BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,676: 590 1,148 888 6,158 5,631 7,635 7,667: 1,041 1,010
Old : 8,676: 590 1,148 888 6,158 5,631 7,635 7,667: 1,041 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 224: 8 39 15 152 159 175 212: 50 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 13.2 10.2 71.0 64.9 88.0 88.4: 12.0 11.6
Old : 100.0: 6.8 13.2 10.2 71.0 64.9 88.0 88.4: 12.0 11.6
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 : 39: 4 9 10 21 21 32 33:
Old : 39: 4 9 10 21 21 32 33:
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 : 46.0 36.6 66.9 53.6 42.4 35.2 57.9 48.9
Old : 46.0 36.6 66.9 53.6 42.4 35.2 57.9 48.9
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, June 16, 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 : 47,503: 14,633 3,027 10,065 19,418 21,498 44,116 34,591: 3,387 12,912
Old : 47,503: 14,633 3,027 10,065 19,418 21,498 44,116 34,591: 3,387 12,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -103: 69 -91 -227 -55 104 -213 -214: 110 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 6.4 21.2 40.9 45.3 92.9 72.8: 7.1 27.2
Old : 100.0: 30.8 6.4 21.2 40.9 45.3 92.9 72.8: 7.1 27.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 21 22 33 37 33 77 70:
Old : 91: 21 22 33 37 33 77 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 25.1 49.3 38.6 35.0 23.5 47.0 35.0
Old : 35.2 25.1 49.3 38.6 35.0 23.5 47.0 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 7,941: 79 1,027 1,327 5,636 4,479 7,042 6,832: 899 1,109
Old : 7,941: 79 1,027 1,327 5,636 4,479 7,042 6,832: 899 1,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 430: 0 -163 193 201 297 394 327: 36 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 12.9 16.7 71.0 56.4 88.7 86.0: 11.3 14.0
Old : 100.0: 1.0 12.9 16.7 71.0 56.4 88.7 86.0: 11.3 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 : 41: 2 13 11 23 17 36 30:
Old : 41: 2 13 11 23 17 36 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 34.6 57.1 56.8 39.1 26.4 51.2 38.7
Old : 41.2 34.6 57.1 56.8 39.1 26.4 51.2 38.7
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 16, 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 : 3,314: 489 235 476 1,810 1,282 2,775 1,994: 539 1,320
Old : 3,314: 489 235 476 1,810 1,282 2,775 1,994: 539 1,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 116: -118 83 70 201 -34 152 119: -36 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 7.1 14.4 54.6 38.7 83.7 60.2: 16.3 39.8
Old : 100.0: 14.8 7.1 14.4 54.6 38.7 83.7 60.2: 16.3 39.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 5 9 9 7 18 16:
Old : 22: 4 5 9 9 7 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 31.9 64.9 46.5 38.8 30.3 57.7 39.5
Old : 42.7 31.9 64.9 46.5 38.8 30.3 57.7 39.5
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 16, 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 : 281,942: 68,516 48,575 88,297 101,826 105,928 258,639 242,800: 23,303 39,142
Old : 206,078: 59,925 50,933 63,576 65,524 64,642 189,025 179,152: 17,053 26,926
Other: 75,864: 15,584 4,634 17,729 36,302 41,286 69,614 63,649: 6,250 12,216
: : :
: : Changes in Commitments from: June 9, 2015 :
: -24,206: -723 3,328 -22,980 -750 -3,842 -24,452 -23,494: 246 -712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 17.2 31.3 36.1 37.6 91.7 86.1: 8.3 13.9
Old : 100.0: 29.1 24.7 30.9 31.8 31.4 91.7 86.9: 8.3 13.1
Other: 100.0: 20.5 6.1 23.4 47.9 54.4 91.8 83.9: 8.2 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 104 93 123 87 76 256 238:
Old : 299: 94 96 116 79 74 235 233:
Other: 163: 49 29 41 52 60 121 113:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 12.5 22.5 20.3 13.3 10.7 22.3 17.0
Old : 14.7 12.6 23.3 21.1 14.6 12.2 23.2 18.7
Other: 19.1 19.1 31.3 29.6 18.5 14.1 29.2 21.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 349,205: 124,909 24,418 85,025 106,353 186,137 316,287 295,579: 32,918 53,626
