BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 8,402: 1,038 1,314 963 5,340 4,967 7,341 7,245: 1,061 1,157
Old : 8,402: 1,038 1,314 963 5,340 4,967 7,341 7,245: 1,061 1,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 233: 2 147 60 221 72 283 279: -50 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 15.6 11.5 63.6 59.1 87.4 86.2: 12.6 13.8
Old : 100.0: 12.4 15.6 11.5 63.6 59.1 87.4 86.2: 12.6 13.8
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 : 39: 4 8 8 18 21 28 31:
Old : 39: 4 8 8 18 21 28 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 : 39.0 39.2 58.5 55.6 37.9 36.8 54.7 51.6
Old : 39.0 39.2 58.5 55.6 37.9 36.8 54.7 51.6
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, May 03, 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 : 60,228: 18,941 7,976 15,348 18,242 18,698 52,531 42,021: 7,697 18,207
Old : 60,228: 18,941 7,976 15,348 18,242 18,698 52,531 42,021: 7,697 18,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 4,795: 1,093 199 1,847 1,420 1,539 4,361 3,586: 434 1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 13.2 25.5 30.3 31.0 87.2 69.8: 12.8 30.2
Old : 100.0: 31.4 13.2 25.5 30.3 31.0 87.2 69.8: 12.8 30.2
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 : 94: 17 38 36 31 25 71 78:
Old : 94: 17 38 36 31 25 71 78:
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 22.2 44.9 34.7 29.7 17.2 39.4 22.4
Old : 31.5 22.2 44.9 34.7 29.7 17.2 39.4 22.4
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, May 03, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 10,594: 512 1,322 2,346 6,651 5,728 9,509 9,396: 1,085 1,198
Old : 10,594: 512 1,322 2,346 6,651 5,728 9,509 9,396: 1,085 1,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 766: 59 176 329 331 246 719 751: 47 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 12.5 22.1 62.8 54.1 89.8 88.7: 10.2 11.3
Old : 100.0: 4.8 12.5 22.1 62.8 54.1 89.8 88.7: 10.2 11.3
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 : 46: 5 16 18 23 19 42 39:
Old : 46: 5 16 18 23 19 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 29.1 52.9 48.0 33.8 23.1 44.5 32.7
Old : 36.2 29.1 52.9 48.0 33.8 23.1 44.5 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 272,766: 85,332 28,018 66,413 98,065 137,735 249,809 232,166: 22,957 40,600
Old : 224,157: 74,226 29,318 52,989 79,120 108,305 206,335 190,612: 17,821 33,545
Other: 48,610: 15,922 3,516 8,608 18,944 29,429 43,474 41,554: 5,136 7,056
: : :
: : Changes in Commitments from: April 26, 2016 :
: 8,749: 5,905 -3,085 4,596 -3,172 7,838 7,330 9,349: 1,420 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 10.3 24.3 36.0 50.5 91.6 85.1: 8.4 14.9
Old : 100.0: 33.1 13.1 23.6 35.3 48.3 92.0 85.0: 8.0 15.0
Other: 100.0: 32.8 7.2 17.7 39.0 60.5 89.4 85.5: 10.6 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 113 67 116 88 94 262 227:
Old : 297: 100 86 113 77 92 246 225:
Other: 152: 45 12 29 61 69 112 104:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 17.6 22.2 25.1 12.1 14.3 20.4 20.4
Old : 14.4 17.4 24.4 24.5 14.4 14.6 23.5 20.6
Other: 21.6 23.7 34.9 37.3 19.9 20.9 29.3 29.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 367,174: 94,122 63,846 107,721 128,713 144,997 330,556 316,564: 36,618 50,610
Old : 367,174: 94,122 63,846 107,721 128,713 144,997 330,556 316,564: 36,618 50,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 10,573: 5,400 7,192 -1,375 3,939 4,201 7,964 10,018: 2,609 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 17.4 29.3 35.1 39.5 90.0 86.2: 10.0 13.8
Old : 100.0: 25.6 17.4 29.3 35.1 39.5 90.0 86.2: 10.0 13.8
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 : 413: 116 112 137 140 141 327 333:
Old : 413: 116 112 137 140 141 327 333:
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 : 13.7 12.4 21.5 19.0 11.6 11.8 18.0 17.0
Old : 13.7 12.4 21.5 19.0 11.6 11.8 18.0 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, May 03, 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 : 4,501: 2,257 914 312 390 2,327 2,959 3,553: 1,542 949
Old : 4,501: 2,257 914 312 390 2,327 2,959 3,553: 1,542 949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 140: 367 59 -102 -173 133 92 90: 47 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 20.3 6.9 8.7 51.7 65.7 78.9: 34.3 21.1
