BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, February 23, 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 : 5,979: 611 1,717 225 4,359 3,101 5,195 5,043: 784 936
Old : 5,979: 611 1,717 225 4,359 3,101 5,195 5,043: 784 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 409: 17 114 -7 368 184 378 291: 31 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 28.7 3.8 72.9 51.9 86.9 84.3: 13.1 15.7
Old : 100.0: 10.2 28.7 3.8 72.9 51.9 86.9 84.3: 13.1 15.7
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 : 33: 3 10 9 16 13 27 24:
Old : 33: 3 10 9 16 13 27 24:
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 : 40.7 52.7 61.3 68.3 40.6 51.4 58.8 66.9
Old : 40.7 52.7 61.3 68.3 40.6 51.4 58.8 66.9
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 - Futures Only, February 23, 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 : 34,287: 20,406 11,958 598 10,806 11,419 31,810 23,975: 2,477 10,312
Old : 34,287: 20,406 11,958 598 10,806 11,419 31,810 23,975: 2,477 10,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 1,028: 796 370 -33 311 482 1,074 819: -46 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 34.9 1.7 31.5 33.3 92.8 69.9: 7.2 30.1
Old : 100.0: 59.5 34.9 1.7 31.5 33.3 92.8 69.9: 7.2 30.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 11 33 17 23 19 45 58:
Old : 77: 11 33 17 23 19 45 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 25.1 73.0 39.0 56.5 25.0 72.0 38.6
Old : 57.1 25.1 73.0 39.0 56.5 25.0 72.0 38.6
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 - Futures Only, February 23, 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 : 7,857: 246 1,950 688 6,242 4,301 7,176 6,939: 681 918
Old : 7,857: 246 1,950 688 6,242 4,301 7,176 6,939: 681 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 177: 34 8 26 108 118 168 152: 9 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 24.8 8.8 79.4 54.7 91.3 88.3: 8.7 11.7
Old : 100.0: 3.1 24.8 8.8 79.4 54.7 91.3 88.3: 8.7 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 : 47: 6 14 14 20 20 35 39:
Old : 47: 6 14 14 20 20 35 39:
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 : 48.4 34.1 64.7 52.2 48.3 30.7 63.3 45.6
Old : 48.4 34.1 64.7 52.2 48.3 30.7 63.3 45.6
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 - Futures Only, February 23, 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 : 194,332: 71,410 46,892 27,140 78,466 88,578 177,016 162,610: 17,316 31,722
Old : 177,615: 65,183 44,554 24,091 73,656 79,312 162,930 147,957: 14,685 29,658
Other: 16,717: 8,718 4,829 558 4,810 9,266 14,086 14,653: 2,631 2,064
: : :
: : Changes in Commitments from: February 16, 2016 :
: -8,857: -4,979 -7,096 -5,945 3,867 5,094 -7,057 -7,947: -1,800 -910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 24.1 14.0 40.4 45.6 91.1 83.7: 8.9 16.3
Old : 100.0: 36.7 25.1 13.6 41.5 44.7 91.7 83.3: 8.3 16.7
Other: 100.0: 52.2 28.9 3.3 28.8 55.4 84.3 87.7: 15.7 12.3
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 89 78 76 66 86 201 210:
Old : 282: 86 85 73 54 84 185 208:
Other: 97: 17 18 9 33 42 54 67:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 13.9 27.0 21.9 15.4 12.0 26.5 19.1
Old : 17.3 13.9 29.4 21.8 16.8 11.8 28.9 18.7
Other: 38.2 28.3 52.5 44.1 36.5 28.2 50.6 43.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, February 23, 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 : 270,927: 70,549 64,625 47,017 122,001 115,161 239,567 226,803: 31,360 44,124
Old : 270,927: 70,549 64,625 47,017 122,001 115,161 239,567 226,803: 31,360 44,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,208: 887 -3,321 -286 -2,931 2,668 -2,330 -939: 1,122 -269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 23.9 17.4 45.0 42.5 88.4 83.7: 11.6 16.3
Old : 100.0: 26.0 23.9 17.4 45.0 42.5 88.4 83.7: 11.6 16.3
