BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,858: 1,057 493 1,098 5,522 6,317 7,678 7,908: 1,180 949
Old : 8,858: 1,057 493 1,098 5,522 6,317 7,678 7,908: 1,180 949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -808: -80 -208 -73 -482 -395 -634 -675: -174 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 5.6 12.4 62.3 71.3 86.7 89.3: 13.3 10.7
Old : 100.0: 11.9 5.6 12.4 62.3 71.3 86.7 89.3: 13.3 10.7
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 : 35: 6 7 10 18 18 30 29:
Old : 35: 6 7 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 : 46.5 45.4 68.2 64.7 43.8 45.3 60.4 60.0
Old : 46.5 45.4 68.2 64.7 43.8 45.3 60.4 60.0
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, August 11, 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 : 44,197: 12,843 2,969 8,864 18,125 19,522 39,832 31,355: 4,364 12,842
Old : 44,197: 12,843 2,969 8,864 18,125 19,522 39,832 31,355: 4,364 12,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -5,981: -1,637 -662 -1,426 -2,774 -2,510 -5,837 -4,597: -144 -1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.7 20.1 41.0 44.2 90.1 70.9: 9.9 29.1
Old : 100.0: 29.1 6.7 20.1 41.0 44.2 90.1 70.9: 9.9 29.1
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 : 83: 22 17 31 36 30 73 63:
Old : 83: 22 17 31 36 30 73 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 : 32.8 28.5 47.3 41.4 31.1 25.9 43.0 34.8
Old : 32.8 28.5 47.3 41.4 31.1 25.9 43.0 34.8
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, August 11, 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 : 10,798: 537 1,063 2,220 6,777 6,046 9,534 9,330: 1,264 1,468
Old : 10,798: 537 1,063 2,220 6,777 6,046 9,534 9,330: 1,264 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,197: -18 -203 -350 -955 -747 -1,323 -1,300: 126 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 9.8 20.6 62.8 56.0 88.3 86.4: 11.7 13.6
Old : 100.0: 5.0 9.8 20.6 62.8 56.0 88.3 86.4: 11.7 13.6
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 : 42: 5 14 11 20 14 33 31:
Old : 42: 5 14 11 20 14 33 31:
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 : 37.6 37.1 55.7 56.6 27.8 22.8 38.0 34.6
Old : 37.6 37.1 55.7 56.6 27.8 22.8 38.0 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, August 11, 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 : 4,258: 82 1,583 422 3,258 1,109 3,762 3,115: 495 1,143
Old : 4,258: 82 1,583 422 3,258 1,109 3,762 3,115: 495 1,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -452: -34 41 -128 -205 -175 -367 -262: -85 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 37.2 9.9 76.5 26.1 88.4 73.2: 11.6 26.8
Old : 100.0: 1.9 37.2 9.9 76.5 26.1 88.4 73.2: 11.6 26.8
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 : 24: 1 8 8 11 8 19 17:
Old : 24: 1 8 8 11 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 : 41.2 41.1 68.9 60.4 40.5 38.8 63.6 52.7
Old : 41.2 41.1 68.9 60.4 40.5 38.8 63.6 52.7
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, August 11, 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 : 286,012: 72,956 52,228 103,489 89,489 93,410 265,934 249,127: 20,078 36,885
Old : 137,525: 49,877 45,448 45,277 34,127 29,998 129,280 120,723: 8,246 16,802
Other: 148,487: 40,816 24,517 40,475 55,363 63,412 136,654 128,404: 11,833 20,083
: : :
: : Changes in Commitments from: August 4, 2015 :
: 2,796: -1,056 2,574 3,274 36 -3,330 2,254 2,518: 542 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.3 36.2 31.3 32.7 93.0 87.1: 7.0 12.9
Old : 100.0: 36.3 33.0 32.9 24.8 21.8 94.0 87.8: 6.0 12.2
Other: 100.0: 27.5 16.5 27.3 37.3 42.7 92.0 86.5: 8.0 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 113 100 129 81 76 271 238:
Old : 292: 105 97 88 66 65 215 206:
Other: 235: 85 53 73 64 70 191 161:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 11.5 23.7 20.5 13.2 9.6 21.2 15.7
Old : 12.6 11.6 23.1 20.0 12.6 11.2 22.2 17.8
Other: 19.0 16.1 29.9 26.0 18.1 13.2 27.7 20.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 289,557: 73,825 48,342 75,551 105,167 124,125 254,542 248,017: 35,015 41,540
Old : 289,557: 73,825 48,342 75,551 105,167 124,125 254,542 248,017: 35,015 41,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -28,157: 101 -3,896 -16,447 -12,244 -6,937 -28,589 -27,279: 432 -878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 16.7 26.1 36.3 42.9 87.9 85.7: 12.1 14.3
Old : 100.0: 25.5 16.7 26.1 36.3 42.9 87.9 85.7: 12.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 134 88 136 131 137 332 300:
Old : 394: 134 88 136 131 137 332 300:
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 : 11.0 18.1 19.5 26.2 11.0 16.9 19.2 23.2
Old : 11.0 18.1 19.5 26.2 11.0 16.9 19.2 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,583: 1,524 3,028 1,120 2,531 975 5,176 5,123: 1,408 1,460
Old : 6,583: 1,524 3,028 1,120 2,531 975 5,176 5,123: 1,408 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 204: 69 134 -2 301 -12 368 121: -164 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 46.0 17.0 38.5 14.8 78.6 77.8: 21.4 22.2
Old : 100.0: 23.1 46.0 17.0 38.5 14.8 78.6 77.8: 21.4 22.2
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 : 69: 18 20 11 26 18 49 46:
Old : 69: 18 20 11 26 18 49 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 : 21.4 29.3 33.4 42.4 20.5 28.5 30.2 38.6
Old : 21.4 29.3 33.4 42.4 20.5 28.5 30.2 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 56,569: 14,930 8,399 14,832 16,213 15,281 45,975 38,512: 10,593 18,057
Old : 56,569: 14,930 8,399 14,832 16,213 15,281 45,975 38,512: 10,593 18,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -688: -240 562 -850 374 -326 -717 -614: 28 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 14.8 26.2 28.7 27.0 81.3 68.1: 18.7 31.9
Old : 100.0: 26.4 14.8 26.2 28.7 27.0 81.3 68.1: 18.7 31.9
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 : 229: 71 49 72 77 79 182 173:
Old : 229: 71 49 72 77 79 182 173:
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 : 13.5 12.8 22.2 20.3 10.6 8.3 17.2 14.3
Old : 13.5 12.8 22.2 20.3 10.6 8.3 17.2 14.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 4,961: 1,146 2,914 344 2,670 1,130 4,159 4,388: 802 574
Old : 4,961: 1,146 2,914 344 2,670 1,130 4,159 4,388: 802 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -556: -46 -500 30 -359 -60 -374 -529: -182 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 58.7 6.9 53.8 22.8 83.8 88.4: 16.2 11.6
Old : 100.0: 23.1 58.7 6.9 53.8 22.8 83.8 88.4: 16.2 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 7 5 10 5 18 15:
Old : 23: 6 7 5 10 5 18 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 : 38.1 62.7 59.9 78.3 34.9 53.3 53.6 66.2
Old : 38.1 62.7 59.9 78.3 34.9 53.3 53.6 66.2
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 31,974: 2,037 14,662 3,686 25,443 10,235 31,166 28,583: 808 3,391
Old : 31,974: 2,037 14,662 3,686 25,443 10,235 31,166 28,583: 808 3,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,516: -237 -2,955 -421 -3,728 -730 -4,386 -4,106: -130 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 45.9 11.5 79.6 32.0 97.5 89.4: 2.5 10.6
Old : 100.0: 6.4 45.9 11.5 79.6 32.0 97.5 89.4: 2.5 10.6
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 : 78: 11 35 25 20 20 53 58:
Old : 78: 11 35 25 20 20 53 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 : 42.4 36.2 64.9 50.5 41.9 35.8 64.3 48.3
Old : 42.4 36.2 64.9 50.5 41.9 35.8 64.3 48.3
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, August 11, 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 : 50,708: 2,816 3,505 535 46,752 46,001 50,103 50,041: 605 667
