BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,406: 898 1,158 925 4,644 4,317 6,467 6,401: 939 1,005
Old : 7,406: 898 1,158 925 4,644 4,317 6,467 6,401: 939 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -996: -140 -156 -38 -696 -650 -874 -844: -122 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.6 12.5 62.7 58.3 87.3 86.4: 12.7 13.6
Old : 100.0: 12.1 15.6 12.5 62.7 58.3 87.3 86.4: 12.7 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 8 7 19 20 28 29:
Old : 38: 3 8 7 19 20 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 39.9 59.2 57.0 37.1 36.8 54.5 52.7
Old : 38.5 39.9 59.2 57.0 37.1 36.8 54.5 52.7
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, May 10, 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 : 57,551: 17,642 8,243 14,953 17,812 17,397 50,407 40,593: 7,143 16,958
Old : 57,551: 17,642 8,243 14,953 17,812 17,397 50,407 40,593: 7,143 16,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,677: -1,299 268 -395 -430 -1,301 -2,123 -1,428: -554 -1,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 14.3 26.0 31.0 30.2 87.6 70.5: 12.4 29.5
Old : 100.0: 30.7 14.3 26.0 31.0 30.2 87.6 70.5: 12.4 29.5
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: 19 34 38 31 25 74 76:
Old : 93: 19 34 38 31 25 74 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 21.6 43.2 35.2 28.9 16.5 37.7 21.9
Old : 30.3 21.6 43.2 35.2 28.9 16.5 37.7 21.9
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, May 10, 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 : 8,745: 481 1,203 1,770 5,561 4,836 7,812 7,810: 933 936
Old : 8,745: 481 1,203 1,770 5,561 4,836 7,812 7,810: 933 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,848: -31 -119 -575 -1,090 -892 -1,697 -1,586: -152 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 13.8 20.2 63.6 55.3 89.3 89.3: 10.7 10.7
Old : 100.0: 5.5 13.8 20.2 63.6 55.3 89.3 89.3: 10.7 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 : 48: 6 15 15 22 21 38 41:
Old : 48: 6 15 15 22 21 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 27.7 53.3 45.2 35.0 23.7 46.4 33.2
Old : 37.2 27.7 53.3 45.2 35.0 23.7 46.4 33.2
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, May 10, 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 : 275,026: 89,124 25,076 68,453 93,985 138,352 251,563 231,882: 23,463 43,144
Old : 221,806: 77,591 27,386 52,634 74,050 106,416 204,275 186,435: 17,531 35,371
Other: 53,219: 17,305 3,463 10,047 19,935 31,936 47,287 45,446: 5,932 7,773
: : :
: : Changes in Commitments from: May 3, 2016 :
: 2,259: 3,792 -2,942 2,040 -4,079 617 1,753 -284: 506 2,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 9.1 24.9 34.2 50.3 91.5 84.3: 8.5 15.7
Old : 100.0: 35.0 12.3 23.7 33.4 48.0 92.1 84.1: 7.9 15.9
Other: 100.0: 32.5 6.5 18.9 37.5 60.0 88.9 85.4: 11.1 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 109 69 108 84 89 251 219:
Old : 289: 96 87 105 71 87 233 217:
Other: 145: 43 11 30 59 66 110 100:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 18.9 21.5 26.3 11.9 15.7 20.2 21.8
Old : 14.5 18.4 24.0 25.7 14.5 16.1 23.3 22.1
Other: 21.0 23.3 34.4 36.5 19.2 20.0 29.5 27.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 352,597: 89,025 58,341 101,161 126,313 143,564 316,499 303,066: 36,097 49,531
Old : 352,597: 89,025 58,341 101,161 126,313 143,564 316,499 303,066: 36,097 49,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -14,577: -5,096 -5,505 -6,560 -2,400 -1,432 -14,057 -13,498: -520 -1,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 16.5 28.7 35.8 40.7 89.8 86.0: 10.2 14.0
Old : 100.0: 25.2 16.5 28.7 35.8 40.7 89.8 86.0: 10.2 14.0
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 : 401: 113 100 137 140 137 323 320:
Old : 401: 113 100 137 140 137 323 320:
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 : 13.6 13.0 20.8 19.8 11.6 12.1 18.1 17.5
Old : 13.6 13.0 20.8 19.8 11.6 12.1 18.1 17.5
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, May 10, 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 : 5,111: 2,669 842 457 437 2,794 3,563 4,094: 1,548 1,017
Old : 5,111: 2,669 842 457 437 2,794 3,563 4,094: 1,548 1,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 610: 412 -72 146 46 467 603 541: 6 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 16.5 8.9 8.5 54.7 69.7 80.1: 30.3 19.9
