BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 7,349: 828 1,399 778 4,799 4,107 6,405 6,284: 945 1,066
Old : 7,349: 828 1,399 778 4,799 4,107 6,405 6,284: 945 1,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -913: -157 -369 -167 -483 -383 -807 -919: -105 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 19.0 10.6 65.3 55.9 87.1 85.5: 12.9 14.5
Old : 100.0: 11.3 19.0 10.6 65.3 55.9 87.1 85.5: 12.9 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 9 8 18 17 28 28:
Old : 38: 4 9 8 18 17 28 28:
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 : 38.9 42.2 55.2 57.0 38.2 41.4 51.5 55.2
Old : 38.9 42.2 55.2 57.0 38.2 41.4 51.5 55.2
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, March 08, 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 : 53,154: 19,015 6,302 12,165 15,549 16,479 46,729 34,946: 6,425 18,208
Old : 53,154: 19,015 6,302 12,165 15,549 16,479 46,729 34,946: 6,425 18,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -5,953: -2,309 -776 -1,348 -1,728 -1,817 -5,385 -3,941: -568 -2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 11.9 22.9 29.3 31.0 87.9 65.7: 12.1 34.3
Old : 100.0: 35.8 11.9 22.9 29.3 31.0 87.9 65.7: 12.1 34.3
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 : 78: 18 25 31 31 24 65 64:
Old : 78: 18 25 31 31 24 65 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 : 37.2 23.1 52.6 35.8 35.8 19.1 45.6 25.5
Old : 37.2 23.1 52.6 35.8 35.8 19.1 45.6 25.5
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, March 08, 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 : 10,207: 356 1,489 2,073 6,687 5,446 9,116 9,008: 1,091 1,199
Old : 10,207: 356 1,489 2,073 6,687 5,446 9,116 9,008: 1,091 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -2,062: 57 -204 -520 -1,666 -1,412 -2,130 -2,136: 68 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 14.6 20.3 65.5 53.4 89.3 88.3: 10.7 11.7
Old : 100.0: 3.5 14.6 20.3 65.5 53.4 89.3 88.3: 10.7 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 12 17 23 21 41 38:
Old : 44: 6 12 17 23 21 41 38:
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 31.3 52.3 48.6 34.7 22.2 43.4 34.0
Old : 36.8 31.3 52.3 48.6 34.7 22.2 43.4 34.0
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, March 08, 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 : 253,205: 79,237 26,856 65,455 87,247 118,137 231,939 210,449: 21,266 42,756
Old : 225,640: 71,928 27,911 56,299 79,197 101,594 207,424 185,804: 18,216 39,837
Other: 27,564: 10,374 2,010 6,091 8,051 16,544 24,515 24,645: 3,049 2,919
: : :
: : Changes in Commitments from: March 1, 2016 :
: 3,444: 5,127 3,878 330 -1,780 -1,447 3,678 2,762: -233 682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 10.6 25.9 34.5 46.7 91.6 83.1: 8.4 16.9
Old : 100.0: 31.9 12.4 25.0 35.1 45.0 91.9 82.3: 8.1 17.7
Other: 100.0: 37.6 7.3 22.1 29.2 60.0 88.9 89.4: 11.1 10.6
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 104 79 116 82 91 251 233:
Old : 296: 101 83 113 76 91 240 232:
Other: 117: 30 12 22 41 54 80 81:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 13.9 23.1 21.9 12.7 11.5 21.5 16.9
Old : 14.1 13.1 24.6 20.7 14.0 11.0 23.8 16.6
Other: 30.3 30.9 42.9 44.7 24.8 24.7 33.7 33.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 364,410: 83,701 43,568 109,078 134,648 152,117 327,427 304,763: 36,984 59,647
Old : 364,410: 83,701 43,568 109,078 134,648 152,117 327,427 304,763: 36,984 59,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 5,512: 3,299 -1,749 1,903 -1,811 4,550 3,391 4,704: 2,121 808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 12.0 29.9 36.9 41.7 89.9 83.6: 10.1 16.4
Old : 100.0: 23.0 12.0 29.9 36.9 41.7 89.9 83.6: 10.1 16.4
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 : 418: 111 89 148 156 159 356 337:
Old : 418: 111 89 148 156 159 356 337:
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 : 12.3 12.4 19.4 18.8 11.0 11.6 17.4 16.7
Old : 12.3 12.4 19.4 18.8 11.0 11.6 17.4 16.7
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, March 08, 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 : 4,475: 1,740 1,502 883 755 1,209 3,379 3,594: 1,096 881
Old : 4,475: 1,740 1,502 883 755 1,209 3,379 3,594: 1,096 881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -21: 442 -288 -77 -393 605 -29 239: 7 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 33.6 19.7 16.9 27.0 75.5 80.3: 24.5 19.7
