BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 9,030: 928 814 1,013 5,825 6,188 7,766 8,015: 1,264 1,015
Old : 9,030: 928 814 1,013 5,825 6,188 7,766 8,015: 1,264 1,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 505: 175 -37 95 90 337 361 395: 144 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.0 11.2 64.5 68.5 86.0 88.8: 14.0 11.2
Old : 100.0: 10.3 9.0 11.2 64.5 68.5 86.0 88.8: 14.0 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 : 35: 5 8 10 18 18 30 29:
Old : 35: 5 8 10 18 18 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 42.3 66.5 59.4 43.1 42.2 58.9 54.2
Old : 44.8 42.3 66.5 59.4 43.1 42.2 58.9 54.2
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, July 21, 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 : 47,236: 13,685 3,361 9,202 20,028 21,031 42,915 33,593: 4,321 13,643
Old : 47,236: 13,685 3,361 9,202 20,028 21,031 42,915 33,593: 4,321 13,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 3,337: 1,506 363 597 932 1,758 3,035 2,718: 302 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 7.1 19.5 42.4 44.5 90.9 71.1: 9.1 28.9
Old : 100.0: 29.0 7.1 19.5 42.4 44.5 90.9 71.1: 9.1 28.9
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 : 85: 18 21 30 38 32 73 66:
Old : 85: 18 21 30 38 32 73 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 27.1 49.6 39.9 33.5 24.8 45.9 35.0
Old : 34.0 27.1 49.6 39.9 33.5 24.8 45.9 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, July 21, 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 : 10,760: 330 1,173 2,102 7,140 6,201 9,572 9,476: 1,189 1,285
Old : 10,760: 330 1,173 2,102 7,140 6,201 9,572 9,476: 1,189 1,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 1,385: 223 152 405 681 848 1,309 1,406: 76 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 10.9 19.5 66.4 57.6 89.0 88.1: 11.0 11.9
Old : 100.0: 3.1 10.9 19.5 66.4 57.6 89.0 88.1: 11.0 11.9
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 : 42: 2 15 9 22 14 33 29:
Old : 42: 2 15 9 22 14 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 37.4 55.0 57.7 30.2 24.9 40.6 36.4
Old : 38.6 37.4 55.0 57.7 30.2 24.9 40.6 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 4,174: 115 955 590 2,870 1,278 3,575 2,823: 599 1,351
Old : 4,174: 115 955 590 2,870 1,278 3,575 2,823: 599 1,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 593: -9 409 40 471 111 503 561: 90 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 22.9 14.1 68.8 30.6 85.6 67.6: 14.4 32.4
Old : 100.0: 2.8 22.9 14.1 68.8 30.6 85.6 67.6: 14.4 32.4
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 : 22: 1 7 7 10 8 17 16:
Old : 22: 1 7 7 10 8 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 34.4 65.4 56.8 38.7 33.6 58.8 44.2
Old : 40.0 34.4 65.4 56.8 38.7 33.6 58.8 44.2
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, July 21, 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 : 266,727: 69,043 54,227 87,990 90,463 88,552 247,496 230,769: 19,231 35,959
Old : 154,837: 55,735 54,445 47,171 41,415 34,282 144,320 135,898: 10,516 18,938
Other: 111,891: 27,887 14,361 26,240 49,048 54,269 103,176 94,870: 8,715 17,020
: : :
: : Changes in Commitments from: July 14, 2015 :
: -23,440: -1,244 -3,010 -14,211 -6,542 -6,048 -21,997 -23,269: -1,443 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 20.3 33.0 33.9 33.2 92.8 86.5: 7.2 13.5
Old : 100.0: 36.0 35.2 30.5 26.7 22.1 93.2 87.8: 6.8 12.2
Other: 100.0: 24.9 12.8 23.5 43.8 48.5 92.2 84.8: 7.8 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 97 92 113 79 80 243 226:
Old : 279: 84 99 94 69 73 211 211:
Other: 198: 67 46 56 57 66 155 137:
:----------------------------------------------------------------------------------------------------
