BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 7,252: 975 1,269 900 4,308 4,177 6,184 6,346: 1,068 906
Old : 7,252: 975 1,269 900 4,308 4,177 6,184 6,346: 1,068 906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 406: 4 108 -8 307 287 304 388: 102 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 17.5 12.4 59.4 57.6 85.3 87.5: 14.7 12.5
Old : 100.0: 13.4 17.5 12.4 59.4 57.6 85.3 87.5: 14.7 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 : 34: 6 5 7 16 18 26 26:
Old : 34: 6 5 7 16 18 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 40.5 61.2 59.3 38.8 36.4 55.3 52.9
Old : 39.5 40.5 61.2 59.3 38.8 36.4 55.3 52.9
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, August 16, 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 : 49,989: 13,527 4,879 13,585 17,349 19,339 44,461 37,803: 5,528 12,186
Old : 49,989: 13,527 4,879 13,585 17,349 19,339 44,461 37,803: 5,528 12,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,967: 507 514 661 785 712 1,953 1,887: 14 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 9.8 27.2 34.7 38.7 88.9 75.6: 11.1 24.4
Old : 100.0: 27.1 9.8 27.2 34.7 38.7 88.9 75.6: 11.1 24.4
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 : 82: 22 21 29 34 28 71 63:
Old : 82: 22 21 29 34 28 71 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 25.9 46.1 38.4 28.2 22.2 39.4 31.0
Old : 28.9 25.9 46.1 38.4 28.2 22.2 39.4 31.0
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, August 16, 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 : 6,788: 262 1,372 1,087 4,517 3,564 5,867 6,023: 922 765
Old : 6,788: 262 1,372 1,087 4,517 3,564 5,867 6,023: 922 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 303: -16 193 46 246 31 276 270: 28 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 20.2 16.0 66.5 52.5 86.4 88.7: 13.6 11.3
Old : 100.0: 3.9 20.2 16.0 66.5 52.5 86.4 88.7: 13.6 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 : 40: 2 13 10 24 21 35 35:
Old : 40: 2 13 10 24 21 35 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 : 33.0 28.4 52.9 50.3 32.2 24.6 49.1 38.2
Old : 33.0 28.4 52.9 50.3 32.2 24.6 49.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 5,164: 1,125 119 1,230 2,388 2,559 4,744 3,908: 420 1,256
Old : 5,164: 1,125 119 1,230 2,388 2,559 4,744 3,908: 420 1,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 11: 26 -3 -10 0 21 17 7: -6 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.3 23.8 46.3 49.6 91.9 75.7: 8.1 24.3
Old : 100.0: 21.8 2.3 23.8 46.3 49.6 91.9 75.7: 8.1 24.3
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 : 21: 8 2 10 9 7 19 17:
Old : 21: 8 2 10 9 7 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 57.7 76.2 68.4 45.8 47.2 59.1 49.1
Old : 57.3 57.7 76.2 68.4 45.8 47.2 59.1 49.1
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, August 16, 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 : 260,906: 83,131 40,726 67,497 91,206 115,756 241,834 223,979: 19,072 36,927
Old : 120,854: 50,113 39,059 24,777 38,606 40,422 113,497 104,259: 7,357 16,595
Other: 140,052: 43,679 12,327 32,059 52,600 75,334 128,337 119,720: 11,715 20,332
: : :
: : Changes in Commitments from: August 9, 2016 :
: -31,505: -5,023 1,687 -23,569 -243 -2,204 -28,835 -24,085: -2,670 -7,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 15.6 25.9 35.0 44.4 92.7 85.8: 7.3 14.2
Old : 100.0: 41.5 32.3 20.5 31.9 33.4 93.9 86.3: 6.1 13.7
Other: 100.0: 31.2 8.8 22.9 37.6 53.8 91.6 85.5: 8.4 14.5
: : :
:# Traders : Number of Traders in Each Category :
All : 296: 92 95 95 83 89 226 232:
Old : 278: 80 96 63 64 79 175 208:
Other: 215: 66 46 58 66 82 166 158:
:----------------------------------------------------------------------------------------------------
