BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 6,920: 943 1,231 891 3,988 3,681 5,822 5,803: 1,099 1,118
Old : 6,920: 943 1,231 891 3,988 3,681 5,822 5,803: 1,099 1,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 356: 10 89 59 390 253 459 401: -103 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 17.8 12.9 57.6 53.2 84.1 83.8: 15.9 16.2
Old : 100.0: 13.6 17.8 12.9 57.6 53.2 84.1 83.8: 15.9 16.2
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 : 33: 3 10 10 15 15 26 27:
Old : 33: 3 10 10 15 15 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 38.8 54.5 55.8 31.1 37.9 45.9 50.6
Old : 37.1 38.8 54.5 55.8 31.1 37.9 45.9 50.6
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, February 02, 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 : 55,551: 19,908 7,181 12,519 16,743 16,493 49,170 36,193: 6,382 19,359
Old : 55,551: 19,908 7,181 12,519 16,743 16,493 49,170 36,193: 6,382 19,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 789: 667 705 253 112 -17 1,032 941: -243 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 12.9 22.5 30.1 29.7 88.5 65.2: 11.5 34.8
Old : 100.0: 35.8 12.9 22.5 30.1 29.7 88.5 65.2: 11.5 34.8
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 : 84: 14 35 33 31 23 67 69:
Old : 84: 14 35 33 31 23 67 69:
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 : 35.0 21.7 51.7 34.4 33.8 17.9 44.9 23.6
Old : 35.0 21.7 51.7 34.4 33.8 17.9 44.9 23.6
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 with Delta-adjusted Options and Futures Combined, February 02, 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 : 13,743: 294 2,494 2,852 9,665 7,170 12,811 12,516: 932 1,227
Old : 13,743: 294 2,494 2,852 9,665 7,170 12,811 12,516: 932 1,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 510: -26 245 280 223 207 477 731: 33 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.1 20.7 70.3 52.2 93.2 91.1: 6.8 8.9
Old : 100.0: 2.1 18.1 20.7 70.3 52.2 93.2 91.1: 6.8 8.9
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 : 50: 4 18 19 26 20 46 41:
Old : 50: 4 18 19 26 20 46 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 : 35.0 29.9 55.2 49.3 31.3 15.8 40.4 23.5
Old : 35.0 29.9 55.2 49.3 31.3 15.8 40.4 23.5
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, February 02, 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 : 255,450: 59,120 27,776 92,229 83,592 98,932 234,942 218,938: 20,508 36,512
Old : 239,139: 54,393 28,953 86,210 79,781 88,984 220,384 204,146: 18,755 34,992
Other: 16,311: 6,245 342 4,501 3,811 9,949 14,558 14,792: 1,753 1,519
: : :
: : Changes in Commitments from: January 26, 2016 :
: 17,847: 5,945 -3,374 6,685 4,665 12,241 17,296 15,552: 552 2,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 10.9 36.1 32.7 38.7 92.0 85.7: 8.0 14.3
Old : 100.0: 22.7 12.1 36.1 33.4 37.2 92.2 85.4: 7.8 14.6
Other: 100.0: 38.3 2.1 27.6 23.4 61.0 89.3 90.7: 10.7 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 96 109 122 82 85 254 251:
Old : 316: 95 111 121 79 85 249 251:
Other: 92: 26 10 19 27 45 60 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 : 12.0 13.3 22.3 21.7 10.9 9.8 18.9 14.2
Old : 12.3 12.5 22.8 20.6 11.6 8.9 20.2 13.5
Other: 31.1 36.3 49.5 51.5 28.0 26.8 39.4 35.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 381,362: 66,095 51,901 127,780 152,516 144,443 346,392 324,124: 34,971 57,238
Old : 381,362: 66,095 51,901 127,780 152,516 144,443 346,392 324,124: 34,971 57,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -2,028: 4,169 5,418 -1,065 -4,817 -6,182 -1,714 -1,829: -314 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 13.6 33.5 40.0 37.9 90.8 85.0: 9.2 15.0
Old : 100.0: 17.3 13.6 33.5 40.0 37.9 90.8 85.0: 9.2 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 : 411: 104 104 151 150 157 342 344:
Old : 411: 104 104 151 150 157 342 344:
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 : 15.4 13.4 21.5 19.9 14.1 10.8 19.3 15.6
Old : 15.4 13.4 21.5 19.9 14.1 10.8 19.3 15.6
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, February 02, 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 : 6,180: 1,202 3,048 1,253 2,281 671 4,735 4,972: 1,445 1,209
Old : 6,180: 1,202 3,048 1,253 2,281 671 4,735 4,972: 1,445 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 503: 85 354 195 308 13 587 562: -84 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 49.3 20.3 36.9 10.9 76.6 80.4: 23.4 19.6
Old : 100.0: 19.4 49.3 20.3 36.9 10.9 76.6 80.4: 23.4 19.6
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 : 70: 16 25 14 23 16 46 51:
Old : 70: 16 25 14 23 16 46 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 : 25.9 29.6 39.4 46.1 21.4 28.1 31.0 37.6
Old : 25.9 29.6 39.4 46.1 21.4 28.1 31.0 37.6
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 with Delta-adjusted Options and Futures Combined, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 47,795: 12,724 6,990 13,007 13,914 9,270 39,645 29,267: 8,150 18,529
Old : 47,795: 12,724 6,990 13,007 13,914 9,270 39,645 29,267: 8,150 18,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -3,524: 15 367 -3,292 -71 -537 -3,348 -3,463: -176 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 14.6 27.2 29.1 19.4 82.9 61.2: 17.1 38.8
Old : 100.0: 26.6 14.6 27.2 29.1 19.4 82.9 61.2: 17.1 38.8
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 : 180: 41 53 56 62 60 136 145:
Old : 180: 41 53 56 62 60 136 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.2 10.0 25.9 17.4 14.5 6.3 21.9 9.5
Old : 16.2 10.0 25.9 17.4 14.5 6.3 21.9 9.5
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 with Delta-adjusted Options and Futures Combined, February 02, 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 : 5,634: 635 4,782 221 3,487 238 4,343 5,241: 1,291 393
Old : 5,634: 635 4,782 221 3,487 238 4,343 5,241: 1,291 393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 91: 19 86 12 -86 0 -55 98: 147 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 84.9 3.9 61.9 4.2 77.1 93.0: 22.9 7.0
Old : 100.0: 11.3 84.9 3.9 61.9 4.2 77.1 93.0: 22.9 7.0
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 : 20: 6 5 5 9 4 19 10:
Old : 20: 6 5 5 9 4 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 : 45.8 84.9 64.6 92.1 45.8 84.6 62.2 85.3
Old : 45.8 84.9 64.6 92.1 45.8 84.6 62.2 85.3
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, February 02, 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 : 46,320: 2,562 23,478 6,026 36,759 11,668 45,347 41,172: 973 5,147
Old : 46,320: 2,562 23,478 6,026 36,759 11,668 45,347 41,172: 973 5,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 529: 127 191 142 308 50 577 382: -47 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 50.7 13.0 79.4 25.2 97.9 88.9: 2.1 11.1
Old : 100.0: 5.5 50.7 13.0 79.4 25.2 97.9 88.9: 2.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 9 39 26 24 21 54 65:
Old : 83: 9 39 26 24 21 54 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 : 52.7 39.4 70.6 55.7 52.7 39.3 69.4 51.9
Old : 52.7 39.4 70.6 55.7 52.7 39.3 69.4 51.9
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, February 02, 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 : 31,144: 5,391 3,685 0 24,840 26,583 30,231 30,268: 913 876
Old : 31,144: 5,391 3,685 0 24,840 26,583 30,231 30,268: 913 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 857: 1,136 1,561 0 -211 -854 925 707: -68 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 11.8 0.0 79.8 85.4 97.1 97.2: 2.9 2.8
Old : 100.0: 17.3 11.8 0.0 79.8 85.4 97.1 97.2: 2.9 2.8
