BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,585: 934 1,205 983 4,762 4,447 6,679 6,634: 906 951
Old : 7,585: 934 1,205 983 4,762 4,447 6,679 6,634: 906 951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 179: 37 46 57 118 130 212 233: -33 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.9 13.0 62.8 58.6 88.1 87.5: 11.9 12.5
Old : 100.0: 12.3 15.9 13.0 62.8 58.6 88.1 87.5: 11.9 12.5
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 : 39: 3 9 8 21 20 31 30:
Old : 39: 3 9 8 21 20 31 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 : 37.7 40.7 58.4 58.2 36.1 37.4 53.9 53.9
Old : 37.7 40.7 58.4 58.2 36.1 37.4 53.9 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 59,159: 17,167 8,245 16,084 18,411 17,726 51,663 42,055: 7,496 17,104
Old : 59,159: 17,167 8,245 16,084 18,411 17,726 51,663 42,055: 7,496 17,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,608: -475 1 1,131 599 329 1,255 1,462: 353 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 13.9 27.2 31.1 30.0 87.3 71.1: 12.7 28.9
Old : 100.0: 29.0 13.9 27.2 31.1 30.0 87.3 71.1: 12.7 28.9
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: 16 38 39 33 24 78 75:
Old : 94: 16 38 39 33 24 78 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 21.4 42.5 34.9 28.1 16.7 36.5 21.9
Old : 29.4 21.4 42.5 34.9 28.1 16.7 36.5 21.9
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 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 8,892: 665 1,251 1,715 5,586 4,992 7,966 7,959: 926 933
Old : 8,892: 665 1,251 1,715 5,586 4,992 7,966 7,959: 926 933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 147: 184 48 -55 25 156 154 149: -7 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 14.1 19.3 62.8 56.1 89.6 89.5: 10.4 10.5
Old : 100.0: 7.5 14.1 19.3 62.8 56.1 89.6 89.5: 10.4 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 7 15 17 22 21 40 42:
Old : 49: 7 15 17 22 21 40 42:
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 : 35.6 27.5 52.6 44.4 34.4 21.2 47.3 31.4
Old : 35.6 27.5 52.6 44.4 34.4 21.2 47.3 31.4
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 17, 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 : 294,615: 95,936 22,541 76,779 96,690 152,725 269,406 252,046: 25,209 42,569
Old : 234,938: 83,450 25,194 58,208 74,811 117,179 216,470 200,581: 18,469 34,357
Other: 59,677: 18,678 3,539 12,379 21,879 35,547 52,936 51,465: 6,740 8,212
: : :
: : Changes in Commitments from: May 10, 2016 :
: 19,589: 6,812 -2,535 8,326 2,705 14,374 17,843 20,164: 1,746 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 7.7 26.1 32.8 51.8 91.4 85.6: 8.6 14.4
Old : 100.0: 35.5 10.7 24.8 31.8 49.9 92.1 85.4: 7.9 14.6
Other: 100.0: 31.3 5.9 20.7 36.7 59.6 88.7 86.2: 11.3 13.8
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 115 64 115 88 94 269 224:
Old : 303: 107 76 112 71 93 247 223:
Other: 153: 41 16 29 62 75 116 108:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 20.1 21.2 27.2 11.5 17.1 19.4 23.0
Old : 14.1 19.0 23.2 26.0 14.1 17.0 22.5 22.8
Other: 20.3 25.4 33.7 38.1 17.8 19.0 27.1 28.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 348,062: 95,718 45,245 98,357 120,699 153,069 314,774 296,671: 33,289 51,391
Old : 348,062: 95,718 45,245 98,357 120,699 153,069 314,774 296,671: 33,289 51,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -4,534: 6,693 -13,095 -2,804 -5,615 9,504 -1,726 -6,394: -2,809 1,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 13.0 28.3 34.7 44.0 90.4 85.2: 9.6 14.8
Old : 100.0: 27.5 13.0 28.3 34.7 44.0 90.4 85.2: 9.6 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 : 402: 116 102 144 138 141 329 326:
Old : 402: 116 102 144 138 141 329 326:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 13.7 20.8 20.8 11.0 12.1 17.0 17.5
Old : 13.2 13.7 20.8 20.8 11.0 12.1 17.0 17.5
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 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,857: 3,105 959 641 580 3,201 4,326 4,800: 1,532 1,057
Old : 5,857: 3,105 959 641 580 3,201 4,326 4,800: 1,532 1,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 747: 436 117 184 143 406 763 707: -16 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 16.4 10.9 9.9 54.6 73.9 82.0: 26.1 18.0
Old : 100.0: 53.0 16.4 10.9 9.9 54.6 73.9 82.0: 26.1 18.0
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 : 84: 43 10 12 15 26 67 41:
Old : 84: 43 10 12 15 26 67 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.1 31.9 27.2 48.3 17.7 31.9 26.3 45.6
Old : 18.1 31.9 27.2 48.3 17.7 31.9 26.3 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 51,733: 15,374 12,854 13,250 15,349 10,689 43,973 36,793: 7,760 14,940
Old : 51,733: 15,374 12,854 13,250 15,349 10,689 43,973 36,793: 7,760 14,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -1,150: -391 -805 -1 -169 195 -561 -611: -589 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.8 25.6 29.7 20.7 85.0 71.1: 15.0 28.9
Old : 100.0: 29.7 24.8 25.6 29.7 20.7 85.0 71.1: 15.0 28.9
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 : 229: 67 54 59 83 75 178 169:
Old : 229: 67 54 59 83 75 178 169:
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 : 15.7 11.4 24.4 19.1 13.6 10.0 20.1 15.2
Old : 15.7 11.4 24.4 19.1 13.6 10.0 20.1 15.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 45,265: 2,525 19,729 6,838 34,630 13,699 43,993 40,266: 1,272 4,998
Old : 45,265: 2,525 19,729 6,838 34,630 13,699 43,993 40,266: 1,272 4,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 1,804: -41 12 767 1,011 1,100 1,736 1,879: 69 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 43.6 15.1 76.5 30.3 97.2 89.0: 2.8 11.0
Old : 100.0: 5.6 43.6 15.1 76.5 30.3 97.2 89.0: 2.8 11.0
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 : 85: 9 39 24 25 28 54 71:
Old : 85: 9 39 24 25 28 54 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 36.0 68.1 49.9 47.4 36.0 66.4 47.4
Old : 47.7 36.0 68.1 49.9 47.4 36.0 66.4 47.4
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 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 28,234: 7,603 2,747 0 19,755 24,964 27,358 27,711: 876 523
Old : 28,234: 7,603 2,747 0 19,755 24,964 27,358 27,711: 876 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 293: 284 262 0 0 28 284 290: 9 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 9.7 0.0 70.0 88.4 96.9 98.1: 3.1 1.9
Old : 100.0: 26.9 9.7 0.0 70.0 88.4 96.9 98.1: 3.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 2 0 7 13 14 15:
Old : 25: 7 2 0 7 13 14 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 : 81.5 68.1 91.4 85.8 81.5 67.9 90.8 85.1
Old : 81.5 68.1 91.4 85.8 81.5 67.9 90.8 85.1
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 17, 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 : 145,842: 35,224 14,739 12,513 61,045 91,604 108,782 118,856: 37,060 26,986
Old : 145,842: 35,224 14,739 12,513 61,045 91,604 108,782 118,856: 37,060 26,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 282: -4,097 -1,252 747 1,834 1,752 -1,516 1,247: 1,798 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 10.1 8.6 41.9 62.8 74.6 81.5: 25.4 18.5
Old : 100.0: 24.2 10.1 8.6 41.9 62.8 74.6 81.5: 25.4 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 23 21 17 23 23 56 51:
Old : 76: 23 21 17 23 23 56 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 46.0 42.7 57.3 30.4 45.3 40.1 54.7
Old : 32.6 46.0 42.7 57.3 30.4 45.3 40.1 54.7
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 17, 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 : 47,562: 21,564 18,433 2,029 16,115 10,632 39,708 31,094: 7,854 16,469
Old : 47,562: 21,564 18,433 2,029 16,115 10,632 39,708 31,094: 7,854 16,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 2,026: -422 2,538 176 3,214 -2,396 2,969 318: -943 1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 38.8 4.3 33.9 22.4 83.5 65.4: 16.5 34.6
Old : 100.0: 45.3 38.8 4.3 33.9 22.4 83.5 65.4: 16.5 34.6
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 : 43: 13 15 7 11 9 27 28:
Old : 43: 13 15 7 11 9 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 37.5 55.0 48.2 42.4 37.3 54.0 45.7
Old : 43.0 37.5 55.0 48.2 42.4 37.3 54.0 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 135,179: 25,218 70,742 9,716 96,068 47,292 131,002 127,750: 4,177 7,429
Old : 135,179: 25,218 70,742 9,716 96,068 47,292 131,002 127,750: 4,177 7,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 5,964: 9,080 9,456 939 -3,624 -4,588 6,395 5,806: -431 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 52.3 7.2 71.1 35.0 96.9 94.5: 3.1 5.5
Old : 100.0: 18.7 52.3 7.2 71.1 35.0 96.9 94.5: 3.1 5.5
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 : 130: 33 65 14 18 16 62 87:
Old : 130: 33 65 14 18 16 62 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 36.4 72.4 51.3 57.4 33.7 67.8 46.5
Old : 59.2 36.4 72.4 51.3 57.4 33.7 67.8 46.5
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 17, 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 : 268,045: 36,880 74,285 24,116 190,421 130,201 251,417 228,602: 16,628 39,443
Old : 268,045: 36,880 74,285 24,116 190,421 130,201 251,417 228,602: 16,628 39,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 3,528: -297 4,059 1,929 1,795 -5,054 3,427 935: 101 2,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 27.7 9.0 71.0 48.6 93.8 85.3: 6.2 14.7
Old : 100.0: 13.8 27.7 9.0 71.0 48.6 93.8 85.3: 6.2 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 : 116: 27 44 25 28 41 69 96:
Old : 116: 27 44 25 28 41 69 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 30.0 66.7 41.6 57.3 28.7 66.1 40.0
Old : 57.3 30.0 66.7 41.6 57.3 28.7 66.1 40.0
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 17, 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 : 196,356: 83,155 24,775 27,727 56,230 117,276 167,111 169,778: 29,245 26,578
Old : 196,356: 83,155 24,775 27,727 56,230 117,276 167,111 169,778: 29,245 26,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -5,324: -4,146 -2,808 2,520 -478 -2,816 -2,103 -3,103: -3,221 -2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 12.6 14.1 28.6 59.7 85.1 86.5: 14.9 13.5
Old : 100.0: 42.3 12.6 14.1 28.6 59.7 85.1 86.5: 14.9 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 : 126: 42 36 32 33 41 91 93:
Old : 126: 42 36 32 33 41 91 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 29.7 35.2 42.1 25.2 27.9 33.5 38.4
Old : 25.5 29.7 35.2 42.1 25.2 27.9 33.5 38.4
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 17, 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 : 415,886: 99,647 119,069 50,957 211,235 178,775 361,838 348,801: 54,047 67,085
Old : 415,886: 99,647 119,069 50,957 211,235 178,775 361,838 348,801: 54,047 67,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 8,937: -1,077 734 7,098 4,990 -637 11,011 7,195: -2,074 1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 28.6 12.3 50.8 43.0 87.0 83.9: 13.0 16.1