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 : 401: 95 100 119 116 143 288 311:
Old : 401: 95 100 119 116 143 288 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 16.3 26.4 24.1 17.6 14.9 25.5 22.2
Old : 17.8 16.3 26.4 24.1 17.6 14.9 25.5 22.2
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 - Futures Only, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,652: 1,361 2,069 976 1,364 589 3,701 3,634: 951 1,018
Old : 4,652: 1,361 2,069 976 1,364 589 3,701 3,634: 951 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -808: 240 -624 -94 -659 24 -513 -694: -295 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 44.5 21.0 29.3 12.7 79.6 78.1: 20.4 21.9
Old : 100.0: 29.3 44.5 21.0 29.3 12.7 79.6 78.1: 20.4 21.9
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 : 65: 18 22 10 17 16 43 42:
Old : 65: 18 22 10 17 16 43 42:
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 : 29.9 33.2 41.9 47.2 21.3 29.1 31.7 36.6
Old : 29.9 33.2 41.9 47.2 21.3 29.1 31.7 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, February 23, 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 : 40,145: 13,510 10,822 7,333 11,902 6,829 32,745 24,984: 7,400 15,161
Old : 40,145: 13,510 10,822 7,333 11,902 6,829 32,745 24,984: 7,400 15,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 768: 308 287 20 94 -210 422 97: 346 671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 27.0 18.3 29.6 17.0 81.6 62.2: 18.4 37.8
Old : 100.0: 33.7 27.0 18.3 29.6 17.0 81.6 62.2: 18.4 37.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 43 56 46 45 49 118 131:
Old : 181: 43 56 46 45 49 118 131:
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 : 18.8 11.8 28.5 19.2 16.6 10.5 24.8 15.8
Old : 18.8 11.8 28.5 19.2 16.6 10.5 24.8 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, February 23, 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 : 5,655: 833 5,082 198 3,487 99 4,518 5,379: 1,137 276
Old : 5,655: 833 5,082 198 3,487 99 4,518 5,379: 1,137 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 457: 183 458 -14 206 0 375 444: 82 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 89.9 3.5 61.7 1.8 79.9 95.1: 20.1 4.9
Old : 100.0: 14.7 89.9 3.5 61.7 1.8 79.9 95.1: 20.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 6 5 9 3 19 10:
Old : 21: 6 6 5 9 3 19 10:
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 : 47.7 89.1 66.5 94.9 47.7 89.0 66.5 90.8
Old : 47.7 89.1 66.5 94.9 47.7 89.0 66.5 90.8
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 - Futures Only, February 23, 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 : 33,343: 3,741 21,761 427 28,638 8,655 32,806 30,843: 537 2,500
Old : 33,343: 3,741 21,761 427 28,638 8,655 32,806 30,843: 537 2,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,103: 128 1,372 6 1,946 453 2,080 1,831: 23 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 65.3 1.3 85.9 26.0 98.4 92.5: 1.6 7.5
Old : 100.0: 11.2 65.3 1.3 85.9 26.0 98.4 92.5: 1.6 7.5
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 : 73: 15 24 13 24 20 43 53:
Old : 73: 15 24 13 24 20 43 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 56.1 75.3 72.3 54.2 56.1 75.0 72.2
Old : 54.3 56.1 75.3 72.3 54.2 56.1 75.0 72.2
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 - Futures Only, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 30,297: 5,427 3,993 41 23,674 25,472 29,142 29,506: 1,155 791
Old : 30,297: 5,427 3,993 41 23,674 25,472 29,142 29,506: 1,155 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,678: -501 -707 17 -1,109 -1,004 -1,593 -1,694: -85 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.2 0.1 78.1 84.1 96.2 97.4: 3.8 2.6
Old : 100.0: 17.9 13.2 0.1 78.1 84.1 96.2 97.4: 3.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 11 3 1 10 10 21 14:
Old : 28: 11 3 1 10 10 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 76.3 86.4 93.1 75.1 73.7 84.9 87.9
Old : 75.2 76.3 86.4 93.1 75.1 73.7 84.9 87.9
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 - Futures Only, February 23, 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 : 157,921: 31,487 68,427 2,443 100,612 57,111 134,542 127,981: 23,379 29,940
Old : 157,921: 31,487 68,427 2,443 100,612 57,111 134,542 127,981: 23,379 29,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -687: 2,410 -5,735 123 -3,192 5,694 -659 82: -28 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 43.3 1.5 63.7 36.2 85.2 81.0: 14.8 19.0
Old : 100.0: 19.9 43.3 1.5 63.7 36.2 85.2 81.0: 14.8 19.0
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 : 83: 19 30 12 20 24 43 62:
Old : 83: 19 30 12 20 24 43 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 38.0 66.6 52.4 53.3 38.0 65.5 52.4
Old : 54.3 38.0 66.6 52.4 53.3 38.0 65.5 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, February 23, 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 : 47,838: 20,213 22,534 1,593 18,730 4,856 40,536 28,983: 7,302 18,855
Old : 47,838: 20,213 22,534 1,593 18,730 4,856 40,536 28,983: 7,302 18,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -726: 72 -1,973 172 1,301 -515 1,545 -2,316: -2,271 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 47.1 3.3 39.2 10.2 84.7 60.6: 15.3 39.4
Old : 100.0: 42.3 47.1 3.3 39.2 10.2 84.7 60.6: 15.3 39.4
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 : 36: 6 13 7 11 10 22 25:
Old : 36: 6 13 7 11 10 22 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 : 57.3 40.0 71.0 49.0 57.1 38.4 70.6 46.2
Old : 57.3 40.0 71.0 49.0 57.1 38.4 70.6 46.2
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 - Futures Only, February 23, 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 : 145,631: 30,149 83,008 18,911 93,210 35,892 142,270 137,811: 3,361 7,820
Old : 145,631: 30,149 83,008 18,911 93,210 35,892 142,270 137,811: 3,361 7,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -15,772: 8,704 -15,822 1,771 -26,370 -1,093 -15,895 -15,144: 123 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 57.0 13.0 64.0 24.6 97.7 94.6: 2.3 5.4
Old : 100.0: 20.7 57.0 13.0 64.0 24.6 97.7 94.6: 2.3 5.4
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 : 118: 29 56 16 19 20 60 82:
Old : 118: 29 56 16 19 20 60 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 : 59.4 47.6 71.3 67.0 53.9 44.7 64.6 59.1
Old : 59.4 47.6 71.3 67.0 53.9 44.7 64.6 59.1
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 - Futures Only, February 23, 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 : 257,214: 35,479 68,547 5,463 198,292 145,504 239,234 219,514: 17,980 37,700
Old : 257,214: 35,479 68,547 5,463 198,292 145,504 239,234 219,514: 17,980 37,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,435: -1,033 -4,220 514 -5,827 -1,056 -6,346 -4,762: 2,911 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 26.6 2.1 77.1 56.6 93.0 85.3: 7.0 14.7
Old : 100.0: 13.8 26.6 2.1 77.1 56.6 93.0 85.3: 7.0 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 26 39 9 22 37 50 83:
Old : 110: 26 39 9 22 37 50 83:
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 : 62.7 41.8 74.1 51.7 62.7 40.9 74.0 50.9
Old : 62.7 41.8 74.1 51.7 62.7 40.9 74.0 50.9
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 - Futures Only, February 23, 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 : 257,064: 92,376 39,642 2,934 131,150 188,392 226,460 230,968: 30,604 26,096
Old : 257,064: 92,376 39,642 2,934 131,150 188,392 226,460 230,968: 30,604 26,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 8,079: 7,858 3,025 134 -676 5,107 7,316 8,266: 763 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 15.4 1.1 51.0 73.3 88.1 89.8: 11.9 10.2
