BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 9,731: 757 1,524 918 6,874 6,089 8,548 8,531: 1,183 1,200
Old : 9,731: 757 1,524 918 6,874 6,089 8,548 8,531: 1,183 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 332: 87 -80 90 117 315 294 324: 38 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 15.7 9.4 70.6 62.6 87.8 87.7: 12.2 12.3
Old : 100.0: 7.8 15.7 9.4 70.6 62.6 87.8 87.7: 12.2 12.3
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 : 38: 3 9 8 20 21 29 32:
Old : 38: 3 9 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 : 45.3 33.6 65.9 49.9 42.5 32.5 58.5 45.8
Old : 45.3 33.6 65.9 49.9 42.5 32.5 58.5 45.8
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, June 2, 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 : 55,089: 17,199 4,004 12,408 22,010 24,073 51,617 40,485: 3,473 14,604
Old : 55,089: 17,199 4,004 12,408 22,010 24,073 51,617 40,485: 3,473 14,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 484: 264 352 174 114 346 552 871: -68 -388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 7.3 22.5 40.0 43.7 93.7 73.5: 6.3 26.5
Old : 100.0: 31.2 7.3 22.5 40.0 43.7 93.7 73.5: 6.3 26.5
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 : 101: 22 27 36 39 35 83 77:
Old : 101: 22 27 36 39 35 83 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 : 33.7 24.1 48.0 36.5 33.6 22.3 45.3 32.5
Old : 33.7 24.1 48.0 36.5 33.6 22.3 45.3 32.5
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, June 2, 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 : 8,687: 128 1,201 1,564 6,142 4,808 7,835 7,573: 852 1,114
Old : 8,687: 128 1,201 1,564 6,142 4,808 7,835 7,573: 852 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 539: 33 143 122 339 484 494 749: 45 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.8 18.0 70.7 55.3 90.2 87.2: 9.8 12.8
Old : 100.0: 1.5 13.8 18.0 70.7 55.3 90.2 87.2: 9.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 12 10 21 15 33 29:
Old : 41: 4 12 10 21 15 33 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 : 41.3 33.9 57.2 55.6 38.2 24.7 49.2 37.4
Old : 41.3 33.9 57.2 55.6 38.2 24.7 49.2 37.4
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, June 2, 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 : 3,938: 1,209 82 508 1,573 1,896 3,289 2,486: 650 1,453
Old : 3,938: 1,209 82 508 1,573 1,896 3,289 2,486: 650 1,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 72: -92 21 60 -19 4 -51 85: 123 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.1 12.9 39.9 48.2 83.5 63.1: 16.5 36.9
Old : 100.0: 30.7 2.1 12.9 39.9 48.2 83.5 63.1: 16.5 36.9
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: 6 4 8 8 10 18 18:
Old : 23: 6 4 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 : 46.6 31.9 68.8 48.6 42.5 31.6 60.4 42.6
Old : 46.6 31.9 68.8 48.6 42.5 31.6 60.4 42.6
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, June 2, 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 : 306,308: 68,312 44,120 111,732 103,021 112,599 283,065 268,451: 23,244 37,858
Old : 245,491: 59,596 50,098 89,753 78,654 77,784 228,003 217,634: 17,489 27,857
Other: 60,817: 16,622 1,929 14,073 24,367 34,815 55,062 50,817: 5,755 10,000
: : :
: : Changes in Commitments from: May 26, 2015 :
: 8,120: -2,039 2,672 3,280 7,462 3,298 8,704 9,250: -584 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.4 36.5 33.6 36.8 92.4 87.6: 7.6 12.4
Old : 100.0: 24.3 20.4 36.6 32.0 31.7 92.9 88.7: 7.1 11.3
Other: 100.0: 27.3 3.2 23.1 40.1 57.2 90.5 83.6: 9.5 16.4
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 104 92 134 86 80 263 246:
Old : 299: 89 98 129 81 79 246 242:
Other: 150: 46 23 30 52 57 113 96:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 11.7 22.7 19.9 11.9 10.2 20.5 16.3
Old : 15.0 11.6 24.7 19.9 13.7 10.5 21.7 16.8
