BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 8,169: 1,036 1,167 903 5,119 4,896 7,058 6,965: 1,111 1,204
Old : 8,169: 1,036 1,167 903 5,119 4,896 7,058 6,965: 1,111 1,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 150: 90 60 -4 66 80 153 137: -3 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 14.3 11.0 62.7 59.9 86.4 85.3: 13.6 14.7
Old : 100.0: 12.7 14.3 11.0 62.7 59.9 86.4 85.3: 13.6 14.7
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 : 38: 4 7 6 18 21 26 30:
Old : 38: 4 7 6 18 21 26 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 : 37.6 38.2 57.4 54.4 36.8 36.8 54.0 51.2
Old : 37.6 38.2 57.4 54.4 36.8 36.8 54.0 51.2
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, April 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 55,433: 17,847 7,776 13,501 16,822 17,158 48,170 38,435: 7,263 16,998
Old : 55,433: 17,847 7,776 13,501 16,822 17,158 48,170 38,435: 7,263 16,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 3,694: -86 161 1,317 1,712 1,430 2,943 2,908: 751 787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 14.0 24.4 30.3 31.0 86.9 69.3: 13.1 30.7
Old : 100.0: 32.2 14.0 24.4 30.3 31.0 86.9 69.3: 13.1 30.7
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 : 86: 13 38 36 30 23 68 73:
Old : 86: 13 38 36 30 23 68 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 22.3 46.3 34.8 30.9 17.7 41.3 23.1
Old : 32.6 22.3 46.3 34.8 30.9 17.7 41.3 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 9,828: 454 1,147 2,016 6,320 5,482 8,790 8,645: 1,038 1,183
Old : 9,828: 454 1,147 2,016 6,320 5,482 8,790 8,645: 1,038 1,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 338: 41 90 117 208 138 366 345: -28 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 11.7 20.5 64.3 55.8 89.4 88.0: 10.6 12.0
Old : 100.0: 4.6 11.7 20.5 64.3 55.8 89.4 88.0: 10.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 13 15 23 19 39 35:
Old : 42: 4 13 15 23 19 39 35:
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 : 37.0 28.2 53.2 46.8 36.1 23.6 45.2 32.6
Old : 37.0 28.2 53.2 46.8 36.1 23.6 45.2 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 264,017: 79,426 31,103 61,817 101,237 129,896 242,480 222,817: 21,537 41,200
Old : 220,725: 69,664 31,163 50,371 83,329 103,798 203,363 185,332: 17,361 35,393
Other: 43,292: 13,411 3,589 7,798 17,907 26,098 39,116 37,485: 4,176 5,807
: : :
: : Changes in Commitments from: April 19, 2016 :
: 5,220: -3,026 1,328 3,042 4,543 575 4,559 4,946: 661 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 11.8 23.4 38.3 49.2 91.8 84.4: 8.2 15.6
Old : 100.0: 31.6 14.1 22.8 37.8 47.0 92.1 84.0: 7.9 16.0
Other: 100.0: 31.0 8.3 18.0 41.4 60.3 90.4 86.6: 9.6 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 107 69 113 86 91 247 232:
Old : 290: 97 85 109 75 90 231 229:
Other: 141: 41 14 28 58 61 106 96:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 15.7 22.7 23.1 12.3 12.5 21.2 18.2
Old : 14.5 15.3 24.8 22.5 14.5 12.7 23.8 18.7
Other: 24.1 25.2 38.2 39.2 22.5 22.2 32.0 30.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 356,601: 88,722 56,654 109,096 124,774 140,796 322,592 306,545: 34,009 50,055
Old : 356,601: 88,722 56,654 109,096 124,774 140,796 322,592 306,545: 34,009 50,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -2,282: 287 3,653 3,188 -4,567 -6,753 -1,092 87: -1,190 -2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 15.9 30.6 35.0 39.5 90.5 86.0: 9.5 14.0
Old : 100.0: 24.9 15.9 30.6 35.0 39.5 90.5 86.0: 9.5 14.0
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 : 394: 106 108 134 133 139 313 319:
Old : 394: 106 108 134 133 139 313 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 12.1 21.3 18.7 11.7 11.6 17.8 17.0
Old : 13.4 12.1 21.3 18.7 11.7 11.6 17.8 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 4,362: 1,890 854 414 563 2,195 2,867 3,463: 1,495 899
Old : 4,362: 1,890 854 414 563 2,195 2,867 3,463: 1,495 899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -240: -152 -40 -182 3 86 -332 -137: 91 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 19.6 9.5 12.9 50.3 65.7 79.4: 34.3 20.6
Old : 100.0: 43.3 19.6 9.5 12.9 50.3 65.7 79.4: 34.3 20.6
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 : 59: 26 9 9 14 21 45 34:
Old : 59: 26 9 9 14 21 45 34:
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 : 18.7 33.5 29.1 47.0 18.7 32.8 27.6 44.5
Old : 18.7 33.5 29.1 47.0 18.7 32.8 27.6 44.5
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 26, 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 : 58,369: 14,823 12,377 18,134 16,180 11,456 49,137 41,967: 9,233 16,402
Old : 58,369: 14,823 12,377 18,134 16,180 11,456 49,137 41,967: 9,233 16,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 3,542: 1,120 933 2,336 -56 1,380 3,400 4,650: 141 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 21.2 31.1 27.7 19.6 84.2 71.9: 15.8 28.1
Old : 100.0: 25.4 21.2 31.1 27.7 19.6 84.2 71.9: 15.8 28.1
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 : 248: 65 67 67 84 78 186 186:
Old : 248: 65 67 67 84 78 186 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 12.2 25.4 19.8 12.2 7.2 18.2 11.9
Old : 15.4 12.2 25.4 19.8 12.2 7.2 18.2 11.9
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 26, 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 : 44,459: 2,513 20,958 5,441 35,277 12,846 43,231 39,244: 1,229 5,215
Old : 44,459: 2,513 20,958 5,441 35,277 12,846 43,231 39,244: 1,229 5,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,567: -83 234 548 1,018 536 1,483 1,317: 84 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 47.1 12.2 79.3 28.9 97.2 88.3: 2.8 11.7
Old : 100.0: 5.7 47.1 12.2 79.3 28.9 97.2 88.3: 2.8 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 : 81: 8 36 23 26 27 53 67:
Old : 81: 8 36 23 26 27 53 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 38.9 70.0 52.0 49.5 38.8 69.6 50.7
Old : 49.6 38.9 70.0 52.0 49.5 38.8 69.6 50.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 30,460: 7,749 4,358 0 22,012 25,577 29,761 29,935: 699 525
Old : 30,460: 7,749 4,358 0 22,012 25,577 29,761 29,935: 699 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -199: -371 -14 0 188 -222 -183 -236: -16 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 14.3 0.0 72.3 84.0 97.7 98.3: 2.3 1.7
Old : 100.0: 25.4 14.3 0.0 72.3 84.0 97.7 98.3: 2.3 1.7
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 : 28: 8 3 0 8 13 16 16:
Old : 28: 8 3 0 8 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 67.0 90.0 84.1 80.2 67.0 90.0 83.5
Old : 80.2 67.0 90.0 84.1 80.2 67.0 90.0 83.5
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, April 26, 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 : 145,912: 34,541 25,191 13,997 60,429 81,991 108,967 121,179: 36,945 24,733
Old : 145,912: 34,541 25,191 13,997 60,429 81,991 108,967 121,179: 36,945 24,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 8,397: 3,790 -185 1,503 1,975 8,885 7,268 10,203: 1,129 -1,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.3 9.6 41.4 56.2 74.7 83.0: 25.3 17.0
Old : 100.0: 23.7 17.3 9.6 41.4 56.2 74.7 83.0: 25.3 17.0
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 : 89: 35 21 18 25 24 66 57:
Old : 89: 35 21 18 25 24 66 57:
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 : 31.1 36.9 41.3 49.4 28.4 36.8 37.8 46.7
Old : 31.1 36.9 41.3 49.4 28.4 36.8 37.8 46.7
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 26, 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 : 45,340: 23,669 14,747 1,249 10,101 14,348 35,019 30,344: 10,321 14,996
Old : 45,340: 23,669 14,747 1,249 10,101 14,348 35,019 30,344: 10,321 14,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -602: 4,028 4,228 -11 -761 -6,304 3,256 -2,087: -3,858 1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 32.5 2.8 22.3 31.6 77.2 66.9: 22.8 33.1
Old : 100.0: 52.2 32.5 2.8 22.3 31.6 77.2 66.9: 22.8 33.1
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 : 47: 14 16 7 11 11 30 29:
Old : 47: 14 16 7 11 11 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 33.8 49.1 44.2 37.8 33.3 48.8 43.6
Old : 37.8 33.8 49.1 44.2 37.8 33.3 48.8 43.6
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 26, 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 : 117,536: 34,559 53,850 4,179 73,779 54,474 112,517 112,503: 5,019 5,033