Old : 349,205: 124,909 24,418 85,025 106,353 186,137 316,287 295,579: 32,918 53,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -6,844: -6,677 1,202 1,484 680 -6,993 -4,513 -4,308: -2,331 -2,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 7.0 24.3 30.5 53.3 90.6 84.6: 9.4 15.4
Old : 100.0: 35.8 7.0 24.3 30.5 53.3 90.6 84.6: 9.4 15.4
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 : 436: 137 87 138 132 163 354 329:
Old : 436: 137 87 138 132 163 354 329:
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 : 12.0 19.6 20.4 26.3 11.9 18.2 19.6 23.9
Old : 12.0 19.6 20.4 26.3 11.9 18.2 19.6 23.9
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 16, 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 : 4,735: 1,978 1,506 377 1,105 1,766 3,460 3,649: 1,275 1,086
Old : 4,735: 1,978 1,506 377 1,105 1,766 3,460 3,649: 1,275 1,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -341: 7 -430 -151 -157 298 -301 -284: -40 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 31.8 8.0 23.3 37.3 73.1 77.1: 26.9 22.9
Old : 100.0: 41.8 31.8 8.0 23.3 37.3 73.1 77.1: 26.9 22.9
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 : 63: 19 18 7 18 19 42 40:
Old : 63: 19 18 7 18 19 42 40:
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 : 26.4 30.4 37.8 42.3 26.4 28.2 35.7 38.5
Old : 26.4 30.4 37.8 42.3 26.4 28.2 35.7 38.5
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 16, 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 : 53,863: 18,239 7,751 9,276 14,497 15,599 42,012 32,626: 11,851 21,238
Old : 53,863: 18,239 7,751 9,276 14,497 15,599 42,012 32,626: 11,851 21,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 2,762: 594 979 201 918 205 1,713 1,385: 1,049 1,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 14.4 17.2 26.9 29.0 78.0 60.6: 22.0 39.4
Old : 100.0: 33.9 14.4 17.2 26.9 29.0 78.0 60.6: 22.0 39.4
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 : 239: 75 52 51 65 83 171 160:
Old : 239: 75 52 51 65 83 171 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 10.4 22.5 17.2 13.7 9.1 20.7 14.7
Old : 14.0 10.4 22.5 17.2 13.7 9.1 20.7 14.7
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 16, 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 : 5,342: 969 3,374 271 3,136 1,066 4,377 4,711: 965 631
Old : 5,342: 969 3,374 271 3,136 1,066 4,377 4,711: 965 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 145: 91 23 22 -83 45 30 90: 115 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 63.2 5.1 58.7 19.9 81.9 88.2: 18.1 11.8
Old : 100.0: 18.1 63.2 5.1 58.7 19.9 81.9 88.2: 18.1 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 : 21: 6 5 3 10 6 17 13:
Old : 21: 6 5 3 10 6 17 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 : 37.5 64.9 62.5 82.5 30.2 60.0 52.7 71.1
Old : 37.5 64.9 62.5 82.5 30.2 60.0 52.7 71.1
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 16, 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 : 31,274: 1,364 15,408 3,098 25,952 9,745 30,414 28,251: 860 3,023
Old : 31,274: 1,364 15,408 3,098 25,952 9,745 30,414 28,251: 860 3,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 217: 4 223 -87 255 23 172 159: 45 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 49.3 9.9 83.0 31.2 97.3 90.3: 2.7 9.7
Old : 100.0: 4.4 49.3 9.9 83.0 31.2 97.3 90.3: 2.7 9.7
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 : 72: 13 28 22 23 19 48 57:
Old : 72: 13 28 22 23 19 48 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 42.1 70.9 57.0 50.6 42.1 70.8 57.0
Old : 50.6 42.1 70.9 57.0 50.6 42.1 70.8 57.0
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, June 16, 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 : 41,393: 3,494 1,310 535 36,901 39,089 40,930 40,934: 463 459