Old : 100.0: 24.0 28.6 12.3 50.8 43.0 87.0 83.9: 13.0 16.1
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 : 227: 59 89 61 63 56 154 176:
Old : 227: 59 89 61 63 56 154 176:
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 : 20.0 22.6 33.2 31.2 19.4 21.9 32.5 29.0
Old : 20.0 22.6 33.2 31.2 19.4 21.9 32.5 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 28,378: 10,444 2,028 195 7,491 21,816 18,130 24,039: 10,248 4,339
Old : 28,378: 10,444 2,028 195 7,491 21,816 18,130 24,039: 10,248 4,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -1,335: -748 -20 -2 -304 -1,226 -1,054 -1,248: -281 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 7.1 0.7 26.4 76.9 63.9 84.7: 36.1 15.3
Old : 100.0: 36.8 7.1 0.7 26.4 76.9 63.9 84.7: 36.1 15.3
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 : 20: 5 3 2 9 8 15 12:
Old : 20: 5 3 2 9 8 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 74.9 53.5 82.4 37.6 74.8 50.1 79.2
Old : 40.0 74.9 53.5 82.4 37.6 74.8 50.1 79.2
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 17, 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 : 27,453: 20,304 19,981 52 6,019 6,479 26,375 26,512: 1,078 941
Old : 27,453: 20,304 19,981 52 6,019 6,479 26,375 26,512: 1,078 941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -90: -219 -350 0 50 193 -169 -157: 79 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 72.8 0.2 21.9 23.6 96.1 96.6: 3.9 3.4
Old : 100.0: 74.0 72.8 0.2 21.9 23.6 96.1 96.6: 3.9 3.4
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 : 23: 7 10 1 4 4 12 14:
Old : 23: 7 10 1 4 4 12 14:
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 : 87.3 86.5 93.8 93.4 87.3 86.5 93.7 93.4
Old : 87.3 86.5 93.8 93.4 87.3 86.5 93.7 93.4
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 17, 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 : 43,986: 32,545 25,857 303 7,388 14,213 40,236 40,373: 3,750 3,613
Old : 43,986: 32,545 25,857 303 7,388 14,213 40,236 40,373: 3,750 3,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -1,433: -1,028 1,636 23 -563 -3,427 -1,568 -1,768: 135 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 58.8 0.7 16.8 32.3 91.5 91.8: 8.5 8.2
Old : 100.0: 74.0 58.8 0.7 16.8 32.3 91.5 91.8: 8.5 8.2
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 : 71: 30 23 5 9 12 42 37:
Old : 71: 30 23 5 9 12 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 59.4 64.7 69.7 51.2 59.4 63.1 69.6
Old : 51.2 59.4 64.7 69.7 51.2 59.4 63.1 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 4,480: 1,917 3,027 23 2,085 392 4,025 3,442: 455 1,038
Old : 4,480: 1,917 3,027 23 2,085 392 4,025 3,442: 455 1,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 67.6 0.5 46.5 8.8 89.8 76.8: 10.2 23.2
Old : 100.0: 42.8 67.6 0.5 46.5 8.8 89.8 76.8: 10.2 23.2
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 : 20: 5 8 1 5 3 11 11:
Old : 20: 5 8 1 5 3 11 11:
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 : 58.8 57.6 83.1 72.1 58.8 57.1 82.9 71.6
Old : 58.8 57.6 83.1 72.1 58.8 57.1 82.9 71.6
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 17, 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 :19,801,925: 1,119,384 1,192,638 9,323,471 8,498,823 8,055,004 18,941,678 18,571,113: 860,248 1,230,812
Old :19,801,925: 1,119,384 1,192,638 9,323,471 8,498,823 8,055,004 18,941,678 18,571,113: 860,248 1,230,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 311,325: 37,320 37,081 263,012 70,843 51,744 371,175 351,837: -59,850 -40,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.0 47.1 42.9 40.7 95.7 93.8: 4.3 6.2
Old : 100.0: 5.7 6.0 47.1 42.9 40.7 95.7 93.8: 4.3 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 73 95 131 142 159 290 319:
Old : 338: 73 95 131 142 159 290 319:
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 : 23.7 20.2 36.1 32.1 13.2 7.2 17.4 9.9
Old : 23.7 20.2 36.1 32.1 13.2 7.2 17.4 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 17, 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 : 850,485: 93,780 85,094 114,891 552,258 553,113 760,929 753,098: 89,556 97,386
Old : 850,485: 93,780 85,094 114,891 552,258 553,113 760,929 753,098: 89,556 97,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -12,790: -3,568 -3,432 -4,323 1,770 -1,543 -6,121 -9,299: -6,670 -3,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.0 13.5 64.9 65.0 89.5 88.5: 10.5 11.5
Old : 100.0: 11.0 10.0 13.5 64.9 65.0 89.5 88.5: 10.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 664: 158 158 163 252 266 489 509:
Old : 664: 158 158 163 252 266 489 509:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 13.9 22.7 21.1 10.5 10.4 17.2 15.3
Old : 14.5 13.9 22.7 21.1 10.5 10.4 17.2 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, May 17, 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 : 140,655: 13,416 4,966 27,322 65,489 86,131 106,227 118,418: 34,429 22,237
Old : 140,655: 13,416 4,966 27,322 65,489 86,131 106,227 118,418: 34,429 22,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -15,068: -387 -4,619 -5,012 -3,766 -6,523 -9,164 -16,154: -5,903 1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.5 19.4 46.6 61.2 75.5 84.2: 24.5 15.8
Old : 100.0: 9.5 3.5 19.4 46.6 61.2 75.5 84.2: 24.5 15.8
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 : 85: 24 11 28 41 42 75 72:
Old : 85: 24 11 28 41 42 75 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 22.9 34.6 39.3 9.9 18.1 15.3 25.3
Old : 24.3 22.9 34.6 39.3 9.9 18.1 15.3 25.3
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 17, 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 : 3,549,147: 426,297 425,117 413,371 2,433,845 2,334,914 3,273,512 3,173,402: 275,635 375,745
Old : 3,549,147: 426,297 425,117 413,371 2,433,845 2,334,914 3,273,512 3,173,402: 275,635 375,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 11,386: -18,042 3,795 5,581 27,681 24,899 15,220 34,275: -3,834 -22,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 12.0 11.6 68.6 65.8 92.2 89.4: 7.8 10.6
Old : 100.0: 12.0 12.0 11.6 68.6 65.8 92.2 89.4: 7.8 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 641: 149 152 152 246 258 468 489:
Old : 641: 149 152 152 246 258 468 489:
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 : 14.0 14.6 22.8 22.6 11.3 12.3 19.1 18.0
Old : 14.0 14.6 22.8 22.6 11.3 12.3 19.1 18.0
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 17, 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 : 79,837: 8,303 5,056 677 61,359 70,712 70,339 76,445: 9,498 3,392
Old : 79,837: 8,303 5,056 677 61,359 70,712 70,339 76,445: 9,498 3,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -82: 286 550 -46 916 -1,278 1,156 -774: -1,238 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.3 0.8 76.9 88.6 88.1 95.8: 11.9 4.2
Old : 100.0: 10.4 6.3 0.8 76.9 88.6 88.1 95.8: 11.9 4.2
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 : 91: 12 9 3 50 37 64 47:
Old : 91: 12 9 3 50 37 64 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 42.8 51.0 65.8 36.7 42.8 49.5 65.6
Old : 37.0 42.8 51.0 65.8 36.7 42.8 49.5 65.6
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 17, 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 : 47,636: 9,150 10,688 1,960 32,294 29,571 43,404 42,218: 4,232 5,418
