9 11.8 25.9 57.6 82.9 85.3: 17.1 14.7
Old : 100.0: 45.2 15.9 11.8 25.9 57.6 82.9 85.3: 17.1 14.7
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 : 123: 35 40 25 30 41 83 88:
Old : 123: 35 40 25 30 41 83 88:
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 : 29.7 31.2 38.6 41.4 29.7 29.7 38.1 37.6
Old : 29.7 31.2 38.6 41.4 29.7 29.7 38.1 37.6
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 29, 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 : 393,068: 91,450 152,731 43,845 203,357 135,607 338,652 332,183: 54,416 60,885
Old : 393,068: 91,450 152,731 43,845 203,357 135,607 338,652 332,183: 54,416 60,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 9,110: 4,158 3,470 -1,871 4,206 7,729 6,493 9,328: 2,617 -218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 38.9 11.2 51.7 34.5 86.2 84.5: 13.8 15.5
Old : 100.0: 23.3 38.9 11.2 51.7 34.5 86.2 84.5: 13.8 15.5
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 : 225: 58 90 58 57 60 150 174:
Old : 225: 58 90 58 57 60 150 174:
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 : 24.4 22.6 38.2 31.9 23.9 21.9 37.2 30.3
Old : 24.4 22.6 38.2 31.9 23.9 21.9 37.2 30.3
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 29, 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 : 31,644: 13,819 2,734 177 7,553 24,969 21,549 27,880: 10,095 3,764
Old : 31,644: 13,819 2,734 177 7,553 24,969 21,549 27,880: 10,095 3,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -13: 78 -134 -29 -115 521 -66 358: 53 -371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 8.6 0.6 23.9 78.9 68.1 88.1: 31.9 11.9
Old : 100.0: 43.7 8.6 0.6 23.9 78.9 68.1 88.1: 31.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 3 1 8 10 17 14:
Old : 24: 9 3 1 8 10 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 75.8 54.9 83.8 42.4 75.8 51.9 82.5
Old : 44.8 75.8 54.9 83.8 42.4 75.8 51.9 82.5
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 29, 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 : 45,047: 22,921 13,493 2,137 18,803 28,232 43,861 43,862: 1,186 1,185
Old : 45,047: 22,921 13,493 2,137 18,803 28,232 43,861 43,862: 1,186 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 15,431: 140 -1,031 1,728 13,450 14,660 15,318 15,357: 113 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 30.0 4.7 41.7 62.7 97.4 97.4: 2.6 2.6
Old : 100.0: 50.9 30.0 4.7 41.7 62.7 97.4 97.4: 2.6 2.6
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 : 27: 7 13 3 5 5 15 18:
Old : 27: 7 13 3 5 5 15 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 : 79.4 74.2 92.8 90.4 56.0 42.1 61.5 55.1
Old : 79.4 74.2 92.8 90.4 56.0 42.1 61.5 55.1
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 29, 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 : 28,248: 20,255 18,381 218 4,700 6,357 25,173 24,956: 3,075 3,292
Old : 28,248: 20,255 18,381 218 4,700 6,357 25,173 24,956: 3,075 3,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,085: 880 23 70 660 864 1,610 957: -525 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 65.1 0.8 16.6 22.5 89.1 88.3: 10.9 11.7
Old : 100.0: 71.7 65.1 0.8 16.6 22.5 89.1 88.3: 10.9 11.7
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 : 68: 26 23 2 9 13 35 38:
Old : 68: 26 23 2 9 13 35 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 : 39.7 42.9 59.4 56.3 39.7 42.9 57.1 56.3
Old : 39.7 42.9 59.4 56.3 39.7 42.9 57.1 56.3
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 29, 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 :17,392,324: 962,702 1,128,451 8,103,222 7,551,162 7,001,490 16,617,086 16,233,163: 775,238 1,159,161
