BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 7,764: 1,020 1,206 980 4,785 4,615 6,785 6,801: 978 963
Old : 7,764: 1,020 1,206 980 4,785 4,615 6,785 6,801: 978 963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 179: 86 1 -3 23 168 106 167: 73 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 15.5 12.6 61.6 59.4 87.4 87.6: 12.6 12.4
Old : 100.0: 13.1 15.5 12.6 61.6 59.4 87.4 87.6: 12.6 12.4
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 : 39: 6 6 8 21 20 31 30:
Old : 39: 6 6 8 21 20 31 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 : 37.8 40.7 58.7 58.5 36.3 38.1 54.4 54.6
Old : 37.8 40.7 58.7 58.5 36.3 38.1 54.4 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 59,816: 17,103 8,723 16,406 18,795 17,843 52,304 42,971: 7,512 16,845
Old : 59,816: 17,103 8,723 16,406 18,795 17,843 52,304 42,971: 7,512 16,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 657: -64 478 322 384 117 641 916: 16 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 14.6 27.4 31.4 29.8 87.4 71.8: 12.6 28.2
Old : 100.0: 28.6 14.6 27.4 31.4 29.8 87.4 71.8: 12.6 28.2
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 : 94: 14 40 39 34 25 80 75:
Old : 94: 14 40 39 34 25 80 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 21.3 42.9 34.7 28.4 16.9 36.9 22.0
Old : 29.7 21.3 42.9 34.7 28.4 16.9 36.9 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 9,160: 673 1,383 1,788 5,781 4,992 8,242 8,163: 918 997
Old : 9,160: 673 1,383 1,788 5,781 4,992 8,242 8,163: 918 997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 268: 8 132 73 195 -1 276 204: -8 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 15.1 19.5 63.1 54.5 90.0 89.1: 10.0 10.9
Old : 100.0: 7.4 15.1 19.5 63.1 54.5 90.0 89.1: 10.0 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 7 14 17 22 21 40 41:
Old : 48: 7 14 17 22 21 40 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 : 34.2 26.3 50.9 43.3 33.6 19.8 45.5 30.5
Old : 34.2 26.3 50.9 43.3 33.6 19.8 45.5 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 281,493: 81,754 22,562 76,255 100,610 143,123 258,619 241,940: 22,874 39,553
Old : 219,550: 69,515 23,701 58,537 74,902 106,306 202,954 188,545: 16,596 31,005
Other: 61,943: 17,075 3,696 12,882 25,708 36,817 55,665 53,395: 6,278 8,548
: : :
: : Changes in Commitments from: May 17, 2016 :
: -13,121: -14,182 21 -525 3,920 -9,602 -10,787 -10,106: -2,335 -3,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 8.0 27.1 35.7 50.8 91.9 85.9: 8.1 14.1
Old : 100.0: 31.7 10.8 26.7 34.1 48.4 92.4 85.9: 7.6 14.1
Other: 100.0: 27.6 6.0 20.8 41.5 59.4 89.9 86.2: 10.1 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 106 63 123 87 91 256 235:
Old : 296: 93 81 120 67 90 231 234:
Other: 157: 44 16 31 64 74 119 111:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 19.7 22.3 26.7 12.1 16.6 20.5 22.4
Old : 15.0 18.5 24.4 25.6 15.0 16.5 23.8 22.4
Other: 20.8 24.8 33.4 37.5 18.0 18.6 27.6 28.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 360,199: 91,529 45,287 109,604 125,774 153,327 326,907 308,218: 33,293 51,981
Old : 360,199: 91,529 45,287 109,604 125,774 153,327 326,907 308,218: 33,293 51,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 12,137: -4,189 41 11,247 5,075 259 12,133 11,547: 4 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 12.6 30.4 34.9 42.6 90.8 85.6: 9.2 14.4
Old : 100.0: 25.4 12.6 30.4 34.9 42.6 90.8 85.6: 9.2 14.4
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 : 411: 119 100 150 141 142 340 331:
Old : 411: 119 100 150 141 142 340 331:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 13.5 20.1 20.7 10.5 11.8 16.4 16.9
Old : 12.4 13.5 20.1 20.7 10.5 11.8 16.4 16.9
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 24, 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 : 5,661: 2,828 885 683 663 3,033 4,174 4,602: 1,487 1,059
Old : 5,661: 2,828 885 683 663 3,033 4,174 4,602: 1,487 1,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -197: -277 -73 42 83 -167 -152 -199: -44 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 15.6 12.1 11.7 53.6 73.7 81.3: 26.3 18.7