Old : 100.0: 38.9 33.6 19.7 16.9 27.0 75.5 80.3: 24.5 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 : 64: 25 16 11 15 16 46 38:
Old : 64: 25 16 11 15 16 46 38:
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 : 27.2 33.9 38.8 50.2 16.5 29.5 27.0 39.6
Old : 27.2 33.9 38.8 50.2 16.5 29.5 27.0 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 51,506: 14,191 7,476 14,066 14,949 9,413 43,205 30,955: 8,301 20,551
Old : 51,506: 14,191 7,476 14,066 14,949 9,413 43,205 30,955: 8,301 20,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -890: 487 552 -1,121 166 -405 -468 -974: -422 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 14.5 27.3 29.0 18.3 83.9 60.1: 16.1 39.9
Old : 100.0: 27.6 14.5 27.3 29.0 18.3 83.9 60.1: 16.1 39.9
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 : 208: 50 55 56 70 73 156 158:
Old : 208: 50 55 56 70 73 156 158:
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 : 14.2 11.2 24.0 18.9 12.0 6.3 18.7 8.8
Old : 14.2 11.2 24.0 18.9 12.0 6.3 18.7 8.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 45,317: 2,483 22,492 5,396 36,384 12,231 44,263 40,119: 1,053 5,197
Old : 45,317: 2,483 22,492 5,396 36,384 12,231 44,263 40,119: 1,053 5,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -4,785: -213 -2,674 -1,006 -3,535 -801 -4,755 -4,482: -31 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 49.6 11.9 80.3 27.0 97.7 88.5: 2.3 11.5
Old : 100.0: 5.5 49.6 11.9 80.3 27.0 97.7 88.5: 2.3 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 : 80: 10 35 24 24 24 52 65:
Old : 80: 10 35 24 24 24 52 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 : 51.5 41.6 70.5 56.1 51.4 41.5 70.1 53.2
Old : 51.5 41.6 70.5 56.1 51.4 41.5 70.1 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 31,489: 6,373 3,203 1,080 23,189 26,266 30,642 30,549: 847 940
Old : 31,489: 6,373 3,203 1,080 23,189 26,266 30,642 30,549: 847 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 967: 719 -70 686 17 262 1,422 878: -455 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 10.2 3.4 73.6 83.4 97.3 97.0: 2.7 3.0
Old : 100.0: 20.2 10.2 3.4 73.6 83.4 97.3 97.0: 2.7 3.0
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 : 31: 12 3 1 10 13 22 17:
Old : 31: 12 3 1 10 13 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 70.0 85.4 87.4 72.1 67.0 81.5 82.5
Old : 72.5 70.0 85.4 87.4 72.1 67.0 81.5 82.5
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, March 08, 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 : 190,328: 29,751 56,322 18,806 113,398 85,245 161,956 160,373: 28,372 29,955
Old : 190,328: 29,751 56,322 18,806 113,398 85,245 161,956 160,373: 28,372 29,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 5,858: 2,496 -4,972 3,903 -3,367 10,299 3,032 9,231: 2,827 -3,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 29.6 9.9 59.6 44.8 85.1 84.3: 14.9 15.7
Old : 100.0: 15.6 29.6 9.9 59.6 44.8 85.1 84.3: 14.9 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 22 30 21 28 25 58 70:
Old : 87: 22 30 21 28 25 58 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 : 46.5 35.7 59.2 47.1 44.5 35.6 56.7 46.2
Old : 46.5 35.7 59.2 47.1 44.5 35.6 56.7 46.2
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, March 08, 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 : 51,920: 19,736 19,836 4,855 19,136 5,508 43,726 30,199: 8,193 21,721
Old : 51,920: 19,736 19,836 4,855 19,136 5,508 43,726 30,199: 8,193 21,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 1,421: 17 -1,353 2,163 -1,965 -1,092 215 -282: 1,206 1,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 38.2 9.4 36.9 10.6 84.2 58.2: 15.8 41.8
Old : 100.0: 38.0 38.2 9.4 36.9 10.6 84.2 58.2: 15.8 41.8
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 : 35: 5 11 9 12 11 23 26:
Old : 35: 5 11 9 12 11 23 26:
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 : 48.6 35.8 63.4 43.8 47.8 31.7 60.9 38.7
Old : 48.6 35.8 63.4 43.8 47.8 31.7 60.9 38.7
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, March 08, 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 : 139,522: 20,369 77,993 17,748 98,005 37,218 136,122 132,958: 3,400 6,564