Old : 100.0: 35.9 15.4 1.1 51.0 73.3 88.1 89.8: 11.9 10.2
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 : 128: 45 39 17 24 35 77 83:
Old : 128: 45 39 17 24 35 77 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 53.7 59.0 63.7 49.3 53.5 58.9 62.7
Old : 49.4 53.7 59.0 63.7 49.3 53.5 58.9 62.7
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 - Futures Only, February 23, 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 : 422,624: 107,566 154,423 7,678 258,954 205,427 374,198 367,528: 48,426 55,096
Old : 422,624: 107,566 154,423 7,678 258,954 205,427 374,198 367,528: 48,426 55,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -7,373: -6,404 -7,752 -115 -42 195 -6,561 -7,672: -812 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 36.5 1.8 61.3 48.6 88.5 87.0: 11.5 13.0
Old : 100.0: 25.5 36.5 1.8 61.3 48.6 88.5 87.0: 11.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 59 84 36 53 56 128 160:
Old : 222: 59 84 36 53 56 128 160:
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 : 28.2 37.0 45.6 45.4 28.2 36.9 45.1 45.3
Old : 28.2 37.0 45.6 45.4 28.2 36.9 45.1 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, February 23, 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 : 34,513: 14,727 793 300 7,958 29,087 22,985 30,180: 11,528 4,333
Old : 34,513: 14,727 793 300 7,958 29,087 22,985 30,180: 11,528 4,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -305: 127 0 117 -593 -274 -349 -157: 44 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 2.3 0.9 23.1 84.3 66.6 87.4: 33.4 12.6
Old : 100.0: 42.7 2.3 0.9 23.1 84.3 66.6 87.4: 33.4 12.6
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 : 22: 8 1 2 10 9 18 12:
Old : 22: 8 1 2 10 9 18 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 : 41.0 80.6 53.0 85.8 39.9 80.6 51.1 84.1
Old : 41.0 80.6 53.0 85.8 39.9 80.6 51.1 84.1
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 - Futures Only, February 23, 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 : 12,936: 5,615 4,420 193 6,059 6,998 11,867 11,611: 1,069 1,325
Old : 12,936: 5,615 4,420 193 6,059 6,998 11,867 11,611: 1,069 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -777: 1,073 -1,459 193 -2,168 338 -902 -928: 125 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 34.2 1.5 46.8 54.1 91.7 89.8: 8.3 10.2
Old : 100.0: 43.4 34.2 1.5 46.8 54.1 91.7 89.8: 8.3 10.2
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 : 24: 6 13 3 2 4 10 18:
Old : 24: 6 13 3 2 4 10 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 65.1 91.1 78.8 72.4 65.1 89.9 78.7
Old : 72.8 65.1 91.1 78.8 72.4 65.1 89.9 78.7
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 - Futures Only, February 23, 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 : 32,618: 15,968 22,583 171 13,626 6,031 29,765 28,785: 2,853 3,833
Old : 32,618: 15,968 22,583 171 13,626 6,031 29,765 28,785: 2,853 3,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -978: 1,503 -199 -193 -2,535 -264 -1,225 -656: 247 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 69.2 0.5 41.8 18.5 91.3 88.2: 8.7 11.8
Old : 100.0: 49.0 69.2 0.5 41.8 18.5 91.3 88.2: 8.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 19 19 2 12 12 31 33:
Old : 57: 19 19 2 12 12 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 52.6 60.1 65.7 43.7 52.6 58.8 65.2
Old : 43.9 52.6 60.1 65.7 43.7 52.6 58.8 65.2
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 - Futures Only, February 23, 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 :10,629,147: 1,686,256 2,045,586 1,637,868 6,470,133 5,759,522 9,794,257 9,442,976: 834,890 1,186,171
Old :10,629,147: 1,686,256 2,045,586 1,637,868 6,470,133 5,759,522 9,794,257 9,442,976: 834,890 1,186,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -167,726: -11,977 88,356 -102,733 -72,902 -229,459 -187,612 -243,836: 19,886 76,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 19.2 15.4 60.9 54.2 92.1 88.8: 7.9 11.2