: 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 : 14.7 15.3 24.7 22.4 14.1 13.4 22.7 19.7
Old : 15.2 13.9 28.0 21.7 15.2 12.8 27.3 19.5
Other: 21.8 19.4 34.2 27.9 21.7 16.1 32.1 23.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 302,238: 95,585 44,377 76,149 102,864 133,629 274,598 254,155: 27,639 48,083
Old : 302,238: 95,585 44,377 76,149 102,864 133,629 274,598 254,155: 27,639 48,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 5,120: -33 1,526 5,078 -138 -1,751 4,907 4,852: 212 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 14.7 25.2 34.0 44.2 90.9 84.1: 9.1 15.9
Old : 100.0: 31.6 14.7 25.2 34.0 44.2 90.9 84.1: 9.1 15.9
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 : 377: 112 90 118 133 135 299 297:
Old : 377: 112 90 118 133 135 299 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 12.5 22.7 19.8 14.0 11.5 21.4 17.7
Old : 14.2 12.5 22.7 19.8 14.0 11.5 21.4 17.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 5,616: 3,200 1,159 485 521 2,873 4,207 4,517: 1,410 1,099
Old : 5,616: 3,200 1,159 485 521 2,873 4,207 4,517: 1,410 1,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -104: 73 -111 -84 -112 100 -123 -95: 20 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 20.6 8.6 9.3 51.2 74.9 80.4: 25.1 19.6
Old : 100.0: 57.0 20.6 8.6 9.3 51.2 74.9 80.4: 25.1 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 34 10 9 17 25 55 42:
Old : 74: 34 10 9 17 25 55 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 : 22.4 32.2 34.2 47.0 22.4 32.1 34.2 44.9
Old : 22.4 32.2 34.2 47.0 22.4 32.1 34.2 44.9
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, August 16, 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 : 57,113: 16,576 9,287 17,110 15,879 12,689 49,565 39,086: 7,547 18,027
Old : 57,113: 16,576 9,287 17,110 15,879 12,689 49,565 39,086: 7,547 18,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -1,279: -1,046 -1,421 83 -568 -143 -1,530 -1,481: 251 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 16.3 30.0 27.8 22.2 86.8 68.4: 13.2 31.6
Old : 100.0: 29.0 16.3 30.0 27.8 22.2 86.8 68.4: 13.2 31.6
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 : 216: 66 50 65 69 69 172 158:
Old : 216: 66 50 65 69 69 172 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 10.9 23.3 18.6 11.9 7.5 19.1 12.7
Old : 14.2 10.9 23.3 18.6 11.9 7.5 19.1 12.7
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, August 16, 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 : 33,852: 1,240 13,672 5,688 26,205 12,053 33,134 31,414: 718 2,438
Old : 33,852: 1,240 13,672 5,688 26,205 12,053 33,134 31,414: 718 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 329: 2 317 28 294 24 324 368: 4 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 40.4 16.8 77.4 35.6 97.9 92.8: 2.1 7.2
Old : 100.0: 3.7 40.4 16.8 77.4 35.6 97.9 92.8: 2.1 7.2
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 : 75: 10 27 21 27 28 53 60:
Old : 75: 10 27 21 27 28 53 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 : 43.2 36.9 64.1 53.8 42.9 36.9 60.7 51.0
Old : 43.2 36.9 64.1 53.8 42.9 36.9 60.7 51.0
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, August 16, 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 : 33,309: 15,892 7,943 0 16,396 25,000 32,288 32,943: 1,021 366
Old : 33,309: 15,892 7,943 0 16,396 25,000 32,288 32,943: 1,021 366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 2,122: 2,351 1,460 0 -319 706 2,032 2,166: 90 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 23.8 0.0 49.2 75.1 96.9 98.9: 3.1 1.1
Old : 100.0: 47.7 23.8 0.0 49.2 75.1 96.9 98.9: 3.1 1.1
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 : 26: 9 3 0 7 9 16 12:
Old : 26: 9 3 0 7 9 16 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 : 84.4 84.8 91.5 95.5 84.4 84.8 91.5 94.3
Old : 84.4 84.8 91.5 95.5 84.4 84.8 91.5 94.3
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, August 16, 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 : 142,052: 44,885 32,098 9,397 51,716 74,333 105,998 115,829: 36,054 26,223
Old : 142,052: 44,885 32,098 9,397 51,716 74,333 105,998 115,829: 36,054 26,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 12,167: 1,014 4,296 2,669 2,626 9,312 6,310 16,278: 5,857 -4,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 22.6 6.6 36.4 52.3 74.6 81.5: 25.4 18.5
Old : 100.0: 31.6 22.6 6.6 36.4 52.3 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 : 82: 30 21 14 21 25 58 53:
Old : 82: 30 21 14 21 25 58 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 39.6 47.7 48.9 35.8 39.3 44.2 48.1
Old : 38.0 39.6 47.7 48.9 35.8 39.3 44.2 48.1
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, August 16, 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 : 44,859: 19,950 21,976 1,226 14,045 5,143 35,221 28,345: 9,638 16,514
Old : 44,859: 19,950 21,976 1,226 14,045 5,143 35,221 28,345: 9,638 16,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -395: -426 1,368 82 -2,198 217 -2,542 1,667: 2,147 -2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 49.0 2.7 31.3 11.5 78.5 63.2: 21.5 36.8
Old : 100.0: 44.5 49.0 2.7 31.3 11.5 78.5 63.2: 21.5 36.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 9 14 7 9 10 22 27:
Old : 36: 9 14 7 9 10 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 34.5 66.6 44.3 54.1 34.5 65.1 44.3
Old : 55.1 34.5 66.6 44.3 54.1 34.5 65.1 44.3
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, August 16, 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 : 121,934: 24,588 70,489 12,499 79,032 33,484 116,119 116,472: 5,815 5,462
Old : 121,934: 24,588 70,489 12,499 79,032 33,484 116,119 116,472: 5,815 5,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -6,210: 4,715 -3,792 -431 -10,798 -1,617 -6,514 -5,841: 304 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 57.8 10.3 64.8 27.5 95.2 95.5: 4.8 4.5
Old : 100.0: 20.2 57.8 10.3 64.8 27.5 95.2 95.5: 4.8 4.5
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 : 135: 41 56 20 21 24 78 87:
Old : 135: 41 56 20 21 24 78 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 : 49.8 36.2 65.1 48.3 45.1 28.5 55.1 39.5
Old : 49.8 36.2 65.1 48.3 45.1 28.5 55.1 39.5
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, August 16, 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 : 280,622: 35,086 128,137 22,542 199,840 83,589 257,467 234,268: 23,155 46,354
Old : 280,622: 35,086 128,137 22,542 199,840 83,589 257,467 234,268: 23,155 46,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 9,145: 947 5,790 900 7,072 -686 8,919 6,004: 226 3,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 45.7 8.0 71.2 29.8 91.7 83.5: 8.3 16.5
Old : 100.0: 12.5 45.7 8.0 71.2 29.8 91.7 83.5: 8.3 16.5
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 : 127: 28 51 22 26 45 68 104:
Old : 127: 28 51 22 26 45 68 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 30.4 67.1 39.5 56.4 29.6 65.1 38.5
Old : 57.8 30.4 67.1 39.5 56.4 29.6 65.1 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 209,915: 84,494 31,623 28,698 66,223 114,004 179,416 174,326: 30,499 35,589
Old : 209,915: 84,494 31,623 28,698 66,223 114,004 179,416 174,326: 30,499 35,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 2,796: 1,432 -5,220 2,985 -1,985 4,151 2,432 1,915: 364 880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 15.1 13.7 31.5 54.3 85.5 83.0: 14.5 17.0
