BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 9,355: 618 1,107 1,001 6,646 6,232 8,265 8,339: 1,090 1,015
Old : 9,355: 618 1,107 1,001 6,646 6,232 8,265 8,339: 1,090 1,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 306: 10 -10 40 219 293 269 323: 36 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 11.8 10.7 71.0 66.6 88.3 89.1: 11.7 10.9
Old : 100.0: 6.6 11.8 10.7 71.0 66.6 88.3 89.1: 11.7 10.9
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 : 40: 4 10 11 21 21 33 34:
Old : 40: 4 10 11 21 21 33 34:
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 37.0 66.7 54.0 42.6 36.5 57.4 49.3
Old : 46.1 37.0 66.7 54.0 42.6 36.5 57.4 49.3
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 30, 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 : 51,404: 14,888 3,489 11,345 21,409 22,143 47,642 36,977: 3,762 14,426
Old : 51,404: 14,888 3,489 11,345 21,409 22,143 47,642 36,977: 3,762 14,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,019: 384 348 137 523 136 1,043 621: -24 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 6.8 22.1 41.6 43.1 92.7 71.9: 7.3 28.1
Old : 100.0: 29.0 6.8 22.1 41.6 43.1 92.7 71.9: 7.3 28.1
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 : 91: 20 24 31 36 32 74 70:
Old : 91: 20 24 31 36 32 74 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 24.6 48.2 38.1 32.7 22.7 45.3 33.5
Old : 32.9 24.6 48.2 38.1 32.7 22.7 45.3 33.5
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 30, 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 : 9,163: 132 1,346 1,603 6,451 4,944 8,186 7,893: 977 1,270
Old : 9,163: 132 1,346 1,603 6,451 4,944 8,186 7,893: 977 1,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 388: 22 68 77 261 223 360 368: 28 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 14.7 17.5 70.4 54.0 89.3 86.1: 10.7 13.9
Old : 100.0: 1.4 14.7 17.5 70.4 54.0 89.3 86.1: 10.7 13.9
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 : 41: 3 13 10 21 16 33 30:
Old : 41: 3 13 10 21 16 33 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 : 39.7 35.0 55.2 56.0 36.5 25.3 48.6 34.6
Old : 39.7 35.0 55.2 56.0 36.5 25.3 48.6 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 3,680: 382 250 633 2,146 1,398 3,162 2,281: 519 1,399
Old : 3,680: 382 250 633 2,146 1,398 3,162 2,281: 519 1,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 69: 1 11 25 42 13 68 50: 1 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.8 17.2 58.3 38.0 85.9 62.0: 14.1 38.0
Old : 100.0: 10.4 6.8 17.2 58.3 38.0 85.9 62.0: 14.1 38.0
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 : 23: 4 5 9 10 8 19 17:
Old : 23: 4 5 9 10 8 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 31.3 63.4 48.1 34.6 29.3 54.6 37.7
Old : 39.4 31.3 63.4 48.1 34.6 29.3 54.6 37.7
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 30, 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 : 288,308: 71,873 59,420 93,342 100,118 98,719 265,333 251,481: 22,975 36,827
Old : 195,791: 61,070 59,578 63,897 55,800 49,139 180,767 172,614: 15,024 23,177
Other: 92,517: 19,754 8,792 20,495 44,317 49,580 84,566 78,867: 7,951 13,650
: : :
: : Changes in Commitments from: June 23, 2015 :
: -3,780: -3,359 1,283 440 -692 -2,057 -3,611 -334: -169 -3,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 20.6 32.4 34.7 34.2 92.0 87.2: 8.0 12.8
Old : 100.0: 31.2 30.4 32.6 28.5 25.1 92.3 88.2: 7.7 11.8
Other: 100.0: 21.4 9.5 22.2 47.9 53.6 91.4 85.2: 8.6 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 101 107 127 84 79 261 251:
Old : 305: 92 107 115 76 75 235 239:
Other: 179: 53 39 49 54 63 140 122:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 10.5 23.7 18.5 12.8 9.7 21.9 16.3