Other: 18.2 19.0 29.6 31.1 16.6 14.4 25.6 22.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 392,432: 128,613 20,824 113,254 114,760 202,369 356,628 336,448: 35,804 55,984
Old : 392,432: 128,613 20,824 113,254 114,760 202,369 356,628 336,448: 35,804 55,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 6,139: -1,808 549 7,205 1,202 -808 6,599 6,946: -459 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.3 28.9 29.2 51.6 90.9 85.7: 9.1 14.3
Old : 100.0: 32.8 5.3 28.9 29.2 51.6 90.9 85.7: 9.1 14.3
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 : 459: 149 82 172 143 177 391 369:
Old : 459: 149 82 172 143 177 391 369:
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 18.5 18.5 24.9 10.7 17.4 17.7 23.2
Old : 10.8 18.5 18.5 24.9 10.7 17.4 17.7 23.2
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, June 2, 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 : 6,340: 2,059 2,876 874 1,868 1,215 4,801 4,965: 1,540 1,376
Old : 6,340: 2,059 2,876 874 1,868 1,215 4,801 4,965: 1,540 1,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -56: -64 -546 278 -390 168 -176 -100: 120 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 45.4 13.8 29.5 19.2 75.7 78.3: 24.3 21.7
Old : 100.0: 32.5 45.4 13.8 29.5 19.2 75.7 78.3: 24.3 21.7
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 : 76: 19 25 13 24 19 52 52:
Old : 76: 19 25 13 24 19 52 52:
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 : 24.0 25.9 34.3 40.8 22.5 25.5 29.8 35.6
Old : 24.0 25.9 34.3 40.8 22.5 25.5 29.8 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 48,968: 17,534 5,862 8,780 12,695 15,211 39,009 29,853: 9,960 19,116
Old : 48,968: 17,534 5,862 8,780 12,695 15,211 39,009 29,853: 9,960 19,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 3,035: 1,620 691 679 221 1,352 2,520 2,721: 515 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 12.0 17.9 25.9 31.1 79.7 61.0: 20.3 39.0
Old : 100.0: 35.8 12.0 17.9 25.9 31.1 79.7 61.0: 20.3 39.0
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 : 224: 72 45 49 55 78 153 150:
Old : 224: 72 45 49 55 78 153 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 11.2 24.6 18.3 14.8 10.0 22.3 15.3
Old : 15.4 11.2 24.6 18.3 14.8 10.0 22.3 15.3
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, June 2, 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 : 5,719: 910 3,936 258 3,592 981 4,759 5,175: 959 544
Old : 5,719: 910 3,936 258 3,592 981 4,759 5,175: 959 544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 49: 34 22 -7 8 50 34 65: 15 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 68.8 4.5 62.8 17.1 83.2 90.5: 16.8 9.5
Old : 100.0: 15.9 68.8 4.5 62.8 17.1 83.2 90.5: 16.8 9.5
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 : 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 : 41.3 66.7 66.5 84.5 33.2 62.8 57.5 75.9
Old : 41.3 66.7 66.5 84.5 33.2 62.8 57.5 75.9
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, June 2, 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 : 35,865: 1,695 18,073 3,939 29,321 10,553 34,956 32,566: 909 3,299
Old : 35,865: 1,695 18,073 3,939 29,321 10,553 34,956 32,566: 909 3,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 501: -55 197 273 178 -84 396 386: 105 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 50.4 11.0 81.8 29.4 97.5 90.8: 2.5 9.2
Old : 100.0: 4.7 50.4 11.0 81.8 29.4 97.5 90.8: 2.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 12 32 22 25 19 53 57:
Old : 75: 12 32 22 25 19 53 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 : 50.0 40.4 70.0 53.9 50.0 40.4 69.4 53.8
Old : 50.0 40.4 70.0 53.9 50.0 40.4 69.4 53.8
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, June 2, 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 : 58,909: 6,984 4,849 997 50,596 52,173 58,577 58,019: 332 890