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 : 30: 12 3 0 9 11 21 14:
Old : 30: 12 3 0 9 11 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 : 76.8 76.0 87.6 92.3 76.8 73.5 86.3 87.9
Old : 76.8 76.0 87.6 92.3 76.8 73.5 86.3 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 with Delta-adjusted Options and Futures Combined, February 02, 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 : 182,522: 27,377 84,170 13,193 117,455 42,496 158,025 139,859: 24,498 42,663
Old : 182,522: 27,377 84,170 13,193 117,455 42,496 158,025 139,859: 24,498 42,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -7,101: -2,648 -17,307 327 -2,083 8,564 -4,404 -8,415: -2,697 1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 46.1 7.2 64.4 23.3 86.6 76.6: 13.4 23.4
Old : 100.0: 15.0 46.1 7.2 64.4 23.3 86.6 76.6: 13.4 23.4
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 : 92: 18 35 19 30 30 56 76:
Old : 92: 18 35 19 30 30 56 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 35.1 60.5 44.7 47.9 35.0 57.9 43.3
Old : 48.9 35.1 60.5 44.7 47.9 35.0 57.9 43.3
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, February 02, 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 : 62,621: 25,321 30,548 2,355 28,614 5,076 56,289 37,978: 6,332 24,643
Old : 62,621: 25,321 30,548 2,355 28,614 5,076 56,289 37,978: 6,332 24,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 3,936: 873 1,139 226 2,475 1,622 3,574 2,987: 361 948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 48.8 3.8 45.7 8.1 89.9 60.6: 10.1 39.4
Old : 100.0: 40.4 48.8 3.8 45.7 8.1 89.9 60.6: 10.1 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 : 42: 9 16 8 10 12 24 31:
Old : 42: 9 16 8 10 12 24 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 : 57.9 39.5 69.9 47.1 57.3 39.5 69.3 46.1
Old : 57.9 39.5 69.9 47.1 57.3 39.5 69.3 46.1
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, February 02, 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 : 167,224: 25,122 103,457 17,286 120,892 37,794 163,299 158,536: 3,925 8,687
Old : 167,224: 25,122 103,457 17,286 120,892 37,794 163,299 158,536: 3,925 8,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -1,391: -3,590 -1,637 317 1,542 -720 -1,731 -2,040: 341 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 61.9 10.3 72.3 22.6 97.7 94.8: 2.3 5.2
Old : 100.0: 15.0 61.9 10.3 72.3 22.6 97.7 94.8: 2.3 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 : 129: 33 64 14 18 21 57 95:
Old : 129: 33 64 14 18 21 57 95:
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 : 68.1 43.7 78.8 62.3 63.6 41.7 72.1 56.0
Old : 68.1 43.7 78.8 62.3 63.6 41.7 72.1 56.0
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, February 02, 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 : 308,316: 31,107 74,555 32,514 226,464 156,536 290,085 263,605: 18,232 44,712
Old : 308,316: 31,107 74,555 32,514 226,464 156,536 290,085 263,605: 18,232 44,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 1,102: -1,127 -3,237 1,870 2,987 2,611 3,731 1,245: -2,629 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 24.2 10.5 73.5 50.8 94.1 85.5: 5.9 14.5
Old : 100.0: 10.1 24.2 10.5 73.5 50.8 94.1 85.5: 5.9 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 26 51 27 25 39 64 104:
Old : 121: 26 51 27 25 39 64 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 34.9 68.8 44.1 56.4 34.2 66.1 42.8
Old : 57.7 34.9 68.8 44.1 56.4 34.2 66.1 42.8
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, February 02, 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 : 271,193: 80,643 40,528 25,137 141,774 171,018 247,554 236,684: 23,638 34,509