Old : 139,522: 20,369 77,993 17,748 98,005 37,218 136,122 132,958: 3,400 6,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -2,679: -5,066 -3,832 1,114 1,386 397 -2,565 -2,321: -114 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 55.9 12.7 70.2 26.7 97.6 95.3: 2.4 4.7
Old : 100.0: 14.6 55.9 12.7 70.2 26.7 97.6 95.3: 2.4 4.7
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 : 111: 29 48 18 20 21 61 77:
Old : 111: 29 48 18 20 21 61 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 48.2 73.8 68.3 57.1 46.0 67.7 60.1
Old : 62.0 48.2 73.8 68.3 57.1 46.0 67.7 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 323,497: 29,545 76,994 29,756 242,556 171,246 301,856 277,996: 21,640 45,501
Old : 323,497: 29,545 76,994 29,756 242,556 171,246 301,856 277,996: 21,640 45,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 2,254: -8,131 7,761 -6,289 16,093 -1,869 1,673 -397: 582 2,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 23.8 9.2 75.0 52.9 93.3 85.9: 6.7 14.1
Old : 100.0: 9.1 23.8 9.2 75.0 52.9 93.3 85.9: 6.7 14.1
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 : 118: 22 45 26 30 45 66 104:
Old : 118: 22 45 26 30 45 66 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 35.9 69.0 46.5 53.9 35.3 63.2 45.5
Old : 55.7 35.9 69.0 46.5 53.9 35.3 63.2 45.5
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, March 08, 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 : 320,065: 89,522 26,670 33,548 166,763 229,621 289,834 289,839: 30,231 30,225
Old : 320,065: 89,522 26,670 33,548 166,763 229,621 289,834 289,839: 30,231 30,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 7,419: -1,411 -4,548 -2,740 11,049 15,938 6,898 8,649: 521 -1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.3 10.5 52.1 71.7 90.6 90.6: 9.4 9.4
Old : 100.0: 28.0 8.3 10.5 52.1 71.7 90.6 90.6: 9.4 9.4
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 : 131: 47 33 35 30 42 94 96:
Old : 131: 47 33 35 30 42 94 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 47.8 55.7 57.4 42.3 45.9 49.3 51.9
Old : 48.4 47.8 55.7 57.4 42.3 45.9 49.3 51.9
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, March 08, 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 : 488,698: 102,834 174,328 49,261 285,908 194,588 438,002 418,176: 50,696 70,522
Old : 488,698: 102,834 174,328 49,261 285,908 194,588 438,002 418,176: 50,696 70,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: -15,206: -2,931 8,396 -8,079 -5,510 -18,164 -16,520 -17,847: 1,314 2,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 35.7 10.1 58.5 39.8 89.6 85.6: 10.4 14.4
Old : 100.0: 21.0 35.7 10.1 58.5 39.8 89.6 85.6: 10.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 62 93 69 60 62 159 190:
Old : 239: 62 93 69 60 62 159 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 32.2 40.4 39.8 25.1 30.8 39.4 38.1
Old : 25.6 32.2 40.4 39.8 25.1 30.8 39.4 38.1
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, March 08, 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 : 37,977: 15,143 793 3,755 8,337 29,672 27,235 34,220: 10,742 3,757
Old : 37,977: 15,143 793 3,755 8,337 29,672 27,235 34,220: 10,742 3,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 3,833: 333 0 3,559 307 352 4,199 3,911: -366 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 2.1 9.9 22.0 78.1 71.7 90.1: 28.3 9.9
Old : 100.0: 39.9 2.1 9.9 22.0 78.1 71.7 90.1: 28.3 9.9
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 : 23: 8 1 5 10 11 18 17:
Old : 23: 8 1 5 10 11 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 79.1 56.3 86.6 36.2 72.1 46.8 75.8
Old : 42.2 79.1 56.3 86.6 36.2 72.1 46.8 75.8
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, March 08, 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 : 20,886: 14,282 8,648 294 5,363 10,524 19,939 19,466: 947 1,420
Old : 20,886: 14,282 8,648 294 5,363 10,524 19,939 19,466: 947 1,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 5,975: 7,443 3,278 -241 -1,108 2,994 6,094 6,031: -119 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 41.4 1.4 25.7 50.4 95.5 93.2: 4.5 6.8
Old : 100.0: 68.4 41.4 1.4 25.7 50.4 95.5 93.2: 4.5 6.8
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 : 25: 6 13 1 3 4 10 17:
Old : 25: 6 13 1 3 4 10 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 68.3 93.8 82.2 80.9 65.2 92.3 79.1
Old : 80.9 68.3 93.8 82.2 80.9 65.2 92.3 79.1