Old : 100.0: 50.0 15.6 12.1 11.7 53.6 73.7 81.3: 26.3 18.7
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 : 75: 40 8 11 14 22 61 36:
Old : 75: 40 8 11 14 22 61 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 : 19.7 36.3 29.6 53.1 17.9 36.3 27.2 49.4
Old : 19.7 36.3 29.6 53.1 17.9 36.3 27.2 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 52,783: 14,793 13,545 13,649 16,545 10,700 44,987 37,894: 7,795 14,888
Old : 52,783: 14,793 13,545 13,649 16,545 10,700 44,987 37,894: 7,795 14,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,050: -581 691 399 1,196 12 1,014 1,102: 35 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 25.7 25.9 31.3 20.3 85.2 71.8: 14.8 28.2
Old : 100.0: 28.0 25.7 25.9 31.3 20.3 85.2 71.8: 14.8 28.2
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 : 234: 59 65 58 84 77 179 172:
Old : 234: 59 65 58 84 77 179 172:
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 : 15.1 11.6 23.9 19.6 13.0 10.1 19.7 15.7
Old : 15.1 11.6 23.9 19.6 13.0 10.1 19.7 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 45,575: 2,566 20,055 6,954 34,815 13,482 44,335 40,491: 1,239 5,083
Old : 45,575: 2,566 20,055 6,954 34,815 13,482 44,335 40,491: 1,239 5,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 310: 40 325 117 186 -217 343 225: -33 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 44.0 15.3 76.4 29.6 97.3 88.8: 2.7 11.2
Old : 100.0: 5.6 44.0 15.3 76.4 29.6 97.3 88.8: 2.7 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 9 39 24 25 28 54 71:
Old : 85: 9 39 24 25 28 54 71:
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 : 47.6 36.5 67.8 50.1 47.3 36.4 65.9 47.7
Old : 47.6 36.5 67.8 50.1 47.3 36.4 65.9 47.7
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 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 28,662: 7,575 2,537 494 19,751 24,814 27,820 27,845: 842 817
Old : 28,662: 7,575 2,537 494 19,751 24,814 27,820 27,845: 842 817
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 428: -28 -210 494 -4 -150 462 134: -34 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 8.9 1.7 68.9 86.6 97.1 97.1: 2.9 2.9
Old : 100.0: 26.4 8.9 1.7 68.9 86.6 97.1 97.1: 2.9 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 : 27: 7 4 1 7 13 15 17:
Old : 27: 7 4 1 7 13 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 67.0 90.0 83.4 80.3 66.9 89.3 82.4
Old : 80.3 67.0 90.0 83.4 80.3 66.9 89.3 82.4
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 24, 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 : 148,394: 31,634 11,372 14,769 66,475 91,911 112,878 118,051: 35,516 30,342
Old : 148,394: 31,634 11,372 14,769 66,475 91,911 112,878 118,051: 35,516 30,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 2,552: -3,589 -3,368 2,256 5,430 308 4,096 -804: -1,544 3,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 7.7 10.0 44.8 61.9 76.1 79.6: 23.9 20.4
Old : 100.0: 21.3 7.7 10.0 44.8 61.9 76.1 79.6: 23.9 20.4
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 : 75: 23 20 19 24 23 58 51:
Old : 75: 23 20 19 24 23 58 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 44.4 43.8 55.2 30.2 43.7 40.4 51.7
Old : 31.8 44.4 43.8 55.2 30.2 43.7 40.4 51.7
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 24, 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 : 55,747: 23,818 21,236 2,228 23,557 10,700 49,603 34,165: 6,143 21,582
Old : 55,747: 23,818 21,236 2,228 23,557 10,700 49,603 34,165: 6,143 21,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 8,184: 2,254 2,803 200 7,441 68 9,895 3,071: -1,711 5,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 38.1 4.0 42.3 19.2 89.0 61.3: 11.0 38.7
Old : 100.0: 42.7 38.1 4.0 42.3 19.2 89.0 61.3: 11.0 38.7
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 : 45: 10 17 7 13 11 27 31:
Old : 45: 10 17 7 13 11 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 31.0 64.5 41.5 52.8 31.0 63.2 40.0
Old : 53.7 31.0 64.5 41.5 52.8 31.0 63.2 40.0