Old : 100.0: 15.9 19.2 15.4 60.9 54.2 92.1 88.8: 7.9 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 : 274: 36 84 93 120 140 230 253:
Old : 274: 36 84 93 120 140 230 253:
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 : 26.0 21.2 41.0 30.5 22.5 14.3 33.0 19.9
Old : 26.0 21.2 41.0 30.5 22.5 14.3 33.0 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, February 23, 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 : 761,112: 81,237 123,282 24,875 515,054 459,692 621,166 607,849: 139,946 153,263
Old : 761,112: 81,237 123,282 24,875 515,054 459,692 621,166 607,849: 139,946 153,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 321: 511 10,154 765 -1,197 -20,186 80 -9,267: 242 9,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 16.2 3.3 67.7 60.4 81.6 79.9: 18.4 20.1
Old : 100.0: 10.7 16.2 3.3 67.7 60.4 81.6 79.9: 18.4 20.1
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 : 598: 102 153 78 227 253 373 440:
Old : 598: 102 153 78 227 253 373 440:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 10.2 23.5 16.5 13.1 8.3 21.3 13.1
Old : 14.7 10.2 23.5 16.5 13.1 8.3 21.3 13.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, February 23, 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 : 142,533: 11,011 11,432 842 102,631 43,427 114,484 55,701: 28,049 86,832
Old : 142,533: 11,011 11,432 842 102,631 43,427 114,484 55,701: 28,049 86,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 2,149: -224 -445 -9 3,377 -2,904 3,144 -3,358: -995 5,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.0 0.6 72.0 30.5 80.3 39.1: 19.7 60.9
Old : 100.0: 7.7 8.0 0.6 72.0 30.5 80.3 39.1: 19.7 60.9
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 : 66: 8 10 5 36 25 48 36:
Old : 66: 8 10 5 36 25 48 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 : 39.0 15.5 52.5 24.7 38.6 15.1 51.6 23.3
Old : 39.0 15.5 52.5 24.7 38.6 15.1 51.6 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, February 23, 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 : 3,092,895: 372,637 580,759 98,655 2,062,116 2,081,327 2,533,408 2,760,741: 559,487 332,154
Old : 3,092,895: 372,637 580,759 98,655 2,062,116 2,081,327 2,533,408 2,760,741: 559,487 332,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -9,138: -3,697 45,620 11,244 -22,869 -86,411 -15,322 -29,547: 6,184 20,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 18.8 3.2 66.7 67.3 81.9 89.3: 18.1 10.7
Old : 100.0: 12.0 18.8 3.2 66.7 67.3 81.9 89.3: 18.1 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 : 592: 101 152 75 218 247 361 432:
Old : 592: 101 152 75 218 247 361 432:
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 : 15.7 12.6 25.6 19.6 14.0 12.1 22.7 18.6
Old : 15.7 12.6 25.6 19.6 14.0 12.1 22.7 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 - Futures Only, February 23, 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 : 98,133: 6,448 8,613 315 84,266 83,504 91,029 92,432: 7,104 5,701
Old : 98,133: 6,448 8,613 315 84,266 83,504 91,029 92,432: 7,104 5,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,651: -331 563 -569 -2,202 -3,967 -3,102 -3,973: -549 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 8.8 0.3 85.9 85.1 92.8 94.2: 7.2 5.8
Old : 100.0: 6.6 8.8 0.3 85.9 85.1 92.8 94.2: 7.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 10 8 4 51 38 64 47:
Old : 90: 10 8 4 51 38 64 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 44.0 54.3 66.8 34.8 44.0 53.6 66.1
Old : 35.3 44.0 54.3 66.8 34.8 44.0 53.6 66.1
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 - Futures Only, February 23, 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 : 52,133: 11,632 11,057 1,166 35,614 34,318 48,411 46,541: 3,722 5,593