Old : 100.0: 52.2 16.5 8.9 8.5 54.7 69.7 80.1: 30.3 19.9
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 : 73: 36 9 9 15 25 57 38:
Old : 73: 36 9 9 15 25 57 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 : 18.1 32.8 27.6 47.3 18.1 32.6 27.3 46.0
Old : 18.1 32.8 27.6 47.3 18.1 32.6 27.3 46.0
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, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 52,882: 15,765 13,659 13,251 15,518 10,494 44,533 37,403: 8,349 15,479
Old : 52,882: 15,765 13,659 13,251 15,518 10,494 44,533 37,403: 8,349 15,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,196: 437 -136 -1,444 -639 87 -1,646 -1,493: -550 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 25.8 25.1 29.3 19.8 84.2 70.7: 15.8 29.3
Old : 100.0: 29.8 25.8 25.1 29.3 19.8 84.2 70.7: 15.8 29.3
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 : 232: 64 58 61 85 78 182 173:
Old : 232: 64 58 61 85 78 182 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 10.4 24.3 18.1 13.7 9.4 20.1 15.1
Old : 15.8 10.4 24.3 18.1 13.7 9.4 20.1 15.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 43,460: 2,567 19,717 6,071 33,619 12,599 42,257 38,387: 1,203 5,073
Old : 43,460: 2,567 19,717 6,071 33,619 12,599 42,257 38,387: 1,203 5,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -3,687: -269 -2,730 -352 -2,991 -380 -3,612 -3,462: -75 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 45.4 14.0 77.4 29.0 97.2 88.3: 2.8 11.7
Old : 100.0: 5.9 45.4 14.0 77.4 29.0 97.2 88.3: 2.8 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 : 82: 9 38 22 24 25 51 67:
Old : 82: 9 38 22 24 25 51 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 : 47.9 37.1 68.5 50.7 47.7 36.9 67.6 48.7
Old : 47.9 37.1 68.5 50.7 47.7 36.9 67.6 48.7
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, May 10, 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 : 27,941: 7,319 2,485 0 19,755 24,936 27,074 27,421: 867 520
Old : 27,941: 7,319 2,485 0 19,755 24,936 27,074 27,421: 867 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,145: -1,286 -1,009 0 100 -203 -1,186 -1,212: 41 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 8.9 0.0 70.7 89.2 96.9 98.1: 3.1 1.9
Old : 100.0: 26.2 8.9 0.0 70.7 89.2 96.9 98.1: 3.1 1.9
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: 7 2 0 7 13 14 15:
Old : 25: 7 2 0 7 13 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 68.9 91.8 85.8 82.0 68.7 91.1 85.1
Old : 82.0 68.9 91.8 85.8 82.0 68.7 91.1 85.1
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, May 10, 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 : 145,560: 39,321 15,992 11,765 59,211 89,852 110,298 117,609: 35,262 27,951
Old : 145,560: 39,321 15,992 11,765 59,211 89,852 110,298 117,609: 35,262 27,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -4,021: 1,026 -4,885 -1,357 -1,131 1,452 -1,462 -4,790: -2,559 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.0 8.1 40.7 61.7 75.8 80.8: 24.2 19.2
Old : 100.0: 27.0 11.0 8.1 40.7 61.7 75.8 80.8: 24.2 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 30 18 16 25 23 62 50:
Old : 81: 30 18 16 25 23 62 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 44.5 43.8 55.6 31.4 44.1 41.1 53.1
Old : 33.3 44.5 43.8 55.6 31.4 44.1 41.1 53.1
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, May 10, 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 : 45,536: 21,986 15,895 1,852 12,901 13,028 36,739 30,776: 8,797 14,760
Old : 45,536: 21,986 15,895 1,852 12,901 13,028 36,739 30,776: 8,797 14,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 470: 1,201 1,427 -60 2,172 -1,990 3,314 -622: -2,843 1,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 34.9 4.1 28.3 28.6 80.7 67.6: 19.3 32.4
Old : 100.0: 48.3 34.9 4.1 28.3 28.6 80.7 67.6: 19.3 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 : 44: 14 13 7 11 10 30 25:
Old : 44: 14 13 7 11 10 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 39.1 48.8 50.2 36.3 38.0 47.7 48.4
Old : 37.1 39.1 48.8 50.2 36.3 38.0 47.7 48.4
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, May 10, 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 : 129,215: 16,138 61,286 8,777 99,692 51,880 124,607 121,943: 4,608 7,272
