BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,226: 623 1,560 619 5,958 5,012 7,200 7,191: 1,025 1,034
Old : 8,226: 623 1,560 619 5,958 5,012 7,200 7,191: 1,025 1,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -522: -98 -314 -57 -91 -71 -246 -442: -276 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 19.0 7.5 72.4 60.9 87.5 87.4: 12.5 12.6
Old : 100.0: 7.6 19.0 7.5 72.4 60.9 87.5 87.4: 12.5 12.6
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 : 36: 2 9 7 19 20 28 29:
Old : 36: 2 9 7 19 20 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 34.9 67.9 52.0 47.0 33.2 61.8 48.5
Old : 49.5 34.9 67.9 52.0 47.0 33.2 61.8 48.5
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,231: 17,659 4,944 11,607 20,367 22,661 49,633 39,212: 3,598 14,019
Old : 53,231: 17,659 4,944 11,607 20,367 22,661 49,633 39,212: 3,598 14,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -8,225: -2,796 -1,401 -2,023 -2,884 -3,041 -7,703 -6,466: -522 -1,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 9.3 21.8 38.3 42.6 93.2 73.7: 6.8 26.3
Old : 100.0: 33.2 9.3 21.8 38.3 42.6 93.2 73.7: 6.8 26.3
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 : 94: 13 31 32 38 34 78 71:
Old : 94: 13 31 32 38 34 78 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 : 35.1 25.2 48.2 38.0 35.0 24.0 46.0 34.1
Old : 35.1 25.2 48.2 38.0 35.0 24.0 46.0 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,107: 37 858 1,030 5,136 4,023 6,203 5,911: 903 1,195
Old : 7,107: 37 858 1,030 5,136 4,023 6,203 5,911: 903 1,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,308: -7 -256 -332 -949 -776 -1,287 -1,364: -21 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 12.1 14.5 72.3 56.6 87.3 83.2: 12.7 16.8
Old : 100.0: 0.5 12.1 14.5 72.3 56.6 87.3 83.2: 12.7 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 9 10 18 14 29 26:
Old : 35: 4 9 10 18 14 29 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 : 43.9 33.1 59.4 52.6 43.1 25.0 56.0 40.2
Old : 43.9 33.1 59.4 52.6 43.1 25.0 56.0 40.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,615: 1,315 74 308 1,505 1,797 3,128 2,179: 486 1,436
Old : 3,615: 1,315 74 308 1,505 1,797 3,128 2,179: 486 1,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -642: -405 -11 -77 -170 -312 -652 -400: 9 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 2.0 8.5 41.6 49.7 86.5 60.3: 13.5 39.7
Old : 100.0: 36.4 2.0 8.5 41.6 49.7 86.5 60.3: 13.5 39.7
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 : 22: 6 3 7 8 10 17 17:
Old : 22: 6 3 7 8 10 17 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 : 52.6 34.9 75.3 48.3 50.0 34.0 68.6 44.9
Old : 52.6 34.9 75.3 48.3 50.0 34.0 68.6 44.9
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 294,514: 69,802 50,441 104,125 95,403 104,138 269,331 258,704: 25,184 35,810
Old : 248,541: 64,684 54,968 86,618 77,521 78,707 228,822 220,293: 19,719 28,248
Other: 45,973: 11,278 1,632 11,348 17,882 25,431 40,509 38,411: 5,465 7,562
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,334: 4,452 -3,567 1,323 -3,403 3,301 2,372 1,057: -1,039 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.1 35.4 32.4 35.4 91.4 87.8: 8.6 12.2
Old : 100.0: 26.0 22.1 34.9 31.2 31.7 92.1 88.6: 7.9 11.4
Other: 100.0: 24.5 3.6 24.7 38.9 55.3 88.1 83.6: 11.9 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 89 96 121 85 75 249 230:
Old : 286: 79 100 117 79 72 232 225:
Other: 132: 36 22 24 51 53 99 88:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 11.3 21.7 19.9 11.5 10.0 18.9 16.5
Old : 13.6 11.2 22.4 20.0 12.5 10.5 20.2 17.6
Other: 20.8 20.4 31.0 31.5 15.2 12.1 24.3 18.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 353,083: 119,050 19,803 89,254 110,679 189,248 318,983 298,305: 34,100 54,778
Old : 353,083: 119,050 19,803 89,254 110,679 189,248 318,983 298,305: 34,100 54,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 2,648: 1,985 -2,690 658 98 4,646 2,742 2,614: -94 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 5.6 25.3 31.3 53.6 90.3 84.5: 9.7 15.5
Old : 100.0: 33.7 5.6 25.3 31.3 53.6 90.3 84.5: 9.7 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 412: 137 76 146 129 160 342 326:
Old : 412: 137 76 146 129 160 342 326:
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 : 10.8 16.6 18.6 23.7 10.7 14.6 18.5 21.3
Old : 10.8 16.6 18.6 23.7 10.7 14.6 18.5 21.3
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,726: 2,352 4,082 461 2,384 845 5,198 5,389: 1,528 1,337
Old : 6,726: 2,352 4,082 461 2,384 845 5,198 5,389: 1,528 1,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -343: -18 197 -255 -121 -129 -395 -186: 52 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 60.7 6.9 35.4 12.6 77.3 80.1: 22.7 19.9
Old : 100.0: 35.0 60.7 6.9 35.4 12.6 77.3 80.1: 22.7 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 20 33 10 26 16 51 55:
Old : 84: 20 33 10 26 16 51 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 : 28.1 35.1 37.8 45.7 28.1 35.1 37.7 45.2
Old : 28.1 35.1 37.8 45.7 28.1 35.1 37.7 45.2
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,140: 12,850 5,998 10,033 14,940 11,872 37,823 27,902: 10,318 20,238
Old : 48,140: 12,850 5,998 10,033 14,940 11,872 37,823 27,902: 10,318 20,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,939: -150 313 -1,600 -805 -917 -2,555 -2,204: 617 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 12.5 20.8 31.0 24.7 78.6 58.0: 21.4 42.0
Old : 100.0: 26.7 12.5 20.8 31.0 24.7 78.6 58.0: 21.4 42.0
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 : 232: 60 53 48 74 93 163 167:
Old : 232: 60 53 48 74 93 163 167:
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 10.3 22.9 17.1 12.5 6.9 19.2 9.6
Old : 14.0 10.3 22.9 17.1 12.5 6.9 19.2 9.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,572: 781 3,928 292 3,529 808 4,602 5,029: 970 544
Old : 5,572: 781 3,928 292 3,529 808 4,602 5,029: 970 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -855: -95 -715 -29 -582 -28 -706 -772: -149 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 70.5 5.2 63.3 14.5 82.6 90.2: 17.4 9.8
Old : 100.0: 14.0 70.5 5.2 63.3 14.5 82.6 90.2: 17.4 9.8
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 : 22: 5 7 6 10 6 18 16:
Old : 22: 5 7 6 10 6 18 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 : 42.2 69.2 65.2 84.5 35.1 66.4 57.2 76.5
Old : 42.2 69.2 65.2 84.5 35.1 66.4 57.2 76.5
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,134: 1,827 17,793 3,886 28,535 10,331 34,248 32,010: 886 3,125
Old : 35,134: 1,827 17,793 3,886 28,535 10,331 34,248 32,010: 886 3,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -5,014: -404 -4,281 -532 -4,119 -224 -5,055 -5,037: 40 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 50.6 11.1 81.2 29.4 97.5 91.1: 2.5 8.9
Old : 100.0: 5.2 50.6 11.1 81.2 29.4 97.5 91.1: 2.5 8.9
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 : 73: 15 27 25 24 18 55 55:
Old : 73: 15 27 25 24 18 55 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 : 49.6 43.2 70.1 56.3 49.6 43.2 69.4 55.8
Old : 49.6 43.2 70.1 56.3 49.6 43.2 69.4 55.8
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,541: 6,018 5,289 994 51,009 51,477 58,021 57,760: 520 781
Old : 58,541: 6,018 5,289 994 51,009 51,477 58,021 57,760: 520 781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 3,053: -183 335 0 3,187 2,708 3,004 3,043: 49 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.0 1.7 87.1 87.9 99.1 98.7: 0.9 1.3
Old : 100.0: 10.3 9.0 1.7 87.1 87.9 99.1 98.7: 0.9 1.3
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 : 26: 5 4 1 12 11 17 16:
Old : 26: 5 4 1 12 11 17 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 : 66.2 75.2 88.3 92.0 65.9 75.2 85.1 90.3
Old : 66.2 75.2 88.3 92.0 65.9 75.2 85.1 90.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 143,588: 29,050 38,508 14,850 72,432 59,182 116,332 112,540: 27,256 31,048
Old : 143,588: 29,050 38,508 14,850 72,432 59,182 116,332 112,540: 27,256 31,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -6,233: -3,509 -16,223 957 -1,858 11,601 -4,410 -3,665: -1,823 -2,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 26.8 10.3 50.4 41.2 81.0 78.4: 19.0 21.6
Old : 100.0: 20.2 26.8 10.3 50.4 41.2 81.0 78.4: 19.0 21.6
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 : 87: 26 30 19 20 25 57 64:
Old : 87: 26 30 19 20 25 57 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 34.8 51.4 47.0 42.3 34.5 49.5 43.5
Old : 42.3 34.8 51.4 47.0 42.3 34.5 49.5 43.5
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,626: 13,848 7,874 4,293 13,993 13,415 32,135 25,582: 8,492 15,044
Old : 40,626: 13,848 7,874 4,293 13,993 13,415 32,135 25,582: 8,492 15,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 3,818: 2,769 -1,160 454 -542 4,481 2,681 3,776: 1,137 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 19.4 10.6 34.4 33.0 79.1 63.0: 20.9 37.0
Old : 100.0: 34.1 19.4 10.6 34.4 33.0 79.1 63.0: 20.9 37.0
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 : 34: 12 11 9 8 8 24 24:
Old : 34: 12 11 9 8 8 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 36.5 53.6 47.2 34.9 33.3 49.2 40.0
Old : 38.2 36.5 53.6 47.2 34.9 33.3 49.2 40.0
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 146,858: 24,131 74,013 16,618 102,412 49,720 143,162 140,350: 3,696 6,507
Old : 146,858: 24,131 74,013 16,618 102,412 49,720 143,162 140,350: 3,696 6,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 8,009: -13,867 12,753 -2,367 23,856 -2,263 7,622 8,122: 387 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 50.4 11.3 69.7 33.9 97.5 95.6: 2.5 4.4
Old : 100.0: 16.4 50.4 11.3 69.7 33.9 97.5 95.6: 2.5 4.4
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 : 121: 26 54 13 24 22 59 83:
Old : 121: 26 54 13 24 22 59 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 : 63.9 37.3 76.8 55.8 54.0 26.8 59.9 42.8
Old : 63.9 37.3 76.8 55.8 54.0 26.8 59.9 42.8
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 221,970: 31,432 54,970 31,432 136,976 106,537 199,840 192,939: 22,130 29,031
Old : 221,970: 31,432 54,970 31,432 136,976 106,537 199,840 192,939: 22,130 29,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 252: 2,263 -10,712 -420 -3,414 15,930 -1,571 4,799: 1,823 -4,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 24.8 14.2 61.7 48.0 90.0 86.9: 10.0 13.1
Old : 100.0: 14.2 24.8 14.2 61.7 48.0 90.0 86.9: 10.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 29 48 37 28 39 82 99:
Old : 122: 29 48 37 28 39 82 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 30.4 52.4 41.1 39.4 28.8 48.8 37.6
Old : 40.4 30.4 52.4 41.1 39.4 28.8 48.8 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 225,927: 42,105 71,581 15,469 150,659 84,043 208,233 171,093: 17,694 54,834
Old : 225,927: 42,105 71,581 15,469 150,659 84,043 208,233 171,093: 17,694 54,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 10,634: -6,565 17,152 -760 20,409 -12,227 13,084 4,165: -2,450 6,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 31.7 6.8 66.7 37.2 92.2 75.7: 7.8 24.3
Old : 100.0: 18.6 31.7 6.8 66.7 37.2 92.2 75.7: 7.8 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 : 145: 29 69 29 29 38 75 119:
Old : 145: 29 69 29 29 38 75 119:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 22.6 60.8 32.5 47.3 22.4 58.9 31.8
Old : 48.2 22.6 60.8 32.5 47.3 22.4 58.9 31.8
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 584,042: 46,913 233,450 93,767 390,498 161,430 531,178 488,647: 52,864 95,395
Old : 584,042: 46,913 233,450 93,767 390,498 161,430 531,178 488,647: 52,864 95,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 13,804: -2,220 -11,858 15,130 -4,574 9,827 8,337 13,099: 5,467 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 40.0 16.1 66.9 27.6 90.9 83.7: 9.1 16.3
Old : 100.0: 8.0 40.0 16.1 66.9 27.6 90.9 83.7: 9.1 16.3
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 : 262: 59 113 78 60 68 169 210:
Old : 262: 59 113 78 60 68 169 210:
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 : 36.3 18.2 45.7 27.0 34.5 17.1 42.1 24.2
Old : 36.3 18.2 45.7 27.0 34.5 17.1 42.1 24.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 28,379: 19,585 10,521 829 4,813 13,039 25,227 24,389: 3,152 3,990
Old : 28,379: 19,585 10,521 829 4,813 13,039 25,227 24,389: 3,152 3,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 308: 1,304 2,420 -82 -321 -2,392 901 -54: -593 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 37.1 2.9 17.0 45.9 88.9 85.9: 11.1 14.1