: 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 11.6 24.0 20.6 14.3 10.8 23.2 17.9
Old : 14.4 14.7 24.1 23.3 14.3 14.4 23.8 22.9
Other: 20.3 18.5 33.4 28.1 19.7 16.1 31.7 22.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 307,792: 76,444 31,948 86,819 110,261 140,228 273,525 258,995: 34,267 48,797
Old : 307,792: 76,444 31,948 86,819 110,261 140,228 273,525 258,995: 34,267 48,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 7,099: -7,749 8,873 6,050 6,139 -9,020 4,439 5,903: 2,660 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 10.4 28.2 35.8 45.6 88.9 84.1: 11.1 15.9
Old : 100.0: 24.8 10.4 28.2 35.8 45.6 88.9 84.1: 11.1 15.9
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 : 390: 133 74 136 129 139 325 304:
Old : 390: 133 74 136 129 139 325 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.8 15.1 18.6 21.8 10.3 13.8 17.8 19.8
Old : 10.8 15.1 18.6 21.8 10.3 13.8 17.8 19.8
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, July 21, 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 : 4,754: 1,439 1,726 908 1,360 1,087 3,707 3,721: 1,047 1,033
Old : 4,754: 1,439 1,726 908 1,360 1,087 3,707 3,721: 1,047 1,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 375: -21 177 61 217 -22 256 216: 119 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 36.3 19.1 28.6 22.9 78.0 78.3: 22.0 21.7
Old : 100.0: 30.3 36.3 19.1 28.6 22.9 78.0 78.3: 22.0 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 21 19 11 22 17 47 44:
Old : 68: 21 19 11 22 17 47 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 28.0 35.8 44.7 18.8 25.8 30.0 36.9
Old : 21.6 28.0 35.8 44.7 18.8 25.8 30.0 36.9
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, July 21, 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 : 56,833: 15,303 6,908 15,041 15,849 15,208 46,194 37,157: 10,639 19,676
Old : 56,833: 15,303 6,908 15,041 15,849 15,208 46,194 37,157: 10,639 19,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 1,292: 924 613 60 245 548 1,229 1,221: 63 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 12.2 26.5 27.9 26.8 81.3 65.4: 18.7 34.6
Old : 100.0: 26.9 12.2 26.5 27.9 26.8 81.3 65.4: 18.7 34.6
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 : 235: 80 45 75 74 86 187 178:
Old : 235: 80 45 75 74 86 187 178:
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 : 12.9 10.9 21.2 18.0 11.5 7.9 17.6 13.2
Old : 12.9 10.9 21.2 18.0 11.5 7.9 17.6 13.2
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, July 21, 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 : 5,203: 691 3,319 271 3,001 1,044 3,963 4,635: 1,240 568
Old : 5,203: 691 3,319 271 3,001 1,044 3,963 4,635: 1,240 568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 227: 53 311 -19 120 -89 154 204: 72 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 63.8 5.2 57.7 20.1 76.2 89.1: 23.8 10.9
Old : 100.0: 13.3 63.8 5.2 57.7 20.1 76.2 89.1: 23.8 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 : 22: 5 7 3 10 5 17 13:
Old : 22: 5 7 3 10 5 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 : 37.1 64.8 59.7 81.8 32.3 59.5 50.7 69.2
Old : 37.1 64.8 59.7 81.8 32.3 59.5 50.7 69.2
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, July 21, 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 : 34,683: 2,161 16,147 3,778 27,808 10,891 33,747 30,817: 936 3,867
Old : 34,683: 2,161 16,147 3,778 27,808 10,891 33,747 30,817: 936 3,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 3,295: 203 1,871 308 2,732 701 3,244 2,881: 51 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 46.6 10.9 80.2 31.4 97.3 88.9: 2.7 11.1
Old : 100.0: 6.2 46.6 10.9 80.2 31.4 97.3 88.9: 2.7 11.1
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 : 77: 15 33 26 21 17 54 58:
Old : 77: 15 33 26 21 17 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 37.9 67.5 52.0 44.9 37.8 66.9 50.6
Old : 45.3 37.9 67.5 52.0 44.9 37.8 66.9 50.6
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, July 21, 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 : 49,064: 2,313 3,970 536 45,883 43,991 48,732 48,497: 332 567
Old : 49,064: 2,313 3,970 536 45,883 43,991 48,732 48,497: 332 567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -2,506: 101 -243 0 -2,631 -2,206 -2,530 -2,449: 24 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 8.1 1.1 93.5 89.7 99.3 98.8: 0.7 1.2
Old : 100.0: 4.7 8.1 1.1 93.5 89.7 99.3 98.8: 0.7 1.2
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 : 30: 9 5 2 10 12 20 18:
Old : 30: 9 5 2 10 12 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 76.2 90.8 91.0 72.7 76.2 85.1 88.6
Old : 73.1 76.2 90.8 91.0 72.7 76.2 85.1 88.6
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, July 21, 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 : 172,563: 40,222 84,346 12,925 94,849 28,195 147,996 125,467: 24,567 47,097
Old : 172,563: 40,222 84,346 12,925 94,849 28,195 147,996 125,467: 24,567 47,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 19,631: 4,062 5,943 3,743 11,748 5,958 19,553 15,644: 78 3,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 48.9 7.5 55.0 16.3 85.8 72.7: 14.2 27.3
Old : 100.0: 23.3 48.9 7.5 55.0 16.3 85.8 72.7: 14.2 27.3
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 : 95: 24 35 19 24 26 55 74:
Old : 95: 24 35 19 24 26 55 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 35.9 56.7 43.4 36.6 35.8 55.7 42.0
Old : 37.1 35.9 56.7 43.4 36.6 35.8 55.7 42.0
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, July 21, 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 : 30,772: 9,881 5,664 1,348 10,793 5,079 22,022 12,090: 8,750 18,682
Old : 30,772: 9,881 5,664 1,348 10,793 5,079 22,022 12,090: 8,750 18,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 6,429: 3,383 2,930 294 4,091 -594 7,768 2,630: -1,339 3,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 18.4 4.4 35.1 16.5 71.6 39.3: 28.4 60.7
Old : 100.0: 32.1 18.4 4.4 35.1 16.5 71.6 39.3: 28.4 60.7
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 : 31: 10 7 3 9 8 21 16:
Old : 31: 10 7 3 9 8 21 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 : 32.8 19.4 49.4 29.3 32.4 18.3 47.9 27.1
Old : 32.8 19.4 49.4 29.3 32.4 18.3 47.9 27.1
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, July 21, 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 : 189,958: 21,370 102,822 23,576 141,819 54,868 186,765 181,265: 3,193 8,693
Old : 189,958: 21,370 102,822 23,576 141,819 54,868 186,765 181,265: 3,193 8,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 36,088: 1,419 10,152 14,070 20,510 11,134 35,999 35,356: 89 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 54.1 12.4 74.7 28.9 98.3 95.4: 1.7 4.6
Old : 100.0: 11.3 54.1 12.4 74.7 28.9 98.3 95.4: 1.7 4.6
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 : 136: 23 77 10 22 23 52 104:
Old : 136: 23 77 10 22 23 52 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 32.4 79.7 52.8 59.3 29.8 65.0 43.5
Old : 64.0 32.4 79.7 52.8 59.3 29.8 65.0 43.5
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, July 21, 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 : 188,476: 35,331 56,698 15,839 113,023 93,365 164,193 165,902: 24,283 22,574
Old : 188,476: 35,331 56,698 15,839 113,023 93,365 164,193 165,902: 24,283 22,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 6,644: 3,463 360 -1,248 4,393 8,555 6,608 7,667: 36 -1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 30.1 8.4 60.0 49.5 87.1 88.0: 12.9 12.0