Old : 58,909: 6,984 4,849 997 50,596 52,173 58,577 58,019: 332 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -293: 910 -932 -324 -981 473 -395 -783: 102 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 8.2 1.7 85.9 88.6 99.4 98.5: 0.6 1.5
Old : 100.0: 11.9 8.2 1.7 85.9 88.6 99.4 98.5: 0.6 1.5
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 : 27: 5 5 2 12 11 18 17:
Old : 27: 5 5 2 12 11 18 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 : 68.1 76.3 88.4 92.6 67.8 76.3 85.2 90.0
Old : 68.1 76.3 88.4 92.6 67.8 76.3 85.2 90.0
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, June 2, 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 : 143,826: 27,994 29,078 16,734 74,232 62,849 118,960 108,661: 24,866 35,165
Old : 143,826: 27,994 29,078 16,734 74,232 62,849 118,960 108,661: 24,866 35,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,576: -1,303 7,028 2,977 2,533 -10,355 4,207 -350: -2,631 1,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 20.2 11.6 51.6 43.7 82.7 75.6: 17.3 24.4
Old : 100.0: 19.5 20.2 11.6 51.6 43.7 82.7 75.6: 17.3 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 25 26 18 21 21 54 58:
Old : 80: 25 26 18 21 21 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 34.6 51.2 45.6 39.9 34.5 49.0 40.1
Old : 39.9 34.6 51.2 45.6 39.9 34.5 49.0 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 37,088: 12,075 3,438 3,821 11,456 16,428 27,352 23,687: 9,736 13,401
Old : 37,088: 12,075 3,438 3,821 11,456 16,428 27,352 23,687: 9,736 13,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,909: 1,202 1,326 112 513 -1,060 1,826 378: 83 1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 9.3 10.3 30.9 44.3 73.7 63.9: 26.3 36.1
Old : 100.0: 32.6 9.3 10.3 30.9 44.3 73.7 63.9: 26.3 36.1
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 : 29: 10 7 8 9 11 22 23:
Old : 29: 10 7 8 9 11 22 23:
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 : 36.8 43.0 52.0 51.5 35.1 37.6 48.6 43.5
Old : 36.8 43.0 52.0 51.5 35.1 37.6 48.6 43.5
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, June 2, 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 : 153,194: 34,010 79,075 14,378 101,262 53,083 149,650 146,535: 3,544 6,659
Old : 153,194: 34,010 79,075 14,378 101,262 53,083 149,650 146,535: 3,544 6,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 23,753: 10,024 22,689 -4,051 17,025 4,786 22,998 23,424: 755 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 51.6 9.4 66.1 34.7 97.7 95.7: 2.3 4.3
Old : 100.0: 22.2 51.6 9.4 66.1 34.7 97.7 95.7: 2.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 27 50 13 21 21 58 78:
Old : 117: 27 50 13 21 21 58 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 33.3 79.8 54.5 58.5 26.6 66.1 43.9
Old : 65.1 33.3 79.8 54.5 58.5 26.6 66.1 43.9
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, June 2, 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 : 217,629: 30,771 55,701 29,472 132,846 105,738 193,089 190,911: 24,540 26,717
Old : 217,629: 30,771 55,701 29,472 132,846 105,738 193,089 190,911: 24,540 26,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 621: -3,809 -3,287 4,217 391 -1,400 799 -470: -178 1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 25.6 13.5 61.0 48.6 88.7 87.7: 11.3 12.3
Old : 100.0: 14.1 25.6 13.5 61.0 48.6 88.7 87.7: 11.3 12.3
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 : 116: 30 42 27 28 38 74 91:
Old : 116: 30 42 27 28 38 74 91:
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 32.9 53.0 45.4 42.3 32.1 50.4 41.7
Old : 42.3 32.9 53.0 45.4 42.3 32.1 50.4 41.7
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, June 2, 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 : 314,519: 45,835 132,531 32,006 217,263 72,650 295,104 237,187: 19,415 77,331