Old : 100.0: 69.0 37.1 2.9 17.0 45.9 88.9 85.9: 11.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 28 4 7 6 31 37:
Old : 64: 23 28 4 7 6 31 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 : 53.6 52.3 65.2 62.7 53.6 52.3 64.6 61.5
Old : 53.6 52.3 65.2 62.7 53.6 52.3 64.6 61.5
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 :18,589,840: 1,793,984 1,481,679 7,468,591 8,464,234 8,367,305 17,726,809 17,317,575: 863,031 1,272,265
Old :18,589,840: 1,793,984 1,481,679 7,468,591 8,464,234 8,367,305 17,726,809 17,317,575: 863,031 1,272,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 485,919: -39,316 82,622 454,777 136,160 44,234 551,620 581,633: -65,702 -95,715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 8.0 40.2 45.5 45.0 95.4 93.2: 4.6 6.8
Old : 100.0: 9.7 8.0 40.2 45.5 45.0 95.4 93.2: 4.6 6.8
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 : 333: 58 102 124 156 165 295 314:
Old : 333: 58 102 124 156 165 295 314:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.5 21.3 31.1 31.0 7.9 8.7 13.3 11.2
Old : 19.5 21.3 31.1 31.0 7.9 8.7 13.3 11.2
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 834,926: 85,031 91,710 71,011 549,338 550,153 705,380 712,874: 129,546 122,052
Old : 834,926: 85,031 91,710 71,011 549,338 550,153 705,380 712,874: 129,546 122,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 5,687: -3,347 3,599 3,342 -264 -10,305 -269 -3,365: 5,956 9,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.0 8.5 65.8 65.9 84.5 85.4: 15.5 14.6
Old : 100.0: 10.2 11.0 8.5 65.8 65.9 84.5 85.4: 15.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 641: 160 128 163 249 270 479 492:
Old : 641: 160 128 163 249 270 479 492:
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 : 13.8 11.5 22.2 19.4 11.4 8.7 17.6 14.6
Old : 13.8 11.5 22.2 19.4 11.4 8.7 17.6 14.6
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,385: 13,174 4,439 22,221 110,897 94,314 146,291 120,973: 41,093 66,411
Old : 187,385: 13,174 4,439 22,221 110,897 94,314 146,291 120,973: 41,093 66,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 798: 271 -100 899 1,378 -6,978 2,548 -6,179: -1,750 6,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 2.4 11.9 59.2 50.3 78.1 64.6: 21.9 35.4
Old : 100.0: 7.0 2.4 11.9 59.2 50.3 78.1 64.6: 21.9 35.4
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 : 94: 18 16 24 48 46 81 72:
Old : 94: 18 16 24 48 46 81 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 : 21.5 20.5 36.3 32.3 18.1 14.8 28.2 22.0
Old : 21.5 20.5 36.3 32.3 18.1 14.8 28.2 22.0
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,237,707: 364,155 441,225 239,082 2,192,207 2,279,197 2,795,443 2,959,504: 442,264 278,203
Old : 3,237,707: 364,155 441,225 239,082 2,192,207 2,279,197 2,795,443 2,959,504: 442,264 278,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 24,443: -16,825 19,757 10,950 -8,213 -16,637 -14,087 14,071: 38,530 10,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.6 7.4 67.7 70.4 86.3 91.4: 13.7 8.6
Old : 100.0: 11.2 13.6 7.4 67.7 70.4 86.3 91.4: 13.7 8.6
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 : 610: 150 119 151 236 260 448 468:
Old : 610: 150 119 151 236 260 448 468:
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 : 16.1 12.4 24.3 20.8 13.6 11.6 20.9 19.3
Old : 16.1 12.4 24.3 20.8 13.6 11.6 20.9 19.3
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,988: 9,773 7,461 1,294 66,760 75,404 77,827 84,159: 11,161 4,829
Old : 88,988: 9,773 7,461 1,294 66,760 75,404 77,827 84,159: 11,161 4,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,779: 1,793 2,726 -597 -3,270 -3,192 -2,074 -1,063: -705 -1,716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.4 1.5 75.0 84.7 87.5 94.6: 12.5 5.4
Old : 100.0: 11.0 8.4 1.5 75.0 84.7 87.5 94.6: 12.5 5.4
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 : 92: 15 7 4 51 35 68 44:
Old : 92: 15 7 4 51 35 68 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 : 36.7 32.8 47.9 52.1 36.2 32.7 46.5 52.1
Old : 36.7 32.8 47.9 52.1 36.2 32.7 46.5 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,716: 19,417 5,838 2,027 42,212 55,344 63,656 63,210: 7,060 7,507
