BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 9,399: 670 1,605 828 6,757 5,774 8,254 8,207: 1,145 1,192
Old : 9,399: 670 1,605 828 6,757 5,774 8,254 8,207: 1,145 1,192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 74: 1 -38 30 25 89 56 80: 18 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 17.1 8.8 71.9 61.4 87.8 87.3: 12.2 12.7
Old : 100.0: 7.1 17.1 8.8 71.9 61.4 87.8 87.3: 12.2 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 10 8 20 21 29 32:
Old : 38: 2 10 8 20 21 29 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 : 45.4 33.4 65.7 50.7 43.0 32.2 58.7 46.9
Old : 45.4 33.4 65.7 50.7 43.0 32.2 58.7 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 54,606: 16,935 3,653 12,233 21,896 23,728 51,065 39,614: 3,541 14,992
Old : 54,606: 16,935 3,653 12,233 21,896 23,728 51,065 39,614: 3,541 14,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -766: -619 -628 -158 341 -38 -436 -824: -330 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 6.7 22.4 40.1 43.5 93.5 72.5: 6.5 27.5
Old : 100.0: 31.0 6.7 22.4 40.1 43.5 93.5 72.5: 6.5 27.5
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 : 97: 19 28 35 38 34 81 74:
Old : 97: 19 28 35 38 34 81 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 : 34.3 23.2 48.6 36.1 34.2 21.7 45.9 31.4
Old : 34.3 23.2 48.6 36.1 34.2 21.7 45.9 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 8,147: 95 1,058 1,442 5,803 4,323 7,340 6,824: 807 1,323
Old : 8,147: 95 1,058 1,442 5,803 4,323 7,340 6,824: 807 1,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 280: 3 10 122 272 75 397 208: -117 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 13.0 17.7 71.2 53.1 90.1 83.8: 9.9 16.2
Old : 100.0: 1.2 13.0 17.7 71.2 53.1 90.1 83.8: 9.9 16.2
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 : 39: 3 12 10 21 14 33 27:
Old : 39: 3 12 10 21 14 33 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 : 41.9 31.4 56.4 52.7 39.3 23.0 50.7 35.6
Old : 41.9 31.4 56.4 52.7 39.3 23.0 50.7 35.6
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 26, 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 : 3,867: 1,301 61 448 1,591 1,892 3,340 2,401: 527 1,466
Old : 3,867: 1,301 61 448 1,591 1,892 3,340 2,401: 527 1,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 118: -114 -8 92 47 35 25 119: 92 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 1.6 11.6 41.2 48.9 86.4 62.1: 13.6 37.9
Old : 100.0: 33.6 1.6 11.6 41.2 48.9 86.4 62.1: 13.6 37.9
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 : 23: 8 2 8 8 10 18 18:
Old : 23: 8 2 8 8 10 18 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 : 49.0 33.1 71.4 49.5 45.8 32.8 64.0 44.4
Old : 49.0 33.1 71.4 49.5 45.8 32.8 64.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 298,189: 70,351 41,448 108,451 95,559 109,301 274,361 259,201: 23,828 38,988
Old : 241,816: 61,984 46,108 88,848 73,141 77,203 223,973 212,159: 17,843 29,657
Other: 56,373: 14,834 1,808 13,136 22,418 32,098 50,388 47,042: 5,985 9,331
: : :
: : Changes in Commitments from: May 19, 2015 :
: 2,051: -2,814 163 1,099 3,695 568 1,981 1,831: 70 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 13.9 36.4 32.0 36.7 92.0 86.9: 8.0 13.1
Old : 100.0: 25.6 19.1 36.7 30.2 31.9 92.6 87.7: 7.4 12.3
Other: 100.0: 26.3 3.2 23.3 39.8 56.9 89.4 83.4: 10.6 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 95 96 124 82 78 248 237:
Old : 285: 81 101 120 77 76 232 231:
Other: 145: 49 18 27 51 55 108 93:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 12.0 21.9 20.1 11.7 10.5 19.9 16.8
Old : 14.2 11.8 23.5 20.3 13.3 10.8 21.1 17.5
Other: 19.3 19.2 29.5 31.6 16.1 14.7 24.4 22.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 386,292: 130,422 20,276 106,049 113,558 203,178 350,029 329,502: 36,263 56,790