Old : 50,708: 2,816 3,505 535 46,752 46,001 50,103 50,041: 605 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 1,829: 148 -185 0 1,568 1,998 1,716 1,813: 113 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.9 1.1 92.2 90.7 98.8 98.7: 1.2 1.3
Old : 100.0: 5.6 6.9 1.1 92.2 90.7 98.8 98.7: 1.2 1.3
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 : 28: 8 4 1 12 12 20 17:
Old : 28: 8 4 1 12 12 20 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 : 72.0 75.7 87.6 90.2 68.2 73.8 80.2 86.0
Old : 72.0 75.7 87.6 90.2 68.2 73.8 80.2 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 190,480: 27,232 96,202 12,688 126,718 36,281 166,638 145,170: 23,841 45,309
Old : 190,480: 27,232 96,202 12,688 126,718 36,281 166,638 145,170: 23,841 45,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,723: -5,242 -1,433 -3,518 3,871 761 -4,889 -4,190: 166 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 50.5 6.7 66.5 19.0 87.5 76.2: 12.5 23.8
Old : 100.0: 14.3 50.5 6.7 66.5 19.0 87.5 76.2: 12.5 23.8
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 : 104: 28 40 24 23 27 58 85:
Old : 104: 28 40 24 23 27 58 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 : 43.2 33.9 57.8 43.8 42.6 33.9 56.9 42.8
Old : 43.2 33.9 57.8 43.8 42.6 33.9 56.9 42.8
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, August 11, 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 : 46,912: 9,264 16,123 1,917 27,799 4,153 38,980 22,193: 7,932 24,719
Old : 46,912: 9,264 16,123 1,917 27,799 4,153 38,980 22,193: 7,932 24,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 6,240: -1,728 3,824 62 7,164 -1,937 5,498 1,949: 742 4,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 34.4 4.1 59.3 8.9 83.1 47.3: 16.9 52.7
Old : 100.0: 19.7 34.4 4.1 59.3 8.9 83.1 47.3: 16.9 52.7
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 : 35: 9 12 4 10 7 20 22:
Old : 35: 9 12 4 10 7 20 22:
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 : 50.8 24.8 64.7 33.7 50.4 24.8 64.4 32.3
Old : 50.8 24.8 64.7 33.7 50.4 24.8 64.4 32.3
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, August 11, 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 : 174,069: 18,163 88,683 18,848 134,122 57,676 171,133 165,207: 2,936 8,862
Old : 174,069: 18,163 88,683 18,848 134,122 57,676 171,133 165,207: 2,936 8,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -17,540: -4,374 -16,064 -1,371 -11,688 68 -17,433 -17,366: -107 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 50.9 10.8 77.1 33.1 98.3 94.9: 1.7 5.1
Old : 100.0: 10.4 50.9 10.8 77.1 33.1 98.3 94.9: 1.7 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 : 140: 25 77 11 23 22 56 105:
Old : 140: 25 77 11 23 22 56 105:
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 : 63.0 36.4 79.1 54.9 55.9 32.4 62.6 43.6
Old : 63.0 36.4 79.1 54.9 55.9 32.4 62.6 43.6
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, August 11, 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 : 181,477: 40,724 52,065 15,845 99,731 90,537 156,300 158,447: 25,178 23,030
Old : 181,477: 40,724 52,065 15,845 99,731 90,537 156,300 158,447: 25,178 23,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -9,867: -4,909 -601 727 -6,244 -8,528 -10,426 -8,402: 559 -1,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 28.7 8.7 55.0 49.9 86.1 87.3: 13.9 12.7
Old : 100.0: 22.4 28.7 8.7 55.0 49.9 86.1 87.3: 13.9 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 28 38 20 28 36 69 81:
Old : 111: 28 38 20 28 36 69 81:
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 : 40.8 33.9 50.0 46.6 40.8 32.2 49.6 43.7
Old : 40.8 33.9 50.0 46.6 40.8 32.2 49.6 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 296,436: 46,248 151,499 20,416 212,000 62,480 278,664 234,395: 17,772 62,041