Old : 129,215: 16,138 61,286 8,777 99,692 51,880 124,607 121,943: 4,608 7,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 12,362: -19,610 13,092 -2,420 34,717 -546 12,687 10,126: -325 2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 47.4 6.8 77.2 40.2 96.4 94.4: 3.6 5.6
Old : 100.0: 12.5 47.4 6.8 77.2 40.2 96.4 94.4: 3.6 5.6
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 : 120: 29 60 13 17 18 57 82:
Old : 120: 29 60 13 17 18 57 82:
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 : 63.4 40.1 77.0 57.7 61.4 38.4 71.0 53.1
Old : 63.4 40.1 77.0 57.7 61.4 38.4 71.0 53.1
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, May 10, 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 : 264,517: 37,178 70,226 22,187 188,626 135,255 247,990 227,668: 16,527 36,850
Old : 264,517: 37,178 70,226 22,187 188,626 135,255 247,990 227,668: 16,527 36,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -22,599: -932 -8,296 -15,272 -3,384 747 -19,589 -22,821: -3,011 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 26.5 8.4 71.3 51.1 93.8 86.1: 6.2 13.9
Old : 100.0: 14.1 26.5 8.4 71.3 51.1 93.8 86.1: 6.2 13.9
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 : 115: 26 42 24 30 42 71 93:
Old : 115: 26 42 24 30 42 71 93:
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 : 58.0 30.4 67.4 42.7 58.0 29.4 66.9 41.5
Old : 58.0 30.4 67.4 42.7 58.0 29.4 66.9 41.5
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, May 10, 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 : 201,680: 87,300 27,583 25,207 56,708 120,092 169,214 172,881: 32,466 28,799
Old : 201,680: 87,300 27,583 25,207 56,708 120,092 169,214 172,881: 32,466 28,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -4,275: 7,204 3,706 -4,687 -5,329 -759 -2,811 -1,740: -1,464 -2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 13.7 12.5 28.1 59.5 83.9 85.7: 16.1 14.3
Old : 100.0: 43.3 13.7 12.5 28.1 59.5 83.9 85.7: 16.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 42 40 31 33 41 95 92:
Old : 130: 42 40 31 33 41 95 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 30.3 36.5 42.4 26.6 28.7 34.6 39.4
Old : 26.6 30.3 36.5 42.4 26.6 28.7 34.6 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 406,949: 100,723 118,335 43,860 206,244 179,412 350,827 341,607: 56,121 65,342
Old : 406,949: 100,723 118,335 43,860 206,244 179,412 350,827 341,607: 56,121 65,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -33,029: -8,251 -8,619 -10,189 -12,662 -14,973 -31,101 -33,780: -1,928 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 29.1 10.8 50.7 44.1 86.2 83.9: 13.8 16.1
Old : 100.0: 24.8 29.1 10.8 50.7 44.1 86.2 83.9: 13.8 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 62 82 60 61 58 150 175:
Old : 223: 62 82 60 61 58 150 175:
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 : 20.5 23.5 33.8 32.5 19.8 22.9 33.1 30.8
Old : 20.5 23.5 33.8 32.5 19.8 22.9 33.1 30.8
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, May 10, 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 : 29,713: 11,192 2,048 197 7,795 23,042 19,184 25,287: 10,529 4,426
Old : 29,713: 11,192 2,048 197 7,795 23,042 19,184 25,287: 10,529 4,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 195: 16 -677 -22 186 290 180 -409: 15 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 6.9 0.7 26.2 77.5 64.6 85.1: 35.4 14.9
Old : 100.0: 37.7 6.9 0.7 26.2 77.5 64.6 85.1: 35.4 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 : 20: 6 3 2 8 8 15 12:
Old : 20: 6 3 2 8 8 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 75.6 54.9 82.8 39.6 75.6 51.4 79.8
Old : 42.0 75.6 54.9 82.8 39.6 75.6 51.4 79.8
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, May 10, 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 : 27,543: 20,523 20,331 52 5,969 6,286 26,544 26,669: 999 874
Old : 27,543: 20,523 20,331 52 5,969 6,286 26,544 26,669: 999 874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 2,255: 2,589 1,552 52 -388 483 2,253 2,087: 2 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 73.8 0.2 21.7 22.8 96.4 96.8: 3.6 3.2
Old : 100.0: 74.5 73.8 0.2 21.7 22.8 96.4 96.8: 3.6 3.2
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 : 22: 6 10 1 4 3 11 13:
Old : 22: 6 10 1 4 3 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.4 85.7 95.3 94.0 89.4 85.6 95.3 93.8