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 24, 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 : 138,575: 27,084 74,371 7,346 99,625 49,667 134,055 131,384: 4,520 7,191
Old : 138,575: 27,084 74,371 7,346 99,625 49,667 134,055 131,384: 4,520 7,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 3,396: 1,867 3,629 -2,370 3,557 2,375 3,053 3,634: 343 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 53.7 5.3 71.9 35.8 96.7 94.8: 3.3 5.2
Old : 100.0: 19.5 53.7 5.3 71.9 35.8 96.7 94.8: 3.3 5.2
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 : 135: 35 67 13 21 17 64 90:
Old : 135: 35 67 13 21 17 64 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 : 58.0 35.6 71.3 50.6 56.2 32.7 67.7 46.2
Old : 58.0 35.6 71.3 50.6 56.2 32.7 67.7 46.2
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 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 275,678: 38,095 71,013 28,194 190,487 135,064 256,777 234,271: 18,901 41,407
Old : 275,678: 38,095 71,013 28,194 190,487 135,064 256,777 234,271: 18,901 41,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 7,633: 1,215 -3,272 4,078 66 4,862 5,360 5,669: 2,273 1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 25.8 10.2 69.1 49.0 93.1 85.0: 6.9 15.0
Old : 100.0: 13.8 25.8 10.2 69.1 49.0 93.1 85.0: 6.9 15.0
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 : 109: 28 37 24 27 39 66 89:
Old : 109: 28 37 24 27 39 66 89:
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 : 56.0 31.3 65.5 42.9 56.0 29.9 64.5 41.3
Old : 56.0 31.3 65.5 42.9 56.0 29.9 64.5 41.3
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 24, 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 : 199,369: 51,036 28,776 29,922 88,318 110,779 169,276 169,476: 30,093 29,893
Old : 199,369: 51,036 28,776 29,922 88,318 110,779 169,276 169,476: 30,093 29,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 3,013: -32,118 4,001 2,195 32,088 -6,498 2,165 -302: 848 3,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 14.4 15.0 44.3 55.6 84.9 85.0: 15.1 15.0
Old : 100.0: 25.6 14.4 15.0 44.3 55.6 84.9 85.0: 15.1 15.0
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 : 125: 39 37 30 35 39 89 91:
Old : 125: 39 37 30 35 39 89 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 26.0 35.0 37.8 24.2 25.8 33.5 34.2
Old : 24.7 26.0 35.0 37.8 24.2 25.8 33.5 34.2
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 24, 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 : 430,837: 90,528 122,795 60,398 223,469 180,274 374,396 363,468: 56,442 67,370
Old : 430,837: 90,528 122,795 60,398 223,469 180,274 374,396 363,468: 56,442 67,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 14,952: -9,118 3,726 9,441 12,234 1,499 12,557 14,666: 2,394 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 28.5 14.0 51.9 41.8 86.9 84.4: 13.1 15.6
Old : 100.0: 21.0 28.5 14.0 51.9 41.8 86.9 84.4: 13.1 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 : 224: 53 91 59 62 60 145 182:
Old : 224: 53 91 59 62 60 145 182:
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 19.6 33.6 28.7 19.9 18.6 32.7 25.8
Old : 20.5 19.6 33.6 28.7 19.9 18.6 32.7 25.8
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 24, 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 : 28,868: 20,224 19,875 1,405 6,236 6,540 27,865 27,820: 1,003 1,048
Old : 28,868: 20,224 19,875 1,405 6,236 6,540 27,865 27,820: 1,003 1,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,415: -80 -106 1,353 217 61 1,490 1,308: -75 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 68.8 4.9 21.6 22.7 96.5 96.4: 3.5 3.6
Old : 100.0: 70.1 68.8 4.9 21.6 22.7 96.5 96.4: 3.5 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 : 23: 8 9 2 4 3 13 13:
Old : 23: 8 9 2 4 3 13 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 : 80.9 87.6 92.8 94.3 80.9 82.8 88.6 89.4
Old : 80.9 87.6 92.8 94.3 80.9 82.8 88.6 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 42,189: 30,414 25,838 264 8,040 12,224 38,718 38,326: 3,471 3,863
Old : 42,189: 30,414 25,838 264 8,040 12,224 38,718 38,326: 3,471 3,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -1,797: -2,131 -19 -39 652 -1,989 -1,518 -2,047: -279 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 61.2 0.6 19.1 29.0 91.8 90.8: 8.2 9.2
