BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,605: 976 1,436 968 4,764 4,014 6,708 6,418: 898 1,187
Old : 7,605: 976 1,436 968 4,764 4,014 6,708 6,418: 898 1,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 593: 34 -37 130 385 368 549 461: 43 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 18.9 12.7 62.6 52.8 88.2 84.4: 11.8 15.6
Old : 100.0: 12.8 18.9 12.7 62.6 52.8 88.2 84.4: 11.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 9 10 18 17 29 29:
Old : 36: 4 9 10 18 17 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 42.1 54.4 58.0 33.2 41.1 49.1 52.9
Old : 36.8 42.1 54.4 58.0 33.2 41.1 49.1 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 56,609: 20,825 7,052 12,378 16,828 17,678 50,032 37,108: 6,577 19,501
Old : 56,609: 20,825 7,052 12,378 16,828 17,678 50,032 37,108: 6,577 19,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,499: 822 107 946 1,114 1,263 2,883 2,315: 616 1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 12.5 21.9 29.7 31.2 88.4 65.6: 11.6 34.4
Old : 100.0: 36.8 12.5 21.9 29.7 31.2 88.4 65.6: 11.6 34.4
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 : 83: 16 29 31 33 25 66 68:
Old : 83: 16 29 31 33 25 66 68:
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 : 35.7 22.4 52.2 35.4 34.5 18.6 45.4 24.6
Old : 35.7 22.4 52.2 35.4 34.5 18.6 45.4 24.6
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 12,066: 244 1,822 2,456 8,329 6,665 11,029 10,943: 1,038 1,123
Old : 12,066: 244 1,822 2,456 8,329 6,665 11,029 10,943: 1,038 1,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 183: 17 6 51 110 85 178 142: 5 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 15.1 20.4 69.0 55.2 91.4 90.7: 8.6 9.3
Old : 100.0: 2.0 15.1 20.4 69.0 55.2 91.4 90.7: 8.6 9.3
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 : 47: 4 16 17 24 22 42 41:
Old : 47: 4 16 17 24 22 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 30.9 53.5 49.0 32.2 19.1 41.5 29.7
Old : 34.8 30.9 53.5 49.0 32.2 19.1 41.5 29.7
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 246,350: 71,550 23,143 68,813 86,389 115,150 226,752 207,106: 19,598 39,244
Old : 223,329: 65,129 24,866 60,970 80,382 100,870 206,481 186,705: 16,848 36,624
Other: 23,020: 9,008 865 5,256 6,007 14,280 20,271 20,401: 2,749 2,620
: : :
: : Changes in Commitments from: February 16, 2016 :
: -33,947: 731 -4,346 -32,038 -802 3,609 -32,109 -32,775: -1,837 -1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.4 27.9 35.1 46.7 92.0 84.1: 8.0 15.9
Old : 100.0: 29.2 11.1 27.3 36.0 45.2 92.5 83.6: 7.5 16.4
Other: 100.0: 39.1 3.8 22.8 26.1 62.0 88.1 88.6: 11.9 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 101 75 106 84 92 246 224:
Old : 293: 95 84 104 79 92 238 224:
Other: 103: 28 7 21 36 51 69 76:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 14.4 22.8 22.6 12.2 11.5 20.9 16.5
Old : 13.8 13.7 24.3 21.7 13.4 11.1 23.0 16.3
Other: 31.6 32.4 46.9 46.6 27.3 25.1 37.5 34.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 346,499: 73,031 48,408 101,864 136,350 140,793 311,246 291,065: 35,253 55,434
Old : 346,499: 73,031 48,408 101,864 136,350 140,793 311,246 291,065: 35,253 55,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 16: 1,131 -3,740 1,821 -3,942 2,284 -990 365: 1,005 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 14.0 29.4 39.4 40.6 89.8 84.0: 10.2 16.0
Old : 100.0: 21.1 14.0 29.4 39.4 40.6 89.8 84.0: 10.2 16.0
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 : 412: 109 95 137 155 151 342 327:
Old : 412: 109 95 137 155 151 342 327:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 13.2 21.2 19.8 13.5 11.8 19.7 17.6
Old : 14.1 13.2 21.2 19.8 13.5 11.8 19.7 17.6
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,993: 1,340 1,936 1,237 1,413 705 3,990 3,878: 1,003 1,115
Old : 4,993: 1,340 1,936 1,237 1,413 705 3,990 3,878: 1,003 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -831: 255 -652 -97 -677 20 -519 -729: -312 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 38.8 24.8 28.3 14.1 79.9 77.7: 20.1 22.3
Old : 100.0: 26.8 38.8 24.8 28.3 14.1 79.9 77.7: 20.1 22.3
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 : 66: 21 19 14 20 16 48 44:
Old : 66: 21 19 14 20 16 48 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 : 28.2 31.0 39.3 44.4 19.8 26.7 29.5 33.8
Old : 28.2 31.0 39.3 44.4 19.8 26.7 29.5 33.8
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 51,524: 13,354 7,802 15,100 14,253 9,040 42,708 31,942: 8,816 19,582
Old : 51,524: 13,354 7,802 15,100 14,253 9,040 42,708 31,942: 8,816 19,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 590: 123 -164 310 12 -166 446 -19: 144 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 15.1 29.3 27.7 17.5 82.9 62.0: 17.1 38.0
Old : 100.0: 25.9 15.1 29.3 27.7 17.5 82.9 62.0: 17.1 38.0
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 : 197: 46 56 55 68 64 151 148:
Old : 197: 46 56 55 68 64 151 148:
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 11.2 25.3 18.8 13.0 6.6 19.3 9.2
Old : 15.4 11.2 25.3 18.8 13.0 6.6 19.3 9.2
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,846: 838 5,061 255 3,597 165 4,690 5,481: 1,157 365
Old : 5,846: 838 5,061 255 3,597 165 4,690 5,481: 1,157 365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 448: 186 458 -27 206 0 365 431: 83 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 86.6 4.4 61.5 2.8 80.2 93.7: 19.8 6.3
Old : 100.0: 14.3 86.6 4.4 61.5 2.8 80.2 93.7: 19.8 6.3
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 : 22: 8 5 7 9 4 20 13:
Old : 22: 8 5 7 9 4 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 86.2 66.0 92.5 46.6 86.1 64.8 87.2
Old : 47.7 86.2 66.0 92.5 46.6 86.1 64.8 87.2
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 46,613: 2,570 23,753 5,779 37,212 11,907 45,562 41,440: 1,051 5,173
Old : 46,613: 2,570 23,753 5,779 37,212 11,907 45,562 41,440: 1,051 5,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 3,261: 53 1,460 423 2,645 890 3,120 2,773: 141 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 51.0 12.4 79.8 25.5 97.7 88.9: 2.3 11.1
Old : 100.0: 5.5 51.0 12.4 79.8 25.5 97.7 88.9: 2.3 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 : 80: 8 35 23 26 25 53 64:
Old : 80: 8 35 23 26 25 53 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 : 53.0 41.8 70.3 57.9 52.9 41.7 69.6 54.6
Old : 53.0 41.8 70.3 57.9 52.9 41.7 69.6 54.6
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 30,389: 5,519 3,993 41 23,674 25,564 29,234 29,598: 1,155 791
Old : 30,389: 5,519 3,993 41 23,674 25,564 29,234 29,598: 1,155 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,662: -485 -707 17 -1,109 -988 -1,577 -1,678: -85 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 13.1 0.1 77.9 84.1 96.2 97.4: 3.8 2.6
Old : 100.0: 18.2 13.1 0.1 77.9 84.1 96.2 97.4: 3.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 12 3 1 10 12 22 16:
Old : 31: 12 3 1 10 12 22 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 : 75.0 76.1 86.2 92.8 74.9 73.5 84.6 87.6
Old : 75.0 76.1 86.2 92.8 74.9 73.5 84.6 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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 177,435: 30,062 68,152 11,267 110,722 65,818 152,052 145,238: 25,383 32,197
Old : 177,435: 30,062 68,152 11,267 110,722 65,818 152,052 145,238: 25,383 32,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -533: 1,002 -6,854 1,329 -2,793 5,854 -462 328: -71 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 38.4 6.4 62.4 37.1 85.7 81.9: 14.3 18.1
Old : 100.0: 16.9 38.4 6.4 62.4 37.1 85.7 81.9: 14.3 18.1
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 : 88: 19 35 18 27 26 54 71:
Old : 88: 19 35 18 27 26 54 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 34.7 61.8 47.5 48.0 34.5 59.7 47.3
Old : 49.2 34.7 61.8 47.5 48.0 34.5 59.7 47.3
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 51,209: 20,170 22,144 3,454 19,965 6,422 43,589 32,020: 7,619 19,189
Old : 51,209: 20,170 22,144 3,454 19,965 6,422 43,589 32,020: 7,619 19,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -704: 44 -2,014 135 1,330 -401 1,509 -2,280: -2,213 1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 43.2 6.7 39.0 12.5 85.1 62.5: 14.9 37.5
Old : 100.0: 39.4 43.2 6.7 39.0 12.5 85.1 62.5: 14.9 37.5
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 : 36: 7 12 10 11 11 24 27:
Old : 36: 7 12 10 11 11 24 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 : 55.0 37.4 67.9 46.8 54.1 35.8 66.6 43.1
Old : 55.0 37.4 67.9 46.8 54.1 35.8 66.6 43.1
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 146,568: 30,295 82,988 19,366 93,455 36,251 143,116 138,606: 3,452 7,962
Old : 146,568: 30,295 82,988 19,366 93,455 36,251 143,116 138,606: 3,452 7,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -15,595: 8,643 -15,842 1,915 -26,269 -1,085 -15,711 -15,012: 115 -584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 56.6 13.2 63.8 24.7 97.6 94.6: 2.4 5.4
Old : 100.0: 20.7 56.6 13.2 63.8 24.7 97.6 94.6: 2.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 29 56 19 20 20 62 84:
Old : 118: 29 56 19 20 20 62 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 47.3 70.8 66.6 53.5 44.4 64.2 58.8
Old : 59.0 47.3 70.8 66.6 53.5 44.4 64.2 58.8
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 298,486: 36,802 62,043 30,573 209,447 166,044 276,822 258,659: 21,664 39,826
Old : 298,486: 36,802 62,043 30,573 209,447 166,044 276,822 258,659: 21,664 39,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 7,365: -363 -8,454 8,121 -4,352 5,841 3,406 5,507: 3,959 1,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 20.8 10.2 70.2 55.6 92.7 86.7: 7.3 13.3
Old : 100.0: 12.3 20.8 10.2 70.2 55.6 92.7 86.7: 7.3 13.3
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 : 114: 32 37 23 25 41 66 92:
Old : 114: 32 37 23 25 41 66 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 36.0 64.8 45.0 52.2 35.3 61.5 43.9
Old : 54.7 36.0 64.8 45.0 52.2 35.3 61.5 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 309,999: 85,240 36,096 33,524 158,258 210,591 277,022 280,211: 32,977 29,788
Old : 309,999: 85,240 36,096 33,524 158,258 210,591 277,022 280,211: 32,977 29,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 13,670: 4,657 1,685 5,321 3,081 6,691 13,060 13,698: 610 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 11.6 10.8 51.1 67.9 89.4 90.4: 10.6 9.6
Old : 100.0: 27.5 11.6 10.8 51.1 67.9 89.4 90.4: 10.6 9.6
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 : 137: 48 42 34 29 40 94 99:
Old : 137: 48 42 34 29 40 94 99:
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 : 42.4 46.3 51.2 55.3 40.7 45.3 48.7 52.8
Old : 42.4 46.3 51.2 55.3 40.7 45.3 48.7 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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 497,724: 109,210 145,228 52,239 283,946 240,448 445,395 437,915: 52,329 59,809
Old : 497,724: 109,210 145,228 52,239 283,946 240,448 445,395 437,915: 52,329 59,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,887: -4,594 -7,029 194 1,016 2,950 -3,384 -3,885: -503 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 29.2 10.5 57.0 48.3 89.5 88.0: 10.5 12.0
Old : 100.0: 21.9 29.2 10.5 57.0 48.3 89.5 88.0: 10.5 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 : 233: 69 85 62 55 62 151 182:
Old : 233: 69 85 62 55 62 151 182:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 32.9 38.9 41.3 24.0 32.1 38.1 39.0
Old : 24.1 32.9 38.9 41.3 24.0 32.1 38.1 39.0
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 34,513: 14,727 793 300 7,958 29,087 22,985 30,180: 11,528 4,333
Old : 34,513: 14,727 793 300 7,958 29,087 22,985 30,180: 11,528 4,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -305: 127 0 117 -593 -274 -349 -157: 44 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 2.3 0.9 23.1 84.3 66.6 87.4: 33.4 12.6
Old : 100.0: 42.7 2.3 0.9 23.1 84.3 66.6 87.4: 33.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 1 2 10 9 18 12:
Old : 22: 8 1 2 10 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 80.6 53.0 85.8 39.9 80.6 51.1 84.1
Old : 41.0 80.6 53.0 85.8 39.9 80.6 51.1 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 12,936: 5,615 4,420 193 6,059 6,998 11,867 11,611: 1,069 1,325
Old : 12,936: 5,615 4,420 193 6,059 6,998 11,867 11,611: 1,069 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -777: 1,073 -1,459 193 -2,168 338 -902 -928: 125 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 34.2 1.5 46.8 54.1 91.7 89.8: 8.3 10.2