Old : 52,133: 11,632 11,057 1,166 35,614 34,318 48,411 46,541: 3,722 5,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,785: -260 -908 93 -1,135 -855 -1,303 -1,670: -482 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 21.2 2.2 68.3 65.8 92.9 89.3: 7.1 10.7
Old : 100.0: 22.3 21.2 2.2 68.3 65.8 92.9 89.3: 7.1 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 : 206: 41 62 18 49 70 100 140:
Old : 206: 41 62 18 49 70 100 140:
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 : 46.2 20.9 55.0 36.0 46.2 20.4 54.3 35.5
Old : 46.2 20.9 55.0 36.0 46.2 20.4 54.3 35.5
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 - Futures Only, February 23, 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 : 260,667: 58,158 55,286 5,830 178,068 171,588 242,056 232,704: 18,611 27,963
Old : 260,667: 58,158 55,286 5,830 178,068 171,588 242,056 232,704: 18,611 27,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -8,925: -1,301 -4,542 463 -5,676 -4,273 -6,514 -8,352: -2,411 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 21.2 2.2 68.3 65.8 92.9 89.3: 7.1 10.7
Old : 100.0: 22.3 21.2 2.2 68.3 65.8 92.9 89.3: 7.1 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 : 206: 41 62 18 49 70 100 140:
Old : 206: 41 62 18 49 70 100 140:
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 : 46.2 20.9 55.0 36.0 46.2 20.4 54.3 35.5
Old : 46.2 20.9 55.0 36.0 46.2 20.4 54.3 35.5
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 - Futures Only, February 23, 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 : 119,526: 72,523 62,948 2,275 25,907 30,500 100,705 95,723: 18,821 23,803
Old : 119,526: 72,523 62,948 2,275 25,907 30,500 100,705 95,723: 18,821 23,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 8,079: 5,783 -985 674 -514 9,387 5,943 9,076: 2,136 -997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 52.7 1.9 21.7 25.5 84.3 80.1: 15.7 19.9
Old : 100.0: 60.7 52.7 1.9 21.7 25.5 84.3 80.1: 15.7 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 : 83: 20 39 9 17 17 44 58:
Old : 83: 20 39 9 17 17 44 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 36.2 65.1 47.8 53.8 36.2 65.1 47.8
Old : 53.8 36.2 65.1 47.8 53.8 36.2 65.1 47.8
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 - Futures Only, February 23, 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 : 40,093: 11,421 6,485 504 20,751 28,490 32,676 35,479: 7,417 4,614
Old : 40,093: 11,421 6,485 504 20,751 28,490 32,676 35,479: 7,417 4,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,091: -1,171 -734 -20 243 -321 -948 -1,075: -143 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 16.2 1.3 51.8 71.1 81.5 88.5: 18.5 11.5
Old : 100.0: 28.5 16.2 1.3 51.8 71.1 81.5 88.5: 18.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 8 2 15 12 29 21:
Old : 46: 13 8 2 15 12 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 67.6 59.4 77.6 44.6 67.6 59.1 77.6
Old : 44.9 67.6 59.4 77.6 44.6 67.6 59.1 77.6
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 - Futures Only, February 23, 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 : 100,935: 31,815 10,828 913 57,092 21,408 89,820 33,149: 11,115 67,786
Old : 100,935: 31,815 10,828 913 57,092 21,408 89,820 33,149: 11,115 67,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -4,372: -2,333 -805 116 -1,123 -343 -3,340 -1,032: -1,032 -3,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 10.7 0.9 56.6 21.2 89.0 32.8: 11.0 67.2
Old : 100.0: 31.5 10.7 0.9 56.6 21.2 89.0 32.8: 11.0 67.2
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: 25 12 9 34 21 63 39:
Old : 85: 25 12 9 34 21 63 39:
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 : 28.0 13.9 38.7 18.9 28.0 11.3 38.7 15.7
Old : 28.0 13.9 38.7 18.9 28.0 11.3 38.7 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016