Old : 100.0: 72.1 61.2 0.6 19.1 29.0 91.8 90.8: 8.2 9.2
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 : 68: 27 22 5 10 12 41 35:
Old : 68: 27 22 5 10 12 41 35:
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 : 51.0 59.6 64.2 70.3 50.4 59.6 62.9 70.2
Old : 51.0 59.6 64.2 70.3 50.4 59.6 62.9 70.2
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 24, 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 :20,230,863: 940,268 1,371,255 9,629,291 8,818,641 7,915,212 19,388,200 18,915,758: 842,663 1,315,105
Old :20,230,863: 940,268 1,371,255 9,629,291 8,818,641 7,915,212 19,388,200 18,915,758: 842,663 1,315,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 428,938: -179,116 178,617 305,821 319,818 -139,792 446,523 344,645: -17,585 84,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.8 47.6 43.6 39.1 95.8 93.5: 4.2 6.5
Old : 100.0: 4.6 6.8 47.6 43.6 39.1 95.8 93.5: 4.2 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 : 326: 75 86 125 142 157 285 307:
Old : 326: 75 86 125 142 157 285 307:
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 : 25.1 21.7 37.5 33.3 13.3 6.3 17.3 8.5
Old : 25.1 21.7 37.5 33.3 13.3 6.3 17.3 8.5
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 24, 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 : 877,816: 113,999 89,210 111,480 558,759 572,149 784,238 772,839: 93,578 104,977
Old : 877,816: 113,999 89,210 111,480 558,759 572,149 784,238 772,839: 93,578 104,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 27,332: 20,219 4,116 -3,411 6,502 19,036 23,309 19,741: 4,022 7,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.2 12.7 63.7 65.2 89.3 88.0: 10.7 12.0
Old : 100.0: 13.0 10.2 12.7 63.7 65.2 89.3 88.0: 10.7 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 648: 135 169 136 249 261 464 487:
Old : 648: 135 169 136 249 261 464 487:
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 : 14.1 13.9 22.3 21.3 10.3 10.1 16.8 15.3
Old : 14.1 13.9 22.3 21.3 10.3 10.1 16.8 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 24, 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 : 157,738: 12,890 5,718 33,723 76,190 89,249 122,803 128,689: 34,935 29,048
Old : 157,738: 12,890 5,718 33,723 76,190 89,249 122,803 128,689: 34,935 29,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 17,083: -525 752 6,401 10,701 3,119 16,577 10,271: 506 6,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 3.6 21.4 48.3 56.6 77.9 81.6: 22.1 18.4
Old : 100.0: 8.2 3.6 21.4 48.3 56.6 77.9 81.6: 22.1 18.4
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 : 77: 17 12 20 40 40 69 61:
Old : 77: 17 12 20 40 40 69 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 24.1 37.9 41.6 10.8 16.5 16.1 22.5
Old : 26.7 24.1 37.9 41.6 10.8 16.5 16.1 22.5
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 24, 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 : 3,600,393: 520,547 432,468 373,782 2,412,847 2,414,500 3,307,176 3,220,749: 293,217 379,644
Old : 3,600,393: 520,547 432,468 373,782 2,412,847 2,414,500 3,307,176 3,220,749: 293,217 379,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 51,246: 94,251 7,351 -39,589 -20,998 79,586 33,664 47,348: 17,582 3,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.0 10.4 67.0 67.1 91.9 89.5: 8.1 10.5
Old : 100.0: 14.5 12.0 10.4 67.0 67.1 91.9 89.5: 8.1 10.5
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 : 629: 128 164 129 242 253 445 471:
Old : 629: 128 164 129 242 253 445 471:
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 : 13.7 14.9 22.1 23.4 11.1 12.3 18.7 18.6
Old : 13.7 14.9 22.1 23.4 11.1 12.3 18.7 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 80,630: 9,648 5,181 298 60,970 71,833 70,916 77,312: 9,714 3,318
Old : 80,630: 9,648 5,181 298 60,970 71,833 70,916 77,312: 9,714 3,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 793: 1,345 125 -379 -389 1,121 577 867: 216 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.4 0.4 75.6 89.1 88.0 95.9: 12.0 4.1
