BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 8,019: 946 1,107 906 5,053 4,815 6,905 6,828: 1,114 1,191
Old : 8,019: 946 1,107 906 5,053 4,815 6,905 6,828: 1,114 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 297: 62 252 -16 249 204 295 440: 2 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 13.8 11.3 63.0 60.0 86.1 85.1: 13.9 14.9
Old : 100.0: 11.8 13.8 11.3 63.0 60.0 86.1 85.1: 13.9 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 7 6 19 21 27 30:
Old : 38: 4 7 6 19 21 27 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 : 37.3 38.0 56.6 53.9 36.4 36.7 53.0 50.7
Old : 37.3 38.0 56.6 53.9 36.4 36.7 53.0 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 51,739: 17,933 7,615 12,184 15,110 15,728 45,227 35,527: 6,512 16,211
Old : 51,739: 17,933 7,615 12,184 15,110 15,728 45,227 35,527: 6,512 16,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 74: -303 173 0 206 94 -97 268: 170 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 14.7 23.5 29.2 30.4 87.4 68.7: 12.6 31.3
Old : 100.0: 34.7 14.7 23.5 29.2 30.4 87.4 68.7: 12.6 31.3
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: 15 35 33 27 22 64 68:
Old : 81: 15 35 33 27 22 64 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 : 34.1 24.0 48.5 35.8 32.8 19.4 43.7 25.2
Old : 34.1 24.0 48.5 35.8 32.8 19.4 43.7 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 9,490: 412 1,057 1,900 6,112 5,344 8,424 8,300: 1,066 1,190
Old : 9,490: 412 1,057 1,900 6,112 5,344 8,424 8,300: 1,066 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 455: 14 89 160 205 117 379 366: 75 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.1 20.0 64.4 56.3 88.8 87.5: 11.2 12.5
Old : 100.0: 4.3 11.1 20.0 64.4 56.3 88.8 87.5: 11.2 12.5
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 : 43: 5 14 15 22 18 38 36:
Old : 43: 5 14 15 22 18 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 28.6 54.0 48.0 37.8 23.4 46.8 32.3
Old : 37.8 28.6 54.0 48.0 37.8 23.4 46.8 32.3
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, April 19, 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 : 258,797: 82,452 29,775 58,775 96,694 129,321 237,921 217,871: 20,876 40,926
Old : 216,546: 73,417 30,626 47,023 79,366 103,443 199,807 181,093: 16,739 35,453
Other: 42,251: 13,333 3,447 7,453 17,328 25,878 38,114 36,778: 4,137 5,473
: : :
: : Changes in Commitments from: April 12, 2016 :
: -25,748: -5,553 4,732 -19,463 441 -9,450 -24,575 -24,181: -1,173 -1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 11.5 22.7 37.4 50.0 91.9 84.2: 8.1 15.8
Old : 100.0: 33.9 14.1 21.7 36.7 47.8 92.3 83.6: 7.7 16.4
Other: 100.0: 31.6 8.2 17.6 41.0 61.2 90.2 87.0: 9.8 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 110 64 113 82 90 245 230:
Old : 292: 98 82 105 72 90 227 228:
Other: 139: 40 11 27 57 64 104 95:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 15.9 22.9 23.7 12.6 12.8 21.7 18.8
Old : 14.8 15.9 24.8 23.4 14.8 13.2 24.3 19.6
Other: 24.8 24.4 39.0 38.8 23.5 22.0 33.3 30.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 358,883: 88,435 53,001 105,908 129,341 147,549 323,684 306,458: 35,199 52,424
Old : 358,883: 88,435 53,001 105,908 129,341 147,549 323,684 306,458: 35,199 52,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 4,910: 752 1,433 7,682 -1,880 -2,788 6,554 6,327: -1,644 -1,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 14.8 29.5 36.0 41.1 90.2 85.4: 9.8 14.6
Old : 100.0: 24.6 14.8 29.5 36.0 41.1 90.2 85.4: 9.8 14.6
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 : 411: 106 102 138 152 149 337 326:
Old : 411: 106 102 138 152 149 337 326:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 12.0 20.6 18.3 11.4 11.5 17.4 16.8
Old : 13.1 12.0 20.6 18.3 11.4 11.5 17.4 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 4,602: 2,043 894 596 560 2,109 3,199 3,599: 1,403 1,003
Old : 4,602: 2,043 894 596 560 2,109 3,199 3,599: 1,403 1,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -926: -591 -171 -332 27 -321 -896 -824: -30 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 19.4 12.9 12.2 45.8 69.5 78.2: 30.5 21.8
Old : 100.0: 44.4 19.4 12.9 12.2 45.8 69.5 78.2: 30.5 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 : 58: 26 8 9 14 20 45 33:
Old : 58: 26 8 9 14 20 45 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 : 17.7 32.5 28.2 48.1 17.7 32.2 26.8 43.3
Old : 17.7 32.5 28.2 48.1 17.7 32.2 26.8 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 54,827: 13,703 11,444 15,797 16,236 10,076 45,736 37,318: 9,091 17,510
Old : 54,827: 13,703 11,444 15,797 16,236 10,076 45,736 37,318: 9,091 17,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 4,126: 836 1,336 1,788 1,033 1,045 3,658 4,169: 468 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 20.9 28.8 29.6 18.4 83.4 68.1: 16.6 31.9
Old : 100.0: 25.0 20.9 28.8 29.6 18.4 83.4 68.1: 16.6 31.9
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 : 236: 65 61 63 78 78 174 180:
Old : 236: 65 61 63 78 78 174 180:
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 : 15.0 11.4 24.9 18.9 12.3 7.4 18.1 11.9
Old : 15.0 11.4 24.9 18.9 12.3 7.4 18.1 11.9
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, April 19, 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 : 42,893: 2,596 20,724 4,893 34,258 12,310 41,748 37,928: 1,145 4,965
Old : 42,893: 2,596 20,724 4,893 34,258 12,310 41,748 37,928: 1,145 4,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 445: -20 117 151 296 164 427 432: 18 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 48.3 11.4 79.9 28.7 97.3 88.4: 2.7 11.6
Old : 100.0: 6.1 48.3 11.4 79.9 28.7 97.3 88.4: 2.7 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 : 81: 9 36 23 25 26 53 66:
Old : 81: 9 36 23 25 26 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 40.3 70.3 53.6 50.2 40.3 70.1 52.6
Old : 50.3 40.3 70.3 53.6 50.2 40.3 70.1 52.6
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, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 30,659: 8,120 4,372 0 21,824 25,799 29,944 30,171: 715 488
Old : 30,659: 8,120 4,372 0 21,824 25,799 29,944 30,171: 715 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,648: 1,022 1,027 0 500 607 1,522 1,634: 126 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 14.3 0.0 71.2 84.1 97.7 98.4: 2.3 1.6
Old : 100.0: 26.5 14.3 0.0 71.2 84.1 97.7 98.4: 2.3 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 2 0 8 13 16 15:
Old : 27: 8 2 0 8 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 : 78.9 67.3 90.1 83.9 78.9 67.3 90.1 83.3
Old : 78.9 67.3 90.1 83.9 78.9 67.3 90.1 83.3
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, April 19, 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 : 137,515: 30,751 25,376 12,494 58,454 73,105 101,699 110,975: 35,816 26,539
Old : 137,515: 30,751 25,376 12,494 58,454 73,105 101,699 110,975: 35,816 26,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 10,746: 2,396 -1,339 2,804 4,110 11,140 9,310 12,605: 1,436 -1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 18.5 9.1 42.5 53.2 74.0 80.7: 26.0 19.3
Old : 100.0: 22.4 18.5 9.1 42.5 53.2 74.0 80.7: 26.0 19.3
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: 31 19 18 23 23 59 55:
Old : 81: 31 19 18 23 23 59 55:
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 : 32.4 35.0 42.9 48.3 29.4 34.9 39.1 46.4
Old : 32.4 35.0 42.9 48.3 29.4 34.9 39.1 46.4
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, April 19, 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 : 45,942: 19,641 10,519 1,260 10,862 20,651 31,763 32,431: 14,179 13,512
Old : 45,942: 19,641 10,519 1,260 10,862 20,651 31,763 32,431: 14,179 13,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,372: 2,357 1,261 -134 171 2,050 2,393 3,177: 979 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 22.9 2.7 23.6 45.0 69.1 70.6: 30.9 29.4
Old : 100.0: 42.8 22.9 2.7 23.6 45.0 69.1 70.6: 30.9 29.4
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 : 43: 12 13 7 12 11 27 28:
Old : 43: 12 13 7 12 11 27 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 : 34.3 37.2 45.6 49.9 34.3 34.2 45.3 46.9
Old : 34.3 37.2 45.6 49.9 34.3 34.2 45.3 46.9
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, April 19, 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 : 126,903: 43,838 58,206 4,246 73,304 59,886 121,388 122,339: 5,515 4,564
Old : 126,903: 43,838 58,206 4,246 73,304 59,886 121,388 122,339: 5,515 4,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -27,015: 3,333 -28,856 3,396 -34,316 -720 -27,586 -26,180: 571 -835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 45.9 3.3 57.8 47.2 95.7 96.4: 4.3 3.6