Old : 296,436: 46,248 151,499 20,416 212,000 62,480 278,664 234,395: 17,772 62,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 10,118: -3,925 23,140 -1,319 13,551 -16,625 8,307 5,197: 1,812 4,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 51.1 6.9 71.5 21.1 94.0 79.1: 6.0 20.9
Old : 100.0: 15.6 51.1 6.9 71.5 21.1 94.0 79.1: 6.0 20.9
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 : 135: 25 63 26 29 38 69 112:
Old : 135: 25 63 26 29 38 69 112:
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 : 53.9 33.1 67.4 40.4 53.7 33.1 66.7 40.4
Old : 53.9 33.1 67.4 40.4 53.7 33.1 66.7 40.4
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, August 11, 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 : 433,487: 66,052 176,244 51,245 272,374 123,031 389,671 350,520: 43,816 82,968
Old : 433,487: 66,052 176,244 51,245 272,374 123,031 389,671 350,520: 43,816 82,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -24,989: -1,939 -3,755 -8,424 -15,757 -12,867 -26,120 -25,046: 1,131 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 40.7 11.8 62.8 28.4 89.9 80.9: 10.1 19.1
Old : 100.0: 15.2 40.7 11.8 62.8 28.4 89.9 80.9: 10.1 19.1
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 : 251: 56 112 74 55 61 159 200:
Old : 251: 56 112 74 55 61 159 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 18.5 40.1 25.9 28.1 18.5 38.7 25.3
Old : 28.3 18.5 40.1 25.9 28.1 18.5 38.7 25.3
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, August 11, 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 : 24,003: 8,866 14,071 3,274 10,786 4,889 22,926 22,234: 1,077 1,769
Old : 24,003: 8,866 14,071 3,274 10,786 4,889 22,926 22,234: 1,077 1,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 1,644: 470 1,211 293 670 70 1,433 1,574: 211 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 58.6 13.6 44.9 20.4 95.5 92.6: 4.5 7.4
Old : 100.0: 36.9 58.6 13.6 44.9 20.4 95.5 92.6: 4.5 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 : 29: 6 14 3 6 4 13 20:
Old : 29: 6 14 3 6 4 13 20:
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 : 63.7 65.3 87.9 80.4 56.5 45.9 66.5 57.7
Old : 63.7 65.3 87.9 80.4 56.5 45.9 66.5 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 36,861: 13,931 24,503 192 20,282 5,906 34,405 30,601: 2,456 6,260
Old : 36,861: 13,931 24,503 192 20,282 5,906 34,405 30,601: 2,456 6,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,669: -460 -1,787 -27 -1,081 484 -1,568 -1,330: -101 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 66.5 0.5 55.0 16.0 93.3 83.0: 6.7 17.0
Old : 100.0: 37.8 66.5 0.5 55.0 16.0 93.3 83.0: 6.7 17.0
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 : 72: 15 37 4 12 12 29 51:
Old : 72: 15 37 4 12 12 29 51:
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 : 49.8 38.9 69.0 53.5 49.8 38.9 69.0 53.5
Old : 49.8 38.9 69.0 53.5 49.8 38.9 69.0 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 9,128: 2,790 6,706 23 5,733 890 8,546 7,619: 582 1,509
Old : 9,128: 2,790 6,706 23 5,733 890 8,546 7,619: 582 1,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 209: -36 244 0 166 12 130 256: 79 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 73.5 0.3 62.8 9.8 93.6 83.5: 6.4 16.5
Old : 100.0: 30.6 73.5 0.3 62.8 9.8 93.6 83.5: 6.4 16.5
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 : 23: 3 14 1 4 3 8 17:
Old : 23: 3 14 1 4 3 8 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 : 78.9 51.2 93.6 69.2 78.4 51.0 91.7 69.0
Old : 78.9 51.2 93.6 69.2 78.4 51.0 91.7 69.0
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,158,285: 1,559,274 1,517,769 7,503,357 9,260,223 8,794,625 18,322,854 17,815,751: 835,431 1,342,534