Old : 100.0: 50.1 20.3 6.9 8.7 51.7 65.7 78.9: 34.3 21.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 32 7 9 9 21 44 34:
Old : 62: 32 7 9 9 21 44 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 : 19.6 36.2 30.4 50.6 19.6 35.9 29.9 48.5
Old : 19.6 36.2 30.4 50.6 19.6 35.9 29.9 48.5
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, May 03, 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 : 55,079: 15,327 13,794 14,695 16,157 10,407 46,180 38,896: 8,899 16,182
Old : 55,079: 15,327 13,794 14,695 16,157 10,407 46,180 38,896: 8,899 16,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -3,290: 504 1,417 -3,439 -22 -1,049 -2,957 -3,071: -333 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 25.0 26.7 29.3 18.9 83.8 70.6: 16.2 29.4
Old : 100.0: 27.8 25.0 26.7 29.3 18.9 83.8 70.6: 16.2 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 64 65 62 85 75 185 176:
Old : 242: 64 65 62 85 75 185 176:
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 : 15.9 11.7 25.4 19.6 13.1 8.6 19.2 14.0
Old : 15.9 11.7 25.4 19.6 13.1 8.6 19.2 14.0
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, May 03, 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 : 47,147: 2,836 22,448 6,423 36,610 12,979 45,869 41,850: 1,278 5,298
Old : 47,147: 2,836 22,448 6,423 36,610 12,979 45,869 41,850: 1,278 5,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 2,688: 323 1,490 982 1,334 133 2,639 2,605: 49 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 47.6 13.6 77.7 27.5 97.3 88.8: 2.7 11.2
Old : 100.0: 6.0 47.6 13.6 77.7 27.5 97.3 88.8: 2.7 11.2
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 : 84: 9 38 23 27 28 55 70:
Old : 84: 9 38 23 27 28 55 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 38.3 68.6 51.7 47.8 38.1 67.9 49.5
Old : 48.0 38.3 68.6 51.7 47.8 38.1 67.9 49.5
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, May 03, 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 : 29,086: 8,605 3,494 0 19,655 25,139 28,260 28,633: 826 453
Old : 29,086: 8,605 3,494 0 19,655 25,139 28,260 28,633: 826 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -1,374: 856 -864 0 -2,357 -438 -1,501 -1,302: 127 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 12.0 0.0 67.6 86.4 97.2 98.4: 2.8 1.6
Old : 100.0: 29.6 12.0 0.0 67.6 86.4 97.2 98.4: 2.8 1.6
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 : 26: 8 2 0 7 13 15 15:
Old : 26: 8 2 0 7 13 15 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 : 79.2 67.9 90.2 86.1 79.2 67.9 90.2 85.5
Old : 79.2 67.9 90.2 86.1 79.2 67.9 90.2 85.5
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, May 03, 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 : 149,581: 38,295 20,877 13,122 60,342 88,400 111,760 122,399: 37,821 27,182
Old : 149,581: 38,295 20,877 13,122 60,342 88,400 111,760 122,399: 37,821 27,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 3,669: 3,754 -4,314 -875 -87 6,409 2,793 1,220: 876 2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 14.0 8.8 40.3 59.1 74.7 81.8: 25.3 18.2
Old : 100.0: 25.6 14.0 8.8 40.3 59.1 74.7 81.8: 25.3 18.2
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 : 88: 35 20 17 25 24 65 56:
Old : 88: 35 20 17 25 24 65 56:
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 : 31.0 39.1 41.5 51.3 28.3 38.3 37.7 48.7
Old : 31.0 39.1 41.5 51.3 28.3 38.3 37.7 48.7
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, May 03, 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 : 45,066: 20,784 14,468 1,912 10,729 15,018 33,426 31,398: 11,640 13,668
Old : 45,066: 20,784 14,468 1,912 10,729 15,018 33,426 31,398: 11,640 13,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -274: -2,885 -279 663 629 670 -1,594 1,054: 1,320 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 32.1 4.2 23.8 33.3 74.2 69.7: 25.8 30.3
Old : 100.0: 46.1 32.1 4.2 23.8 33.3 74.2 69.7: 25.8 30.3
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 : 45: 13 15 9 12 10 30 29:
Old : 45: 13 15 9 12 10 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 : 35.9 37.5 47.3 47.2 35.9 36.6 46.7 46.3
Old : 35.9 37.5 47.3 47.2 35.9 36.6 46.7 46.3
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, May 03, 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 : 116,853: 35,748 48,194 11,197 64,975 52,426 111,920 111,817: 4,933 5,036