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, March 08, 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 : 34,957: 20,419 22,419 2,372 9,122 6,897 31,913 31,688: 3,044 3,269
Old : 34,957: 20,419 22,419 2,372 9,122 6,897 31,913 31,688: 3,044 3,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 3,484: 3,826 1,669 2,176 -3,264 397 2,738 4,242: 746 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 64.1 6.8 26.1 19.7 91.3 90.6: 8.7 9.4
Old : 100.0: 58.4 64.1 6.8 26.1 19.7 91.3 90.6: 8.7 9.4
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 : 68: 27 22 5 14 12 43 37:
Old : 68: 27 22 5 14 12 43 37:
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 : 38.5 44.5 56.2 59.5 35.8 42.4 50.6 56.4
Old : 38.5 44.5 56.2 59.5 35.8 42.4 50.6 56.4
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, March 08, 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 :21,011,822: 1,137,862 1,193,196 10,393,286 8,668,998 8,218,914 20,200,146 19,805,395: 811,677 1,206,427
Old :21,011,822: 1,137,862 1,193,196 10,393,286 8,668,998 8,218,914 20,200,146 19,805,395: 811,677 1,206,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 193,270: -41,481 -16,107 170,065 97,492 41,851 226,076 195,809: -32,806 -2,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 5.7 49.5 41.3 39.1 96.1 94.3: 3.9 5.7
Old : 100.0: 5.4 5.7 49.5 41.3 39.1 96.1 94.3: 3.9 5.7
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 : 321: 57 101 124 140 151 278 301:
Old : 321: 57 101 124 140 151 278 301:
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 : 24.4 23.1 37.5 35.4 11.0 8.1 16.4 10.5
Old : 24.4 23.1 37.5 35.4 11.0 8.1 16.4 10.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 1,003,679: 78,648 115,044 108,059 640,538 594,363 827,245 817,465: 176,434 186,214
Old : 1,003,679: 78,648 115,044 108,059 640,538 594,363 827,245 817,465: 176,434 186,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 48,662: -1,393 -2,540 6,338 46,164 49,360 51,110 53,159: -2,447 -4,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 11.5 10.8 63.8 59.2 82.4 81.4: 17.6 18.6
Old : 100.0: 7.8 11.5 10.8 63.8 59.2 82.4 81.4: 17.6 18.6
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 : 639: 126 162 162 251 278 472 507:
Old : 639: 126 162 162 251 278 472 507:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 12.0 21.3 19.0 10.2 8.5 16.7 12.4
Old : 13.2 12.0 21.3 19.0 10.2 8.5 16.7 12.4
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, March 08, 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 : 221,692: 14,754 11,690 24,747 138,129 75,410 177,631 111,847: 44,061 109,845
Old : 221,692: 14,754 11,690 24,747 138,129 75,410 177,631 111,847: 44,061 109,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 12,593: 1,602 -2,604 134 9,124 6,228 10,860 3,758: 1,733 8,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 5.3 11.2 62.3 34.0 80.1 50.5: 19.9 49.5
Old : 100.0: 6.7 5.3 11.2 62.3 34.0 80.1 50.5: 19.9 49.5
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 : 81: 15 15 21 46 41 75 63:
Old : 81: 15 15 21 46 41 75 63:
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 : 26.1 16.0 38.5 24.4 24.4 9.4 32.4 14.1
Old : 26.1 16.0 38.5 24.4 24.4 9.4 32.4 14.1
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, March 08, 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 : 3,909,935: 337,575 534,874 398,455 2,512,043 2,594,763 3,248,073 3,528,092: 661,862 381,843
Old : 3,909,935: 337,575 534,874 398,455 2,512,043 2,594,763 3,248,073 3,528,092: 661,862 381,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 180,346: -30,904 -15,610 46,953 185,197 215,663 201,245 247,005: -20,899 -66,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 13.7 10.2 64.2 66.4 83.1 90.2: 16.9 9.8
Old : 100.0: 8.6 13.7 10.2 64.2 66.4 83.1 90.2: 16.9 9.8
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 : 621: 121 156 153 242 269 450 491:
Old : 621: 121 156 153 242 269 450 491:
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 : 14.3 13.3 22.8 21.5 11.5 11.7 18.6 17.3
Old : 14.3 13.3 22.8 21.5 11.5 11.7 18.6 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 95,785: 5,000 10,248 487 82,092 80,119 87,579 90,854: 8,206 4,931
Old : 95,785: 5,000 10,248 487 82,092 80,119 87,579 90,854: 8,206 4,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 536: -965 785 72 676 -537 -217 320: 753 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.7 0.5 85.7 83.6 91.4 94.9: 8.6 5.1