Old :19,158,285: 1,559,274 1,517,769 7,503,357 9,260,223 8,794,625 18,322,854 17,815,751: 835,431 1,342,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 296,544: -72,148 -5,873 280,566 158,531 18,876 366,949 293,569: -70,404 2,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 7.9 39.2 48.3 45.9 95.6 93.0: 4.4 7.0
Old : 100.0: 8.1 7.9 39.2 48.3 45.9 95.6 93.0: 4.4 7.0
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 : 326: 53 108 120 144 156 276 308:
Old : 326: 53 108 120 144 156 276 308:
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 : 20.4 21.5 32.1 30.7 8.6 9.4 14.9 12.2
Old : 20.4 21.5 32.1 30.7 8.6 9.4 14.9 12.2
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, August 11, 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 : 838,158: 79,995 103,722 77,237 548,746 533,171 705,978 714,130: 132,180 124,028
Old : 838,158: 79,995 103,722 77,237 548,746 533,171 705,978 714,130: 132,180 124,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 30,063: -1,365 7,431 5,601 20,970 11,886 25,206 24,919: 4,856 5,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 12.4 9.2 65.5 63.6 84.2 85.2: 15.8 14.8
Old : 100.0: 9.5 12.4 9.2 65.5 63.6 84.2 85.2: 15.8 14.8
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 : 646: 154 147 166 246 259 487 487:
Old : 646: 154 147 166 246 259 487 487:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 11.6 22.9 19.2 9.6 7.5 15.2 13.2
Old : 14.5 11.6 22.9 19.2 9.6 7.5 15.2 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 172,576: 12,009 5,135 21,442 97,501 82,785 130,952 109,361: 41,625 63,215
Old : 172,576: 12,009 5,135 21,442 97,501 82,785 130,952 109,361: 41,625 63,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 8,460: 926 784 682 7,229 2,976 8,837 4,442: -378 4,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 3.0 12.4 56.5 48.0 75.9 63.4: 24.1 36.6
Old : 100.0: 7.0 3.0 12.4 56.5 48.0 75.9 63.4: 24.1 36.6
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 : 91: 19 17 27 47 40 83 69:
Old : 91: 19 17 27 47 40 83 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 : 20.2 21.9 32.7 33.4 15.2 16.1 23.9 22.1
Old : 20.2 21.9 32.7 33.4 15.2 16.1 23.9 22.1
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, August 11, 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 : 3,327,909: 360,347 513,353 258,560 2,256,226 2,251,932 2,875,133 3,023,846: 452,776 304,063
Old : 3,327,909: 360,347 513,353 258,560 2,256,226 2,251,932 2,875,133 3,023,846: 452,776 304,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 108,015: -13,614 31,078 26,754 68,706 44,554 81,846 102,385: 26,170 5,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 15.4 7.8 67.8 67.7 86.4 90.9: 13.6 9.1
Old : 100.0: 10.8 15.4 7.8 67.8 67.7 86.4 90.9: 13.6 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 615: 147 136 154 233 249 455 464:
Old : 615: 147 136 154 233 249 455 464:
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 12.0 24.2 20.8 11.1 10.3 17.7 17.3
Old : 14.9 12.0 24.2 20.8 11.1 10.3 17.7 17.3
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, August 11, 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 : 80,784: 8,603 2,733 845 61,634 73,336 71,082 76,914: 9,702 3,870
Old : 80,784: 8,603 2,733 845 61,634 73,336 71,082 76,914: 9,702 3,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 417: -69 -618 -598 1,097 1,485 430 269: -13 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 3.4 1.0 76.3 90.8 88.0 95.2: 12.0 4.8
Old : 100.0: 10.6 3.4 1.0 76.3 90.8 88.0 95.2: 12.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 13 5 3 53 34 66 42:
Old : 90: 13 5 3 53 34 66 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 40.3 49.4 66.5 35.6 40.2 48.1 66.4
Old : 36.1 40.3 49.4 66.5 35.6 40.2 48.1 66.4