Old : 41,393: 3,494 1,310 535 36,901 39,089 40,930 40,934: 463 459
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -20,336: -2,174 -3,256 -234 -17,969 -16,209 -20,377 -19,699: 41 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 3.2 1.3 89.1 94.4 98.9 98.9: 1.1 1.1
Old : 100.0: 8.4 3.2 1.3 89.1 94.4 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 4 1 10 12 16 17:
Old : 27: 6 4 1 10 12 16 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 : 75.0 80.5 90.9 91.7 73.0 80.5 87.7 90.4
Old : 75.0 80.5 90.9 91.7 73.0 80.5 87.7 90.4
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 16, 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 : 129,831: 21,027 34,666 9,125 76,221 52,338 106,374 96,129: 23,458 33,703
Old : 129,831: 21,027 34,666 9,125 76,221 52,338 106,374 96,129: 23,458 33,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 729: 911 -267 -2,052 3,373 2,748 2,232 429: -1,503 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 26.7 7.0 58.7 40.3 81.9 74.0: 18.1 26.0
Old : 100.0: 16.2 26.7 7.0 58.7 40.3 81.9 74.0: 18.1 26.0
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 : 83: 20 26 16 23 27 51 63:
Old : 83: 20 26 16 23 27 51 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 : 44.2 34.8 53.9 44.8 44.0 34.7 53.7 42.2
Old : 44.2 34.8 53.9 44.8 44.0 34.7 53.7 42.2
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 16, 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 : 22,130: 8,469 2,665 1,871 2,923 4,634 13,263 9,171: 8,867 12,959
Old : 22,130: 8,469 2,665 1,871 2,923 4,634 13,263 9,171: 8,867 12,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -14,164: -4,679 -16 -474 -8,637 -12,942 -13,790 -13,432: -375 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 12.0 8.5 13.2 20.9 59.9 41.4: 40.1 58.6
Old : 100.0: 38.3 12.0 8.5 13.2 20.9 59.9 41.4: 40.1 58.6
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: 8 4 4 3 7 13 13:
Old : 20: 8 4 4 3 7 13 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 : 28.6 22.2 48.4 34.7 28.6 19.1 46.7 29.2
Old : 28.6 22.2 48.4 34.7 28.6 19.1 46.7 29.2
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 16, 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 : 133,959: 28,212 80,775 1,021 100,253 45,704 129,486 127,500: 4,474 6,460
Old : 133,959: 28,212 80,775 1,021 100,253 45,704 129,486 127,500: 4,474 6,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -45,301: -383 989 -25,357 -20,978 -19,507 -46,718 -43,876: 1,417 -1,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 60.3 0.8 74.8 34.1 96.7 95.2: 3.3 4.8
Old : 100.0: 21.1 60.3 0.8 74.8 34.1 96.7 95.2: 3.3 4.8
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 : 113: 26 54 10 17 21 46 82:
Old : 113: 26 54 10 17 21 46 82:
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 : 78.3 38.6 85.6 57.3 78.3 38.6 85.6 57.3
Old : 78.3 38.6 85.6 57.3 78.3 38.6 85.6 57.3
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 16, 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 : 177,376: 31,059 58,259 23,328 97,822 70,155 152,210 151,742: 25,165 25,633
Old : 177,376: 31,059 58,259 23,328 97,822 70,155 152,210 151,742: 25,165 25,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -29,187: 1,579 -1,546 -5 -31,972 -27,484 -30,399 -29,035: 1,212 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 32.8 13.2 55.1 39.6 85.8 85.5: 14.2 14.5
Old : 100.0: 17.5 32.8 13.2 55.1 39.6 85.8 85.5: 14.2 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 : 110: 29 38 22 26 37 69 83:
Old : 110: 29 38 22 26 37 69 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 27.9 55.5 39.3 44.0 27.6 52.4 37.4
Old : 45.6 27.9 55.5 39.3 44.0 27.6 52.4 37.4
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 16, 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 : 295,128: 64,475 146,817 20,567 194,430 60,817 279,471 228,200: 15,656 66,927
