BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 6,466: 859 1,186 789 3,993 3,516 5,641 5,492: 825 974
Old : 6,466: 859 1,186 789 3,993 3,516 5,641 5,492: 825 974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -454: -84 -45 -102 5 -165 -180 -311: -274 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 18.3 12.2 61.8 54.4 87.2 84.9: 12.8 15.1
Old : 100.0: 13.3 18.3 12.2 61.8 54.4 87.2 84.9: 12.8 15.1
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 : 34: 4 9 9 15 15 25 27:
Old : 34: 4 9 9 15 15 25 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 : 36.9 40.5 55.5 57.7 30.7 39.2 47.2 52.1
Old : 36.9 40.5 55.5 57.7 30.7 39.2 47.2 52.1
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 51,328: 19,107 6,474 10,954 15,443 15,875 45,504 33,303: 5,824 18,024
Old : 51,328: 19,107 6,474 10,954 15,443 15,875 45,504 33,303: 5,824 18,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -4,224: -801 -708 -1,565 -1,300 -617 -3,666 -2,889: -558 -1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 12.6 21.3 30.1 30.9 88.7 64.9: 11.3 35.1
Old : 100.0: 37.2 12.6 21.3 30.1 30.9 88.7 64.9: 11.3 35.1
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 : 79: 16 28 30 31 23 64 64:
Old : 79: 16 28 30 31 23 64 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 : 36.1 23.1 53.0 36.0 34.8 19.8 46.2 26.1
Old : 36.1 23.1 53.0 36.0 34.8 19.8 46.2 26.1
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 09, 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 : 11,862: 211 1,892 2,481 8,136 6,435 10,828 10,808: 1,034 1,054
Old : 11,862: 211 1,892 2,481 8,136 6,435 10,828 10,808: 1,034 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -1,881: -84 -602 -370 -1,529 -736 -1,983 -1,708: 102 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 15.9 20.9 68.6 54.2 91.3 91.1: 8.7 8.9
Old : 100.0: 1.8 15.9 20.9 68.6 54.2 91.3 91.1: 8.7 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 : 45: 5 14 17 24 21 42 39:
Old : 45: 5 14 17 24 21 42 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 : 34.3 31.9 53.8 51.6 31.5 17.9 40.8 26.6
Old : 34.3 31.9 53.8 51.6 31.5 17.9 40.8 26.6
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 with Delta-adjusted Options and Futures Combined, February 09, 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 : 267,159: 63,993 26,908 96,251 86,129 105,488 246,374 228,648: 20,785 38,511
Old : 247,689: 58,166 28,345 89,634 81,405 93,235 229,205 211,214: 18,484 36,474
Other: 19,470: 7,601 337 4,843 4,725 12,253 17,169 17,434: 2,301 2,036
: : :
: : Changes in Commitments from: February 2, 2016 :
: 11,709: 4,873 -868 4,022 2,537 6,556 11,432 9,710: 277 1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 10.1 36.0 32.2 39.5 92.2 85.6: 7.8 14.4
Old : 100.0: 23.5 11.4 36.2 32.9 37.6 92.5 85.3: 7.5 14.7
Other: 100.0: 39.0 1.7 24.9 24.3 62.9 88.2 89.5: 11.8 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 103 101 126 84 92 264 252:
Old : 317: 100 105 124 81 92 258 252:
Other: 100: 28 9 20 29 51 63 74:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 13.2 22.3 21.4 11.0 9.7 19.0 14.0
Old : 12.8 12.5 23.1 20.5 11.8 9.1 20.5 13.4
Other: 28.9 32.8 45.0 47.8 25.5 25.4 36.3 36.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 339,982: 71,811 51,574 94,833 139,146 136,325 305,790 282,732: 34,193 57,251
Old : 339,982: 71,811 51,574 94,833 139,146 136,325 305,790 282,732: 34,193 57,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -41,380: 5,716 -327 -32,947 -13,371 -8,118 -40,602 -41,392: -778 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.2 27.9 40.9 40.1 89.9 83.2: 10.1 16.8
