BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 7,215: 798 904 784 4,517 4,312 6,100 6,000: 1,115 1,215
Old : 7,215: 798 904 784 4,517 4,312 6,100 6,000: 1,115 1,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -993: -111 -508 -77 -814 -512 -1,002 -1,097: 9 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 12.5 10.9 62.6 59.8 84.5 83.2: 15.5 16.8
Old : 100.0: 11.1 12.5 10.9 62.6 59.8 84.5 83.2: 15.5 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 6 6 18 19 26 27:
Old : 35: 4 6 6 18 19 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 38.3 55.7 54.7 37.7 38.1 52.6 52.0
Old : 38.5 38.3 55.7 54.7 37.7 38.1 52.6 52.0
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 51,740: 18,450 7,123 12,040 14,754 15,781 45,244 34,944: 6,497 16,796
Old : 51,740: 18,450 7,123 12,040 14,754 15,781 45,244 34,944: 6,497 16,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -4,537: -546 -284 -1,709 -2,429 -1,084 -4,684 -3,078: 147 -1,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 13.8 23.3 28.5 30.5 87.4 67.5: 12.6 32.5
Old : 100.0: 35.7 13.8 23.3 28.5 30.5 87.4 67.5: 12.6 32.5
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 : 76: 15 30 31 27 21 62 62:
Old : 76: 15 30 31 27 21 62 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 24.3 49.2 36.7 33.8 19.6 44.2 25.2
Old : 35.1 24.3 49.2 36.7 33.8 19.6 44.2 25.2
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, April 05, 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 : 8,850: 380 1,079 1,746 5,668 5,003 7,795 7,828: 1,055 1,022
Old : 8,850: 380 1,079 1,746 5,668 5,003 7,795 7,828: 1,055 1,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -1,733: 61 -394 -634 -1,200 -598 -1,773 -1,626: 40 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 12.2 19.7 64.0 56.5 88.1 88.5: 11.9 11.5
Old : 100.0: 4.3 12.2 19.7 64.0 56.5 88.1 88.5: 11.9 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 : 43: 4 14 17 22 19 40 36:
Old : 43: 4 14 17 22 19 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 29.3 53.4 49.6 37.0 23.6 46.3 34.0
Old : 38.3 29.3 53.4 49.6 37.0 23.6 46.3 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, April 05, 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 : 280,328: 89,414 23,704 74,531 94,864 138,893 258,809 237,128: 21,519 43,200
Old : 242,934: 80,424 24,460 63,204 82,147 116,435 225,776 204,099: 17,158 38,834
Other: 37,394: 13,158 3,413 7,158 12,717 22,458 33,033 33,029: 4,361 4,365
: : :
: : Changes in Commitments from: March 29, 2016 :
: -5,926: -6,644 -837 257 1,794 -4,680 -4,593 -5,260: -1,333 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 8.5 26.6 33.8 49.5 92.3 84.6: 7.7 15.4
Old : 100.0: 33.1 10.1 26.0 33.8 47.9 92.9 84.0: 7.1 16.0
Other: 100.0: 35.2 9.1 19.1 34.0 60.1 88.3 88.3: 11.7 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 121 69 122 81 94 266 235:
Old : 305: 113 79 117 74 94 251 234:
Other: 137: 35 17 25 49 62 96 92:
:----------------------------------------------------------------------------------------------------
: 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 : 11.7 16.6 21.1 24.6 11.7 13.9 20.4 19.7
Old : 13.2 16.6 22.9 24.0 13.2 13.9 22.9 20.0
Other: 23.6 26.2 35.6 40.5 20.7 23.6 29.9 31.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 347,396: 86,466 49,138 95,106 130,775 148,506 312,346 292,750: 35,050 54,646
Old : 347,396: 86,466 49,138 95,106 130,775 148,506 312,346 292,750: 35,050 54,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -25,923: -596 7,754 -21,769 -2,757 -10,162 -25,122 -24,177: -800 -1,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 14.1 27.4 37.6 42.7 89.9 84.3: 10.1 15.7
Old : 100.0: 24.9 14.1 27.4 37.6 42.7 89.9 84.3: 10.1 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 110 91 134 148 155 334 325:
Old : 412: 110 91 134 148 155 334 325:
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 13.0 21.0 19.3 11.7 12.6 18.4 17.6
Old : 13.2 13.0 21.0 19.3 11.7 12.6 18.4 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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,291: 2,388 1,084 947 590 2,224 3,926 4,256: 1,366 1,036
Old : 5,291: 2,388 1,084 947 590 2,224 3,926 4,256: 1,366 1,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 11: 157 56 50 -42 -171 166 -65: -155 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 20.5 17.9 11.2 42.0 74.2 80.4: 25.8 19.6