Old :17,392,324: 962,702 1,128,451 8,103,222 7,551,162 7,001,490 16,617,086 16,233,163: 775,238 1,159,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -235,411: 11,652 108,920 -284,641 -34,400 -97,139 -307,389 -272,860: 71,978 37,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.5 46.6 43.4 40.3 95.5 93.3: 4.5 6.7
Old : 100.0: 5.5 6.5 46.6 43.4 40.3 95.5 93.3: 4.5 6.7
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 : 299: 57 91 112 133 144 258 284:
Old : 299: 57 91 112 133 144 258 284:
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 22.3 37.1 34.4 12.8 8.4 18.2 10.9
Old : 25.0 22.3 37.1 34.4 12.8 8.4 18.2 10.9
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 29, 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 : 815,102: 83,220 109,506 97,104 540,413 503,278 720,738 709,888: 94,364 105,213
Old : 815,102: 83,220 109,506 97,104 540,413 503,278 720,738 709,888: 94,364 105,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 8,721: 2,983 -4,009 -256 720 12,248 3,447 7,982: 5,273 738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 13.4 11.9 66.3 61.7 88.4 87.1: 11.6 12.9
Old : 100.0: 10.2 13.4 11.9 66.3 61.7 88.4 87.1: 11.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 636: 119 176 154 252 253 465 489:
Old : 636: 119 176 154 252 253 465 489:
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 : 14.2 14.2 23.5 21.4 11.0 11.1 18.7 16.1
Old : 14.2 14.2 23.5 21.4 11.0 11.1 18.7 16.1
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 29, 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 : 131,893: 13,182 12,826 27,749 55,823 59,957 96,754 100,532: 35,139 31,360
Old : 131,893: 13,182 12,826 27,749 55,823 59,957 96,754 100,532: 35,139 31,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -86: 1,293 -288 -1,010 -1,027 625 -744 -673: 657 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 9.7 21.0 42.3 45.5 73.4 76.2: 26.6 23.8
Old : 100.0: 10.0 9.7 21.0 42.3 45.5 73.4 76.2: 26.6 23.8
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 : 70: 18 13 23 35 34 65 58:
Old : 70: 18 13 23 35 34 65 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 : 25.7 27.2 35.0 41.6 10.4 19.3 15.2 25.0
Old : 25.7 27.2 35.0 41.6 10.4 19.3 15.2 25.0
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 29, 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 : 3,416,045: 367,695 500,901 329,275 2,422,950 2,216,604 3,119,920 3,046,780: 296,125 369,265
Old : 3,416,045: 367,695 500,901 329,275 2,422,950 2,216,604 3,119,920 3,046,780: 296,125 369,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 44,036: 12,317 -14,742 -97 8,736 58,118 20,956 43,279: 23,080 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 14.7 9.6 70.9 64.9 91.3 89.2: 8.7 10.8
Old : 100.0: 10.8 14.7 9.6 70.9 64.9 91.3 89.2: 8.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 111 171 145 246 245 446 472:
Old : 617: 111 171 145 246 245 446 472:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 14.8 24.1 23.0 12.2 12.8 20.7 18.6
Old : 14.4 14.8 24.1 23.0 12.2 12.8 20.7 18.6
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 29, 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 : 88,727: 5,222 9,090 868 72,579 74,456 78,669 84,414: 10,058 4,313
Old : 88,727: 5,222 9,090 868 72,579 74,456 78,669 84,414: 10,058 4,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 4,170: 519 -654 469 2,340 3,890 3,328 3,705: 842 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.2 1.0 81.8 83.9 88.7 95.1: 11.3 4.9
Old : 100.0: 5.9 10.2 1.0 81.8 83.9 88.7 95.1: 11.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 6 11 4 53 35 62 47:
Old : 88: 6 11 4 53 35 62 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 44.8 50.2 66.6 36.1 44.8 49.6 66.4
Old : 36.3 44.8 50.2 66.6 36.1 44.8 49.6 66.4
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 29, 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 : 46,305: 14,515 10,404 1,859 24,853 29,425 41,226 41,688: 5,079 4,617