Old : 116,853: 35,748 48,194 11,197 64,975 52,426 111,920 111,817: 4,933 5,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -683: 1,189 -5,656 7,018 -8,805 -2,048 -597 -686: -86 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 41.2 9.6 55.6 44.9 95.8 95.7: 4.2 4.3
Old : 100.0: 30.6 41.2 9.6 55.6 44.9 95.8 95.7: 4.2 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 : 122: 47 42 18 17 21 76 71:
Old : 122: 47 42 18 17 21 76 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 43.2 63.7 60.8 47.0 40.1 58.8 54.1
Old : 49.3 43.2 63.7 60.8 47.0 40.1 58.8 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 287,117: 38,110 78,522 37,458 192,010 134,508 267,579 250,488: 19,538 36,628
Old : 287,117: 38,110 78,522 37,458 192,010 134,508 267,579 250,488: 19,538 36,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 3,675: 4,164 -4,439 2,644 -2,900 8,536 3,907 6,741: -232 -3,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 27.3 13.0 66.9 46.8 93.2 87.2: 6.8 12.8
Old : 100.0: 13.3 27.3 13.0 66.9 46.8 93.2 87.2: 6.8 12.8
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 : 122: 34 40 28 29 43 74 100:
Old : 122: 34 40 28 29 43 74 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 26.7 63.4 38.0 53.0 25.5 61.3 36.3
Old : 53.0 26.7 63.4 38.0 53.0 25.5 61.3 36.3
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, May 03, 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 : 205,956: 80,096 23,877 29,893 62,036 120,851 172,026 174,621: 33,930 31,334
Old : 205,956: 80,096 23,877 29,893 62,036 120,851 172,026 174,621: 33,930 31,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -2,466: -14,109 -2,940 1,618 7,296 -1,566 -5,195 -2,888: 2,729 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 11.6 14.5 30.1 58.7 83.5 84.8: 16.5 15.2
Old : 100.0: 38.9 11.6 14.5 30.1 58.7 83.5 84.8: 16.5 15.2
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 : 123: 39 38 30 31 39 89 88:
Old : 123: 39 38 30 31 39 89 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 31.0 35.4 42.9 23.4 29.4 33.3 40.0
Old : 23.7 31.0 35.4 42.9 23.4 29.4 33.3 40.0
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, May 03, 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 : 439,978: 108,974 126,954 54,048 218,906 194,385 381,929 375,387: 58,049 64,591
Old : 439,978: 108,974 126,954 54,048 218,906 194,385 381,929 375,387: 58,049 64,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 37,725: 10,024 -5,281 10,525 12,408 27,803 32,958 33,047: 4,767 4,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 28.9 12.3 49.8 44.2 86.8 85.3: 13.2 14.7
Old : 100.0: 24.8 28.9 12.3 49.8 44.2 86.8 85.3: 13.2 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 : 241: 72 87 67 63 63 167 187:
Old : 241: 72 87 67 63 63 167 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 25.2 31.1 34.9 17.7 23.5 29.7 31.3
Old : 18.2 25.2 31.1 34.9 17.7 23.5 29.7 31.3
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, May 03, 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 : 29,518: 11,176 2,725 219 7,609 22,752 19,004 25,696: 10,514 3,822
Old : 29,518: 11,176 2,725 219 7,609 22,752 19,004 25,696: 10,514 3,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -2,090: -1,067 -326 40 -515 -1,017 -1,542 -1,303: -548 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 9.2 0.7 25.8 77.1 64.4 87.1: 35.6 12.9
Old : 100.0: 37.9 9.2 0.7 25.8 77.1 64.4 87.1: 35.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 4 3 8 8 16 13:
Old : 21: 6 4 3 8 8 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 : 42.3 76.0 55.2 84.0 39.8 76.0 51.6 82.2
Old : 42.3 76.0 55.2 84.0 39.8 76.0 51.6 82.2
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, May 03, 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 : 25,288: 17,934 18,779 0 6,357 5,803 24,291 24,582: 997 706
Old : 25,288: 17,934 18,779 0 6,357 5,803 24,291 24,582: 997 706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -3,729: -1,530 13,404 -1,687 -484 -15,180 -3,701 -3,463: -28 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 74.3 0.0 25.1 22.9 96.1 97.2: 3.9 2.8
Old : 100.0: 70.9 74.3 0.0 25.1 22.9 96.1 97.2: 3.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 6 11 0 6 4 12 15:
Old : 25: 6 11 0 6 4 12 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 87.8 93.2 94.4 82.3 87.8 93.2 94.4