Old : 100.0: 18.7 30.1 8.4 60.0 49.5 87.1 88.0: 12.9 12.0
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 : 113: 33 35 25 27 39 73 86:
Old : 113: 33 35 25 27 39 73 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 32.8 57.6 45.6 49.0 31.2 56.6 43.4
Old : 49.0 32.8 57.6 45.6 49.0 31.2 56.6 43.4
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, July 21, 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 : 279,599: 50,970 112,832 19,261 192,201 91,918 262,431 224,012: 17,168 55,588
Old : 279,599: 50,970 112,832 19,261 192,201 91,918 262,431 224,012: 17,168 55,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 4,573: 1,928 15,879 1,063 2,516 -13,053 5,507 3,890: -934 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 40.4 6.9 68.7 32.9 93.9 80.1: 6.1 19.9
Old : 100.0: 18.2 40.4 6.9 68.7 32.9 93.9 80.1: 6.1 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 27 63 26 31 38 71 114:
Old : 137: 27 63 26 31 38 71 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 33.5 68.9 41.5 57.6 32.1 68.3 40.1
Old : 57.8 33.5 68.9 41.5 57.6 32.1 68.3 40.1
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, July 21, 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 : 450,039: 61,690 175,476 60,336 284,037 127,158 406,062 362,970: 43,976 87,068
Old : 450,039: 61,690 175,476 60,336 284,037 127,158 406,062 362,970: 43,976 87,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 14,004: 2,860 9,111 2,322 8,835 -2,232 14,017 9,202: -13 4,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 39.0 13.4 63.1 28.3 90.2 80.7: 9.8 19.3
Old : 100.0: 13.7 39.0 13.4 63.1 28.3 90.2 80.7: 9.8 19.3
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 : 245: 52 108 73 53 63 152 198:
Old : 245: 52 108 73 53 63 152 198:
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 : 27.2 17.5 38.4 24.9 26.7 16.5 37.7 23.3
Old : 27.2 17.5 38.4 24.9 26.7 16.5 37.7 23.3
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, July 21, 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 : 22,552: 14,347 8,141 3,726 3,647 9,334 21,720 21,201: 832 1,351
Old : 22,552: 14,347 8,141 3,726 3,647 9,334 21,720 21,201: 832 1,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 4,428: 3,900 1,236 686 30 2,413 4,616 4,335: -188 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 36.1 16.5 16.2 41.4 96.3 94.0: 3.7 6.0
Old : 100.0: 63.6 36.1 16.5 16.2 41.4 96.3 94.0: 3.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 8 4 2 5 13 13:
Old : 21: 7 8 4 2 5 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 : 80.8 66.8 93.6 86.7 62.7 46.4 67.6 61.1
Old : 80.8 66.8 93.6 86.7 62.7 46.4 67.6 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 38,544: 13,200 29,154 270 22,843 2,306 36,313 31,730: 2,231 6,814
Old : 38,544: 13,200 29,154 270 22,843 2,306 36,313 31,730: 2,231 6,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -3,767: -304 -4,004 -95 -3,064 -64 -3,463 -4,163: -304 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 75.6 0.7 59.3 6.0 94.2 82.3: 5.8 17.7
Old : 100.0: 34.2 75.6 0.7 59.3 6.0 94.2 82.3: 5.8 17.7
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 : 81: 13 51 6 11 9 27 63:
Old : 81: 13 51 6 11 9 27 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 : 52.7 38.6 72.8 49.9 52.7 38.6 72.8 49.9
Old : 52.7 38.6 72.8 49.9 52.7 38.6 72.8 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 :17,833,339: 1,748,114 1,479,357 6,706,383 8,512,666 8,301,325 16,967,164 16,487,065: 866,175 1,346,274
Old :17,833,339: 1,748,114 1,479,357 6,706,383 8,512,666 8,301,325 16,967,164 16,487,065: 866,175 1,346,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 228,793: -37,206 -29,712 208,433 69,216 60,865 240,443 239,586: -11,649 -10,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 8.3 37.6 47.7 46.5 95.1 92.5: 4.9 7.5