Old : 13.9 11.6 22.0 18.8 13.7 11.2 21.7 18.3
Other: 24.8 19.1 37.7 28.9 24.8 15.8 36.1 23.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 317,734: 107,734 23,308 81,581 100,306 163,775 289,621 268,663: 28,113 49,071
Old : 317,734: 107,734 23,308 81,581 100,306 163,775 289,621 268,663: 28,113 49,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -20,183: -12,518 -1,937 -279 -4,320 -15,680 -17,117 -17,896: -3,066 -2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 7.3 25.7 31.6 51.5 91.2 84.6: 8.8 15.4
Old : 100.0: 33.9 7.3 25.7 31.6 51.5 91.2 84.6: 8.8 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 : 404: 130 81 135 120 153 324 314:
Old : 404: 130 81 135 120 153 324 314:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 17.2 19.5 24.1 11.1 15.2 19.4 21.4
Old : 11.1 17.2 19.5 24.1 11.1 15.2 19.4 21.4
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 30, 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 : 4,195: 1,718 1,455 312 1,259 1,424 3,289 3,191: 906 1,004
Old : 4,195: 1,718 1,455 312 1,259 1,424 3,289 3,191: 906 1,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -557: -212 -65 -67 -16 -375 -295 -507: -262 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 34.7 7.4 30.0 34.0 78.4 76.1: 21.6 23.9
Old : 100.0: 41.0 34.7 7.4 30.0 34.0 78.4 76.1: 21.6 23.9
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 : 65: 17 20 7 20 18 42 41:
Old : 65: 17 20 7 20 18 42 41:
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 26.7 37.9 39.1 26.4 25.9 37.5 36.8
Old : 26.4 26.7 37.9 39.1 26.4 25.9 37.5 36.8
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 30, 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 : 55,440: 16,337 6,556 11,664 16,125 15,362 44,126 33,582: 11,313 21,857
Old : 55,440: 16,337 6,556 11,664 16,125 15,362 44,126 33,582: 11,313 21,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -1,160: -3,045 -1,386 1,480 901 -787 -664 -693: -496 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 11.8 21.0 29.1 27.7 79.6 60.6: 20.4 39.4
Old : 100.0: 29.5 11.8 21.0 29.1 27.7 79.6 60.6: 20.4 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 : 228: 74 44 60 70 85 176 162:
Old : 228: 74 44 60 70 85 176 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 11.0 22.9 17.7 12.9 8.6 20.0 13.4
Old : 13.8 11.0 22.9 17.7 12.9 8.6 20.0 13.4
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 30, 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 : 5,534: 1,000 3,379 295 3,271 1,210 4,566 4,884: 968 649
Old : 5,534: 1,000 3,379 295 3,271 1,210 4,566 4,884: 968 649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 57: 31 -5 9 -14 34 26 39: 31 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 61.1 5.3 59.1 21.9 82.5 88.3: 17.5 11.7
Old : 100.0: 18.1 61.1 5.3 59.1 21.9 82.5 88.3: 17.5 11.7
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 : 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 : 37.0 63.5 62.3 82.7 30.5 57.5 53.9 70.3
Old : 37.0 63.5 62.3 82.7 30.5 57.5 53.9 70.3
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 30, 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 : 34,472: 1,999 16,437 3,593 27,907 10,589 33,499 30,620: 973 3,852
Old : 34,472: 1,999 16,437 3,593 27,907 10,589 33,499 30,620: 973 3,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,367: 453 628 299 632 49 1,384 977: -17 391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 47.7 10.4 81.0 30.7 97.2 88.8: 2.8 11.2
Old : 100.0: 5.8 47.7 10.4 81.0 30.7 97.2 88.8: 2.8 11.2
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: 13 33 20 21 17 47 57:
Old : 75: 13 33 20 21 17 47 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 : 46.0 38.5 68.7 52.3 45.2 38.4 67.9 52.1
Old : 46.0 38.5 68.7 52.3 45.2 38.4 67.9 52.1
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 30, 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 : 41,744: 3,390 1,399 535 37,449 39,164 41,374 41,098: 370 646
Old : 41,744: 3,390 1,399 535 37,449 39,164 41,374 41,098: 370 646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -510: -489 -413 0 16 -293 -473 -706: -37 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.4 1.3 89.7 93.8 99.1 98.5: 0.9 1.5
Old : 100.0: 8.1 3.4 1.3 89.7 93.8 99.1 98.5: 0.9 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 : 28: 8 4 1 10 11 18 16:
Old : 28: 8 4 1 10 11 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 : 75.5 79.6 90.1 91.6 73.4 79.6 87.0 90.7
Old : 75.5 79.6 90.1 91.6 73.4 79.6 87.0 90.7
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 30, 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 : 103,660: 21,868 45,543 8,291 48,877 18,701 79,036 72,535: 24,623 31,125
Old : 103,660: 21,868 45,543 8,291 48,877 18,701 79,036 72,535: 24,623 31,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 11,256: 4,783 9,900 450 5,665 439 10,897 10,789: 359 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 43.9 8.0 47.2 18.0 76.2 70.0: 23.8 30.0
Old : 100.0: 21.1 43.9 8.0 47.2 18.0 76.2 70.0: 23.8 30.0
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 : 80: 20 29 14 21 23 48 61:
Old : 80: 20 29 14 21 23 48 61:
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 : 33.3 28.7 44.5 36.4 33.1 28.7 43.9 35.4
Old : 33.3 28.7 44.5 36.4 33.1 28.7 43.9 35.4
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 30, 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 : 23,643: 9,158 1,877 1,796 3,360 7,085 14,314 10,758: 9,329 12,885
Old : 23,643: 9,158 1,877 1,796 3,360 7,085 14,314 10,758: 9,329 12,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -455: -370 -96 -49 316 481 -102 336: -352 -791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 7.9 7.6 14.2 30.0 60.5 45.5: 39.5 54.5
Old : 100.0: 38.7 7.9 7.6 14.2 30.0 60.5 45.5: 39.5 54.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 4 3 6 9 16 15:
Old : 24: 9 4 3 6 9 16 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 : 30.6 21.4 46.6 35.2 30.5 20.3 44.7 30.9
Old : 30.6 21.4 46.6 35.2 30.5 20.3 44.7 30.9
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 30, 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 : 111,759: 36,040 74,917 587 71,959 29,239 108,586 104,743: 3,172 7,015
Old : 111,759: 36,040 74,917 587 71,959 29,239 108,586 104,743: 3,172 7,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -421: -3,325 7,597 135 2,430 -8,970 -760 -1,238: 339 816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 67.0 0.5 64.4 26.2 97.2 93.7: 2.8 6.3
Old : 100.0: 32.2 67.0 0.5 64.4 26.2 97.2 93.7: 2.8 6.3
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: 26 56 9 22 17 55 75:
Old : 116: 26 56 9 22 17 55 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 : 60.4 48.8 74.0 67.3 60.4 48.8 74.0 67.3
Old : 60.4 48.8 74.0 67.3 60.4 48.8 74.0 67.3
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 30, 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 : 214,718: 46,358 61,350 28,270 112,915 103,020 187,543 192,640: 27,175 22,078
Old : 214,718: 46,358 61,350 28,270 112,915 103,020 187,543 192,640: 27,175 22,078
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,866: 1,262 -7,957 1,426 3,998 12,226 6,686 5,695: -2,820 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 28.6 13.2 52.6 48.0 87.3 89.7: 12.7 10.3