Old : 117,536: 34,559 53,850 4,179 73,779 54,474 112,517 112,503: 5,019 5,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -9,367: -9,279 -4,357 -67 475 -5,412 -8,872 -9,836: -496 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 45.8 3.6 62.8 46.3 95.7 95.7: 4.3 4.3
Old : 100.0: 29.4 45.8 3.6 62.8 46.3 95.7 95.7: 4.3 4.3
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 : 118: 42 47 12 13 21 64 73:
Old : 118: 42 47 12 13 21 64 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 44.4 70.3 65.3 58.1 44.4 68.2 62.6
Old : 58.3 44.4 70.3 65.3 58.1 44.4 68.2 62.6
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 26, 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 : 283,442: 33,946 82,961 34,814 194,911 125,972 263,672 243,747: 19,770 39,695
Old : 283,442: 33,946 82,961 34,814 194,911 125,972 263,672 243,747: 19,770 39,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 12,252: 4,798 -1,139 5,809 2,773 4,987 13,380 9,658: -1,128 2,594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 29.3 12.3 68.8 44.4 93.0 86.0: 7.0 14.0
Old : 100.0: 12.0 29.3 12.3 68.8 44.4 93.0 86.0: 7.0 14.0
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 : 119: 29 42 26 29 44 72 98:
Old : 119: 29 42 26 29 44 72 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 26.0 64.9 38.0 54.9 24.6 62.3 36.6
Old : 54.9 26.0 64.9 38.0 54.9 24.6 62.3 36.6
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 26, 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 : 208,421: 94,205 26,817 28,275 54,740 122,417 177,221 177,509: 31,201 30,912
Old : 208,421: 94,205 26,817 28,275 54,740 122,417 177,221 177,509: 31,201 30,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -3,603: -8,257 -5,304 5,772 442 -6,616 -2,043 -6,148: -1,560 2,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 12.9 13.6 26.3 58.7 85.0 85.2: 15.0 14.8
Old : 100.0: 45.2 12.9 13.6 26.3 58.7 85.0 85.2: 15.0 14.8
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 : 124: 39 36 26 31 42 88 86:
Old : 124: 39 36 26 31 42 88 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 : 28.9 29.3 39.2 42.5 28.9 28.2 37.4 39.7
Old : 28.9 29.3 39.2 42.5 28.9 28.2 37.4 39.7
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 26, 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 : 402,253: 98,950 132,234 43,523 206,498 166,582 348,971 342,339: 53,282 59,914
Old : 402,253: 98,950 132,234 43,523 206,498 166,582 348,971 342,339: 53,282 59,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 812: -1,981 -10,229 5,930 -783 7,672 3,165 3,373: -2,353 -2,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 32.9 10.8 51.3 41.4 86.8 85.1: 13.2 14.9
Old : 100.0: 24.6 32.9 10.8 51.3 41.4 86.8 85.1: 13.2 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 228: 58 89 61 62 60 156 176:
Old : 228: 58 89 61 62 60 156 176:
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 : 21.4 23.5 34.8 33.1 20.8 22.9 33.8 31.8
Old : 21.4 23.5 34.8 33.1 20.8 22.9 33.8 31.8
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 26, 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 : 31,608: 12,243 3,051 179 8,124 23,769 20,546 26,999: 11,062 4,609
Old : 31,608: 12,243 3,051 179 8,124 23,769 20,546 26,999: 11,062 4,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -882: -1,015 -918 -21 360 -577 -676 -1,516: -206 634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 9.7 0.6 25.7 75.2 65.0 85.4: 35.0 14.6
Old : 100.0: 38.7 9.7 0.6 25.7 75.2 65.0 85.4: 35.0 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 : 21: 6 3 2 9 9 16 13:
Old : 21: 6 3 2 9 9 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 74.7 55.2 82.6 40.7 74.6 52.2 81.1
Old : 42.8 74.7 55.2 82.6 40.7 74.6 52.2 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 29,017: 19,464 5,375 1,687 6,841 20,983 27,992 28,045: 1,025 972
Old : 29,017: 19,464 5,375 1,687 6,841 20,983 27,992 28,045: 1,025 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -1,605: -1,385 -2,310 122 -376 487 -1,639 -1,701: 34 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 18.5 5.8 23.6 72.3 96.5 96.7: 3.5 3.3
Old : 100.0: 67.1 18.5 5.8 23.6 72.3 96.5 96.7: 3.5 3.3
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 : 25: 8 10 2 3 5 12 16:
Old : 25: 8 10 2 3 5 12 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 83.1 92.2 91.9 76.8 79.0 88.7 86.9