Old : 100.0: 21.1 15.2 27.9 40.9 40.1 89.9 83.2: 10.1 16.8
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 : 409: 108 92 143 143 153 330 336:
Old : 409: 108 92 143 143 153 330 336:
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 13.7 22.2 20.3 15.2 12.4 21.2 18.0
Old : 15.7 13.7 22.2 20.3 15.2 12.4 21.2 18.0
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,858: 1,101 2,633 1,272 2,055 716 4,428 4,620: 1,430 1,238
Old : 5,858: 1,101 2,633 1,272 2,055 716 4,428 4,620: 1,430 1,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -322: -101 -415 19 -226 45 -308 -351: -15 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 44.9 21.7 35.1 12.2 75.6 78.9: 24.4 21.1
Old : 100.0: 18.8 44.9 21.7 35.1 12.2 75.6 78.9: 24.4 21.1
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 : 64: 15 23 14 20 14 42 47:
Old : 64: 15 23 14 20 14 42 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 : 27.0 29.2 40.7 44.1 21.3 26.8 31.4 35.1
Old : 27.0 29.2 40.7 44.1 21.3 26.8 31.4 35.1
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 09, 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 : 50,799: 13,276 8,864 14,472 14,268 8,860 42,016 32,196: 8,783 18,603
Old : 50,799: 13,276 8,864 14,472 14,268 8,860 42,016 32,196: 8,783 18,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 3,004: 552 1,874 1,465 354 -409 2,371 2,930: 633 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 17.4 28.5 28.1 17.4 82.7 63.4: 17.3 36.6
Old : 100.0: 26.1 17.4 28.5 28.1 17.4 82.7 63.4: 17.3 36.6
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 : 194: 42 59 59 69 61 151 150:
Old : 194: 42 59 59 69 61 151 150:
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 : 15.5 10.8 25.1 18.5 13.5 6.9 20.0 10.5
Old : 15.5 10.8 25.1 18.5 13.5 6.9 20.0 10.5
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 09, 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 : 5,252: 657 4,478 208 3,250 168 4,115 4,854: 1,137 398
Old : 5,252: 657 4,478 208 3,250 168 4,115 4,854: 1,137 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -382: 22 -304 -13 -237 -70 -228 -387: -154 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 85.3 4.0 61.9 3.2 78.3 92.4: 21.7 7.6
Old : 100.0: 12.5 85.3 4.0 61.9 3.2 78.3 92.4: 21.7 7.6
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 : 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 : 46.2 85.1 64.6 92.2 45.4 84.9 63.2 86.1
Old : 46.2 85.1 64.6 92.2 45.4 84.9 63.2 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 42,383: 2,531 21,517 5,247 33,661 10,919 41,439 37,683: 944 4,699
Old : 42,383: 2,531 21,517 5,247 33,661 10,919 41,439 37,683: 944 4,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -3,937: -31 -1,961 -780 -3,097 -748 -3,908 -3,489: -29 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 50.8 12.4 79.4 25.8 97.8 88.9: 2.2 11.1
Old : 100.0: 6.0 50.8 12.4 79.4 25.8 97.8 88.9: 2.2 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 : 78: 8 35 24 24 22 52 61:
Old : 78: 8 35 24 24 22 52 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 40.3 70.9 57.2 53.4 40.2 69.8 54.1
Old : 53.4 40.3 70.9 57.2 53.4 40.2 69.8 54.1
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 09, 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 : 30,948: 5,156 3,437 15 24,833 26,692 30,004 30,144: 944 804
Old : 30,948: 5,156 3,437 15 24,833 26,692 30,004 30,144: 944 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -196: -235 -248 15 -7 109 -227 -124: 31 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 11.1 0.0 80.2 86.2 96.9 97.4: 3.1 2.6
Old : 100.0: 16.7 11.1 0.0 80.2 86.2 96.9 97.4: 3.1 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 : 31: 12 3 1 9 12 21 16:
Old : 31: 12 3 1 9 12 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 76.4 87.4 92.8 76.8 73.9 86.0 87.6
Old : 76.8 76.4 87.4 92.8 76.8 73.9 86.0 87.6
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 09, 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 : 176,634: 26,724 79,560 9,988 114,262 53,649 150,974 143,197: 25,660 33,437
Old : 176,634: 26,724 79,560 9,988 114,262 53,649 150,974 143,197: 25,660 33,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -5,888: -653 -4,611 -3,205 -3,193 11,153 -7,051 3,338: 1,162 -9,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 45.0 5.7 64.7 30.4 85.5 81.1: 14.5 18.9
Old : 100.0: 15.1 45.0 5.7 64.7 30.4 85.5 81.1: 14.5 18.9
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 : 86: 16 35 17 27 27 52 70:
Old : 86: 16 35 17 27 27 52 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 37.3 63.1 50.4 49.6 37.1 61.0 50.0
Old : 51.3 37.3 63.1 50.4 49.6 37.1 61.0 50.0
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 09, 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 : 56,398: 20,350 27,076 3,568 24,011 6,639 47,929 37,284: 8,470 19,115
Old : 56,398: 20,350 27,076 3,568 24,011 6,639 47,929 37,284: 8,470 19,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -6,223: -4,971 -3,471 1,214 -4,603 1,563 -8,361 -695: 2,138 -5,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 48.0 6.3 42.6 11.8 85.0 66.1: 15.0 33.9
Old : 100.0: 36.1 48.0 6.3 42.6 11.8 85.0 66.1: 15.0 33.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 8 12 11 11 12 24 30:
Old : 38: 8 12 11 11 12 24 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 39.5 68.2 48.9 55.4 39.5 67.1 46.5
Old : 56.4 39.5 68.2 48.9 55.4 39.5 67.1 46.5
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 09, 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 : 156,411: 41,907 88,224 23,083 87,942 36,938 152,932 148,245: 3,479 8,166
Old : 156,411: 41,907 88,224 23,083 87,942 36,938 152,932 148,245: 3,479 8,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -10,813: 16,786 -15,233 5,798 -32,951 -856 -10,367 -10,291: -446 -521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 56.4 14.8 56.2 23.6 97.8 94.8: 2.2 5.2
Old : 100.0: 26.8 56.4 14.8 56.2 23.6 97.8 94.8: 2.2 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 : 124: 30 61 18 17 20 60 90:
Old : 124: 30 61 18 17 20 60 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 44.6 74.0 63.8 56.6 42.3 66.0 54.3
Old : 61.3 44.6 74.0 63.8 56.6 42.3 66.0 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 281,903: 30,857 66,438 19,610 213,631 160,270 264,098 246,318: 17,805 35,585
Old : 281,903: 30,857 66,438 19,610 213,631 160,270 264,098 246,318: 17,805 35,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -26,413: -251 -8,117 -12,903 -12,833 3,734 -25,987 -17,287: -427 -9,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 23.6 7.0 75.8 56.9 93.7 87.4: 6.3 12.6
Old : 100.0: 10.9 23.6 7.0 75.8 56.9 93.7 87.4: 6.3 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 : 112: 25 41 22 24 42 60 94:
Old : 112: 25 41 22 24 42 60 94:
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 : 60.1 39.0 70.9 49.3 58.6 38.3 69.3 48.5
Old : 60.1 39.0 70.9 49.3 58.6 38.3 69.3 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 278,398: 73,179 32,509 23,356 153,065 190,202 249,600 246,067: 28,798 32,331
Old : 278,398: 73,179 32,509 23,356 153,065 190,202 249,600 246,067: 28,798 32,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 7,205: -7,464 -8,019 -1,781 11,291 19,184 2,045 9,384: 5,160 -2,179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 11.7 8.4 55.0 68.3 89.7 88.4: 10.3 11.6