Old : 100.0: 40.3 15.1 13.7 31.5 54.3 85.5 83.0: 14.5 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 28 39 20 31 36 71 83:
Old : 112: 28 39 20 31 36 71 83:
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 : 33.1 36.2 45.3 44.5 32.6 30.7 41.6 35.4
Old : 33.1 36.2 45.3 44.5 32.6 30.7 41.6 35.4
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, August 16, 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 : 438,077: 91,471 197,208 47,686 248,833 126,324 387,991 371,218: 50,087 66,859
Old : 438,077: 91,471 197,208 47,686 248,833 126,324 387,991 371,218: 50,087 66,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 5,107: 2,143 -2,931 4,219 -6,566 3,233 -204 4,520: 5,311 586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 45.0 10.9 56.8 28.8 88.6 84.7: 11.4 15.3
Old : 100.0: 20.9 45.0 10.9 56.8 28.8 88.6 84.7: 11.4 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 : 232: 62 89 52 59 63 146 181:
Old : 232: 62 89 52 59 63 146 181:
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 : 23.6 23.0 36.5 32.7 22.6 23.0 34.9 32.3
Old : 23.6 23.0 36.5 32.7 22.6 23.0 34.9 32.3
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, August 16, 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 : 33,599: 10,220 5,336 192 11,871 24,543 22,283 30,071: 11,316 3,528
Old : 33,599: 10,220 5,336 192 11,871 24,543 22,283 30,071: 11,316 3,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 106: -594 109 7 826 305 239 421: -133 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 15.9 0.6 35.3 73.0 66.3 89.5: 33.7 10.5
Old : 100.0: 30.4 15.9 0.6 35.3 73.0 66.3 89.5: 33.7 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 : 24: 8 4 4 9 8 18 15:
Old : 24: 8 4 4 9 8 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 81.3 53.6 87.2 41.3 81.3 51.0 85.7
Old : 43.7 81.3 53.6 87.2 41.3 81.3 51.0 85.7
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, August 16, 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 : 26,895: 18,252 17,886 23 6,741 8,165 25,016 26,074: 1,879 821
Old : 26,895: 18,252 17,886 23 6,741 8,165 25,016 26,074: 1,879 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,054: 1,106 604 -24 -23 354 1,059 934: -5 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 66.5 0.1 25.1 30.4 93.0 96.9: 7.0 3.1
Old : 100.0: 67.9 66.5 0.1 25.1 30.4 93.0 96.9: 7.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 15 10 1 5 5 20 16:
Old : 34: 15 10 1 5 5 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.9 79.0 87.0 92.2 79.9 79.0 87.0 92.2
Old : 79.9 79.0 87.0 92.2 79.9 79.0 87.0 92.2
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, August 16, 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 : 43,268: 28,980 29,675 127 8,865 9,909 37,972 39,711: 5,296 3,557
Old : 43,268: 28,980 29,675 127 8,865 9,909 37,972 39,711: 5,296 3,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,793: 666 748 -253 1,000 864 1,413 1,359: 380 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 68.6 0.3 20.5 22.9 87.8 91.8: 12.2 8.2
Old : 100.0: 67.0 68.6 0.3 20.5 22.9 87.8 91.8: 12.2 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 : 81: 44 19 7 11 12 61 32:
Old : 81: 44 19 7 11 12 61 32:
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 : 40.1 58.5 54.9 69.7 38.2 58.2 53.1 69.4
Old : 40.1 58.5 54.9 69.7 38.2 58.2 53.1 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 :18,848,005: 1,032,053 1,619,443 7,808,474 9,127,606 8,182,259 17,968,133 17,610,176: 879,871 1,237,829
Old :18,848,005: 1,032,053 1,619,443 7,808,474 9,127,606 8,182,259 17,968,133 17,610,176: 879,871 1,237,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -525,658: -68,562 -23,863 -379,497 -105,077 -120,147 -553,136 -523,507: 27,478 -2,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 8.6 41.4 48.4 43.4 95.3 93.4: 4.7 6.6