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, August 11, 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 : 71,020: 18,625 6,026 2,930 43,228 57,938 64,782 66,894: 6,238 4,126
Old : 71,020: 18,625 6,026 2,930 43,228 57,938 64,782 66,894: 6,238 4,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,137: -3,552 -279 1,331 1,106 -2,410 -1,115 -1,359: -22 222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 8.5 4.1 60.9 81.6 91.2 94.2: 8.8 5.8
Old : 100.0: 26.2 8.5 4.1 60.9 81.6 91.2 94.2: 8.8 5.8
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 : 246: 75 44 22 80 70 166 127:
Old : 246: 75 44 22 80 70 166 127:
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 33.1 45.1 51.5 36.9 33.0 44.8 51.4
Old : 36.9 33.1 45.1 51.5 36.9 33.0 44.8 51.4
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, August 11, 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 : 355,099: 93,123 30,131 14,649 216,140 289,690 323,912 334,471: 31,188 20,629
Old : 355,099: 93,123 30,131 14,649 216,140 289,690 323,912 334,471: 31,188 20,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -5,685: -17,759 -1,397 6,653 5,531 -12,052 -5,575 -6,796: -109 1,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 8.5 4.1 60.9 81.6 91.2 94.2: 8.8 5.8
Old : 100.0: 26.2 8.5 4.1 60.9 81.6 91.2 94.2: 8.8 5.8
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 : 246: 75 44 22 80 70 166 127:
Old : 246: 75 44 22 80 70 166 127:
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 33.1 45.1 51.5 36.9 33.0 44.8 51.4
Old : 36.9 33.1 45.1 51.5 36.9 33.0 44.8 51.4
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, August 11, 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 : 181,149: 48,041 98,419 8,589 107,255 28,915 163,885 135,924: 17,264 45,225
Old : 181,149: 48,041 98,419 8,589 107,255 28,915 163,885 135,924: 17,264 45,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -7,828: -879 1,003 -2,996 -5,150 -2,356 -9,025 -4,349: 1,197 -3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 54.3 4.7 59.2 16.0 90.5 75.0: 9.5 25.0
Old : 100.0: 26.5 54.3 4.7 59.2 16.0 90.5 75.0: 9.5 25.0
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 : 96: 19 49 15 20 22 48 77:
Old : 96: 19 49 15 20 22 48 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 35.3 71.7 45.0 56.8 35.2 70.3 44.9
Old : 57.4 35.3 71.7 45.0 56.8 35.2 70.3 44.9
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, August 11, 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 : 55,867: 15,867 14,344 446 29,030 36,684 45,343 51,474: 10,524 4,393
Old : 55,867: 15,867 14,344 446 29,030 36,684 45,343 51,474: 10,524 4,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 673: 1,394 786 -14 -196 -1 1,184 771: -511 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 25.7 0.8 52.0 65.7 81.2 92.1: 18.8 7.9
Old : 100.0: 28.4 25.7 0.8 52.0 65.7 81.2 92.1: 18.8 7.9
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 : 62: 21 13 2 22 10 44 25:
Old : 62: 21 13 2 22 10 44 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 : 34.9 72.1 50.4 82.4 34.9 72.0 50.4 82.3
Old : 34.9 72.1 50.4 82.4 34.9 72.0 50.4 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 120,234: 43,943 9,964 725 66,990 9,015 111,658 19,704: 8,576 100,530
Old : 120,234: 43,943 9,964 725 66,990 9,015 111,658 19,704: 8,576 100,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,544: -3,509 -2,212 312 386 1,029 -2,811 -871: 267 -1,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 8.3 0.6 55.7 7.5 92.9 16.4: 7.1 83.6
Old : 100.0: 36.5 8.3 0.6 55.7 7.5 92.9 16.4: 7.1 83.6
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 : 85: 31 12 5 32 18 66 32:
Old : 85: 31 12 5 32 18 66 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 6.5 52.5 9.5 36.8 6.4 52.3 8.8
Old : 36.8 6.5 52.5 9.5 36.8 6.4 52.3 8.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2015