Old : 100.0: 9.8 8.3 37.6 47.7 46.5 95.1 92.5: 4.9 7.5
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 : 310: 58 95 118 138 148 270 290:
Old : 310: 58 95 118 138 148 270 290:
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 : 20.3 20.7 31.7 29.6 7.9 9.5 14.2 12.5
Old : 20.3 20.7 31.7 29.6 7.9 9.5 14.2 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 792,396: 83,459 90,717 69,873 520,941 516,383 674,272 676,973: 118,124 115,424
Old : 792,396: 83,459 90,717 69,873 520,941 516,383 674,272 676,973: 118,124 115,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -14,005: 5,898 -3,093 -5,172 -11,926 -1,797 -11,200 -10,062: -2,805 -3,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.4 8.8 65.7 65.2 85.1 85.4: 14.9 14.6
Old : 100.0: 10.5 11.4 8.8 65.7 65.2 85.1 85.4: 14.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 613: 141 133 145 242 251 457 456:
Old : 613: 141 133 145 242 251 457 456:
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 : 14.9 12.4 24.6 20.0 11.2 8.4 18.2 14.8
Old : 14.9 12.4 24.6 20.0 11.2 8.4 18.2 14.8
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, July 21, 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 : 163,616: 10,570 2,508 22,607 91,423 83,349 124,600 108,464: 39,016 55,152
Old : 163,616: 10,570 2,508 22,607 91,423 83,349 124,600 108,464: 39,016 55,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -1,947: -1,938 -315 636 -1,542 3,179 -2,844 3,499: 898 -5,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.5 13.8 55.9 50.9 76.2 66.3: 23.8 33.7
Old : 100.0: 6.5 1.5 13.8 55.9 50.9 76.2 66.3: 23.8 33.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 17 14 25 44 40 77 65:
Old : 85: 17 14 25 44 40 77 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 : 20.1 21.5 33.0 33.2 14.7 15.2 24.4 22.3
Old : 20.1 21.5 33.0 33.2 14.7 15.2 24.4 22.3
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, July 21, 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 : 3,143,902: 372,525 449,124 228,249 2,147,587 2,165,170 2,748,361 2,842,543: 395,541 301,359
Old : 3,143,902: 372,525 449,124 228,249 2,147,587 2,165,170 2,748,361 2,842,543: 395,541 301,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -60,291: 32,514 -20,553 -22,374 -51,920 -24,879 -41,779 -67,805: -18,512 7,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.3 7.3 68.3 68.9 87.4 90.4: 12.6 9.6
Old : 100.0: 11.8 14.3 7.3 68.3 68.9 87.4 90.4: 12.6 9.6
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 : 589: 134 126 134 231 242 430 437:
Old : 589: 134 126 134 231 242 430 437:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 12.3 26.3 21.9 13.1 11.3 21.4 19.3
Old : 16.5 12.3 26.3 21.9 13.1 11.3 21.4 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 80,842: 8,293 3,681 1,576 60,331 72,068 70,200 77,325: 10,642 3,517
Old : 80,842: 8,293 3,681 1,576 60,331 72,068 70,200 77,325: 10,642 3,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 897: 1,436 1,106 276 -776 -1,018 936 364: -39 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.6 1.9 74.6 89.1 86.8 95.6: 13.2 4.4
Old : 100.0: 10.3 4.6 1.9 74.6 89.1 86.8 95.6: 13.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 14 5 3 50 35 64 43:
Old : 88: 14 5 3 50 35 64 43:
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 : 35.6 39.5 47.4 63.7 35.4 39.5 46.4 63.7
Old : 35.6 39.5 47.4 63.7 35.4 39.5 46.4 63.7
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, July 21, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 70,507: 23,674 6,571 1,353 39,408 57,708 64,435 65,632: 6,072 4,876