Old : 295,128: 64,475 146,817 20,567 194,430 60,817 279,471 228,200: 15,656 66,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -44,847: 21,971 -13,411 -9,736 -54,655 -10,491 -42,420 -33,639: -2,427 -11,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 49.7 7.0 65.9 20.6 94.7 77.3: 5.3 22.7
Old : 100.0: 21.8 49.7 7.0 65.9 20.6 94.7 77.3: 5.3 22.7
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 : 142: 22 73 23 29 38 68 117:
Old : 142: 22 73 23 29 38 68 117:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 31.5 65.9 37.7 52.0 31.5 65.9 37.7
Old : 52.1 31.5 65.9 37.7 52.0 31.5 65.9 37.7
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 16, 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 : 437,602: 77,281 165,266 64,785 252,679 128,756 394,745 358,807: 42,857 78,795
Old : 437,602: 77,281 165,266 64,785 252,679 128,756 394,745 358,807: 42,857 78,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -86,796: 28,682 -20,709 -19,755 -92,128 -36,627 -83,200 -77,090: -3,596 -9,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 37.8 14.8 57.7 29.4 90.2 82.0: 9.8 18.0
Old : 100.0: 17.7 37.8 14.8 57.7 29.4 90.2 82.0: 9.8 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 63 96 70 57 66 159 193:
Old : 245: 63 96 70 57 66 159 193:
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 : 26.7 17.3 37.8 26.5 26.4 17.3 37.1 24.8
Old : 26.7 17.3 37.8 26.5 26.4 17.3 37.1 24.8
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 16, 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 : 17,239: 7,895 9,209 3,171 5,125 3,930 16,191 16,310: 1,048 929
Old : 17,239: 7,895 9,209 3,171 5,125 3,930 16,191 16,310: 1,048 929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -392: -451 -549 194 -104 1 -361 -354: -31 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 53.4 18.4 29.7 22.8 93.9 94.6: 6.1 5.4
Old : 100.0: 45.8 53.4 18.4 29.7 22.8 93.9 94.6: 6.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 8 2 4 5 12 13:
Old : 21: 6 8 2 4 5 12 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 : 69.0 83.9 87.2 91.3 46.5 53.0 58.4 57.7
Old : 69.0 83.9 87.2 91.3 46.5 53.0 58.4 57.7
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 16, 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 : 37,169: 19,382 28,550 635 14,652 1,954 34,669 31,139: 2,500 6,030
Old : 37,169: 19,382 28,550 635 14,652 1,954 34,669 31,139: 2,500 6,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 258: 8,285 5,658 -1,466 -6,606 -4,272 213 -80: 45 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 76.8 1.7 39.4 5.3 93.3 83.8: 6.7 16.2
Old : 100.0: 52.1 76.8 1.7 39.4 5.3 93.3 83.8: 6.7 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 : 83: 19 45 3 14 7 35 53:
Old : 83: 19 45 3 14 7 35 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 39.0 68.0 51.3 51.2 39.0 68.0 51.3
Old : 51.2 39.0 68.0 51.3 51.2 39.0 68.0 51.3
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 16, 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 :17,021,276: 1,675,930 1,300,774 6,444,954 8,060,699 7,963,606 16,181,582 15,709,334: 839,693 1,311,942
Old :17,021,276: 1,675,930 1,300,774 6,444,954 8,060,699 7,963,606 16,181,582 15,709,334: 839,693 1,311,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
:-2,441,920: -116,279 -326,941 -1,455,937 -887,030 -638,265 -2,459,246 -2,421,143: 17,326 -20,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.6 37.9 47.4 46.8 95.1 92.3: 4.9 7.7
Old : 100.0: 9.8 7.6 37.9 47.4 46.8 95.1 92.3: 4.9 7.7
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 : 312: 64 86 117 140 153 269 295:
Old : 312: 64 86 117 140 153 269 295:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 22.2 30.6 31.7 8.0 10.7 13.4 13.3
Old : 20.0 22.2 30.6 31.7 8.0 10.7 13.4 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 990,396: 83,642 90,537 76,713 662,115 664,013 822,469 831,263: 167,926 159,133