Old : 386,292: 130,422 20,276 106,049 113,558 203,178 350,029 329,502: 36,263 56,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 7,849: 1,303 2,841 3,193 3,235 1,667 7,731 7,701: 118 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 5.2 27.5 29.4 52.6 90.6 85.3: 9.4 14.7
Old : 100.0: 33.8 5.2 27.5 29.4 52.6 90.6 85.3: 9.4 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 448: 147 86 153 143 178 375 352:
Old : 448: 147 86 153 143 178 375 352:
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 : 10.5 17.2 18.1 23.8 10.5 16.1 17.6 22.1
Old : 10.5 17.2 18.1 23.8 10.5 16.1 17.6 22.1
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 26, 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 : 6,396: 2,122 3,421 596 2,258 1,047 4,976 5,064: 1,419 1,332
Old : 6,396: 2,122 3,421 596 2,258 1,047 4,976 5,064: 1,419 1,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -413: -23 -667 71 -415 90 -368 -506: -45 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 53.5 9.3 35.3 16.4 77.8 79.2: 22.2 20.8
Old : 100.0: 33.2 53.5 9.3 35.3 16.4 77.8 79.2: 22.2 20.8
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 : 72: 20 24 11 22 17 47 48:
Old : 72: 20 24 11 22 17 47 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 33.0 41.3 46.3 30.6 33.0 39.2 43.4
Old : 30.6 33.0 41.3 46.3 30.6 33.0 39.2 43.4
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 26, 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 : 45,933: 15,913 5,171 8,102 12,474 13,859 36,489 27,132: 9,444 18,802
Old : 45,933: 15,913 5,171 8,102 12,474 13,859 36,489 27,132: 9,444 18,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -3,520: 607 -268 -2,365 -1,119 41 -2,877 -2,592: -643 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 11.3 17.6 27.2 30.2 79.4 59.1: 20.6 40.9
Old : 100.0: 34.6 11.3 17.6 27.2 30.2 79.4 59.1: 20.6 40.9
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 : 213: 63 40 40 57 80 142 142:
Old : 213: 63 40 40 57 80 142 142:
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 : 14.8 11.5 23.9 18.6 13.2 9.8 20.9 14.3
Old : 14.8 11.5 23.9 18.6 13.2 9.8 20.9 14.3
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 26, 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 : 5,669: 876 3,915 265 3,584 930 4,725 5,110: 944 560
Old : 5,669: 876 3,915 265 3,584 930 4,725 5,110: 944 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -7: 30 -54 -6 -13 44 11 -17: -18 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 69.0 4.7 63.2 16.4 83.3 90.1: 16.7 9.9
Old : 100.0: 15.5 69.0 4.7 63.2 16.4 83.3 90.1: 16.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 6 5 10 6 17 15:
Old : 21: 5 6 5 10 6 17 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 : 41.7 67.4 66.7 84.5 33.9 63.7 58.2 75.7
Old : 41.7 67.4 66.7 84.5 33.9 63.7 58.2 75.7
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, May 26, 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 : 35,364: 1,750 17,876 3,667 29,143 10,637 34,560 32,180: 804 3,184
Old : 35,364: 1,750 17,876 3,667 29,143 10,637 34,560 32,180: 804 3,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -149: -79 -149 -27 -31 59 -138 -118: -11 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 50.5 10.4 82.4 30.1 97.7 91.0: 2.3 9.0
Old : 100.0: 4.9 50.5 10.4 82.4 30.1 97.7 91.0: 2.3 9.0
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 : 75: 16 28 26 25 19 57 57:
Old : 75: 16 28 26 25 19 57 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 42.0 70.9 55.3 50.6 42.0 70.3 55.0
Old : 50.6 42.0 70.9 55.3 50.6 42.0 70.3 55.0
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, May 26, 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 : 59,202: 6,074 5,781 1,321 51,577 51,700 58,972 58,802: 230 400
Old : 59,202: 6,074 5,781 1,321 51,577 51,700 58,972 58,802: 230 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -164: 125 -11 227 -254 -50 98 166: -262 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.8 2.2 87.1 87.3 99.6 99.3: 0.4 0.7