Old : 100.0: 21.6 28.6 13.2 52.6 48.0 87.3 89.7: 12.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 35 39 23 29 37 78 85:
Old : 118: 35 39 23 29 37 78 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 31.3 53.1 44.8 42.3 29.8 50.9 42.0
Old : 43.4 31.3 53.1 44.8 42.3 29.8 50.9 42.0
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 30, 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 : 290,022: 43,929 125,279 22,346 204,389 83,493 270,663 231,118: 19,359 58,904
Old : 290,022: 43,929 125,279 22,346 204,389 83,493 270,663 231,118: 19,359 58,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 7,298: 4,246 -1,638 1,953 -1,560 13,694 4,639 14,008: 2,660 -6,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 43.2 7.7 70.5 28.8 93.3 79.7: 6.7 20.3
Old : 100.0: 15.1 43.2 7.7 70.5 28.8 93.3 79.7: 6.7 20.3
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 : 132: 20 65 24 29 39 65 112:
Old : 132: 20 65 24 29 39 65 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 30.1 66.6 38.2 55.8 28.9 66.3 36.7
Old : 55.9 30.1 66.6 38.2 55.8 28.9 66.3 36.7
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 30, 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 : 441,287: 59,386 158,575 68,831 269,721 133,107 397,939 360,513: 43,348 80,774
Old : 441,287: 59,386 158,575 68,831 269,721 133,107 397,939 360,513: 43,348 80,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 2,831: -3,126 -2,290 2,531 5,024 1,404 4,428 1,645: -1,598 1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 35.9 15.6 61.1 30.2 90.2 81.7: 9.8 18.3
Old : 100.0: 13.5 35.9 15.6 61.1 30.2 90.2 81.7: 9.8 18.3
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 : 247: 59 99 75 54 69 156 201:
Old : 247: 59 99 75 54 69 156 201:
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 16.7 37.5 24.7 26.1 15.8 35.7 22.3
Old : 26.4 16.7 37.5 24.7 26.1 15.8 35.7 22.3
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 30, 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 : 19,096: 9,977 6,433 3,735 4,428 7,963 18,140 18,131: 956 965
Old : 19,096: 9,977 6,433 3,735 4,428 7,963 18,140 18,131: 956 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,552: 2,865 -858 560 6 3,778 3,431 3,480: 121 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 33.7 19.6 23.2 41.7 95.0 94.9: 5.0 5.1
Old : 100.0: 52.2 33.7 19.6 23.2 41.7 95.0 94.9: 5.0 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 : 23: 8 8 3 4 6 15 14:
Old : 23: 8 8 3 4 6 15 14:
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 : 63.6 77.5 83.8 89.8 46.1 50.2 56.6 55.0
Old : 63.6 77.5 83.8 89.8 46.1 50.2 56.6 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 43,256: 16,949 33,015 681 22,781 2,618 40,411 36,314: 2,845 6,942
Old : 43,256: 16,949 33,015 681 22,781 2,618 40,411 36,314: 2,845 6,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 345: -2,712 -209 -12 2,937 280 213 59: 132 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 76.3 1.6 52.7 6.1 93.4 84.0: 6.6 16.0
Old : 100.0: 39.2 76.3 1.6 52.7 6.1 93.4 84.0: 6.6 16.0
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 : 82: 17 46 3 14 8 32 56:
Old : 82: 17 46 3 14 8 32 56:
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 39.6 64.4 52.6 45.6 39.6 64.4 52.6
Old : 45.6 39.6 64.4 52.6 45.6 39.6 64.4 52.6
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 30, 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 :17,520,603: 1,597,268 1,303,945 6,655,931 8,421,109 8,256,376 16,674,308 16,216,253: 846,295 1,304,350