Old : 100.0: 5.5 8.6 41.4 48.4 43.4 95.3 93.4: 4.7 6.6
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 : 313: 59 100 121 136 145 272 294:
Old : 313: 59 100 121 136 145 272 294:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 19.4 36.4 30.7 15.9 9.5 20.0 12.4
Old : 24.4 19.4 36.4 30.7 15.9 9.5 20.0 12.4
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, August 16, 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 : 974,464: 125,426 94,629 178,057 573,706 597,503 877,189 870,189: 97,275 104,275
Old : 974,464: 125,426 94,629 178,057 573,706 597,503 877,189 870,189: 97,275 104,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 11,635: 4,511 -6,325 21,319 -13,839 -5,333 11,991 9,661: -356 1,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.7 18.3 58.9 61.3 90.0 89.3: 10.0 10.7
Old : 100.0: 12.9 9.7 18.3 58.9 61.3 90.0 89.3: 10.0 10.7
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 : 684: 162 174 168 263 267 512 523:
Old : 684: 162 174 168 263 267 512 523:
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 14.4 22.8 23.6 8.7 9.0 13.5 13.5
Old : 13.7 14.4 22.8 23.6 8.7 9.0 13.5 13.5
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, August 16, 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 : 228,935: 16,022 20,559 61,761 116,283 119,360 194,066 201,681: 34,869 27,254
Old : 228,935: 16,022 20,559 61,761 116,283 119,360 194,066 201,681: 34,869 27,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -503: -1,117 -612 4,111 -3,508 -2,512 -514 986: 11 -1,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.0 27.0 50.8 52.1 84.8 88.1: 15.2 11.9
Old : 100.0: 7.0 9.0 27.0 50.8 52.1 84.8 88.1: 15.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 17 21 29 39 38 75 70:
Old : 87: 17 21 29 39 38 75 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 : 32.1 32.9 45.5 50.7 12.5 15.6 17.6 23.9
Old : 32.1 32.9 45.5 50.7 12.5 15.6 17.6 23.9
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, August 16, 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 : 3,727,645: 616,049 439,377 512,449 2,287,117 2,390,715 3,415,615 3,342,541: 312,030 385,103
Old : 3,727,645: 616,049 439,377 512,449 2,287,117 2,390,715 3,415,615 3,342,541: 312,030 385,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 60,689: 41,236 -15,467 72,943 -51,654 -14,101 62,525 43,374: -1,836 17,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 11.8 13.7 61.4 64.1 91.6 89.7: 8.4 10.3
Old : 100.0: 16.5 11.8 13.7 61.4 64.1 91.6 89.7: 8.4 10.3
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 : 660: 155 165 156 254 257 487 500:
Old : 660: 155 165 156 254 257 487 500:
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 15.8 23.2 23.3 11.1 11.4 17.4 16.8
Old : 14.1 15.8 23.2 23.3 11.1 11.4 17.4 16.8
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, August 16, 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 : 82,632: 24,874 1,825 95 45,299 76,554 70,268 78,474: 12,364 4,158
Old : 82,632: 24,874 1,825 95 45,299 76,554 70,268 78,474: 12,364 4,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -567: -214 -774 -101 -72 -562 -387 -1,437: -180 870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 2.2 0.1 54.8 92.6 85.0 95.0: 15.0 5.0
Old : 100.0: 30.1 2.2 0.1 54.8 92.6 85.0 95.0: 15.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 17 4 2 46 38 63 44:
Old : 87: 17 4 2 46 38 63 44:
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 : 33.8 38.7 45.6 64.6 32.6 38.6 44.1 63.5
Old : 33.8 38.7 45.6 64.6 32.6 38.6 44.1 63.5
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, August 16, 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 : 64,268: 32,346 6,927 3,129 22,073 48,228 57,548 58,283: 6,720 5,985