Old : 100.0: 34.5 45.9 3.3 57.8 47.2 95.7 96.4: 4.3 3.6
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 : 121: 45 44 12 16 23 69 72:
Old : 121: 45 44 12 16 23 69 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 45.0 68.5 66.3 57.0 45.0 67.1 64.3
Old : 57.0 45.0 68.5 66.3 57.0 45.0 67.1 64.3
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, April 19, 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 : 271,190: 29,149 84,099 29,005 192,138 120,985 250,291 234,089: 20,899 37,101
Old : 271,190: 29,149 84,099 29,005 192,138 120,985 250,291 234,089: 20,899 37,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 4,502: -3,578 497 6,023 -2,074 191 372 6,711: 4,130 -2,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 31.0 10.7 70.8 44.6 92.3 86.3: 7.7 13.7
Old : 100.0: 10.7 31.0 10.7 70.8 44.6 92.3 86.3: 7.7 13.7
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 : 122: 26 45 29 29 47 72 104:
Old : 122: 26 45 29 29 47 72 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 27.1 67.3 38.8 57.6 26.4 65.3 37.5
Old : 57.7 27.1 67.3 38.8 57.6 26.4 65.3 37.5
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, April 19, 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 : 212,025: 102,462 32,120 22,504 54,298 129,033 179,264 183,657: 32,761 28,368
Old : 212,025: 102,462 32,120 22,504 54,298 129,033 179,264 183,657: 32,761 28,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 6,003: 6,138 -424 451 1,468 8,607 8,057 8,635: -2,054 -2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 15.1 10.6 25.6 60.9 84.5 86.6: 15.5 13.4
Old : 100.0: 48.3 15.1 10.6 25.6 60.9 84.5 86.6: 15.5 13.4
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 : 125: 38 40 29 30 40 87 90:
Old : 125: 38 40 29 30 40 87 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 35.1 42.9 46.9 33.2 34.1 42.3 44.8
Old : 33.2 35.1 42.9 46.9 33.2 34.1 42.3 44.8
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, April 19, 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 : 401,441: 100,931 142,463 37,593 207,281 158,910 345,805 338,967: 55,636 62,474
Old : 401,441: 100,931 142,463 37,593 207,281 158,910 345,805 338,967: 55,636 62,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 13,440: 10,607 5,887 2,132 3,314 6,829 16,053 14,848: -2,613 -1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 35.5 9.4 51.6 39.6 86.1 84.4: 13.9 15.6
Old : 100.0: 25.1 35.5 9.4 51.6 39.6 86.1 84.4: 13.9 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 : 229: 62 85 60 63 61 156 176:
Old : 229: 62 85 60 63 61 156 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 23.8 37.4 33.3 22.1 23.3 36.6 31.9
Old : 22.5 23.8 37.4 33.3 22.1 23.3 36.6 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 32,490: 13,258 3,969 200 7,764 24,346 21,222 28,515: 11,268 3,975
Old : 32,490: 13,258 3,969 200 7,764 24,346 21,222 28,515: 11,268 3,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 24: 450 274 25 69 28 544 327: -520 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 12.2 0.6 23.9 74.9 65.3 87.8: 34.7 12.2
Old : 100.0: 40.8 12.2 0.6 23.9 74.9 65.3 87.8: 34.7 12.2
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 : 23: 7 4 1 9 9 16 14:
Old : 23: 7 4 1 9 9 16 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 : 42.3 74.2 54.4 83.4 40.2 74.2 51.1 83.3
Old : 42.3 74.2 54.4 83.4 40.2 74.2 51.1 83.3
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, April 19, 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 : 30,622: 20,849 7,685 1,565 7,217 20,496 29,631 29,746: 991 876
Old : 30,622: 20,849 7,685 1,565 7,217 20,496 29,631 29,746: 991 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -157: -790 -113 -21 468 201 -343 67: 186 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 25.1 5.1 23.6 66.9 96.8 97.1: 3.2 2.9
Old : 100.0: 68.1 25.1 5.1 23.6 66.9 96.8 97.1: 3.2 2.9
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 : 25: 8 10 2 3 5 12 16:
Old : 25: 8 10 2 3 5 12 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 : 73.9 79.2 93.0 91.7 73.9 78.2 90.1 87.0
Old : 73.9 79.2 93.0 91.7 73.9 78.2 90.1 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 31,313: 22,674 17,323 118 4,673 10,632 27,465 28,073: 3,848 3,240