Old : 76.9 83.1 92.2 91.9 76.8 79.0 88.7 86.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 33,789: 24,459 17,075 80 4,851 14,224 29,390 31,379: 4,399 2,410
Old : 33,789: 24,459 17,075 80 4,851 14,224 29,390 31,379: 4,399 2,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 2,476: 1,785 -248 -38 178 3,592 1,925 3,306: 551 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 50.5 0.2 14.4 42.1 87.0 92.9: 13.0 7.1
Old : 100.0: 72.4 50.5 0.2 14.4 42.1 87.0 92.9: 13.0 7.1
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 : 65: 27 20 2 6 14 35 34:
Old : 65: 27 20 2 6 14 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 52.5 58.7 66.8 43.0 52.5 58.5 66.8
Old : 43.0 52.5 58.7 66.8 43.0 52.5 58.5 66.8
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 26, 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 :18,723,150: 1,117,242 1,041,465 8,721,908 8,005,818 7,675,480 17,844,968 17,438,853: 878,182 1,284,297
Old :18,723,150: 1,117,242 1,041,465 8,721,908 8,005,818 7,675,480 17,844,968 17,438,853: 878,182 1,284,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 371,683: 37,804 -70,720 244,453 132,128 221,832 414,385 395,564: -42,702 -23,882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 5.6 46.6 42.8 41.0 95.3 93.1: 4.7 6.9
Old : 100.0: 6.0 5.6 46.6 42.8 41.0 95.3 93.1: 4.7 6.9
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 : 310: 69 82 116 139 152 271 292:
Old : 310: 69 82 116 139 152 271 292:
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 21.0 36.3 32.2 13.2 7.4 17.8 9.9
Old : 24.4 21.0 36.3 32.2 13.2 7.4 17.8 9.9
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 26, 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 : 880,386: 93,767 91,571 122,944 564,230 560,935 780,940 775,450: 99,445 104,936
Old : 880,386: 93,767 91,571 122,944 564,230 560,935 780,940 775,450: 99,445 104,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,993: 7,400 -8,793 -5,952 -11,368 12,697 -9,921 -2,049: 11,913 4,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 10.4 14.0 64.1 63.7 88.7 88.1: 11.3 11.9
Old : 100.0: 10.7 10.4 14.0 64.1 63.7 88.7 88.1: 11.3 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 : 644: 130 169 156 247 256 469 489:
Old : 644: 130 169 156 247 256 469 489:
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 : 14.5 13.9 22.3 22.4 10.0 10.0 16.6 15.3
Old : 14.5 13.9 22.3 22.4 10.0 10.0 16.6 15.3
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 26, 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 : 168,611: 16,684 13,638 33,434 72,942 99,117 123,060 146,188: 45,551 22,423
Old : 168,611: 16,684 13,638 33,434 72,942 99,117 123,060 146,188: 45,551 22,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 341: 681 -2,426 -3,266 -6,849 5,617 -9,434 -74: 9,775 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.1 19.8 43.3 58.8 73.0 86.7: 27.0 13.3
Old : 100.0: 9.9 8.1 19.8 43.3 58.8 73.0 86.7: 27.0 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 20 11 22 39 41 69 64:
Old : 79: 20 11 22 39 41 69 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 : 29.1 29.1 38.8 45.2 10.0 18.6 14.8 27.4
Old : 29.1 29.1 38.8 45.2 10.0 18.6 14.8 27.4
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 26, 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 : 3,558,876: 418,504 422,756 414,461 2,456,438 2,309,093 3,289,403 3,146,311: 269,473 412,565
Old : 3,558,876: 418,504 422,756 414,461 2,456,438 2,309,093 3,289,403 3,146,311: 269,473 412,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 8,260: 34,284 -31,146 -14,122 -22,593 35,397 -2,432 -9,871: 10,692 18,131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 11.9 11.6 69.0 64.9 92.4 88.4: 7.6 11.6
Old : 100.0: 11.8 11.9 11.6 69.0 64.9 92.4 88.4: 7.6 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 : 624: 120 167 149 240 246 450 472:
Old : 624: 120 167 149 240 246 450 472:
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 : 13.6 14.9 22.3 23.5 11.0 12.0 19.1 18.6
Old : 13.6 14.9 22.3 23.5 11.0 12.0 19.1 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 26, 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 : 79,409: 8,764 5,620 309 60,295 71,204 69,368 77,133: 10,041 2,276