Old : 314,519: 45,835 132,531 32,006 217,263 72,650 295,104 237,187: 19,415 77,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 18,112: -4,686 19,952 7,096 15,392 -8,890 17,801 18,157: 311 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 42.1 10.2 69.1 23.1 93.8 75.4: 6.2 24.6
Old : 100.0: 14.6 42.1 10.2 69.1 23.1 93.8 75.4: 6.2 24.6
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 : 164: 25 88 29 34 39 79 136:
Old : 164: 25 88 29 34 39 79 136:
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 : 47.3 21.3 58.9 31.1 46.6 21.1 56.2 28.0
Old : 47.3 21.3 58.9 31.1 46.6 21.1 56.2 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 560,961: 48,091 210,427 95,726 371,050 160,535 514,867 466,688: 46,094 94,273
Old : 560,961: 48,091 210,427 95,726 371,050 160,535 514,867 466,688: 46,094 94,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -6,585: 4,456 -1,950 949 -9,803 -11,604 -4,398 -12,605: -2,187 6,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 37.5 17.1 66.1 28.6 91.8 83.2: 8.2 16.8
Old : 100.0: 8.6 37.5 17.1 66.1 28.6 91.8 83.2: 8.2 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 : 259: 54 112 79 62 70 169 209:
Old : 259: 54 112 79 62 70 169 209:
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 : 34.1 15.8 43.9 24.6 33.3 14.9 42.0 21.4
Old : 34.1 15.8 43.9 24.6 33.3 14.9 42.0 21.4
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, June 2, 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 : 16,770: 7,577 8,828 2,975 5,372 3,940 15,924 15,743: 846 1,027
Old : 16,770: 7,577 8,828 2,975 5,372 3,940 15,924 15,743: 846 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -1,353: -1,713 3,414 -22 462 -4,474 -1,273 -1,082: -80 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 52.6 17.7 32.0 23.5 95.0 93.9: 5.0 6.1
Old : 100.0: 45.2 52.6 17.7 32.0 23.5 95.0 93.9: 5.0 6.1
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 : 20: 7 6 1 5 4 13 10:
Old : 20: 7 6 1 5 4 13 10:
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 : 63.3 85.8 86.2 93.2 42.7 55.2 57.4 59.1
Old : 63.3 85.8 86.2 93.2 42.7 55.2 57.4 59.1
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, June 2, 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 : 33,005: 9,432 19,971 1,195 19,500 6,313 30,127 27,479: 2,878 5,526
Old : 33,005: 9,432 19,971 1,195 19,500 6,313 30,127 27,479: 2,878 5,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 4,491: -994 4,458 480 4,575 -952 4,061 3,986: 430 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 60.5 3.6 59.1 19.1 91.3 83.3: 8.7 16.7
Old : 100.0: 28.6 60.5 3.6 59.1 19.1 91.3 83.3: 8.7 16.7
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 : 73: 14 38 7 13 12 30 55:
Old : 73: 14 38 7 13 12 30 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 : 46.1 33.6 63.0 49.4 46.0 33.6 62.9 49.4
Old : 46.1 33.6 63.0 49.4 46.0 33.6 62.9 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 :19,131,243: 1,759,937 1,570,897 7,660,462 8,862,186 8,594,716 18,282,586 17,826,075: 848,657 1,305,168
Old :19,131,243: 1,759,937 1,570,897 7,660,462 8,862,186 8,594,716 18,282,586 17,826,075: 848,657 1,305,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 372,885: 21,062 119,858 215,320 208,770 61,296 445,152 396,474: -72,267 -23,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.2 40.0 46.3 44.9 95.6 93.2: 4.4 6.8
Old : 100.0: 9.2 8.2 40.0 46.3 44.9 95.6 93.2: 4.4 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 : 340: 64 104 131 152 164 300 319:
Old : 340: 64 104 131 152 164 300 319:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 22.0 30.6 32.0 8.3 9.2 13.6 11.3
Old : 19.7 22.0 30.6 32.0 8.3 9.2 13.6 11.3