Old : 271,193: 80,643 40,528 25,137 141,774 171,018 247,554 236,684: 23,638 34,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -9,820: -11,625 -636 5,073 6,754 -19,676 203 -15,238: -10,023 5,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 14.9 9.3 52.3 63.1 91.3 87.3: 8.7 12.7
Old : 100.0: 29.7 14.9 9.3 52.3 63.1 91.3 87.3: 8.7 12.7
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 : 136: 41 45 32 33 40 94 97:
Old : 136: 41 45 32 33 40 94 97:
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 : 47.5 43.2 55.9 51.6 47.2 41.9 55.5 49.0
Old : 47.5 43.2 55.9 51.6 47.2 41.9 55.5 49.0
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, February 02, 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 : 465,299: 97,245 182,229 38,554 285,312 172,890 421,111 393,673: 44,188 71,626
Old : 465,299: 97,245 182,229 38,554 285,312 172,890 421,111 393,673: 44,188 71,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 5,467: 25,450 -14,623 1,693 -4,812 24,838 22,330 11,908: -16,863 -6,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 39.2 8.3 61.3 37.2 90.5 84.6: 9.5 15.4
Old : 100.0: 20.9 39.2 8.3 61.3 37.2 90.5 84.6: 9.5 15.4
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 : 235: 60 96 65 55 61 148 189:
Old : 235: 60 96 65 55 61 148 189:
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 : 26.9 27.0 43.9 37.7 26.8 26.1 43.4 35.9
Old : 26.9 27.0 43.9 37.7 26.8 26.1 43.4 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 34,847: 14,179 1,348 193 8,331 29,127 22,703 30,668: 12,144 4,179
Old : 34,847: 14,179 1,348 193 8,331 29,127 22,703 30,668: 12,144 4,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 3,000: 6,853 555 193 547 2,754 7,593 3,502: -4,593 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 3.9 0.6 23.9 83.6 65.2 88.0: 34.8 12.0
Old : 100.0: 40.7 3.9 0.6 23.9 83.6 65.2 88.0: 34.8 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 : 22: 7 2 1 9 8 16 11:
Old : 22: 7 2 1 9 8 16 11:
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 : 41.8 80.6 53.6 86.5 40.7 80.6 52.0 85.7
Old : 41.8 80.6 53.6 86.5 40.7 80.6 52.0 85.7
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, February 02, 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 : 14,279: 4,205 7,343 0 9,377 5,730 13,582 13,073: 697 1,206
Old : 14,279: 4,205 7,343 0 9,377 5,730 13,582 13,073: 697 1,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -4,391: -2,556 -3,131 -1,504 -398 192 -4,458 -4,443: 67 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 51.4 0.0 65.7 40.1 95.1 91.6: 4.9 8.4
Old : 100.0: 29.4 51.4 0.0 65.7 40.1 95.1 91.6: 4.9 8.4
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 : 26: 6 15 0 3 3 9 18:
Old : 26: 6 15 0 3 3 9 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 65.3 94.3 80.4 79.0 65.3 94.2 80.4
Old : 79.0 65.3 94.3 80.4 79.0 65.3 94.2 80.4
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, February 02, 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 : 30,979: 13,492 21,928 392 14,585 4,046 28,469 26,366: 2,510 4,613
Old : 30,979: 13,492 21,928 392 14,585 4,046 28,469 26,366: 2,510 4,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 542: -1,674 1,362 57 2,047 -161 430 1,258: 112 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 70.8 1.3 47.1 13.1 91.9 85.1: 8.1 14.9
Old : 100.0: 43.6 70.8 1.3 47.1 13.1 91.9 85.1: 8.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 19 29 5 13 13 34 45:
Old : 69: 19 29 5 13 13 34 45:
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 : 44.5 44.0 60.9 57.2 44.5 44.0 60.8 57.0
Old : 44.5 44.0 60.9 57.2 44.5 44.0 60.8 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,728,045: 1,343,099 1,126,708 9,094,649 8,468,962 8,300,176 18,906,710 18,521,534: 821,335 1,206,512