Old : 79,409: 8,764 5,620 309 60,295 71,204 69,368 77,133: 10,041 2,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -685: 2,458 -1,016 83 -3,570 1,930 -1,029 997: 344 -1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 7.1 0.4 75.9 89.7 87.4 97.1: 12.6 2.9
Old : 100.0: 11.0 7.1 0.4 75.9 89.7 87.4 97.1: 12.6 2.9
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 : 94: 12 9 3 52 39 66 49:
Old : 94: 12 9 3 52 39 66 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 : 35.9 42.8 50.0 66.2 35.7 42.7 48.9 66.1
Old : 35.9 42.8 50.0 66.2 35.7 42.7 48.9 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 47,700: 15,695 8,246 1,422 24,976 33,640 42,094 43,308: 5,606 4,392
Old : 47,700: 15,695 8,246 1,422 24,976 33,640 42,094 43,308: 5,606 4,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -1,962: -2,061 544 -145 -276 -2,305 -2,482 -1,907: 520 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 17.3 3.0 52.4 70.5 88.2 90.8: 11.8 9.2
Old : 100.0: 32.9 17.3 3.0 52.4 70.5 88.2 90.8: 11.8 9.2
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 : 239: 60 60 20 72 75 143 144:
Old : 239: 60 60 20 72 75 143 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 27.7 35.6 43.1 24.6 27.6 35.6 43.0
Old : 24.6 27.7 35.6 43.1 24.6 27.6 35.6 43.0
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 26, 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 : 238,500: 78,477 41,231 7,112 124,882 168,199 210,471 216,542: 28,029 21,958
Old : 238,500: 78,477 41,231 7,112 124,882 168,199 210,471 216,542: 28,029 21,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -9,810: -10,306 2,718 -727 -1,379 -11,527 -12,412 -9,536: 2,602 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 17.3 3.0 52.4 70.5 88.2 90.8: 11.8 9.2
Old : 100.0: 32.9 17.3 3.0 52.4 70.5 88.2 90.8: 11.8 9.2
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 : 239: 60 60 20 72 75 143 144:
Old : 239: 60 60 20 72 75 143 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 27.7 35.6 43.1 24.6 27.6 35.6 43.0
Old : 24.6 27.7 35.6 43.1 24.6 27.6 35.6 43.0
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 26, 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 : 177,288: 108,110 50,549 12,445 24,471 90,422 145,026 153,416: 32,262 23,871
Old : 177,288: 108,110 50,549 12,445 24,471 90,422 145,026 153,416: 32,262 23,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 12,034: 11,965 -4,008 -250 806 16,917 12,521 12,659: -487 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 28.5 7.0 13.8 51.0 81.8 86.5: 18.2 13.5
Old : 100.0: 61.0 28.5 7.0 13.8 51.0 81.8 86.5: 18.2 13.5
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 : 99: 37 35 21 20 22 71 64:
Old : 99: 37 35 21 20 22 71 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 : 44.4 51.8 51.1 60.3 44.4 51.2 49.5 57.5
Old : 44.4 51.8 51.1 60.3 44.4 51.2 49.5 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 33,521: 10,557 4,381 0 16,059 21,790 26,616 26,171: 6,905 7,350
Old : 33,521: 10,557 4,381 0 16,059 21,790 26,616 26,171: 6,905 7,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 3,451: 2,042 589 0 614 1,250 2,656 1,839: 795 1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 13.1 0.0 47.9 65.0 79.4 78.1: 20.6 21.9
Old : 100.0: 31.5 13.1 0.0 47.9 65.0 79.4 78.1: 20.6 21.9
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 : 48: 13 10 0 15 13 28 23:
Old : 48: 13 10 0 15 13 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 54.3 59.6 63.6 43.5 54.3 59.6 63.6
Old : 43.5 54.3 59.6 63.6 43.5 54.3 59.6 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 81,261: 21,800 7,600 554 49,812 16,791 72,166 24,945: 9,095 56,316
Old : 81,261: 21,800 7,600 554 49,812 16,791 72,166 24,945: 9,095 56,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: 1,641: 104 1,623 217 1,151 -1,789 1,472 51: 169 1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.4 0.7 61.3 20.7 88.8 30.7: 11.2 69.3
Old : 100.0: 26.8 9.4 0.7 61.3 20.7 88.8 30.7: 11.2 69.3
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 : 87: 32 10 5 33 17 66 31:
Old : 87: 32 10 5 33 17 66 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 14.6 40.5 20.4 26.2 14.6 40.5 20.3
Old : 26.2 14.6 40.5 20.4 26.2 14.6 40.5 20.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2016