Old : 47,636: 9,150 10,688 1,960 32,294 29,571 43,404 42,218: 4,232 5,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -1,535: -1,875 -2,288 22 789 243 -1,065 -2,024: -470 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 22.4 4.1 67.8 62.1 91.1 88.6: 8.9 11.4
Old : 100.0: 19.2 22.4 4.1 67.8 62.1 91.1 88.6: 8.9 11.4
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 : 232: 50 66 25 75 71 140 148:
Old : 232: 50 66 25 75 71 140 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 26.6 39.0 39.2 30.2 26.5 38.5 39.1
Old : 30.2 26.6 39.0 39.2 30.2 26.5 38.5 39.1
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 17, 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 : 238,178: 45,752 53,438 9,798 161,469 147,854 217,018 211,090: 21,160 27,088
Old : 238,178: 45,752 53,438 9,798 161,469 147,854 217,018 211,090: 21,160 27,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -7,674: -9,375 -11,442 108 3,943 1,213 -5,325 -10,122: -2,350 2,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 22.4 4.1 67.8 62.1 91.1 88.6: 8.9 11.4
Old : 100.0: 19.2 22.4 4.1 67.8 62.1 91.1 88.6: 8.9 11.4
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 : 232: 50 66 25 75 71 140 148:
Old : 232: 50 66 25 75 71 140 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 26.6 39.0 39.2 30.2 26.5 38.5 39.1
Old : 30.2 26.6 39.0 39.2 30.2 26.5 38.5 39.1
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 17, 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 : 136,309: 70,299 45,384 15,551 24,634 50,982 110,485 111,918: 25,825 24,392
Old : 136,309: 70,299 45,384 15,551 24,634 50,982 110,485 111,918: 25,825 24,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -11,878: -11,085 1,850 1,369 -813 -17,032 -10,528 -13,813: -1,349 1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 33.3 11.4 18.1 37.4 81.1 82.1: 18.9 17.9
Old : 100.0: 51.6 33.3 11.4 18.1 37.4 81.1 82.1: 18.9 17.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 34 32 21 16 19 62 60:
Old : 87: 34 32 21 16 19 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 40.1 47.2 50.0 36.4 39.3 43.4 46.3
Old : 36.7 40.1 47.2 50.0 36.4 39.3 43.4 46.3
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 17, 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 : 32,156: 11,198 2,095 0 15,601 24,021 26,799 26,116: 5,357 6,040
Old : 32,156: 11,198 2,095 0 15,601 24,021 26,799 26,116: 5,357 6,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -1,937: -948 -828 0 -56 -490 -1,004 -1,318: -933 -619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 6.5 0.0 48.5 74.7 83.3 81.2: 16.7 18.8
Old : 100.0: 34.8 6.5 0.0 48.5 74.7 83.3 81.2: 16.7 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 : 44: 13 6 0 14 15 27 21:
Old : 44: 13 6 0 14 15 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 64.3 60.1 71.1 44.6 64.3 60.1 71.1
Old : 44.6 64.3 60.1 71.1 44.6 64.3 60.1 71.1
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 17, 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 : 87,200: 17,718 6,690 481 60,782 21,171 78,981 28,342: 8,219 58,858
Old : 87,200: 17,718 6,690 481 60,782 21,171 78,981 28,342: 8,219 58,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: -5,958: -2,133 -1,241 197 -4,000 967 -5,936 -77: -22 -5,881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 7.7 0.6 69.7 24.3 90.6 32.5: 9.4 67.5
Old : 100.0: 20.3 7.7 0.6 69.7 24.3 90.6 32.5: 9.4 67.5
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 : 87: 22 14 3 36 20 60 35:
Old : 87: 22 14 3 36 20 60 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 : 36.1 16.2 53.1 21.1 36.1 16.2 53.1 21.1
Old : 36.1 16.2 53.1 21.1 36.1 16.2 53.1 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2016