Old : 100.0: 45.1 20.5 17.9 11.2 42.0 74.2 80.4: 25.8 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 33 10 12 13 22 54 38:
Old : 70: 33 10 12 13 22 54 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 : 17.7 33.2 27.4 48.4 14.4 30.4 23.1 40.4
Old : 17.7 33.2 27.4 48.4 14.4 30.4 23.1 40.4
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, April 05, 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 : 49,910: 13,082 8,448 13,857 14,647 9,217 41,586 31,523: 8,325 18,388
Old : 49,910: 13,082 8,448 13,857 14,647 9,217 41,586 31,523: 8,325 18,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,979: -656 442 1,165 1,116 338 1,625 1,946: 354 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 16.9 27.8 29.3 18.5 83.3 63.2: 16.7 36.8
Old : 100.0: 26.2 16.9 27.8 29.3 18.5 83.3 63.2: 16.7 36.8
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 : 206: 50 52 65 71 70 158 164:
Old : 206: 50 52 65 71 70 158 164:
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 : 14.9 11.2 24.5 18.8 12.4 7.6 18.5 10.4
Old : 14.9 11.2 24.5 18.8 12.4 7.6 18.5 10.4
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, April 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 42,288: 2,627 20,607 4,669 33,838 12,063 41,134 37,339: 1,154 4,949
Old : 42,288: 2,627 20,607 4,669 33,838 12,063 41,134 37,339: 1,154 4,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -5,785: -377 -3,346 -893 -4,499 -1,132 -5,769 -5,371: -15 -413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 48.7 11.0 80.0 28.5 97.3 88.3: 2.7 11.7
Old : 100.0: 6.2 48.7 11.0 80.0 28.5 97.3 88.3: 2.7 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 : 79: 10 35 23 24 23 52 63:
Old : 79: 10 35 23 24 23 52 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 : 50.4 41.5 70.2 54.5 50.3 41.4 70.0 53.5
Old : 50.4 41.5 70.2 54.5 50.3 41.4 70.0 53.5
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, April 05, 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 : 28,068: 6,825 2,665 0 20,596 24,771 27,421 27,436: 647 632
Old : 28,068: 6,825 2,665 0 20,596 24,771 27,421 27,436: 647 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 145: 128 -238 0 50 208 178 -30: -33 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 9.5 0.0 73.4 88.3 97.7 97.7: 2.3 2.3
Old : 100.0: 24.3 9.5 0.0 73.4 88.3 97.7 97.7: 2.3 2.3
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 : 27: 9 2 0 7 13 16 15:
Old : 27: 9 2 0 7 13 16 15:
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 : 82.3 68.1 91.8 84.0 82.3 68.1 91.0 83.2
Old : 82.3 68.1 91.8 84.0 82.3 68.1 91.0 83.2
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, April 05, 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 : 128,485: 27,768 28,848 13,423 56,298 60,825 97,489 103,096: 30,996 25,390
Old : 128,485: 27,768 28,848 13,423 56,298 60,825 97,489 103,096: 30,996 25,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 4,153: 2,044 -3,882 676 -1,448 8,664 1,272 5,458: 2,881 -1,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.5 10.4 43.8 47.3 75.9 80.2: 24.1 19.8
Old : 100.0: 21.6 22.5 10.4 43.8 47.3 75.9 80.2: 24.1 19.8
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 : 86: 26 27 23 25 25 62 64:
Old : 86: 26 27 23 25 25 62 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 : 31.5 26.2 44.7 39.5 30.6 25.7 41.0 38.2
Old : 31.5 26.2 44.7 39.5 30.6 25.7 41.0 38.2
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, April 05, 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 : 39,681: 16,267 10,378 1,910 10,003 12,214 28,179 24,502: 11,501 15,179
Old : 39,681: 16,267 10,378 1,910 10,003 12,214 28,179 24,502: 11,501 15,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 1,295: -1,377 -2,513 -131 301 5,582 -1,206 2,937: 2,501 -1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 26.2 4.8 25.2 30.8 71.0 61.7: 29.0 38.3
Old : 100.0: 41.0 26.2 4.8 25.2 30.8 71.0 61.7: 29.0 38.3
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 : 40: 11 12 8 11 11 25 28:
Old : 40: 11 12 8 11 11 25 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 : 36.8 24.8 49.0 38.5 36.8 23.3 48.4 35.3
Old : 36.8 24.8 49.0 38.5 36.8 23.3 48.4 35.3
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, April 05, 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 : 114,302: 40,861 72,763 1,102 68,010 34,679 109,973 108,543: 4,329 5,759