Old : 100.0: 10.3 9.8 2.2 87.1 87.3 99.6 99.3: 0.4 0.7
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 : 30: 5 7 3 13 11 20 19:
Old : 30: 5 7 3 13 11 20 19:
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 : 65.9 75.3 87.8 91.4 65.6 75.3 84.6 89.2
Old : 65.9 75.3 87.8 91.4 65.6 75.3 84.6 89.2
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 26, 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 : 142,249: 29,297 22,050 13,757 71,699 73,204 114,753 109,011: 27,496 33,238
Old : 142,249: 29,297 22,050 13,757 71,699 73,204 114,753 109,011: 27,496 33,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 5,451: 5,352 2,611 794 -265 -663 5,881 2,742: -430 2,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 15.5 9.7 50.4 51.5 80.7 76.6: 19.3 23.4
Old : 100.0: 20.6 15.5 9.7 50.4 51.5 80.7 76.6: 19.3 23.4
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 : 81: 23 29 14 20 21 49 59:
Old : 81: 23 29 14 20 21 49 59:
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 : 41.6 37.7 51.7 47.1 41.6 35.7 50.5 41.3
Old : 41.6 37.7 51.7 47.1 41.6 35.7 50.5 41.3
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 26, 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 : 35,179: 10,873 2,112 3,709 10,943 17,487 25,525 23,309: 9,653 11,870
Old : 35,179: 10,873 2,112 3,709 10,943 17,487 25,525 23,309: 9,653 11,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -1,389: -937 84 73 767 -1,227 -97 -1,069: -1,292 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 6.0 10.5 31.1 49.7 72.6 66.3: 27.4 33.7
Old : 100.0: 30.9 6.0 10.5 31.1 49.7 72.6 66.3: 27.4 33.7
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 : 26: 11 3 8 9 9 21 19:
Old : 26: 11 3 8 9 9 21 19:
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 : 35.5 48.5 51.9 57.6 33.6 43.5 47.0 49.0
Old : 35.5 48.5 51.9 57.6 33.6 43.5 47.0 49.0
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 26, 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 : 129,442: 23,986 56,386 18,429 84,237 48,297 126,652 123,112: 2,789 6,330
Old : 129,442: 23,986 56,386 18,429 84,237 48,297 126,652 123,112: 2,789 6,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 1,657: 186 1,441 61 1,809 -724 2,057 778: -399 879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 43.6 14.2 65.1 37.3 97.8 95.1: 2.2 4.9
Old : 100.0: 18.5 43.6 14.2 65.1 37.3 97.8 95.1: 2.2 4.9
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 : 116: 29 49 14 22 20 60 77:
Old : 116: 29 49 14 22 20 60 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 36.5 72.8 57.0 46.0 25.6 52.1 40.8
Old : 58.3 36.5 72.8 57.0 46.0 25.6 52.1 40.8
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 26, 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 : 217,008: 34,580 58,988 25,255 132,455 107,138 192,290 191,381: 24,718 25,627
Old : 217,008: 34,580 58,988 25,255 132,455 107,138 192,290 191,381: 24,718 25,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -4,677: -4,837 -4,295 843 -578 -1,788 -4,572 -5,240: -106 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 27.2 11.6 61.0 49.4 88.6 88.2: 11.4 11.8
Old : 100.0: 15.9 27.2 11.6 61.0 49.4 88.6 88.2: 11.4 11.8
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 : 116: 34 39 28 28 36 76 89:
Old : 116: 34 39 28 28 36 76 89:
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 : 42.7 34.7 52.6 47.0 42.7 33.9 51.0 43.7
Old : 42.7 34.7 52.6 47.0 42.7 33.9 51.0 43.7
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 26, 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 : 296,407: 50,521 112,579 24,910 201,872 81,541 277,303 219,030: 19,104 77,377
Old : 296,407: 50,521 112,579 24,910 201,872 81,541 277,303 219,030: 19,104 77,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 34,050: -13,248 26,946 7,217 35,716 -12,672 29,686 21,491: 4,364 12,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 38.0 8.4 68.1 27.5 93.6 73.9: 6.4 26.1