Old : 70,507: 23,674 6,571 1,353 39,408 57,708 64,435 65,632: 6,072 4,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 8,130: 7,311 1,070 -221 562 6,801 7,651 7,649: 479 481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 9.3 1.9 55.9 81.8 91.4 93.1: 8.6 6.9
Old : 100.0: 33.6 9.3 1.9 55.9 81.8 91.4 93.1: 8.6 6.9
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 : 235: 71 47 18 72 67 151 124:
Old : 235: 71 47 18 72 67 151 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 33.0 46.9 50.3 35.7 32.9 45.8 50.3
Old : 36.8 33.0 46.9 50.3 35.7 32.9 45.8 50.3
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, July 21, 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 : 352,537: 118,370 32,855 6,764 197,041 288,538 322,175 328,158: 30,362 24,380
Old : 352,537: 118,370 32,855 6,764 197,041 288,538 322,175 328,158: 30,362 24,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 40,650: 36,553 5,349 -1,106 2,809 34,004 38,256 38,247: 2,395 2,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 9.3 1.9 55.9 81.8 91.4 93.1: 8.6 6.9
Old : 100.0: 33.6 9.3 1.9 55.9 81.8 91.4 93.1: 8.6 6.9
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 : 235: 71 47 18 72 67 151 124:
Old : 235: 71 47 18 72 67 151 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 33.0 46.9 50.3 35.7 32.9 45.8 50.3
Old : 36.8 33.0 46.9 50.3 35.7 32.9 45.8 50.3
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, July 21, 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 : 177,187: 51,391 92,256 9,994 100,075 29,000 161,459 131,250: 15,727 45,936
Old : 177,187: 51,391 92,256 9,994 100,075 29,000 161,459 131,250: 15,727 45,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 12,814: -3,582 3,786 1,611 15,825 4,571 13,855 9,968: -1,041 2,846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 52.1 5.6 56.5 16.4 91.1 74.1: 8.9 25.9
Old : 100.0: 29.0 52.1 5.6 56.5 16.4 91.1 74.1: 8.9 25.9
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 : 96: 19 46 18 21 23 51 76:
Old : 96: 19 46 18 21 23 51 76:
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 : 56.1 34.6 69.0 43.7 55.3 34.5 67.7 43.6
Old : 56.1 34.6 69.0 43.7 55.3 34.5 67.7 43.6
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, July 21, 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 : 55,757: 15,244 14,129 400 29,570 36,467 45,214 50,996: 10,543 4,761
Old : 55,757: 15,244 14,129 400 29,570 36,467 45,214 50,996: 10,543 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: -368: -1,401 442 400 221 362 -780 1,204: 412 -1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 25.3 0.7 53.0 65.4 81.1 91.5: 18.9 8.5
Old : 100.0: 27.3 25.3 0.7 53.0 65.4 81.1 91.5: 18.9 8.5
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 : 59: 18 11 2 25 9 44 21:
Old : 59: 18 11 2 25 9 44 21:
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 : 35.0 73.5 51.1 84.0 35.0 73.4 51.1 83.8
Old : 35.0 73.5 51.1 84.0 35.0 73.4 51.1 83.8
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, July 21, 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 : 115,359: 42,445 10,694 544 63,166 8,317 106,155 19,555: 9,204 95,804
Old : 115,359: 42,445 10,694 544 63,166 8,317 106,155 19,555: 9,204 95,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 5,063: 2,477 2,081 151 1,523 355 4,151 2,587: 912 2,476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 9.3 0.5 54.8 7.2 92.0 17.0: 8.0 83.0
Old : 100.0: 36.8 9.3 0.5 54.8 7.2 92.0 17.0: 8.0 83.0
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 : 88: 32 14 5 32 17 67 33:
Old : 88: 32 14 5 32 17 67 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 : 38.4 7.3 54.2 10.7 38.4 7.1 53.9 9.9
Old : 38.4 7.3 54.2 10.7 38.4 7.1 53.9 9.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2015