Old : 82.3 87.8 93.2 94.4 82.3 87.8 93.2 94.4
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, May 03, 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 : 36,578: 25,306 16,106 61 6,791 17,334 32,158 33,501: 4,420 3,077
Old : 36,578: 25,306 16,106 61 6,791 17,334 32,158 33,501: 4,420 3,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 2,789: 847 -969 -19 1,940 3,110 2,768 2,122: 21 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 44.0 0.2 18.6 47.4 87.9 91.6: 12.1 8.4
Old : 100.0: 69.2 44.0 0.2 18.6 47.4 87.9 91.6: 12.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 28 20 3 9 14 38 36:
Old : 67: 28 20 3 9 14 38 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 : 42.1 54.3 57.2 65.3 41.0 54.3 54.9 65.3
Old : 42.1 54.3 57.2 65.3 41.0 54.3 54.9 65.3
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, May 03, 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 :18,915,574: 1,040,139 1,159,649 8,848,008 8,164,659 7,673,163 18,052,807 17,680,821: 862,767 1,234,753
Old :18,915,574: 1,040,139 1,159,649 8,848,008 8,164,659 7,673,163 18,052,807 17,680,821: 862,767 1,234,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 192,423: -77,103 118,184 126,101 158,840 -2,318 207,838 241,968: -15,415 -49,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.1 46.8 43.2 40.6 95.4 93.5: 4.6 6.5
Old : 100.0: 5.5 6.1 46.8 43.2 40.6 95.4 93.5: 4.6 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 : 320: 67 90 118 140 154 276 299:
Old : 320: 67 90 118 140 154 276 299:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 20.5 36.9 32.4 13.8 7.4 18.2 9.9
Old : 23.9 20.5 36.9 32.4 13.8 7.4 18.2 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, May 03, 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 : 840,786: 92,779 82,871 115,702 534,679 541,493 743,159 740,065: 97,627 100,721
Old : 840,786: 92,779 82,871 115,702 534,679 541,493 743,159 740,065: 97,627 100,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -39,600: -988 -8,701 -7,242 -29,551 -19,443 -37,781 -35,385: -1,818 -4,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.9 13.8 63.6 64.4 88.4 88.0: 11.6 12.0
Old : 100.0: 11.0 9.9 13.8 63.6 64.4 88.4 88.0: 11.6 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 : 656: 144 167 166 245 261 476 508:
Old : 656: 144 167 166 245 261 476 508:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 13.9 22.2 21.5 10.2 10.4 17.2 16.0
Old : 14.1 13.9 22.2 21.5 10.2 10.4 17.2 16.0
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, May 03, 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 : 147,528: 12,497 7,760 28,661 63,123 89,033 104,282 125,454: 43,246 22,074
Old : 147,528: 12,497 7,760 28,661 63,123 89,033 104,282 125,454: 43,246 22,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -21,083: -4,186 -5,878 -4,772 -9,819 -10,084 -18,778 -20,734: -2,305 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.3 19.4 42.8 60.4 70.7 85.0: 29.3 15.0
Old : 100.0: 8.5 5.3 19.4 42.8 60.4 70.7 85.0: 29.3 15.0
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 : 79: 23 10 25 37 39 69 66:
Old : 79: 23 10 25 37 39 69 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.5 25.3 35.7 41.6 10.4 18.3 14.9 27.1
Old : 26.5 25.3 35.7 41.6 10.4 18.3 14.9 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 3,466,292: 426,968 401,116 409,642 2,357,777 2,262,298 3,194,387 3,073,056: 271,905 393,236
Old : 3,466,292: 426,968 401,116 409,642 2,357,777 2,262,298 3,194,387 3,073,056: 271,905 393,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -92,583: 8,464 -21,640 -4,819 -98,660 -46,795 -95,016 -73,255: 2,432 -19,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 11.6 11.8 68.0 65.3 92.2 88.7: 7.8 11.3
Old : 100.0: 12.3 11.6 11.8 68.0 65.3 92.2 88.7: 7.8 11.3
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 : 637: 137 162 158 239 254 457 493:
Old : 637: 137 162 158 239 254 457 493:
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 : 13.5 14.7 22.5 23.3 11.1 12.1 19.3 18.8
Old : 13.5 14.7 22.5 23.3 11.1 12.1 19.3 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 79,118: 8,623 5,415 355 60,736 70,175 69,714 75,945: 9,404 3,173