Old : 31,313: 22,674 17,323 118 4,673 10,632 27,465 28,073: 3,848 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,738: 1,202 143 70 7 1,992 1,279 2,205: 459 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 55.3 0.4 14.9 34.0 87.7 89.7: 12.3 10.3
Old : 100.0: 72.4 55.3 0.4 14.9 34.0 87.7 89.7: 12.3 10.3
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 : 68: 29 19 3 8 15 40 34:
Old : 68: 29 19 3 8 15 40 34:
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 47.8 59.9 62.0 42.2 47.8 58.5 62.0
Old : 42.2 47.8 59.9 62.0 42.2 47.8 58.5 62.0
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, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,351,468: 1,079,438 1,112,185 8,477,455 7,873,690 7,453,649 17,430,583 17,043,289: 920,884 1,308,179
Old :18,351,468: 1,079,438 1,112,185 8,477,455 7,873,690 7,453,649 17,430,583 17,043,289: 920,884 1,308,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -472,311: 20,316 -59,775 -402,615 -145,242 -113,532 -527,541 -575,922: 55,229 103,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 6.1 46.2 42.9 40.6 95.0 92.9: 5.0 7.1
Old : 100.0: 5.9 6.1 46.2 42.9 40.6 95.0 92.9: 5.0 7.1
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 : 308: 67 83 121 139 151 273 293:
Old : 308: 67 83 121 139 151 273 293:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 21.0 35.7 32.4 12.9 7.5 17.8 10.1
Old : 23.9 21.0 35.7 32.4 12.9 7.5 17.8 10.1
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, April 19, 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 : 878,393: 86,367 100,364 128,896 575,598 548,239 790,861 777,499: 87,532 100,894
Old : 878,393: 86,367 100,364 128,896 575,598 548,239 790,861 777,499: 87,532 100,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 23,976: 3,161 -290 13,444 12,428 9,654 29,032 22,807: -5,056 1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.4 14.7 65.5 62.4 90.0 88.5: 10.0 11.5
Old : 100.0: 9.8 11.4 14.7 65.5 62.4 90.0 88.5: 10.0 11.5
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 : 641: 123 174 153 249 258 470 487:
Old : 641: 123 174 153 249 258 470 487:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 14.3 23.2 22.7 10.7 10.5 17.6 15.9
Old : 15.3 14.3 23.2 22.7 10.7 10.5 17.6 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, April 19, 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 : 168,270: 16,003 16,064 36,699 79,792 93,499 132,494 146,262: 35,776 22,007
Old : 168,270: 16,003 16,064 36,699 79,792 93,499 132,494 146,262: 35,776 22,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 19,306: 929 2,517 6,938 9,781 14,363 17,647 23,819: 1,659 -4,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 9.5 21.8 47.4 55.6 78.7 86.9: 21.3 13.1
Old : 100.0: 9.5 9.5 21.8 47.4 55.6 78.7 86.9: 21.3 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 : 77: 18 12 22 38 39 67 62:
Old : 77: 18 12 22 38 39 67 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 : 33.7 30.9 43.4 47.3 13.1 19.5 18.0 27.3
Old : 33.7 30.9 43.4 47.3 13.1 19.5 18.0 27.3
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, April 19, 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 : 3,550,616: 384,221 453,903 428,583 2,479,031 2,273,696 3,291,835 3,156,182: 258,781 394,434
Old : 3,550,616: 384,221 453,903 428,583 2,479,031 2,273,696 3,291,835 3,156,182: 258,781 394,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 23,353: 13,383 -11,815 30,307 13,237 -23,549 56,927 -5,057: -33,574 28,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 12.8 12.1 69.8 64.0 92.7 88.9: 7.3 11.1
Old : 100.0: 10.8 12.8 12.1 69.8 64.0 92.7 88.9: 7.3 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 : 622: 118 167 146 242 249 451 471:
Old : 622: 118 167 146 242 249 451 471:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 14.7 22.4 23.1 11.1 12.4 19.6 18.3
Old : 13.5 14.7 22.4 23.1 11.1 12.4 19.6 18.3
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, April 19, 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 : 80,094: 6,306 6,636 226 63,865 69,274 70,397 76,136: 9,697 3,958
Old : 80,094: 6,306 6,636 226 63,865 69,274 70,397 76,136: 9,697 3,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -2,895: 824 1,441 -506 -2,953 -4,737 -2,635 -3,802: -260 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 8.3 0.3 79.7 86.5 87.9 95.1: 12.1 4.9