Old : 100.0: 5.2 10.7 0.5 85.7 83.6 91.4 94.9: 8.6 5.1
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: 8 9 5 48 41 60 51:
Old : 88: 8 9 5 48 41 60 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 41.8 56.4 62.3 37.5 41.7 55.8 62.0
Old : 38.0 41.8 56.4 62.3 37.5 41.7 55.8 62.0
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, March 08, 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 : 56,290: 13,168 11,619 2,848 35,955 36,583 51,971 51,050: 4,319 5,240
Old : 56,290: 13,168 11,619 2,848 35,955 36,583 51,971 51,050: 4,319 5,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 1,089: 485 1,819 -57 732 -442 1,160 1,320: -71 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 20.6 5.1 63.9 65.0 92.3 90.7: 7.7 9.3
Old : 100.0: 23.4 20.6 5.1 63.9 65.0 92.3 90.7: 7.7 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 : 216: 56 54 25 60 70 124 141:
Old : 216: 56 54 25 60 70 124 141:
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 : 40.2 19.6 48.2 32.9 40.2 19.2 47.9 32.5
Old : 40.2 19.6 48.2 32.9 40.2 19.2 47.9 32.5
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, March 08, 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 : 281,452: 65,841 58,093 14,242 179,773 182,916 259,856 255,251: 21,596 26,201
Old : 281,452: 65,841 58,093 14,242 179,773 182,916 259,856 255,251: 21,596 26,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 5,444: 2,427 9,094 -285 3,659 -2,208 5,801 6,601: -357 -1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 20.6 5.1 63.9 65.0 92.3 90.7: 7.7 9.3
Old : 100.0: 23.4 20.6 5.1 63.9 65.0 92.3 90.7: 7.7 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 : 216: 56 54 25 60 70 124 141:
Old : 216: 56 54 25 60 70 124 141:
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 : 40.2 19.6 48.2 32.9 40.2 19.2 47.9 32.5
Old : 40.2 19.6 48.2 32.9 40.2 19.2 47.9 32.5
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, March 08, 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 : 159,932: 86,369 57,089 13,079 33,791 66,473 133,239 136,641: 26,692 23,291
Old : 159,932: 86,369 57,089 13,079 33,791 66,473 133,239 136,641: 26,692 23,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 19,814: 9,988 -2,010 2,395 -161 21,642 12,222 22,027: 7,592 -2,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 35.7 8.2 21.1 41.6 83.3 85.4: 16.7 14.6
Old : 100.0: 54.0 35.7 8.2 21.1 41.6 83.3 85.4: 16.7 14.6
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 : 100: 31 41 26 22 21 71 72:
Old : 100: 31 41 26 22 21 71 72:
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 : 44.0 42.9 54.3 53.6 44.0 41.9 53.9 50.9
Old : 44.0 42.9 54.3 53.6 44.0 41.9 53.9 50.9
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, March 08, 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 : 45,279: 9,796 5,296 2,981 23,644 31,729 36,421 40,006: 8,858 5,273
Old : 45,279: 9,796 5,296 2,981 23,644 31,729 36,421 40,006: 8,858 5,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 4,612: -1,475 -777 2,741 1,642 2,021 2,908 3,985: 1,704 627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.7 6.6 52.2 70.1 80.4 88.4: 19.6 11.6
Old : 100.0: 21.6 11.7 6.6 52.2 70.1 80.4 88.4: 19.6 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 : 51: 13 9 10 15 14 34 30:
Old : 51: 13 9 10 15 14 34 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 : 40.2 58.6 55.5 69.4 39.9 57.2 52.7 66.4
Old : 40.2 58.6 55.5 69.4 39.9 57.2 52.7 66.4
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, March 08, 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 : 103,671: 35,753 10,309 3,615 51,815 26,722 91,183 40,646: 12,488 63,025
Old : 103,671: 35,753 10,309 3,615 51,815 26,722 91,183 40,646: 12,488 63,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 2,855: 3,219 1,041 2,542 -4,784 2,651 977 6,234: 1,878 -3,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 9.9 3.5 50.0 25.8 88.0 39.2: 12.0 60.8
Old : 100.0: 34.5 9.9 3.5 50.0 25.8 88.0 39.2: 12.0 60.8
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 : 89: 25 14 14 32 24 67 46:
Old : 89: 25 14 14 32 24 67 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 : 26.1 15.6 36.9 23.5 25.9 13.1 36.1 18.5
Old : 26.1 15.6 36.9 23.5 25.9 13.1 36.1 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2016