Old : 100.0: 43.4 34.2 1.5 46.8 54.1 91.7 89.8: 8.3 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 13 3 2 4 10 18:
Old : 24: 6 13 3 2 4 10 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 65.1 91.1 78.8 72.4 65.1 89.9 78.7
Old : 72.8 65.1 91.1 78.8 72.4 65.1 89.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 32,618: 15,968 22,583 171 13,626 6,031 29,765 28,785: 2,853 3,833
Old : 32,618: 15,968 22,583 171 13,626 6,031 29,765 28,785: 2,853 3,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -978: 1,503 -199 -193 -2,535 -264 -1,225 -656: 247 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 69.2 0.5 41.8 18.5 91.3 88.2: 8.7 11.8
Old : 100.0: 49.0 69.2 0.5 41.8 18.5 91.3 88.2: 8.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 19 19 2 12 12 31 33:
Old : 57: 19 19 2 12 12 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 52.6 60.1 65.7 43.7 52.6 58.8 65.2
Old : 43.9 52.6 60.1 65.7 43.7 52.6 58.8 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :20,277,832: 1,174,819 1,097,865 9,850,526 8,356,047 8,068,353 19,381,392 19,016,745: 896,440 1,261,088
Old :20,277,832: 1,174,819 1,097,865 9,850,526 8,356,047 8,068,353 19,381,392 19,016,745: 896,440 1,261,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -12,319: -31,663 27,851 50,415 -45,844 -165,772 -27,092 -87,505: 14,772 75,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.4 48.6 41.2 39.8 95.6 93.8: 4.4 6.2
Old : 100.0: 5.8 5.4 48.6 41.2 39.8 95.6 93.8: 4.4 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 : 318: 54 98 120 145 155 283 295:
Old : 318: 54 98 120 145 155 283 295:
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 : 24.0 22.9 37.1 35.4 10.8 7.9 16.4 10.4
Old : 24.0 22.9 37.1 35.4 10.8 7.9 16.4 10.4
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 920,663: 80,005 120,594 91,401 580,045 527,282 751,451 739,277: 169,213 181,386
Old : 920,663: 80,005 120,594 91,401 580,045 527,282 751,451 739,277: 169,213 181,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -49,960: -1,894 8,235 -20,944 -40,100 -59,117 -62,938 -71,825: 12,978 21,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 13.1 9.9 63.0 57.3 81.6 80.3: 18.4 19.7
Old : 100.0: 8.7 13.1 9.9 63.0 57.3 81.6 80.3: 18.4 19.7
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 : 648: 125 175 162 248 267 468 509:
Old : 648: 125 175 162 248 267 468 509:
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 : 13.4 10.9 21.3 17.6 10.8 6.9 17.6 10.9
Old : 13.4 10.9 21.3 17.6 10.8 6.9 17.6 10.9
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 192,751: 11,639 11,749 20,436 122,936 64,328 155,012 96,513: 37,739 96,237
Old : 192,751: 11,639 11,749 20,436 122,936 64,328 155,012 96,513: 37,739 96,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -9,345: -3,214 -516 -3,385 -4,955 -14,038 -11,554 -17,938: 2,209 8,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 6.1 10.6 63.8 33.4 80.4 50.1: 19.6 49.9
Old : 100.0: 6.0 6.1 10.6 63.8 33.4 80.4 50.1: 19.6 49.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 11 19 22 45 41 73 65:
Old : 83: 11 19 22 45 41 73 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 : 29.4 15.5 42.3 23.2 28.5 11.2 38.1 17.4
Old : 29.4 15.5 42.3 23.2 28.5 11.2 38.1 17.4
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,639,563: 365,723 568,118 330,930 2,285,542 2,314,770 2,982,195 3,213,819: 657,368 425,744
Old : 3,639,563: 365,723 568,118 330,930 2,285,542 2,314,770 2,982,195 3,213,819: 657,368 425,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -203,074: 6,508 43,660 -87,700 -175,728 -225,396 -256,920 -269,436: 53,847 66,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 15.6 9.1 62.8 63.6 81.9 88.3: 18.1 11.7
Old : 100.0: 10.0 15.6 9.1 62.8 63.6 81.9 88.3: 18.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 632: 124 167 154 240 259 450 494:
Old : 632: 124 167 154 240 259 450 494:
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 : 13.9 11.9 22.9 19.6 11.9 10.3 19.4 15.8
Old : 13.9 11.9 22.9 19.6 11.9 10.3 19.4 15.8
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 98,133: 6,448 8,613 315 84,266 83,504 91,029 92,432: 7,104 5,701