Old :17,520,603: 1,597,268 1,303,945 6,655,931 8,421,109 8,256,376 16,674,308 16,216,253: 846,295 1,304,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 304,679: -92,494 -46,661 168,189 243,759 208,403 319,454 329,930: -14,775 -25,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 7.4 38.0 48.1 47.1 95.2 92.6: 4.8 7.4
Old : 100.0: 9.1 7.4 38.0 48.1 47.1 95.2 92.6: 4.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 57 102 120 142 150 277 297:
Old : 319: 57 102 120 142 150 277 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 21.4 31.3 30.6 7.5 9.9 12.9 12.8
Old : 20.5 21.4 31.3 30.6 7.5 9.9 12.9 12.8
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 30, 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 : 799,513: 80,393 96,775 79,970 522,678 517,609 683,040 694,354: 116,473 105,159
Old : 799,513: 80,393 96,775 79,970 522,678 517,609 683,040 694,354: 116,473 105,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 54,851: 2,731 8,770 19,651 23,082 24,189 45,463 52,610: 9,387 2,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 12.1 10.0 65.4 64.7 85.4 86.8: 14.6 13.2
Old : 100.0: 10.1 12.1 10.0 65.4 64.7 85.4 86.8: 14.6 13.2
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 : 632: 151 130 157 248 260 471 477:
Old : 632: 151 130 157 248 260 471 477:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 12.0 23.3 19.6 10.6 9.5 17.1 15.8
Old : 14.1 12.0 23.3 19.6 10.6 9.5 17.1 15.8
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 30, 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 : 157,679: 12,962 7,158 20,996 86,065 79,964 120,023 108,118: 37,656 49,562
Old : 157,679: 12,962 7,158 20,996 86,065 79,964 120,023 108,118: 37,656 49,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 12,480: 2,840 5,160 3,152 7,957 1,185 13,948 9,497: -1,469 2,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 4.5 13.3 54.6 50.7 76.1 68.6: 23.9 31.4
Old : 100.0: 8.2 4.5 13.3 54.6 50.7 76.1 68.6: 23.9 31.4
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 : 89: 21 16 29 44 38 81 69:
Old : 89: 21 16 29 44 38 81 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.3 19.9 33.5 32.9 16.2 14.7 24.1 22.8
Old : 21.3 19.9 33.5 32.9 16.2 14.7 24.1 22.8
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 30, 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 : 3,209,171: 372,410 483,340 259,614 2,183,062 2,188,228 2,815,085 2,931,182: 394,085 277,989
Old : 3,209,171: 372,410 483,340 259,614 2,183,062 2,188,228 2,815,085 2,931,182: 394,085 277,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 211,856: 31,927 50,520 50,024 75,624 115,019 157,576 215,563: 54,281 -3,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 15.1 8.1 68.0 68.2 87.7 91.3: 12.3 8.7
Old : 100.0: 11.6 15.1 8.1 68.0 68.2 87.7 91.3: 12.3 8.7
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 : 604: 140 124 142 239 252 443 454:
Old : 604: 140 124 142 239 252 443 454:
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 : 15.8 11.7 24.2 20.8 12.2 11.1 19.4 18.4
Old : 15.8 11.7 24.2 20.8 12.2 11.1 19.4 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 90,362: 11,926 4,153 1,403 65,594 81,522 78,923 87,078: 11,439 3,284
Old : 90,362: 11,926 4,153 1,403 65,594 81,522 78,923 87,078: 11,439 3,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -1,374: 267 855 394 -1,751 -2,621 -1,090 -1,372: -284 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.6 1.6 72.6 90.2 87.3 96.4: 12.7 3.6
Old : 100.0: 13.2 4.6 1.6 72.6 90.2 87.3 96.4: 12.7 3.6
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 : 92: 18 4 3 49 39 67 46:
Old : 92: 18 4 3 49 39 67 46:
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 : 36.9 37.6 48.4 60.3 36.4 37.5 47.3 60.2