Old : 64,268: 32,346 6,927 3,129 22,073 48,228 57,548 58,283: 6,720 5,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,573: 429 968 761 -387 -1,152 803 577: 770 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 10.8 4.9 34.3 75.0 89.5 90.7: 10.5 9.3
Old : 100.0: 50.3 10.8 4.9 34.3 75.0 89.5 90.7: 10.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 86 52 22 73 76 168 141:
Old : 258: 86 52 22 73 76 168 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 26.0 34.8 41.1 21.6 25.9 34.5 40.9
Old : 21.6 26.0 34.8 41.1 21.6 25.9 34.5 40.9
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, August 16, 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 : 321,341: 161,732 34,634 15,643 110,365 241,138 287,740 291,415: 33,600 29,926
Old : 321,341: 161,732 34,634 15,643 110,365 241,138 287,740 291,415: 33,600 29,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 7,863: 2,146 4,840 3,803 -1,935 -5,759 4,014 2,884: 3,848 4,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 10.8 4.9 34.3 75.0 89.5 90.7: 10.5 9.3
Old : 100.0: 50.3 10.8 4.9 34.3 75.0 89.5 90.7: 10.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 86 52 22 73 76 168 141:
Old : 258: 86 52 22 73 76 168 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 26.0 34.8 41.1 21.6 25.9 34.5 40.9
Old : 21.6 26.0 34.8 41.1 21.6 25.9 34.5 40.9
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, August 16, 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 : 132,368: 69,194 26,569 14,967 15,379 67,110 99,540 108,646: 32,828 23,722
Old : 132,368: 69,194 26,569 14,967 15,379 67,110 99,540 108,646: 32,828 23,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 12,911: 9,007 2,684 1,933 141 9,499 11,081 14,116: 1,830 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 20.1 11.3 11.6 50.7 75.2 82.1: 24.8 17.9
Old : 100.0: 52.3 20.1 11.3 11.6 50.7 75.2 82.1: 24.8 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: 32 31 20 17 20 65 55:
Old : 87: 32 31 20 17 20 65 55:
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 : 29.7 40.6 39.1 50.1 29.7 39.1 38.6 48.1
Old : 29.7 40.6 39.1 50.1 29.7 39.1 38.6 48.1
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, August 16, 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 : 36,532: 9,493 2,393 18 18,022 28,599 27,533 31,010: 8,999 5,522
Old : 36,532: 9,493 2,393 18 18,022 28,599 27,533 31,010: 8,999 5,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 1,191: 275 -38 0 369 27 644 -11: 547 1,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 6.6 0.0 49.3 78.3 75.4 84.9: 24.6 15.1
Old : 100.0: 26.0 6.6 0.0 49.3 78.3 75.4 84.9: 24.6 15.1
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 : 38: 9 5 1 14 12 23 18:
Old : 38: 9 5 1 14 12 23 18:
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 70.9 55.9 78.1 40.3 70.9 55.9 78.1
Old : 40.4 70.9 55.9 78.1 40.3 70.9 55.9 78.1
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, August 16, 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 : 70,703: 22,107 6,899 296 38,612 23,784 61,015 30,979: 9,688 39,724
Old : 70,703: 22,107 6,899 296 38,612 23,784 61,015 30,979: 9,688 39,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: 2,422: 2,247 -1,970 109 -287 3,868 2,069 2,007: 353 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 9.8 0.4 54.6 33.6 86.3 43.8: 13.7 56.2
Old : 100.0: 31.3 9.8 0.4 54.6 33.6 86.3 43.8: 13.7 56.2
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 : 86: 26 13 5 32 23 60 39:
Old : 86: 26 13 5 32 23 60 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 : 29.8 18.7 43.7 25.3 29.8 18.6 43.7 24.8
Old : 29.8 18.7 43.7 25.3 29.8 18.6 43.7 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2016