Old : 98,133: 6,448 8,613 315 84,266 83,504 91,029 92,432: 7,104 5,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,651: -331 563 -569 -2,202 -3,967 -3,102 -3,973: -549 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 8.8 0.3 85.9 85.1 92.8 94.2: 7.2 5.8
Old : 100.0: 6.6 8.8 0.3 85.9 85.1 92.8 94.2: 7.2 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 10 8 4 51 38 64 47:
Old : 90: 10 8 4 51 38 64 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 44.0 54.3 66.8 34.8 44.0 53.6 66.1
Old : 35.3 44.0 54.3 66.8 34.8 44.0 53.6 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 55,180: 11,663 10,992 2,479 37,113 35,883 51,255 49,354: 3,924 5,826
Old : 55,180: 11,663 10,992 2,479 37,113 35,883 51,255 49,354: 3,924 5,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -3,986: -226 -898 -919 -2,295 -1,975 -3,440 -3,793: -546 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 19.9 4.5 67.3 65.0 92.9 89.4: 7.1 10.6
Old : 100.0: 21.1 19.9 4.5 67.3 65.0 92.9 89.4: 7.1 10.6
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 : 209: 43 63 24 55 70 111 144:
Old : 209: 43 63 24 55 70 111 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 19.8 52.0 34.0 43.7 19.3 51.3 33.5
Old : 43.7 19.8 52.0 34.0 43.7 19.3 51.3 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 275,898: 58,317 54,959 12,397 185,563 179,413 256,276 246,769: 19,622 29,129
Old : 275,898: 58,317 54,959 12,397 185,563 179,413 256,276 246,769: 19,622 29,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -19,932: -1,130 -4,492 -4,597 -11,474 -9,875 -17,202 -18,964: -2,730 -968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 19.9 4.5 67.3 65.0 92.9 89.4: 7.1 10.6
Old : 100.0: 21.1 19.9 4.5 67.3 65.0 92.9 89.4: 7.1 10.6
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 : 209: 43 63 24 55 70 111 144:
Old : 209: 43 63 24 55 70 111 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 19.8 52.0 34.0 43.7 19.3 51.3 33.5
Old : 43.7 19.8 52.0 34.0 43.7 19.3 51.3 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 137,161: 72,718 62,355 11,245 32,710 37,652 116,673 111,251: 20,488 25,910
Old : 137,161: 72,718 62,355 11,245 32,710 37,652 116,673 111,251: 20,488 25,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: 9,628: 6,249 -801 1,252 57 9,915 7,559 10,366: 2,070 -738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 45.5 8.2 23.8 27.5 85.1 81.1: 14.9 18.9
Old : 100.0: 53.0 45.5 8.2 23.8 27.5 85.1 81.1: 14.9 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 : 87: 20 42 19 20 20 53 68:
Old : 87: 20 42 19 20 20 53 68:
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 : 47.1 32.6 58.6 42.8 46.9 31.9 57.7 42.1
Old : 47.1 32.6 58.6 42.8 46.9 31.9 57.7 42.1
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 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 40,093: 11,421 6,485 504 20,751 28,490 32,676 35,479: 7,417 4,614
Old : 40,093: 11,421 6,485 504 20,751 28,490 32,676 35,479: 7,417 4,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -1,091: -1,171 -734 -20 243 -321 -948 -1,075: -143 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 16.2 1.3 51.8 71.1 81.5 88.5: 18.5 11.5
Old : 100.0: 28.5 16.2 1.3 51.8 71.1 81.5 88.5: 18.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 13 8 2 15 12 29 21:
Old : 46: 13 8 2 15 12 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 67.6 59.4 77.6 44.6 67.6 59.1 77.6
Old : 44.9 67.6 59.4 77.6 44.6 67.6 59.1 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 100,935: 31,815 10,828 913 57,092 21,408 89,820 33,149: 11,115 67,786
Old : 100,935: 31,815 10,828 913 57,092 21,408 89,820 33,149: 11,115 67,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -4,372: -2,333 -805 116 -1,123 -343 -3,340 -1,032: -1,032 -3,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 10.7 0.9 56.6 21.2 89.0 32.8: 11.0 67.2
Old : 100.0: 31.5 10.7 0.9 56.6 21.2 89.0 32.8: 11.0 67.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 12 9 34 21 63 39:
Old : 85: 25 12 9 34 21 63 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 13.9 38.7 18.9 28.0 11.3 38.7 15.7
Old : 28.0 13.9 38.7 18.9 28.0 11.3 38.7 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016