Old : 46,305: 14,515 10,404 1,859 24,853 29,425 41,226 41,688: 5,079 4,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,802: 2,732 121 -169 -1,421 2,162 1,141 2,114: 661 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 22.5 4.0 53.7 63.5 89.0 90.0: 11.0 10.0
Old : 100.0: 31.3 22.5 4.0 53.7 63.5 89.0 90.0: 11.0 10.0
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 : 220: 54 60 21 66 61 132 130:
Old : 220: 54 60 21 66 61 132 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 25.9 37.3 39.5 27.0 25.9 37.3 39.5
Old : 27.0 25.9 37.3 39.5 27.0 25.9 37.3 39.5
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 29, 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 : 231,526: 72,574 52,020 9,295 124,264 147,127 206,132 208,442: 25,394 23,084
Old : 231,526: 72,574 52,020 9,295 124,264 147,127 206,132 208,442: 25,394 23,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 9,012: 13,658 605 -846 -7,106 10,811 5,706 10,570: 3,306 -1,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 22.5 4.0 53.7 63.5 89.0 90.0: 11.0 10.0
Old : 100.0: 31.3 22.5 4.0 53.7 63.5 89.0 90.0: 11.0 10.0
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 : 220: 54 60 21 66 61 132 130:
Old : 220: 54 60 21 66 61 132 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 25.9 37.3 39.5 27.0 25.9 37.3 39.5
Old : 27.0 25.9 37.3 39.5 27.0 25.9 37.3 39.5
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 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 140,992: 76,488 54,287 11,786 21,124 54,447 109,398 120,520: 31,594 20,472
Old : 140,992: 76,488 54,287 11,786 21,124 54,447 109,398 120,520: 31,594 20,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 9,061: 9,330 4,150 123 721 4,902 10,174 9,176: -1,112 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 38.5 8.4 15.0 38.6 77.6 85.5: 22.4 14.5
Old : 100.0: 54.2 38.5 8.4 15.0 38.6 77.6 85.5: 22.4 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 33 37 19 19 18 65 61:
Old : 93: 33 37 19 19 18 65 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 : 38.5 45.1 46.0 53.3 38.5 44.4 45.0 51.7
Old : 38.5 45.1 46.0 53.3 38.5 44.4 45.0 51.7
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 29, 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 : 29,701: 7,159 5,293 0 17,006 19,398 24,165 24,691: 5,536 5,010
Old : 29,701: 7,159 5,293 0 17,006 19,398 24,165 24,691: 5,536 5,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -698: -282 -44 0 -299 -29 -581 -73: -117 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 17.8 0.0 57.3 65.3 81.4 83.1: 18.6 16.9
Old : 100.0: 24.1 17.8 0.0 57.3 65.3 81.4 83.1: 18.6 16.9
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 : 44: 6 14 0 12 13 18 27:
Old : 44: 6 14 0 12 13 18 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 : 55.1 53.3 67.7 62.3 55.1 53.3 67.5 62.3
Old : 55.1 53.3 67.7 62.3 55.1 53.3 67.5 62.3
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 29, 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 : 58,669: 19,545 3,622 145 30,786 16,285 50,476 20,052: 8,193 38,617
Old : 58,669: 19,545 3,622 145 30,786 16,285 50,476 20,052: 8,193 38,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -2,801: -1,450 -1,217 107 -58 827 -1,401 -283: -1,400 -2,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 6.2 0.2 52.5 27.8 86.0 34.2: 14.0 65.8
Old : 100.0: 33.3 6.2 0.2 52.5 27.8 86.0 34.2: 14.0 65.8
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 : 75: 28 7 3 28 19 57 28:
Old : 75: 28 7 3 28 19 57 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 : 29.2 16.9 44.1 22.7 29.2 16.3 44.0 21.9
Old : 29.2 16.9 44.1 22.7 29.2 16.3 44.0 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016