Old : 100.0: 26.3 11.7 8.4 55.0 68.3 89.7 88.4: 10.3 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 49 36 28 31 38 95 87:
Old : 133: 49 36 28 31 38 95 87:
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 : 41.4 46.4 51.7 55.6 41.2 45.4 50.3 52.8
Old : 41.4 46.4 51.7 55.6 41.2 45.4 50.3 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 512,710: 113,560 167,837 52,467 293,560 226,360 459,587 446,665: 53,122 66,045
Old : 512,710: 113,560 167,837 52,467 293,560 226,360 459,587 446,665: 53,122 66,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 47,411: 16,314 -14,392 13,914 8,249 53,470 38,477 52,992: 8,934 -5,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 32.7 10.2 57.3 44.1 89.6 87.1: 10.4 12.9
Old : 100.0: 22.1 32.7 10.2 57.3 44.1 89.6 87.1: 10.4 12.9
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 : 239: 66 94 64 56 60 153 187:
Old : 239: 66 94 64 56 60 153 187:
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 : 23.8 30.4 39.5 38.5 23.6 29.3 38.8 36.8
Old : 23.8 30.4 39.5 38.5 23.6 29.3 38.8 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 35,194: 15,119 1,358 211 8,403 29,348 23,733 30,917: 11,461 4,277
Old : 35,194: 15,119 1,358 211 8,403 29,348 23,733 30,917: 11,461 4,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 347: 940 10 18 72 221 1,030 249: -683 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 3.9 0.6 23.9 83.4 67.4 87.8: 32.6 12.2
Old : 100.0: 43.0 3.9 0.6 23.9 83.4 67.4 87.8: 32.6 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 2 2 10 9 19 12:
Old : 24: 8 2 2 10 9 19 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 : 40.0 79.8 51.7 85.6 38.9 79.8 49.9 84.8
Old : 40.0 79.8 51.7 85.6 38.9 79.8 49.9 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 14,405: 4,584 7,157 17 8,796 6,004 13,397 13,178: 1,008 1,227
Old : 14,405: 4,584 7,157 17 8,796 6,004 13,397 13,178: 1,008 1,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 126: 379 -186 17 -581 274 -185 105: 311 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 49.7 0.1 61.1 41.7 93.0 91.5: 7.0 8.5
Old : 100.0: 31.8 49.7 0.1 61.1 41.7 93.0 91.5: 7.0 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 : 27: 6 16 1 2 4 9 20:
Old : 27: 6 16 1 2 4 9 20:
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 : 79.1 63.7 92.9 78.0 78.2 63.7 92.0 78.0
Old : 79.1 63.7 92.9 78.0 78.2 63.7 92.0 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 33,544: 13,666 22,805 414 16,620 6,621 30,700 29,840: 2,844 3,704
Old : 33,544: 13,666 22,805 414 16,620 6,621 30,700 29,840: 2,844 3,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 2,565: 174 877 22 2,035 2,575 2,231 3,474: 334 -909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 68.0 1.2 49.5 19.7 91.5 89.0: 8.5 11.0
Old : 100.0: 40.7 68.0 1.2 49.5 19.7 91.5 89.0: 8.5 11.0
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 : 58: 20 17 5 14 12 35 33:
Old : 58: 20 17 5 14 12 35 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 : 44.9 52.8 62.2 66.1 44.8 52.8 62.1 65.9
Old : 44.9 52.8 62.2 66.1 44.8 52.8 62.1 65.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :20,897,711: 1,319,999 1,071,532 10,042,166 8,653,433 8,541,844 20,015,598 19,655,542: 882,113 1,242,169
Old :20,897,711: 1,319,999 1,071,532 10,042,166 8,653,433 8,541,844 20,015,598 19,655,542: 882,113 1,242,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 1,169,666: -23,100 -55,176 947,516 184,471 241,668 1,108,887 1,134,008: 60,778 35,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 5.1 48.1 41.4 40.9 95.8 94.1: 4.2 5.9