Old : 114,302: 40,861 72,763 1,102 68,010 34,679 109,973 108,543: 4,329 5,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 4,665: 7,959 -1,016 42 -3,404 5,182 4,597 4,208: 68 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 63.7 1.0 59.5 30.3 96.2 95.0: 3.8 5.0
Old : 100.0: 35.7 63.7 1.0 59.5 30.3 96.2 95.0: 3.8 5.0
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 : 114: 37 46 14 16 21 63 71:
Old : 114: 37 46 14 16 21 63 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 : 63.4 44.6 76.5 59.4 63.4 44.6 76.5 59.4
Old : 63.4 44.6 76.5 59.4 63.4 44.6 76.5 59.4
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, April 05, 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 : 279,308: 39,193 83,013 23,596 201,153 133,400 263,943 240,010: 15,365 39,298
Old : 279,308: 39,193 83,013 23,596 201,153 133,400 263,943 240,010: 15,365 39,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -609: 1,993 6,090 76 -2,439 -9,601 -371 -3,436: -238 2,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 29.7 8.4 72.0 47.8 94.5 85.9: 5.5 14.1
Old : 100.0: 14.0 29.7 8.4 72.0 47.8 94.5 85.9: 5.5 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 : 120: 27 45 23 28 43 67 99:
Old : 120: 27 45 23 28 43 67 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 : 55.0 34.5 65.4 46.2 55.0 33.9 65.0 45.1
Old : 55.0 34.5 65.4 46.2 55.0 33.9 65.0 45.1
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, April 05, 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 : 204,724: 90,442 36,586 26,073 52,096 113,280 168,611 175,939: 36,113 28,785
Old : 204,724: 90,442 36,586 26,073 52,096 113,280 168,611 175,939: 36,113 28,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 25,508: 9,361 8,112 4,925 5,755 9,986 20,041 23,023: 5,467 2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 17.9 12.7 25.4 55.3 82.4 85.9: 17.6 14.1
Old : 100.0: 44.2 17.9 12.7 25.4 55.3 82.4 85.9: 17.6 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 : 122: 39 40 26 29 37 85 86:
Old : 122: 39 40 26 29 37 85 86:
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 : 27.9 32.5 36.9 43.8 27.9 31.0 36.2 41.2
Old : 27.9 32.5 36.9 43.8 27.9 31.0 36.2 41.2
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, April 05, 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 : 413,599: 91,306 140,829 56,041 209,772 150,592 357,119 347,462: 56,479 66,136
Old : 413,599: 91,306 140,829 56,041 209,772 150,592 357,119 347,462: 56,479 66,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 20,531: -144 -11,902 12,196 6,415 14,985 18,467 15,279: 2,064 5,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 34.0 13.5 50.7 36.4 86.3 84.0: 13.7 16.0
Old : 100.0: 22.1 34.0 13.5 50.7 36.4 86.3 84.0: 13.7 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 : 231: 66 90 63 57 59 155 180:
Old : 231: 66 90 63 57 59 155 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 21.8 35.9 31.3 22.0 20.8 35.0 28.8
Old : 22.4 21.8 35.9 31.3 22.0 20.8 35.0 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 32,492: 13,054 3,293 189 8,684 25,145 21,927 28,627: 10,565 3,865
Old : 32,492: 13,054 3,293 189 8,684 25,145 21,927 28,627: 10,565 3,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 848: -765 559 12 1,131 176 378 747: 470 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 10.1 0.6 26.7 77.4 67.5 88.1: 32.5 11.9
Old : 100.0: 40.2 10.1 0.6 26.7 77.4 67.5 88.1: 32.5 11.9
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 : 25: 7 4 1 11 10 18 15:
Old : 25: 7 4 1 11 10 18 15:
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 74.4 54.8 82.6 41.6 74.4 51.1 81.4
Old : 44.0 74.4 54.8 82.6 41.6 74.4 51.1 81.4
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, April 05, 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 : 30,973: 22,073 6,901 1,666 6,197 21,437 29,936 30,004: 1,037 969
Old : 30,973: 22,073 6,901 1,666 6,197 21,437 29,936 30,004: 1,037 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -14,074: -848 -6,592 -471 -12,606 -6,795 -13,925 -13,858: -149 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 22.3 5.4 20.0 69.2 96.7 96.9: 3.3 3.1
Old : 100.0: 71.3 22.3 5.4 20.0 69.2 96.7 96.9: 3.3 3.1
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 : 25: 8 11 3 3 4 12 17:
Old : 25: 8 11 3 3 4 12 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 : 81.0 82.4 94.5 91.9 80.9 78.7 89.9 87.5
Old : 81.0 82.4 94.5 91.9 80.9 78.7 89.9 87.5
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, April 05, 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 : 28,309: 20,152 17,249 34 4,971 7,764 25,157 25,047: 3,152 3,262
Old : 28,309: 20,152 17,249 34 4,971 7,764 25,157 25,047: 3,152 3,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 61: -103 -1,132 -184 271 1,407 -16 91: 77 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 60.9 0.1 17.6 27.4 88.9 88.5: 11.1 11.5
Old : 100.0: 71.2 60.9 0.1 17.6 27.4 88.9 88.5: 11.1 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 : 66: 25 24 2 10 13 37 37:
Old : 66: 25 24 2 10 13 37 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 : 40.7 39.0 61.2 53.8 40.7 39.0 59.1 53.8
Old : 40.7 39.0 61.2 53.8 40.7 39.0 59.1 53.8
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, April 05, 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 :18,068,888: 1,002,974 1,120,910 8,508,780 7,739,356 7,257,932 17,251,110 16,887,623: 817,778 1,181,266
Old :18,068,888: 1,002,974 1,120,910 8,508,780 7,739,356 7,257,932 17,251,110 16,887,623: 817,778 1,181,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 676,564: 40,272 -7,541 405,558 188,194 256,442 634,024 654,459: 42,540 22,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.2 47.1 42.8 40.2 95.5 93.5: 4.5 6.5
Old : 100.0: 5.6 6.2 47.1 42.8 40.2 95.5 93.5: 4.5 6.5
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 : 308: 62 90 119 136 148 267 293:
Old : 308: 62 90 119 136 148 267 293:
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 21.3 36.2 33.3 12.6 8.1 17.6 10.7
Old : 24.0 21.3 36.2 33.3 12.6 8.1 17.6 10.7
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, April 05, 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 : 832,386: 85,762 106,224 105,499 548,908 520,220 740,169 731,943: 92,217 100,442
Old : 832,386: 85,762 106,224 105,499 548,908 520,220 740,169 731,943: 92,217 100,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 17,284: 2,541 -3,282 8,394 8,496 16,942 19,431 22,055: -2,147 -4,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.8 12.7 65.9 62.5 88.9 87.9: 11.1 12.1
Old : 100.0: 10.3 12.8 12.7 65.9 62.5 88.9 87.9: 11.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 650: 132 171 169 257 261 485 505:
Old : 650: 132 171 169 257 261 485 505:
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 14.5 23.3 21.6 11.0 11.2 18.7 16.4
Old : 14.3 14.5 23.3 21.6 11.0 11.2 18.7 16.4
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, April 05, 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 : 135,051: 12,477 12,275 26,983 62,379 68,859 101,839 108,118: 33,212 26,934
Old : 135,051: 12,477 12,275 26,983 62,379 68,859 101,839 108,118: 33,212 26,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 3,159: -705 -551 -766 6,556 8,902 5,086 7,585: -1,927 -4,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 9.1 20.0 46.2 51.0 75.4 80.1: 24.6 19.9
Old : 100.0: 9.2 9.1 20.0 46.2 51.0 75.4 80.1: 24.6 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 18 15 24 39 37 70 63:
Old : 77: 18 15 24 39 37 70 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 : 27.1 26.6 36.0 43.0 11.7 19.3 16.1 26.4
Old : 27.1 26.6 36.0 43.0 11.7 19.3 16.1 26.4
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, April 05, 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 : 3,486,672: 384,829 488,154 374,169 2,432,649 2,256,805 3,191,648 3,119,128: 295,024 367,543
Old : 3,486,672: 384,829 488,154 374,169 2,432,649 2,256,805 3,191,648 3,119,128: 295,024 367,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 70,626: 17,135 -12,748 44,895 9,699 40,201 71,728 72,348: -1,102 -1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 14.0 10.7 69.8 64.7 91.5 89.5: 8.5 10.5
Old : 100.0: 11.0 14.0 10.7 69.8 64.7 91.5 89.5: 8.5 10.5
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 : 630: 125 165 160 250 252 465 487:
Old : 630: 125 165 160 250 252 465 487:
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 14.6 23.6 23.0 12.0 12.6 20.5 18.6
Old : 14.1 14.6 23.6 23.0 12.0 12.6 20.5 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 83,910: 5,964 7,485 221 68,551 72,843 74,736 80,549: 9,174 3,361