Old : 100.0: 7.9 8.3 0.3 79.7 86.5 87.9 95.1: 12.1 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 : 90: 9 9 3 56 34 67 44:
Old : 90: 9 9 3 56 34 67 44:
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 44.2 49.9 66.0 35.6 44.1 49.3 65.9
Old : 35.9 44.2 49.9 66.0 35.6 44.1 49.3 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 49,662: 17,757 7,703 1,568 25,252 35,945 44,577 45,216: 5,085 4,446
Old : 49,662: 17,757 7,703 1,568 25,252 35,945 44,577 45,216: 5,085 4,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,370: 2,535 12 -456 -467 1,756 1,612 1,312: -242 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 15.5 3.2 50.8 72.4 89.8 91.0: 10.2 9.0
Old : 100.0: 35.8 15.5 3.2 50.8 72.4 89.8 91.0: 10.2 9.0
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 : 242: 68 57 19 71 75 147 143:
Old : 242: 68 57 19 71 75 147 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 27.2 36.0 43.4 25.7 27.2 35.8 43.3
Old : 25.7 27.2 36.0 43.4 25.7 27.2 35.8 43.3
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, April 19, 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 : 248,310: 88,783 38,513 7,839 126,260 179,726 222,883 226,078: 25,427 22,232
Old : 248,310: 88,783 38,513 7,839 126,260 179,726 222,883 226,078: 25,427 22,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 6,851: 12,673 59 -2,279 -2,335 8,780 8,059 6,560: -1,208 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 15.5 3.2 50.8 72.4 89.8 91.0: 10.2 9.0
Old : 100.0: 35.8 15.5 3.2 50.8 72.4 89.8 91.0: 10.2 9.0
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 : 242: 68 57 19 71 75 147 143:
Old : 242: 68 57 19 71 75 147 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 27.2 36.0 43.4 25.7 27.2 35.8 43.3
Old : 25.7 27.2 36.0 43.4 25.7 27.2 35.8 43.3
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, April 19, 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 : 165,254: 96,145 54,558 12,694 23,665 73,505 132,505 140,758: 32,749 24,497
Old : 165,254: 96,145 54,558 12,694 23,665 73,505 132,505 140,758: 32,749 24,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 15,236: 6,097 -1,473 3,222 3,660 10,049 12,979 11,798: 2,257 3,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 33.0 7.7 14.3 44.5 80.2 85.2: 19.8 14.8
Old : 100.0: 58.2 33.0 7.7 14.3 44.5 80.2 85.2: 19.8 14.8
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 : 96: 35 35 21 21 22 68 66:
Old : 96: 35 35 21 21 22 68 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 : 43.2 47.9 50.8 56.2 43.2 47.4 48.4 55.1
Old : 43.2 47.9 50.8 56.2 43.2 47.4 48.4 55.1
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, April 19, 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 : 30,070: 8,515 3,792 0 15,445 20,540 23,960 24,332: 6,110 5,738
Old : 30,070: 8,515 3,792 0 15,445 20,540 23,960 24,332: 6,110 5,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -337: -902 -1,023 -25 -61 732 -988 -316: 651 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 12.6 0.0 51.4 68.3 79.7 80.9: 20.3 19.1
Old : 100.0: 28.3 12.6 0.0 51.4 68.3 79.7 80.9: 20.3 19.1
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 : 41: 8 9 0 15 12 23 21:
Old : 41: 8 9 0 15 12 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 58.9 64.3 67.6 49.8 58.8 64.2 67.5
Old : 49.8 58.9 64.3 67.6 49.8 58.8 64.2 67.5
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, April 19, 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 : 79,620: 21,696 5,977 337 48,661 18,580 70,694 24,894: 8,926 54,726
Old : 79,620: 21,696 5,977 337 48,661 18,580 70,694 24,894: 8,926 54,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 8,463: -502 1,073 321 7,689 692 7,508 2,086: 955 6,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.5 0.4 61.1 23.3 88.8 31.3: 11.2 68.7
Old : 100.0: 27.2 7.5 0.4 61.1 23.3 88.8 31.3: 11.2 68.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 32 13 3 34 14 66 30:
Old : 89: 32 13 3 34 14 66 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 : 25.2 16.2 38.5 22.3 25.2 16.2 38.5 22.0
Old : 25.2 16.2 38.5 22.3 25.2 16.2 38.5 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2016