Old : 100.0: 6.3 5.1 48.1 41.4 40.9 95.8 94.1: 4.2 5.9
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 : 315: 51 103 120 145 154 280 295:
Old : 315: 51 103 120 145 154 280 295:
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 : 23.8 23.1 36.2 35.0 10.4 7.7 16.1 10.3
Old : 23.8 23.1 36.2 35.0 10.4 7.7 16.1 10.3
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 09, 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 : 970,536: 82,749 116,736 115,229 615,519 581,695 813,498 813,661: 157,038 156,875
Old : 970,536: 82,749 116,736 115,229 615,519 581,695 813,498 813,661: 157,038 156,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 68,293: 10,593 -2,158 12,835 31,145 47,640 54,574 58,317: 13,719 9,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 12.0 11.9 63.4 59.9 83.8 83.8: 16.2 16.2
Old : 100.0: 8.5 12.0 11.9 63.4 59.9 83.8 83.8: 16.2 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 : 639: 146 140 159 259 275 482 497:
Old : 639: 146 140 159 259 275 482 497:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 11.2 20.5 18.0 9.2 6.4 16.1 10.2
Old : 12.5 11.2 20.5 18.0 9.2 6.4 16.1 10.2
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 09, 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 : 204,665: 20,047 6,646 27,162 123,039 82,212 170,248 116,021: 34,417 88,644
Old : 204,665: 20,047 6,646 27,162 123,039 82,212 170,248 116,021: 34,417 88,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 27,315: 5,846 -3,867 6,866 12,119 13,903 24,832 16,902: 2,483 10,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 3.2 13.3 60.1 40.2 83.2 56.7: 16.8 43.3
Old : 100.0: 9.8 3.2 13.3 60.1 40.2 83.2 56.7: 16.8 43.3
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 : 82: 17 12 24 47 42 76 66:
Old : 82: 17 12 24 47 42 76 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 16.3 36.8 24.4 23.3 10.4 31.6 15.5
Old : 24.3 16.3 36.8 24.4 23.3 10.4 31.6 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 3,829,352: 332,113 569,052 421,735 2,462,398 2,497,414 3,216,246 3,488,200: 613,106 341,152
Old : 3,829,352: 332,113 569,052 421,735 2,462,398 2,497,414 3,216,246 3,488,200: 613,106 341,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 204,895: 8,667 -6,523 44,913 95,131 168,685 148,711 207,075: 56,184 -2,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 14.9 11.0 64.3 65.2 84.0 91.1: 16.0 8.9
Old : 100.0: 8.7 14.9 11.0 64.3 65.2 84.0 91.1: 16.0 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 : 622: 140 137 151 250 266 463 481:
Old : 622: 140 137 151 250 266 463 481:
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 : 13.8 11.3 22.9 19.1 11.1 9.3 18.7 14.5
Old : 13.8 11.3 22.9 19.1 11.1 9.3 18.7 14.5
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 09, 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 : 100,764: 7,081 7,998 534 85,903 85,979 93,518 94,511: 7,246 6,253
Old : 100,764: 7,081 7,998 534 85,903 85,979 93,518 94,511: 7,246 6,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -1,483: -402 -1,737 34 -1,966 516 -2,334 -1,187: 851 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.9 0.5 85.3 85.3 92.8 93.8: 7.2 6.2
Old : 100.0: 7.0 7.9 0.5 85.3 85.3 92.8 93.8: 7.2 6.2
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 : 91: 10 9 4 52 36 65 46:
Old : 91: 10 9 4 52 36 65 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 42.3 55.8 66.6 36.2 42.2 55.1 65.9
Old : 36.7 42.3 55.8 66.6 36.2 42.2 55.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 63,489: 13,327 11,410 4,218 41,006 42,899 58,551 58,526: 4,938 4,963