Old : 79,118: 8,623 5,415 355 60,736 70,175 69,714 75,945: 9,404 3,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -291: -141 -205 46 441 -1,029 346 -1,188: -637 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 6.8 0.4 76.8 88.7 88.1 96.0: 11.9 4.0
Old : 100.0: 10.9 6.8 0.4 76.8 88.7 88.1 96.0: 11.9 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 : 94: 12 10 5 53 39 69 50:
Old : 94: 12 10 5 53 39 69 50:
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 43.3 51.1 66.9 36.6 43.2 49.8 66.8
Old : 37.0 43.3 51.1 66.9 36.6 43.2 49.8 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, May 03, 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 : 50,614: 14,496 12,684 1,506 29,605 31,687 45,607 45,878: 5,007 4,737
Old : 50,614: 14,496 12,684 1,506 29,605 31,687 45,607 45,878: 5,007 4,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 2,914: -1,200 4,438 84 4,629 -1,953 3,513 2,569: -599 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 25.1 3.0 58.5 62.6 90.1 90.6: 9.9 9.4
Old : 100.0: 28.6 25.1 3.0 58.5 62.6 90.1 90.6: 9.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 61 60 26 70 74 144 147:
Old : 237: 61 60 26 70 74 144 147:
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 : 24.7 29.9 36.0 43.4 24.7 29.7 35.9 43.2
Old : 24.7 29.9 36.0 43.4 24.7 29.7 35.9 43.2
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, May 03, 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 : 253,072: 72,479 63,420 7,532 148,025 158,435 228,036 229,388: 25,036 23,685
Old : 253,072: 72,479 63,420 7,532 148,025 158,435 228,036 229,388: 25,036 23,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 14,572: -5,998 22,189 420 23,144 -9,764 17,566 12,846: -2,993 1,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 25.1 3.0 58.5 62.6 90.1 90.6: 9.9 9.4
Old : 100.0: 28.6 25.1 3.0 58.5 62.6 90.1 90.6: 9.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 61 60 26 70 74 144 147:
Old : 237: 61 60 26 70 74 144 147:
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 : 24.7 29.9 36.0 43.4 24.7 29.7 35.9 43.2
Old : 24.7 29.9 36.0 43.4 24.7 29.7 35.9 43.2
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, May 03, 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 : 165,195: 96,709 45,233 15,233 23,872 82,072 135,814 142,538: 29,381 22,656
Old : 165,195: 96,709 45,233 15,233 23,872 82,072 135,814 142,538: 29,381 22,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -12,093: -11,401 -5,316 2,789 -600 -8,351 -9,212 -10,878: -2,881 -1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 27.4 9.2 14.5 49.7 82.2 86.3: 17.8 13.7
Old : 100.0: 58.5 27.4 9.2 14.5 49.7 82.2 86.3: 17.8 13.7
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 : 98: 39 35 27 20 20 74 67:
Old : 98: 39 35 27 20 20 74 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 : 40.4 49.3 48.8 58.9 40.4 48.6 48.7 55.6
Old : 40.4 49.3 48.8 58.9 40.4 48.6 48.7 55.6
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, May 03, 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 : 34,697: 11,045 4,254 0 16,234 23,922 27,279 28,176: 7,418 6,521
Old : 34,697: 11,045 4,254 0 16,234 23,922 27,279 28,176: 7,418 6,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 1,176: 488 -127 0 175 2,132 663 2,005: 513 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 12.3 0.0 46.8 68.9 78.6 81.2: 21.4 18.8
Old : 100.0: 31.8 12.3 0.0 46.8 68.9 78.6 81.2: 21.4 18.8
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 : 47: 11 10 0 15 14 26 24:
Old : 47: 11 10 0 15 14 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 59.9 58.0 67.4 43.3 59.9 58.0 67.4
Old : 43.3 59.9 58.0 67.4 43.3 59.9 58.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 96,727: 19,268 9,180 731 67,990 18,155 87,989 28,066: 8,738 68,661
Old : 96,727: 19,268 9,180 731 67,990 18,155 87,989 28,066: 8,738 68,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 15,466: -2,532 1,580 177 18,178 1,364 15,823 3,121: -357 12,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 9.5 0.8 70.3 18.8 91.0 29.0: 9.0 71.0
Old : 100.0: 19.9 9.5 0.8 70.3 18.8 91.0 29.0: 9.0 71.0
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 : 92: 31 11 3 36 17 68 30:
Old : 92: 31 11 3 36 17 68 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 : 32.4 13.5 49.7 18.9 32.4 13.5 49.7 18.7
Old : 32.4 13.5 49.7 18.9 32.4 13.5 49.7 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2016