Old : 89.4 85.7 95.3 94.0 89.4 85.6 95.3 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 45,419: 33,573 24,221 280 7,951 17,640 41,804 42,141: 3,615 3,278
Old : 45,419: 33,573 24,221 280 7,951 17,640 41,804 42,141: 3,615 3,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 8,841: 8,267 8,115 219 1,160 306 9,646 8,640: -805 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 53.3 0.6 17.5 38.8 92.0 92.8: 8.0 7.2
Old : 100.0: 73.9 53.3 0.6 17.5 38.8 92.0 92.8: 8.0 7.2
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 : 69: 31 19 5 10 13 42 36:
Old : 69: 31 19 5 10 13 42 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 : 52.6 63.3 65.9 73.3 52.2 63.3 63.9 73.0
Old : 52.6 63.3 65.9 73.3 52.2 63.3 63.9 73.0
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, May 10, 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 :19,490,601: 1,082,063 1,155,557 9,060,459 8,427,980 8,003,260 18,570,502 18,219,276: 920,098 1,271,324
Old :19,490,601: 1,082,063 1,155,557 9,060,459 8,427,980 8,003,260 18,570,502 18,219,276: 920,098 1,271,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 575,027: 41,924 -4,092 212,450 263,322 330,097 517,696 538,455: 57,331 36,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.9 46.5 43.2 41.1 95.3 93.5: 4.7 6.5
Old : 100.0: 5.6 5.9 46.5 43.2 41.1 95.3 93.5: 4.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 64 100 123 142 155 284 308:
Old : 329: 64 100 123 142 155 284 308:
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 : 23.2 19.9 35.9 32.0 13.4 7.5 17.8 10.0
Old : 23.2 19.9 35.9 32.0 13.4 7.5 17.8 10.0
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, May 10, 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 : 863,275: 97,348 88,526 119,214 550,487 554,656 767,050 762,397: 96,225 100,878
Old : 863,275: 97,348 88,526 119,214 550,487 554,656 767,050 762,397: 96,225 100,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 22,489: 4,569 5,656 3,512 15,809 13,164 23,890 22,332: -1,401 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 10.3 13.8 63.8 64.3 88.9 88.3: 11.1 11.7
Old : 100.0: 11.3 10.3 13.8 63.8 64.3 88.9 88.3: 11.1 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 : 663: 131 182 157 252 267 486 504:
Old : 663: 131 182 157 252 267 486 504:
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 : 14.5 13.8 22.4 21.1 10.0 10.1 16.7 15.3
Old : 14.5 13.8 22.4 21.1 10.0 10.1 16.7 15.3
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, May 10, 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 : 155,723: 13,803 9,585 32,334 69,255 92,653 115,391 134,572: 40,332 21,151
Old : 155,723: 13,803 9,585 32,334 69,255 92,653 115,391 134,572: 40,332 21,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 8,195: 1,305 1,825 3,672 6,132 3,621 11,109 9,118: -2,914 -923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 6.2 20.8 44.5 59.5 74.1 86.4: 25.9 13.6
Old : 100.0: 8.9 6.2 20.8 44.5 59.5 74.1 86.4: 25.9 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 18 18 27 40 40 74 70:
Old : 84: 18 18 27 40 40 74 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 25.8 38.1 42.3 9.9 17.3 14.4 25.9
Old : 27.7 25.8 38.1 42.3 9.9 17.3 14.4 25.9
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, May 10, 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 : 3,537,761: 444,339 421,322 407,790 2,406,164 2,310,015 3,258,292 3,139,127: 279,469 398,635
Old : 3,537,761: 444,339 421,322 407,790 2,406,164 2,310,015 3,258,292 3,139,127: 279,469 398,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 71,469: 17,370 20,205 -1,852 48,387 47,717 63,905 66,071: 7,564 5,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 11.9 11.5 68.0 65.3 92.1 88.7: 7.9 11.3
Old : 100.0: 12.6 11.9 11.5 68.0 65.3 92.1 88.7: 7.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 129 169 147 245 259 464 485:
Old : 640: 129 169 147 245 259 464 485:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.7 14.3 22.5 22.5 10.9 11.9 18.9 18.1
Old : 13.7 14.3 22.5 22.5 10.9 11.9 18.9 18.1
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, May 10, 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 : 79,919: 8,017 4,506 723 60,443 71,990 69,183 77,219: 10,736 2,700