Old :19,728,045: 1,343,099 1,126,708 9,094,649 8,468,962 8,300,176 18,906,710 18,521,534: 821,335 1,206,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 832,272: -45,050 -10,342 763,028 103,513 68,581 821,491 821,266: 10,781 11,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 5.7 46.1 42.9 42.1 95.8 93.9: 4.2 6.1
Old : 100.0: 6.8 5.7 46.1 42.9 42.1 95.8 93.9: 4.2 6.1
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 : 322: 57 101 122 141 153 281 299:
Old : 322: 57 101 122 141 153 281 299:
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 : 23.4 22.8 36.5 34.7 11.5 8.5 18.0 11.4
Old : 23.4 22.8 36.5 34.7 11.5 8.5 18.0 11.4
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, February 02, 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 : 902,242: 72,156 118,894 102,394 584,374 534,055 758,924 755,344: 143,318 146,898
Old : 902,242: 72,156 118,894 102,394 584,374 534,055 758,924 755,344: 143,318 146,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 31,431: -5,455 20,251 -805 33,046 -2,490 26,787 16,956: 4,644 14,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 13.2 11.3 64.8 59.2 84.1 83.7: 15.9 16.3
Old : 100.0: 8.0 13.2 11.3 64.8 59.2 84.1 83.7: 15.9 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 : 650: 143 157 160 257 269 486 500:
Old : 650: 143 157 160 257 269 486 500:
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 : 13.2 10.8 21.7 17.9 10.1 6.7 17.7 11.0
Old : 13.2 10.8 21.7 17.9 10.1 6.7 17.7 11.0
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, February 02, 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 : 177,351: 14,201 10,513 20,296 110,920 68,310 145,417 99,119: 31,934 78,232
Old : 177,351: 14,201 10,513 20,296 110,920 68,310 145,417 99,119: 31,934 78,232
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 16,034: -881 3,509 989 17,582 1,819 17,689 6,317: -1,656 9,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.9 11.4 62.5 38.5 82.0 55.9: 18.0 44.1
Old : 100.0: 8.0 5.9 11.4 62.5 38.5 82.0 55.9: 18.0 44.1
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 : 82: 17 13 22 46 41 75 64:
Old : 82: 17 13 22 46 41 75 64:
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 : 25.8 18.3 37.9 27.0 24.4 12.6 33.2 18.3
Old : 25.8 18.3 37.9 27.0 24.4 12.6 33.2 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 3,624,457: 323,446 575,575 376,822 2,367,267 2,328,729 3,067,535 3,281,125: 556,922 343,332
Old : 3,624,457: 323,446 575,575 376,822 2,367,267 2,328,729 3,067,535 3,281,125: 556,922 343,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 76,986: -33,901 72,672 2,069 77,321 -21,545 45,489 53,196: 31,498 23,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 15.9 10.4 65.3 64.3 84.6 90.5: 15.4 9.5
Old : 100.0: 8.9 15.9 10.4 65.3 64.3 84.6 90.5: 15.4 9.5
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 : 631: 137 152 151 247 261 464 484:
Old : 631: 137 152 151 247 261 464 484:
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 10.9 24.3 19.1 12.0 9.5 20.5 15.3
Old : 14.7 10.9 24.3 19.1 12.0 9.5 20.5 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 102,247: 7,483 9,735 500 87,869 85,463 95,852 95,698: 6,395 6,549
Old : 102,247: 7,483 9,735 500 87,869 85,463 95,852 95,698: 6,395 6,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -1,188: -615 -21 61 331 -2,291 -223 -2,251: -965 1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.5 0.5 85.9 83.6 93.7 93.6: 6.3 6.4
Old : 100.0: 7.3 9.5 0.5 85.9 83.6 93.7 93.6: 6.3 6.4
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 : 95: 9 8 4 56 38 68 47:
Old : 95: 9 8 4 56 38 68 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 : 35.2 42.3 53.9 64.4 34.8 42.3 53.4 63.9
Old : 35.2 42.3 53.9 64.4 34.8 42.3 53.4 63.9
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, February 02, 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 : 58,682: 14,244 9,921 2,842 37,367 40,915 54,452 53,678: 4,229 5,004