Old : 83,910: 5,964 7,485 221 68,551 72,843 74,736 80,549: 9,174 3,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -4,817: 742 -1,605 -647 -4,028 -1,613 -3,933 -3,865: -884 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.9 0.3 81.7 86.8 89.1 96.0: 10.9 4.0
Old : 100.0: 7.1 8.9 0.3 81.7 86.8 89.1 96.0: 10.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 8 9 5 52 38 63 49:
Old : 91: 8 9 5 52 38 63 49:
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 : 35.4 45.7 49.8 66.9 35.2 45.6 49.3 66.8
Old : 35.4 45.7 49.8 66.9 35.2 45.6 49.3 66.8
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, April 05, 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 : 45,868: 14,249 8,462 1,853 24,695 30,880 40,797 41,195: 5,071 4,673
Old : 45,868: 14,249 8,462 1,853 24,695 30,880 40,797 41,195: 5,071 4,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -437: -266 -1,943 -6 -158 1,455 -429 -493: -8 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 18.4 4.0 53.8 67.3 88.9 89.8: 11.1 10.2
Old : 100.0: 31.1 18.4 4.0 53.8 67.3 88.9 89.8: 11.1 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 : 224: 58 59 22 65 62 132 134:
Old : 224: 58 59 22 65 62 132 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 24.7 37.6 39.6 27.1 24.7 37.6 39.5
Old : 27.1 24.7 37.6 39.6 27.1 24.7 37.6 39.5
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, April 05, 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 : 229,341: 71,245 42,308 9,266 123,476 154,402 203,987 205,976: 25,354 23,365
Old : 229,341: 71,245 42,308 9,266 123,476 154,402 203,987 205,976: 25,354 23,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: -2,184: -1,329 -9,713 -28 -788 7,276 -2,145 -2,465: -39 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 18.4 4.0 53.8 67.3 88.9 89.8: 11.1 10.2
Old : 100.0: 31.1 18.4 4.0 53.8 67.3 88.9 89.8: 11.1 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 : 224: 58 59 22 65 62 132 134:
Old : 224: 58 59 22 65 62 132 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 24.7 37.6 39.6 27.1 24.7 37.6 39.5
Old : 27.1 24.7 37.6 39.6 27.1 24.7 37.6 39.5
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, April 05, 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 : 141,717: 77,474 51,612 11,195 21,220 57,002 109,889 119,809: 31,827 21,908
Old : 141,717: 77,474 51,612 11,195 21,220 57,002 109,889 119,809: 31,827 21,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 724: 986 -2,675 -591 97 2,555 491 -711: 233 1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 36.4 7.9 15.0 40.2 77.5 84.5: 22.5 15.5
Old : 100.0: 54.7 36.4 7.9 15.0 40.2 77.5 84.5: 22.5 15.5
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 : 91: 33 34 18 18 21 64 60:
Old : 91: 33 34 18 18 21 64 60:
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 45.7 45.2 55.5 38.0 45.1 44.1 53.8
Old : 38.0 45.7 45.2 55.5 38.0 45.1 44.1 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 30,689: 8,973 4,735 0 15,699 19,892 24,672 24,627: 6,017 6,062
Old : 30,689: 8,973 4,735 0 15,699 19,892 24,672 24,627: 6,017 6,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 988: 1,814 -558 0 -1,307 494 507 -64: 481 1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 15.4 0.0 51.2 64.8 80.4 80.2: 19.6 19.8
Old : 100.0: 29.2 15.4 0.0 51.2 64.8 80.4 80.2: 19.6 19.8
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 : 42: 7 10 0 13 13 20 23:
Old : 42: 7 10 0 13 13 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 53.7 64.5 62.5 52.4 53.7 64.4 62.5
Old : 52.4 53.7 64.5 62.5 52.4 53.7 64.4 62.5
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, April 05, 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 : 72,198: 22,727 6,758 182 40,571 15,053 63,480 21,993: 8,718 50,205
Old : 72,198: 22,727 6,758 182 40,571 15,053 63,480 21,993: 8,718 50,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 13,529: 3,182 3,136 37 9,785 -1,232 13,004 1,941: 525 11,588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 9.4 0.3 56.2 20.8 87.9 30.5: 12.1 69.5
Old : 100.0: 31.5 9.4 0.3 56.2 20.8 87.9 30.5: 12.1 69.5
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 : 84: 29 9 2 33 17 64 26:
Old : 84: 29 9 2 33 17 64 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 : 28.2 15.6 42.4 21.6 28.2 15.4 42.3 21.0
Old : 28.2 15.6 42.4 21.6 28.2 15.4 42.3 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2016