Old : 990,396: 83,642 90,537 76,713 662,115 664,013 822,469 831,263: 167,926 159,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 77,937: -1,248 -2,951 7,290 50,663 47,294 56,705 51,633: 21,232 26,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.1 7.7 66.9 67.0 83.0 83.9: 17.0 16.1
Old : 100.0: 8.4 9.1 7.7 66.9 67.0 83.0 83.9: 17.0 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 647: 149 133 170 275 289 509 509:
Old : 647: 149 133 170 275 289 509 509:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 11.1 20.9 18.5 9.2 7.3 14.4 12.2
Old : 12.6 11.1 20.9 18.5 9.2 7.3 14.4 12.2
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 16, 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 : 243,156: 10,817 4,568 23,103 162,070 119,200 195,990 146,871: 47,166 96,285
Old : 243,156: 10,817 4,568 23,103 162,070 119,200 195,990 146,871: 47,166 96,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 27,522: -1,238 -1,854 2,616 26,146 5,715 27,523 6,477: -1 21,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.9 9.5 66.7 49.0 80.6 60.4: 19.4 39.6
Old : 100.0: 4.4 1.9 9.5 66.7 49.0 80.6 60.4: 19.4 39.6
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 : 95: 21 16 28 47 46 85 75:
Old : 95: 21 16 28 47 46 85 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 15.7 40.5 28.1 22.1 11.9 31.7 17.7
Old : 25.1 15.7 40.5 28.1 22.1 11.9 31.7 17.7
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 16, 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 : 3,736,199: 379,960 445,682 252,213 2,500,226 2,724,062 3,132,398 3,421,957: 603,800 314,242
Old : 3,736,199: 379,960 445,682 252,213 2,500,226 2,724,062 3,132,398 3,421,957: 603,800 314,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 252,072: 4,665 -774 18,658 122,585 207,896 145,908 225,780: 106,164 26,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.9 6.8 66.9 72.9 83.8 91.6: 16.2 8.4
Old : 100.0: 10.2 11.9 6.8 66.9 72.9 83.8 91.6: 16.2 8.4
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 : 616: 139 123 155 264 279 476 484:
Old : 616: 139 123 155 264 279 476 484:
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 : 14.3 11.5 21.5 20.0 11.2 9.9 17.5 16.6
Old : 14.3 11.5 21.5 20.0 11.2 9.9 17.5 16.6
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 16, 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 : 108,084: 9,793 3,649 1,305 84,664 91,247 95,762 96,201: 12,322 11,883
Old : 108,084: 9,793 3,649 1,305 84,664 91,247 95,762 96,201: 12,322 11,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 19,539: 1,885 -917 609 16,615 13,534 19,109 13,226: 430 6,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.4 1.2 78.3 84.4 88.6 89.0: 11.4 11.0
Old : 100.0: 9.1 3.4 1.2 78.3 84.4 88.6 89.0: 11.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 16 4 3 51 43 67 50:
Old : 91: 16 4 3 51 43 67 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 : 38.6 30.3 52.2 49.2 33.2 27.4 42.2 43.4
Old : 38.6 30.3 52.2 49.2 33.2 27.4 42.2 43.4
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-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 89,562: 15,788 7,198 4,255 59,361 70,236 79,404 81,688: 10,158 7,873
Old : 89,562: 15,788 7,198 4,255 59,361 70,236 79,404 81,688: 10,158 7,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 14,800: -569 -1,130 969 12,362 12,313 12,762 12,151: 2,038 2,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 8.0 4.8 66.3 78.4 88.7 91.2: 11.3 8.8
Old : 100.0: 17.6 8.0 4.8 66.3 78.4 88.7 91.2: 11.3 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 : 227: 67 39 27 91 79 169 134:
Old : 227: 67 39 27 91 79 169 134:
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 : 27.9 32.3 36.2 49.6 24.7 25.8 31.4 40.3
Old : 27.9 32.3 36.2 49.6 24.7 25.8 31.4 40.3