Old : 70,716: 19,417 5,838 2,027 42,212 55,344 63,656 63,210: 7,060 7,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,400: -5,332 -1,387 463 318 -5,524 -4,551 -6,448: 152 2,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.3 2.9 59.7 78.3 90.0 89.4: 10.0 10.6
Old : 100.0: 27.5 8.3 2.9 59.7 78.3 90.0 89.4: 10.0 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 : 228: 76 40 26 67 63 153 119:
Old : 228: 76 40 26 67 63 153 119:
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 : 34.7 36.5 44.4 55.0 34.7 36.5 44.4 54.7
Old : 34.7 36.5 44.4 55.0 34.7 36.5 44.4 54.7
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 353,581: 97,084 29,191 10,136 211,061 276,721 318,280 316,048: 35,301 37,533
Old : 353,581: 97,084 29,191 10,136 211,061 276,721 318,280 316,048: 35,301 37,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -21,999: -26,662 -6,935 2,314 1,591 -27,619 -22,757 -32,241: 758 10,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 8.3 2.9 59.7 78.3 90.0 89.4: 10.0 10.6
Old : 100.0: 27.5 8.3 2.9 59.7 78.3 90.0 89.4: 10.0 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 : 228: 76 40 26 67 63 153 119:
Old : 228: 76 40 26 67 63 153 119:
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 : 34.7 36.5 44.4 55.0 34.7 36.5 44.4 54.7
Old : 34.7 36.5 44.4 55.0 34.7 36.5 44.4 54.7
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 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 163,622: 58,331 58,738 14,209 69,706 54,267 142,246 127,214: 21,377 36,409
Old : 163,622: 58,331 58,738 14,209 69,706 54,267 142,246 127,214: 21,377 36,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,915: 4,779 -23,115 1,190 -10,262 21,525 -4,293 -401: 1,378 -2,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 35.9 8.7 42.6 33.2 86.9 77.7: 13.1 22.3
Old : 100.0: 35.6 35.9 8.7 42.6 33.2 86.9 77.7: 13.1 22.3
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 : 94: 25 40 25 19 25 60 74:
Old : 94: 25 40 25 19 25 60 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 36.4 63.3 44.7 52.0 36.3 59.4 43.5
Old : 53.9 36.4 63.3 44.7 52.0 36.3 59.4 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,111: 17,476 7,969 425 26,608 42,584 44,509 50,978: 11,602 5,133
Old : 56,111: 17,476 7,969 425 26,608 42,584 44,509 50,978: 11,602 5,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -254: 759 624 -458 -532 -26 -231 140: -23 -394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 14.2 0.8 47.4 75.9 79.3 90.9: 20.7 9.1
Old : 100.0: 31.1 14.2 0.8 47.4 75.9 79.3 90.9: 20.7 9.1
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 : 59: 20 9 2 24 10 45 20:
Old : 59: 20 9 2 24 10 45 20:
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 : 34.0 68.2 47.3 83.1 34.0 68.2 47.3 82.6
Old : 34.0 68.2 47.3 83.1 34.0 68.2 47.3 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 111,932: 33,728 13,319 1,447 66,153 20,020 101,328 34,786: 10,604 77,146
Old : 111,932: 33,728 13,319 1,447 66,153 20,020 101,328 34,786: 10,604 77,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 4,881: -1,346 4,563 189 6,654 2,040 5,497 6,792: -616 -1,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 11.9 1.3 59.1 17.9 90.5 31.1: 9.5 68.9
Old : 100.0: 30.1 11.9 1.3 59.1 17.9 90.5 31.1: 9.5 68.9
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 : 98: 34 12 7 38 26 75 42:
Old : 98: 34 12 7 38 26 75 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 : 31.3 9.7 45.4 15.1 30.5 9.1 44.7 13.7
Old : 31.3 9.7 45.4 15.1 30.5 9.1 44.7 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 12,526: 7,161 4,453 0 4,736 7,862 11,897 12,315: 629 211
Old : 12,526: 7,161 4,453 0 4,736 7,862 11,897 12,315: 629 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 26: -25 140 0 85 0 60 140: -34 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 35.6 0.0 37.8 62.8 95.0 98.3: 5.0 1.7
Old : 100.0: 57.2 35.6 0.0 37.8 62.8 95.0 98.3: 5.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 4 0 8 1 15 5:
Old : 20: 7 4 0 8 1 15 5:
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 : 78.9 96.4 86.8 98.3 78.9 96.4 86.8 98.3
Old : 78.9 96.4 86.8 98.3 78.9 96.4 86.8 98.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 8, 2015