Old : 100.0: 17.0 38.0 8.4 68.1 27.5 93.6 73.9: 6.4 26.1
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 : 153: 30 74 28 33 37 79 123:
Old : 153: 30 74 28 33 37 79 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 19.7 60.2 30.8 47.5 19.5 58.1 27.2
Old : 47.8 19.7 60.2 30.8 47.5 19.5 58.1 27.2
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 26, 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 : 567,547: 43,635 212,377 94,777 380,853 172,139 519,265 479,293: 48,282 88,253
Old : 567,547: 43,635 212,377 94,777 380,853 172,139 519,265 479,293: 48,282 88,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 17,455: 5,411 12,039 9,358 3,767 429 18,536 21,826: -1,082 -4,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 37.4 16.7 67.1 30.3 91.5 84.5: 8.5 15.5
Old : 100.0: 7.7 37.4 16.7 67.1 30.3 91.5 84.5: 8.5 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 : 261: 57 111 80 64 72 169 215:
Old : 261: 57 111 80 64 72 169 215:
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 : 33.6 18.0 43.4 26.7 33.2 16.0 41.4 22.9
Old : 33.6 18.0 43.4 26.7 33.2 16.0 41.4 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 18,123: 9,290 5,414 2,997 4,910 8,414 17,197 16,825: 926 1,298
Old : 18,123: 9,290 5,414 2,997 4,910 8,414 17,197 16,825: 926 1,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 973: 61 990 19 786 -315 866 694: 107 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 29.9 16.5 27.1 46.4 94.9 92.8: 5.1 7.2
Old : 100.0: 51.3 29.9 16.5 27.1 46.4 94.9 92.8: 5.1 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 : 21: 8 6 3 4 4 14 11:
Old : 21: 8 6 3 4 4 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 86.3 87.0 91.6 46.7 55.9 60.4 60.0
Old : 65.3 86.3 87.0 91.6 46.7 55.9 60.4 60.0
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 26, 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 : 28,514: 10,426 15,513 715 14,925 7,265 26,066 23,493: 2,448 5,021
Old : 28,514: 10,426 15,513 715 14,925 7,265 26,066 23,493: 2,448 5,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 2,183: -766 2,090 165 3,205 -779 2,604 1,476: -421 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 54.4 2.5 52.3 25.5 91.4 82.4: 8.6 17.6
Old : 100.0: 36.6 54.4 2.5 52.3 25.5 91.4 82.4: 8.6 17.6
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 : 75: 21 35 5 11 11 33 50:
Old : 75: 21 35 5 11 11 33 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 34.2 62.5 47.5 46.8 34.2 62.5 47.5
Old : 46.8 34.2 62.5 47.5 46.8 34.2 62.5 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 6,630: 2,056 4,524 24 4,186 1,114 6,266 5,662: 364 968
Old : 6,630: 2,056 4,524 24 4,186 1,114 6,266 5,662: 364 968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 68.2 0.4 63.1 16.8 94.5 85.4: 5.5 14.6
Old : 100.0: 31.0 68.2 0.4 63.1 16.8 94.5 85.4: 5.5 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 : 20: 4 8 2 6 4 11 13:
Old : 20: 4 8 2 6 4 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 56.7 90.4 79.3 63.4 56.3 83.9 74.9
Old : 64.6 56.7 90.4 79.3 63.4 56.3 83.9 74.9
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 26, 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 :18,758,357: 1,738,875 1,451,039 7,445,142 8,653,416 8,533,420 17,837,434 17,429,601: 920,924 1,328,756
Old :18,758,357: 1,738,875 1,451,039 7,445,142 8,653,416 8,533,420 17,837,434 17,429,601: 920,924 1,328,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 319,350: 33,293 82,887 137,092 150,979 139,236 321,365 359,215: -2,015 -39,865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.7 39.7 46.1 45.5 95.1 92.9: 4.9 7.1
Old : 100.0: 9.3 7.7 39.7 46.1 45.5 95.1 92.9: 4.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 333: 57 102 128 153 164 293 316:
Old : 333: 57 102 128 153 164 293 316:
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 : 19.7 22.1 30.9 31.6 8.6 9.4 14.2 11.5
Old : 19.7 22.1 30.9 31.6 8.6 9.4 14.2 11.5
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 26, 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 : 850,602: 80,249 87,023 75,820 566,670 569,014 722,740 731,858: 127,863 118,745
Old : 850,602: 80,249 87,023 75,820 566,670 569,014 722,740 731,858: 127,863 118,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -5,145: -4,544 5,371 -3,457 -2,730 -7,650 -10,731 -5,736: 5,586 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.2 8.9 66.6 66.9 85.0 86.0: 15.0 14.0
Old : 100.0: 9.4 10.2 8.9 66.6 66.9 85.0 86.0: 15.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 146 139 151 250 273 476 484:
Old : 640: 146 139 151 250 273 476 484:
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 12.0 22.7 19.3 11.7 8.9 17.5 14.7
Old : 14.0 12.0 22.7 19.3 11.7 8.9 17.5 14.7
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 26, 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 : 195,070: 10,994 5,396 21,847 117,647 106,678 150,488 133,920: 44,582 61,150
Old : 195,070: 10,994 5,396 21,847 117,647 106,678 150,488 133,920: 44,582 61,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -9,479: -2,874 50 -2,820 -5,869 -7,481 -11,563 -10,251: 2,084 772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.8 11.2 60.3 54.7 77.1 68.7: 22.9 31.3
Old : 100.0: 5.6 2.8 11.2 60.3 54.7 77.1 68.7: 22.9 31.3
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 : 92: 17 16 21 44 45 76 68:
Old : 92: 17 16 21 44 45 76 68:
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 : 24.5 19.1 39.0 31.8 21.0 14.4 30.4 22.2
Old : 24.5 19.1 39.0 31.8 21.0 14.4 30.4 22.2
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 26, 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 : 3,277,663: 358,814 420,676 257,332 2,245,112 2,311,680 2,861,257 2,989,688: 416,406 287,975
Old : 3,277,663: 358,814 420,676 257,332 2,245,112 2,311,680 2,861,257 2,989,688: 416,406 287,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 21,668: -9,515 25,438 -2,016 15,692 -845 4,161 22,577: 17,507 -909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 12.8 7.9 68.5 70.5 87.3 91.2: 12.7 8.8
Old : 100.0: 10.9 12.8 7.9 68.5 70.5 87.3 91.2: 12.7 8.8
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 : 609: 141 126 142 237 260 446 460:
Old : 609: 141 126 142 237 260 446 460:
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 : 16.5 12.1 24.6 20.5 14.1 11.4 21.1 18.4
Old : 16.5 12.1 24.6 20.5 14.1 11.4 21.1 18.4
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 26, 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 : 89,387: 9,443 7,410 1,730 66,557 77,181 77,730 86,321: 11,657 3,066
Old : 89,387: 9,443 7,410 1,730 66,557 77,181 77,730 86,321: 11,657 3,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -558: 558 -237 -160 -681 -133 -283 -530: -275 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 8.3 1.9 74.5 86.3 87.0 96.6: 13.0 3.4
Old : 100.0: 10.6 8.3 1.9 74.5 86.3 87.0 96.6: 13.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 16 7 3 48 39 65 48:
Old : 95: 16 7 3 48 39 65 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 32.1 47.7 51.3 35.7 32.0 46.8 51.2
Old : 35.9 32.1 47.7 51.3 35.7 32.0 46.8 51.2
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 26, 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 : 64,942: 16,545 6,986 2,159 40,210 50,986 58,914 60,131: 6,028 4,812
Old : 64,942: 16,545 6,986 2,159 40,210 50,986 58,914 60,131: 6,028 4,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -383: -257 893 362 -144 -2,029 -39 -774: -344 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.8 3.3 61.9 78.5 90.7 92.6: 9.3 7.4
Old : 100.0: 25.5 10.8 3.3 61.9 78.5 90.7 92.6: 9.3 7.4