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 16, 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 : 9,529: 254 2,038 0 6,593 6,868 6,847 8,906: 2,682 623
Old : 9,529: 254 2,038 0 6,593 6,868 6,847 8,906: 2,682 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 478: 0 417 0 -114 -306 -114 111: 592 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 21.4 0.0 69.2 72.1 71.9 93.5: 28.1 6.5
Old : 100.0: 2.7 21.4 0.0 69.2 72.1 71.9 93.5: 28.1 6.5
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 : 22: 1 3 0 9 9 10 12:
Old : 22: 1 3 0 9 9 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 60.2 67.0 81.3 54.6 60.2 67.0 81.3
Old : 54.6 60.2 67.0 81.3 54.6 60.2 67.0 81.3
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 16, 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 : 400,165: 85,866 33,996 13,076 263,841 316,839 362,784 363,911: 37,381 36,253
Old : 400,165: 85,866 33,996 13,076 263,841 316,839 362,784 363,911: 37,381 36,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 71,611: -1,086 -5,979 3,085 62,381 63,094 64,380 60,200: 7,231 11,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 8.5 3.3 65.9 79.2 90.7 90.9: 9.3 9.1
Old : 100.0: 21.5 8.5 3.3 65.9 79.2 90.7 90.9: 9.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 68 37 27 87 79 165 133:
Old : 226: 68 37 27 87 79 165 133:
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 : 30.7 32.1 39.3 49.1 27.4 29.4 34.2 43.2
Old : 30.7 32.1 39.3 49.1 27.4 29.4 34.2 43.2
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, June 16, 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 : 133,363: 65,154 69,678 7,439 44,964 24,785 117,557 101,902: 15,806 31,461
Old : 133,363: 65,154 69,678 7,439 44,964 24,785 117,557 101,902: 15,806 31,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -47,362: 347 -9,721 -10,044 -36,974 -22,910 -46,671 -42,676: -691 -4,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 52.2 5.6 33.7 18.6 88.1 76.4: 11.9 23.6
Old : 100.0: 48.9 52.2 5.6 33.7 18.6 88.1 76.4: 11.9 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 27 38 19 16 16 51 65:
Old : 87: 27 38 19 16 16 51 65:
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 39.6 62.5 48.3 50.0 39.4 62.5 48.1
Old : 50.0 39.6 62.5 48.3 50.0 39.4 62.5 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 52,618: 14,786 14,396 45 28,168 32,645 42,999 47,086: 9,619 5,532
Old : 52,618: 14,786 14,396 45 28,168 32,645 42,999 47,086: 9,619 5,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -17,843: -5,843 5,321 -9,345 446 -10,921 -14,742 -14,945: -3,101 -2,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 27.4 0.1 53.5 62.0 81.7 89.5: 18.3 10.5
Old : 100.0: 28.1 27.4 0.1 53.5 62.0 81.7 89.5: 18.3 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 16 12 1 22 11 39 23:
Old : 57: 16 12 1 22 11 39 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 : 37.0 60.9 52.5 75.3 37.0 60.9 52.5 75.3
Old : 37.0 60.9 52.5 75.3 37.0 60.9 52.5 75.3
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 16, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 111,170: 42,624 10,111 444 58,438 10,210 101,506 20,765: 9,664 90,405
Old : 111,170: 42,624 10,111 444 58,438 10,210 101,506 20,765: 9,664 90,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: -32,352: 3,908 -2,628 -7,568 -13,535 -18,210 -17,195 -28,406: -15,157 -3,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 9.1 0.4 52.6 9.2 91.3 18.7: 8.7 81.3
Old : 100.0: 38.3 9.1 0.4 52.6 9.2 91.3 18.7: 8.7 81.3
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 : 81: 35 10 3 28 14 65 25:
Old : 81: 35 10 3 28 14 65 25:
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 : 30.5 7.0 46.7 11.3 30.0 7.0 45.9 10.7
Old : 30.5 7.0 46.7 11.3 30.0 7.0 45.9 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2015