Old : 63,489: 13,327 11,410 4,218 41,006 42,899 58,551 58,526: 4,938 4,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 4,807: -917 1,488 1,376 3,640 1,984 4,099 4,848: 708 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.0 6.6 64.6 67.6 92.2 92.2: 7.8 7.8
Old : 100.0: 21.0 18.0 6.6 64.6 67.6 92.2 92.2: 7.8 7.8
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 : 218: 51 58 25 67 65 133 134:
Old : 218: 51 58 25 67 65 133 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 20.5 46.3 34.4 37.3 20.1 44.7 34.1
Old : 38.1 20.5 46.3 34.4 37.3 20.1 44.7 34.1
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 09, 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 : 317,446: 66,636 57,049 21,089 205,032 214,495 292,757 292,632: 24,689 24,813
Old : 317,446: 66,636 57,049 21,089 205,032 214,495 292,757 292,632: 24,689 24,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 24,037: -4,584 7,442 6,880 18,199 9,919 20,495 24,241: 3,542 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.0 6.6 64.6 67.6 92.2 92.2: 7.8 7.8
Old : 100.0: 21.0 18.0 6.6 64.6 67.6 92.2 92.2: 7.8 7.8
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 : 218: 51 58 25 67 65 133 134:
Old : 218: 51 58 25 67 65 133 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 20.5 46.3 34.4 37.3 20.1 44.7 34.1
Old : 38.1 20.5 46.3 34.4 37.3 20.1 44.7 34.1
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 09, 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 : 128,918: 63,338 68,851 9,365 37,697 23,425 110,399 101,640: 18,519 27,278
Old : 128,918: 63,338 68,851 9,365 37,697 23,425 110,399 101,640: 18,519 27,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -7,938: 12,596 -8,265 490 -21,819 6,033 -8,732 -1,743: 795 -6,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 53.4 7.3 29.2 18.2 85.6 78.8: 14.4 21.2
Old : 100.0: 49.1 53.4 7.3 29.2 18.2 85.6 78.8: 14.4 21.2
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 : 83: 19 39 18 19 18 49 65:
Old : 83: 19 39 18 19 18 49 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 : 48.0 33.9 61.5 42.4 46.8 33.8 59.4 42.4
Old : 48.0 33.9 61.5 42.4 46.8 33.8 59.4 42.4
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 09, 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 : 41,491: 13,010 7,622 0 20,795 28,696 33,805 36,318: 7,686 5,173
Old : 41,491: 13,010 7,622 0 20,795 28,696 33,805 36,318: 7,686 5,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: -791: -226 -967 -13 -577 126 -816 -854: 25 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 18.4 0.0 50.1 69.2 81.5 87.5: 18.5 12.5
Old : 100.0: 31.4 18.4 0.0 50.1 69.2 81.5 87.5: 18.5 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 11 9 0 16 14 27 23:
Old : 48: 11 9 0 16 14 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 66.9 61.5 76.7 43.1 66.9 61.2 76.7
Old : 43.3 66.9 61.5 76.7 43.1 66.9 61.2 76.7
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 09, 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 : 101,027: 36,944 11,938 1,218 51,238 22,709 89,400 35,865: 11,627 65,162
Old : 101,027: 36,944 11,938 1,218 51,238 22,709 89,400 35,865: 11,627 65,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 6,498: 3,063 2,364 -100 2,770 4,332 5,733 6,596: 765 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 11.8 1.2 50.7 22.5 88.5 35.5: 11.5 64.5
Old : 100.0: 36.6 11.8 1.2 50.7 22.5 88.5 35.5: 11.5 64.5
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 : 100: 34 17 5 34 23 70 44:
Old : 100: 34 17 5 34 23 70 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 15.2 36.0 21.5 25.9 13.5 35.4 19.2
Old : 26.5 15.2 36.0 21.5 25.9 13.5 35.4 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2016