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 : 221: 63 44 22 71 63 144 119:
Old : 221: 63 44 22 71 63 144 119:
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 : 36.4 35.3 45.6 54.4 36.4 35.0 45.6 54.2
Old : 36.4 35.3 45.6 54.4 36.4 35.0 45.6 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 324,711: 82,726 34,931 10,794 201,050 254,929 294,570 300,653: 30,142 24,058
Old : 324,711: 82,726 34,931 10,794 201,050 254,929 294,570 300,653: 30,142 24,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -1,915: -1,286 4,463 1,810 -719 -10,145 -195 -3,872: -1,720 1,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.8 3.3 61.9 78.5 90.7 92.6: 9.3 7.4
Old : 100.0: 25.5 10.8 3.3 61.9 78.5 90.7 92.6: 9.3 7.4
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 : 221: 63 44 22 71 63 144 119:
Old : 221: 63 44 22 71 63 144 119:
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 : 36.4 35.3 45.6 54.4 36.4 35.0 45.6 54.2
Old : 36.4 35.3 45.6 54.4 36.4 35.0 45.6 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 166,735: 64,771 56,582 12,440 70,377 60,015 147,587 129,037: 19,148 37,698
Old : 166,735: 64,771 56,582 12,440 70,377 60,015 147,587 129,037: 19,148 37,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 4,567: -248 -72 1,924 5,136 -1,829 6,812 23: -2,245 4,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 33.9 7.5 42.2 36.0 88.5 77.4: 11.5 22.6
Old : 100.0: 38.8 33.9 7.5 42.2 36.0 88.5 77.4: 11.5 22.6
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 : 84: 27 33 20 16 20 53 63:
Old : 84: 27 33 20 16 20 53 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 : 55.1 37.3 66.5 47.8 53.1 37.1 62.7 47.2
Old : 55.1 37.3 66.5 47.8 53.1 37.1 62.7 47.2
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 26, 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 : 61,759: 21,967 9,941 463 27,912 42,902 50,342 53,306: 11,417 8,453
Old : 61,759: 21,967 9,941 463 27,912 42,902 50,342 53,306: 11,417 8,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 92: -1 -492 -2 -86 22 -89 -472: 181 564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 16.1 0.7 45.2 69.5 81.5 86.3: 18.5 13.7
Old : 100.0: 35.6 16.1 0.7 45.2 69.5 81.5 86.3: 18.5 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 21 14 2 22 11 44 26:
Old : 64: 21 14 2 22 11 44 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 : 33.4 62.0 48.3 75.6 33.4 62.0 48.3 75.6
Old : 33.4 62.0 48.3 75.6 33.4 62.0 48.3 75.6
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 26, 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 : 116,694: 40,095 10,727 1,984 63,451 18,772 105,530 31,483: 11,164 85,211
Old : 116,694: 40,095 10,727 1,984 63,451 18,772 105,530 31,483: 11,164 85,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: 5,285: -328 918 697 4,589 -122 4,958 1,493: 327 3,792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 9.2 1.7 54.4 16.1 90.4 27.0: 9.6 73.0
Old : 100.0: 34.4 9.2 1.7 54.4 16.1 90.4 27.0: 9.6 73.0
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 : 105: 38 16 7 40 22 81 42:
Old : 105: 38 16 7 40 22 81 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 : 29.4 8.6 42.3 13.2 29.2 8.6 42.1 12.7
Old : 29.4 8.6 42.3 13.2 29.2 8.6 42.1 12.7
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 26, 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 : 12,523: 7,128 4,159 0 4,744 8,075 11,872 12,234: 651 289
Old : 12,523: 7,128 4,159 0 4,744 8,075 11,872 12,234: 651 289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -23: 7 -75 0 0 0 7 -75: -30 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 33.2 0.0 37.9 64.5 94.8 97.7: 5.2 2.3
Old : 100.0: 56.9 33.2 0.0 37.9 64.5 94.8 97.7: 5.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 78.2 96.9 86.7 97.7 78.2 96.9 86.7 97.7
Old : 78.2 96.9 86.7 97.7 78.2 96.9 86.7 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2015