Old : 36.9 37.6 48.4 60.3 36.4 37.5 47.3 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 64,155: 14,274 7,937 1,689 42,786 51,054 58,748 60,679: 5,406 3,476
Old : 64,155: 14,274 7,937 1,689 42,786 51,054 58,748 60,679: 5,406 3,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -6,463: -5,800 2,674 193 -95 -8,990 -5,701 -6,123: -762 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.4 2.6 66.7 79.6 91.6 94.6: 8.4 5.4
Old : 100.0: 22.2 12.4 2.6 66.7 79.6 91.6 94.6: 8.4 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 : 224: 65 38 20 78 62 151 112:
Old : 224: 65 38 20 78 62 151 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 32.3 47.9 52.3 40.2 32.3 47.9 52.2
Old : 40.2 32.3 47.9 52.3 40.2 32.3 47.9 52.2
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 30, 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 : 320,774: 71,371 39,683 8,444 213,928 255,270 293,742 303,396: 27,032 17,378
Old : 320,774: 71,371 39,683 8,444 213,928 255,270 293,742 303,396: 27,032 17,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -32,315: -28,999 13,372 966 -473 -44,952 -28,506 -30,614: -3,809 -1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 12.4 2.6 66.7 79.6 91.6 94.6: 8.4 5.4
Old : 100.0: 22.2 12.4 2.6 66.7 79.6 91.6 94.6: 8.4 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 : 224: 65 38 20 78 62 151 112:
Old : 224: 65 38 20 78 62 151 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 32.3 47.9 52.3 40.2 32.3 47.9 52.2
Old : 40.2 32.3 47.9 52.3 40.2 32.3 47.9 52.2
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 30, 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 : 133,285: 54,134 67,026 7,901 54,832 25,315 116,867 100,243: 16,418 33,043
Old : 133,285: 54,134 67,026 7,901 54,832 25,315 116,867 100,243: 16,418 33,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,060: -1,512 1,781 -94 5,397 680 3,791 2,367: -731 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 50.3 5.9 41.1 19.0 87.7 75.2: 12.3 24.8
Old : 100.0: 40.6 50.3 5.9 41.1 19.0 87.7 75.2: 12.3 24.8
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 : 75: 24 28 16 17 18 44 59:
Old : 75: 24 28 16 17 18 44 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 38.6 64.6 47.8 50.2 38.4 63.7 47.5
Old : 50.3 38.6 64.6 47.8 50.2 38.4 63.7 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 54,863: 14,884 15,245 1 28,614 34,285 43,499 49,531: 11,364 5,332
Old : 54,863: 14,884 15,245 1 28,614 34,285 43,499 49,531: 11,364 5,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -1,373: -2,239 96 1 3 91 -2,235 188: 862 -1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 27.8 0.0 52.2 62.5 79.3 90.3: 20.7 9.7
Old : 100.0: 27.1 27.8 0.0 52.2 62.5 79.3 90.3: 20.7 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 : 61: 17 15 1 23 10 41 25:
Old : 61: 17 15 1 23 10 41 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 : 36.1 67.2 51.6 78.6 36.1 67.2 51.6 78.6
Old : 36.1 67.2 51.6 78.6 36.1 67.2 51.6 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 118,273: 43,104 8,049 278 63,615 10,996 106,997 19,323: 11,276 98,950
Old : 118,273: 43,104 8,049 278 63,615 10,996 106,997 19,323: 11,276 98,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 4,355: -1,247 -3,763 184 3,308 2,915 2,245 -664: 2,110 5,019
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 6.8 0.2 53.8 9.3 90.5 16.3: 9.5 83.7
Old : 100.0: 36.4 6.8 0.2 53.8 9.3 90.5 16.3: 9.5 83.7
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 : 83: 36 8 2 30 16 66 26:
Old : 83: 36 8 2 30 16 66 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 6.7 50.8 10.6 36.2 6.4 50.3 9.7
Old : 36.2 6.7 50.8 10.6 36.2 6.4 50.3 9.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2015