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, June 2, 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 : 863,654: 83,829 82,966 70,578 577,159 589,591 731,566 743,135: 132,088 120,519
Old : 863,654: 83,829 82,966 70,578 577,159 589,591 731,566 743,135: 132,088 120,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 13,052: 3,580 -4,057 -5,243 10,489 20,577 8,826 11,278: 4,225 1,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.6 8.2 66.8 68.3 84.7 86.0: 15.3 14.0
Old : 100.0: 9.7 9.6 8.2 66.8 68.3 84.7 86.0: 15.3 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: 148 137 153 253 269 478 483:
Old : 640: 148 137 153 253 269 478 483:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 12.0 22.8 19.8 12.0 9.2 18.0 14.9
Old : 14.5 12.0 22.8 19.8 12.0 9.2 18.0 14.9
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, June 2, 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 : 193,198: 10,933 5,376 20,082 115,538 104,895 146,553 130,352: 46,645 62,846
Old : 193,198: 10,933 5,376 20,082 115,538 104,895 146,553 130,352: 46,645 62,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -1,871: -60 -20 -1,765 -2,110 -1,783 -3,935 -3,568: 2,064 1,697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 2.8 10.4 59.8 54.3 75.9 67.5: 24.1 32.5
Old : 100.0: 5.7 2.8 10.4 59.8 54.3 75.9 67.5: 24.1 32.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 16 15 19 43 42 72 64:
Old : 87: 16 15 19 43 42 72 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 : 25.6 19.2 39.3 32.1 22.1 14.8 30.8 22.4
Old : 25.6 19.2 39.3 32.1 22.1 14.8 30.8 22.4
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, June 2, 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 : 3,352,277: 370,249 393,723 246,709 2,308,106 2,423,483 2,925,064 3,063,916: 427,213 288,361
Old : 3,352,277: 370,249 393,723 246,709 2,308,106 2,423,483 2,925,064 3,063,916: 427,213 288,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 74,614: 11,435 -26,952 -10,622 62,994 111,803 63,806 74,228: 10,807 386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 11.7 7.4 68.9 72.3 87.3 91.4: 12.7 8.6
Old : 100.0: 11.0 11.7 7.4 68.9 72.3 87.3 91.4: 12.7 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 : 611: 142 126 145 240 259 449 463:
Old : 611: 142 126 145 240 259 449 463:
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 : 17.0 12.1 24.8 20.5 14.5 11.4 21.4 18.3
Old : 17.0 12.1 24.8 20.5 14.5 11.4 21.4 18.3
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, June 2, 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 : 91,272: 8,605 4,794 1,367 70,152 80,468 80,124 86,629: 11,148 4,643
Old : 91,272: 8,605 4,794 1,367 70,152 80,468 80,124 86,629: 11,148 4,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,885: -838 -2,616 -363 3,595 3,287 2,394 308: -509 1,577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 5.3 1.5 76.9 88.2 87.8 94.9: 12.2 5.1
Old : 100.0: 9.4 5.3 1.5 76.9 88.2 87.8 94.9: 12.2 5.1
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 : 97: 16 6 3 50 41 67 49:
Old : 97: 16 6 3 50 41 67 49:
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 : 38.6 31.6 50.7 50.4 38.4 31.6 49.9 50.3
Old : 38.6 31.6 50.7 50.4 38.4 31.6 49.9 50.3
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, June 2, 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 : 77,290: 19,033 5,784 3,019 46,397 62,810 68,449 71,612: 8,841 5,677
Old : 77,290: 19,033 5,784 3,019 46,397 62,810 68,449 71,612: 8,841 5,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 12,348: 2,488 -1,202 860 6,187 11,824 9,535 11,482: 2,813 866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 7.5 3.9 60.0 81.3 88.6 92.7: 11.4 7.3
Old : 100.0: 24.6 7.5 3.9 60.0 81.3 88.6 92.7: 11.4 7.3
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 : 230: 76 37 21 76 66 158 118:
Old : 230: 76 37 21 76 66 158 118:
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 : 30.8 38.1 39.4 58.8 30.4 35.4 38.6 54.0
Old : 30.8 38.1 39.4 58.8 30.4 35.4 38.6 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 9,364: 779 923 0 5,979 8,065 6,758 8,988: 2,606 376
Old : 9,364: 779 923 0 5,979 8,065 6,758 8,988: 2,606 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.9 0.0 63.9 86.1 72.2 96.0: 27.8 4.0
Old : 100.0: 8.3 9.9 0.0 63.9 86.1 72.2 96.0: 27.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 0 8 9 10 11:
Old : 21: 2 2 0 8 9 10 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 : 51.2 68.2 67.2 87.2 51.2 68.2 67.2 87.2
Old : 51.2 68.2 67.2 87.2 51.2 68.2 67.2 87.2
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, June 2, 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 : 339,629: 96,897 29,930 9,468 202,089 273,724 308,454 313,122: 31,176 26,507
Old : 339,629: 96,897 29,930 9,468 202,089 273,724 308,454 313,122: 31,176 26,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 14,918: 14,170 -5,000 -1,326 1,039 18,795 13,884 12,469: 1,034 2,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 8.8 2.8 59.5 80.6 90.8 92.2: 9.2 7.8
Old : 100.0: 28.5 8.8 2.8 59.5 80.6 90.8 92.2: 9.2 7.8
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 : 228: 76 36 20 73 64 154 115:
Old : 228: 76 36 20 73 64 154 115:
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 : 34.1 36.7 43.4 56.9 34.1 36.7 43.4 56.5
Old : 34.1 36.7 43.4 56.9 34.1 36.7 43.4 56.5
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, June 2, 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 : 180,020: 62,234 75,422 13,831 85,969 52,450 162,034 141,703: 17,986 38,317
Old : 180,020: 62,234 75,422 13,831 85,969 52,450 162,034 141,703: 17,986 38,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 13,285: -2,537 18,840 1,391 15,593 -7,565 14,447 12,666: -1,162 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 41.9 7.7 47.8 29.1 90.0 78.7: 10.0 21.3
Old : 100.0: 34.6 41.9 7.7 47.8 29.1 90.0 78.7: 10.0 21.3
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: 26 40 22 20 20 56 72:
Old : 92: 26 40 22 20 20 56 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 : 57.3 32.9 68.6 44.5 55.8 32.7 65.2 44.3
Old : 57.3 32.9 68.6 44.5 55.8 32.7 65.2 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 61,538: 21,612 9,087 612 27,538 42,903 49,762 52,602: 11,776 8,936
Old : 61,538: 21,612 9,087 612 27,538 42,903 49,762 52,602: 11,776 8,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -221: -355 -854 149 -374 1 -580 -704: 359 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 14.8 1.0 44.7 69.7 80.9 85.5: 19.1 14.5
Old : 100.0: 35.1 14.8 1.0 44.7 69.7 80.9 85.5: 19.1 14.5
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 : 64: 23 11 3 22 11 47 24:
Old : 64: 23 11 3 22 11 47 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 : 32.9 62.2 46.7 76.0 32.9 62.2 46.7 76.0
Old : 32.9 62.2 46.7 76.0 32.9 62.2 46.7 76.0
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, June 2, 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 : 122,561: 40,620 9,113 2,100 69,384 20,835 112,104 32,048: 10,457 90,513
Old : 122,561: 40,620 9,113 2,100 69,384 20,835 112,104 32,048: 10,457 90,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 5,867: 525 -1,614 116 5,933 2,063 6,574 565: -707 5,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 7.4 1.7 56.6 17.0 91.5 26.1: 8.5 73.9
Old : 100.0: 33.1 7.4 1.7 56.6 17.0 91.5 26.1: 8.5 73.9
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 : 95: 38 11 8 37 24 80 38:
Old : 95: 38 11 8 37 24 80 38:
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 : 34.9 8.9 47.6 14.1 34.7 8.8 47.4 12.5
Old : 34.9 8.9 47.6 14.1 34.7 8.8 47.4 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2015