Old : 58,682: 14,244 9,921 2,842 37,367 40,915 54,452 53,678: 4,229 5,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 374: 62 1,763 194 532 -2,025 788 -68: -414 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 16.9 4.8 63.7 69.7 92.8 91.5: 7.2 8.5
Old : 100.0: 24.3 16.9 4.8 63.7 69.7 92.8 91.5: 7.2 8.5
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 : 203: 52 41 23 68 64 130 118:
Old : 203: 52 41 23 68 64 130 118:
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 : 40.6 24.2 48.8 39.7 40.5 23.8 47.8 39.4
Old : 40.6 24.2 48.8 39.7 40.5 23.8 47.8 39.4
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, February 02, 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 : 293,409: 71,220 49,607 14,209 186,833 204,576 272,262 268,391: 21,147 25,018
Old : 293,409: 71,220 49,607 14,209 186,833 204,576 272,262 268,391: 21,147 25,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 1,868: 310 8,815 970 2,659 -10,124 3,939 -339: -2,072 2,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 16.9 4.8 63.7 69.7 92.8 91.5: 7.2 8.5
Old : 100.0: 24.3 16.9 4.8 63.7 69.7 92.8 91.5: 7.2 8.5
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 : 203: 52 41 23 68 64 130 118:
Old : 203: 52 41 23 68 64 130 118:
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 : 40.6 24.2 48.8 39.7 40.5 23.8 47.8 39.4
Old : 40.6 24.2 48.8 39.7 40.5 23.8 47.8 39.4
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, February 02, 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 : 136,856: 50,741 77,116 8,875 59,515 17,392 119,132 103,383: 17,724 33,473
Old : 136,856: 50,741 77,116 8,875 59,515 17,392 119,132 103,383: 17,724 33,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -5,049: 4,777 -2,130 301 -9,824 -622 -4,746 -2,451: -303 -2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 56.3 6.5 43.5 12.7 87.0 75.5: 13.0 24.5
Old : 100.0: 37.1 56.3 6.5 43.5 12.7 87.0 75.5: 13.0 24.5
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 : 89: 18 44 21 22 20 52 73:
Old : 89: 18 44 21 22 20 52 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 32.3 65.6 39.7 49.3 32.3 64.0 39.5
Old : 50.5 32.3 65.6 39.7 49.3 32.3 64.0 39.5
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, February 02, 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 : 42,282: 13,236 8,589 13 21,372 28,570 34,621 37,172: 7,661 5,110
Old : 42,282: 13,236 8,589 13 21,372 28,570 34,621 37,172: 7,661 5,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -929: 2,202 -363 -147 -337 158 1,718 -352: -2,647 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 20.3 0.0 50.5 67.6 81.9 87.9: 18.1 12.1
Old : 100.0: 31.3 20.3 0.0 50.5 67.6 81.9 87.9: 18.1 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 : 50: 13 10 1 17 12 31 22:
Old : 50: 13 10 1 17 12 31 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 65.7 61.0 76.3 42.3 65.7 60.8 76.3
Old : 42.5 65.7 61.0 76.3 42.3 65.7 60.8 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 94,529: 33,881 9,574 1,318 48,468 18,377 83,667 29,269: 10,862 65,260
Old : 94,529: 33,881 9,574 1,318 48,468 18,377 83,667 29,269: 10,862 65,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: -7,937: -174 533 818 -8,618 -1,519 -7,974 -168: 37 -7,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 10.1 1.4 51.3 19.4 88.5 31.0: 11.5 69.0
Old : 100.0: 35.8 10.1 1.4 51.3 19.4 88.5 31.0: 11.5 69.0
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 : 91: 31 13 5 33 22 66 39:
Old : 91: 31 13 5 33 22 66 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 : 22.0 15.4 32.5 19.7 21.4 13.0 31.9 17.3
Old : 22.0 15.4 32.5 19.7 21.4 13.0 31.9 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2016