Old : 79,919: 8,017 4,506 723 60,443 71,990 69,183 77,219: 10,736 2,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 801: -606 -909 368 -293 1,815 -531 1,274: 1,332 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.6 0.9 75.6 90.1 86.6 96.6: 13.4 3.4
Old : 100.0: 10.0 5.6 0.9 75.6 90.1 86.6 96.6: 13.4 3.4
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 : 89: 10 9 4 50 38 63 48:
Old : 89: 10 9 4 50 38 63 48:
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 : 37.7 42.5 51.7 65.6 37.4 42.5 50.0 65.1
Old : 37.7 42.5 51.7 65.6 37.4 42.5 50.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 49,170: 11,025 12,976 1,938 31,505 29,328 44,469 44,242: 4,702 4,928
Old : 49,170: 11,025 12,976 1,938 31,505 29,328 44,469 44,242: 4,702 4,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,444: -3,470 292 432 1,900 -2,359 -1,139 -1,635: -305 191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 26.4 3.9 64.1 59.6 90.4 90.0: 9.6 10.0
Old : 100.0: 22.4 26.4 3.9 64.1 59.6 90.4 90.0: 9.6 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 : 233: 53 66 26 71 67 139 145:
Old : 233: 53 66 26 71 67 139 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 28.5 37.5 42.7 28.5 28.4 37.2 42.3
Old : 28.5 28.5 37.5 42.7 28.5 28.4 37.2 42.3
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, May 10, 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 : 245,852: 55,127 64,880 9,690 157,526 146,642 222,343 221,212: 23,509 24,640
Old : 245,852: 55,127 64,880 9,690 157,526 146,642 222,343 221,212: 23,509 24,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -7,220: -17,352 1,460 2,158 9,501 -11,793 -5,693 -8,176: -1,527 956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 26.4 3.9 64.1 59.6 90.4 90.0: 9.6 10.0
Old : 100.0: 22.4 26.4 3.9 64.1 59.6 90.4 90.0: 9.6 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 : 233: 53 66 26 71 67 139 145:
Old : 233: 53 66 26 71 67 139 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 28.5 37.5 42.7 28.5 28.4 37.2 42.3
Old : 28.5 28.5 37.5 42.7 28.5 28.4 37.2 42.3
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, May 10, 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 : 148,187: 81,384 43,535 14,182 25,447 68,014 121,013 125,731: 27,174 22,456
Old : 148,187: 81,384 43,535 14,182 25,447 68,014 121,013 125,731: 27,174 22,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -17,008: -15,325 -1,698 -1,051 1,575 -14,057 -14,801 -16,807: -2,207 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 29.4 9.6 17.2 45.9 81.7 84.8: 18.3 15.2
Old : 100.0: 54.9 29.4 9.6 17.2 45.9 81.7 84.8: 18.3 15.2
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 : 87: 32 31 21 19 21 64 60:
Old : 87: 32 31 21 19 21 64 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 44.8 49.9 56.9 40.0 43.8 47.9 53.9
Old : 40.1 44.8 49.9 56.9 40.0 43.8 47.9 53.9
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, May 10, 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 : 34,093: 12,146 2,923 0 15,657 24,511 27,803 27,434: 6,290 6,659
Old : 34,093: 12,146 2,923 0 15,657 24,511 27,803 27,434: 6,290 6,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -604: 1,101 -1,331 0 -577 589 524 -742: -1,128 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 8.6 0.0 45.9 71.9 81.6 80.5: 18.4 19.5
Old : 100.0: 35.6 8.6 0.0 45.9 71.9 81.6 80.5: 18.4 19.5
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 : 45: 13 7 0 13 15 26 22:
Old : 45: 13 7 0 13 15 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 62.1 59.3 69.4 44.1 62.1 59.3 69.4
Old : 44.1 62.1 59.3 69.4 44.1 62.1 59.3 69.4
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, May 10, 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 : 93,158: 19,851 7,931 284 64,782 20,204 84,917 28,419: 8,241 64,739
Old : 93,158: 19,851 7,931 284 64,782 20,204 84,917 28,419: 8,241 64,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -3,569: 583 -1,249 -447 -3,208 2,049 -3,072 353: -497 -3,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 8.5 0.3 69.5 21.7 91.2 30.5: 8.8 69.5
Old : 100.0: 21.3 8.5 0.3 69.5 21.7 91.2 30.5: 8.8 69.5
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 : 88: 26 12 3 34 19 62 32:
Old : 88: 26 12 3 34 19 62 32:
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 : 33.6 15.0 50.1 20.1 33.6 15.0 50.1 20.1
Old : 33.6 15.0 50.1 20.1 33.6 15.0 50.1 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016