Old : 100.0: 12.0 6.4 0.4 75.6 89.1 88.0 95.9: 12.0 4.1
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 : 94: 13 9 3 51 37 65 48:
Old : 94: 13 9 3 51 37 65 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 : 36.5 39.3 49.9 62.0 36.2 39.2 49.1 61.9
Old : 36.5 39.3 49.9 62.0 36.2 39.2 49.1 61.9
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, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 46,765: 14,330 8,309 1,796 25,591 31,023 41,717 41,129: 5,048 5,636
Old : 46,765: 14,330 8,309 1,796 25,591 31,023 41,717 41,129: 5,048 5,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -871: 5,179 -2,379 -163 -6,703 1,452 -1,687 -1,089: 816 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.8 3.8 54.7 66.3 89.2 87.9: 10.8 12.1
Old : 100.0: 30.6 17.8 3.8 54.7 66.3 89.2 87.9: 10.8 12.1
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 : 248: 67 64 24 73 67 152 144:
Old : 248: 67 64 24 73 67 152 144:
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 : 23.6 30.2 33.7 42.7 23.6 30.1 33.4 42.5
Old : 23.6 30.2 33.7 42.7 23.6 30.1 33.4 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 233,823: 71,648 41,545 8,982 127,954 155,115 208,584 205,643: 25,238 28,180
Old : 233,823: 71,648 41,545 8,982 127,954 155,115 208,584 205,643: 25,238 28,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -4,355: 25,897 -11,893 -816 -33,515 7,261 -8,434 -5,447: 4,079 1,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 17.8 3.8 54.7 66.3 89.2 87.9: 10.8 12.1
Old : 100.0: 30.6 17.8 3.8 54.7 66.3 89.2 87.9: 10.8 12.1
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 : 248: 67 64 24 73 67 152 144:
Old : 248: 67 64 24 73 67 152 144:
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 : 23.6 30.2 33.7 42.7 23.6 30.1 33.4 42.5
Old : 23.6 30.2 33.7 42.7 23.6 30.1 33.4 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 140,201: 49,986 49,975 17,867 45,619 46,459 113,472 114,302: 26,729 25,900
Old : 140,201: 49,986 49,975 17,867 45,619 46,459 113,472 114,302: 26,729 25,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 3,892: -20,313 4,591 2,316 20,984 -4,523 2,987 2,384: 905 1,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 35.6 12.7 32.5 33.1 80.9 81.5: 19.1 18.5
Old : 100.0: 35.7 35.6 12.7 32.5 33.1 80.9 81.5: 19.1 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 31 34 22 16 20 58 65:
Old : 87: 31 34 22 16 20 58 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 37.6 47.1 47.4 32.7 36.2 42.3 43.6
Old : 33.5 37.6 47.1 47.4 32.7 36.2 42.3 43.6
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 24, 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 : 33,222: 11,943 2,973 7 15,647 23,462 27,597 26,442: 5,625 6,780
Old : 33,222: 11,943 2,973 7 15,647 23,462 27,597 26,442: 5,625 6,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 1,066: 745 878 7 46 -559 798 326: 268 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 8.9 0.0 47.1 70.6 83.1 79.6: 16.9 20.4
Old : 100.0: 35.9 8.9 0.0 47.1 70.6 83.1 79.6: 16.9 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 8 1 14 15 28 23:
Old : 46: 13 8 1 14 15 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 61.3 60.5 67.8 45.6 61.3 60.5 67.8
Old : 45.6 61.3 60.5 67.8 45.6 61.3 60.5 67.8
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 24, 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 : 87,836: 16,288 7,140 691 60,410 19,099 77,389 26,930: 10,447 60,906
Old : 87,836: 16,288 7,140 691 60,410 19,099 77,389 26,930: 10,447 60,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: 636: -1,430 450 210 -372 -2,072 -1,592 -1,412: 2,228 2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.1 0.8 68.8 21.7 88.1 30.7: 11.9 69.3
Old : 100.0: 18.5 8.1 0.8 68.8 21.7 88.1 30.7: 11.9 69.3
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 : 84: 28 12 5 30 18 59 34:
Old : 84: 28 12 5 30 18 59 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 : 35.2 16.4 50.5 20.7 35.2 16.4 50.5 20.7
Old : 35.2 16.4 50.5 20.7 35.2 16.4 50.5 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2016