BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 9,274: 1,140 449 1,126 5,787 6,680 8,053 8,255: 1,220 1,019
Old : 9,274: 1,140 449 1,126 5,787 6,680 8,053 8,255: 1,220 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 416: 83 -44 29 264 363 376 347: 40 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.8 12.1 62.4 72.0 86.8 89.0: 13.2 11.0
Old : 100.0: 12.3 4.8 12.1 62.4 72.0 86.8 89.0: 13.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 46.3 68.3 65.4 42.9 46.2 60.0 60.7
Old : 46.5 46.3 68.3 65.4 42.9 46.2 60.0 60.7
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 18, 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 : 44,949: 13,166 2,915 9,087 18,727 20,287 40,980 32,289: 3,969 12,661
Old : 44,949: 13,166 2,915 9,087 18,727 20,287 40,980 32,289: 3,969 12,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 753: 323 -54 223 602 765 1,148 934: -395 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 6.5 20.2 41.7 45.1 91.2 71.8: 8.8 28.2
Old : 100.0: 29.3 6.5 20.2 41.7 45.1 91.2 71.8: 8.8 28.2
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 : 87: 19 22 31 37 32 74 67:
Old : 87: 19 22 31 37 32 74 67:
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 : 32.6 28.9 46.7 41.2 30.8 25.8 42.8 34.6
Old : 32.6 28.9 46.7 41.2 30.8 25.8 42.8 34.6
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 18, 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 : 10,786: 537 1,132 2,240 6,753 5,856 9,529 9,228: 1,257 1,558
Old : 10,786: 537 1,132 2,240 6,753 5,856 9,529 9,228: 1,257 1,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -12: 0 69 19 -25 -190 -5 -102: -7 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 10.5 20.8 62.6 54.3 88.3 85.6: 11.7 14.4
Old : 100.0: 5.0 10.5 20.8 62.6 54.3 88.3 85.6: 11.7 14.4
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 : 42: 5 14 11 21 14 34 31:
Old : 42: 5 14 11 21 14 34 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 : 36.9 36.0 55.2 54.1 27.7 21.4 37.9 33.0
Old : 36.9 36.0 55.2 54.1 27.7 21.4 37.9 33.0
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 18, 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 : 4,083: 82 1,543 396 3,145 1,056 3,623 2,994: 460 1,089
Old : 4,083: 82 1,543 396 3,145 1,056 3,623 2,994: 460 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -175: 0 -41 -26 -112 -54 -139 -120: -36 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 37.8 9.7 77.0 25.9 88.7 73.3: 11.3 26.7
Old : 100.0: 2.0 37.8 9.7 77.0 25.9 88.7 73.3: 11.3 26.7
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 : 24: 2 7 8 11 8 19 17:
Old : 24: 2 7 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 : 42.6 42.5 69.7 60.5 41.9 40.0 64.7 53.8
Old : 42.6 42.5 69.7 60.5 41.9 40.0 64.7 53.8
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 18, 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 : 257,128: 69,025 46,651 83,191 86,438 91,186 238,653 221,028: 18,474 36,100
Old : 106,770: 43,445 38,793 25,697 30,309 26,689 99,451 91,179: 7,319 15,591
Other: 150,357: 42,289 24,567 40,784 56,128 64,497 139,202 129,849: 11,155 20,508
: : :
: : Changes in Commitments from: August 11, 2015 :
: -28,885: -3,930 -5,577 -20,299 -3,051 -2,224 -27,281 -28,100: -1,604 -785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 18.1 32.4 33.6 35.5 92.8 86.0: 7.2 14.0
Old : 100.0: 40.7 36.3 24.1 28.4 25.0 93.1 85.4: 6.9 14.6
Other: 100.0: 28.1 16.3 27.1 37.3 42.9 92.6 86.4: 7.4 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 100 88 113 79 78 249 217:
Old : 259: 84 85 73 60 65 184 183:
Other: 231: 83 55 68 66 70 187 159:
:----------------------------------------------------------------------------------------------------
: 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 : 14.6 12.5 24.9 21.2 14.2 11.0 23.2 17.1
Old : 15.5 12.5 28.3 22.0 15.5 12.2 27.4 20.5
Other: 19.0 15.5 29.7 25.7 18.1 12.9 27.2 20.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 293,953: 73,835 46,914 79,636 105,848 123,839 259,320 250,389: 34,633 43,564
Old : 293,953: 73,835 46,914 79,636 105,848 123,839 259,320 250,389: 34,633 43,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,396: 10 -1,428 4,085 682 -286 4,778 2,372: -381 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 16.0 27.1 36.0 42.1 88.2 85.2: 11.8 14.8
Old : 100.0: 25.1 16.0 27.1 36.0 42.1 88.2 85.2: 11.8 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 : 391: 121 90 128 128 140 320 301:
Old : 391: 121 90 128 128 140 320 301:
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 : 11.6 16.6 20.3 24.9 11.6 15.4 19.6 21.3
Old : 11.6 16.6 20.3 24.9 11.6 15.4 19.6 21.3
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 18, 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 : 6,803: 1,680 3,357 1,129 2,531 931 5,340 5,417: 1,464 1,386
Old : 6,803: 1,680 3,357 1,129 2,531 931 5,340 5,417: 1,464 1,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 220: 156 329 9 0 -44 164 294: 56 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 49.3 16.6 37.2 13.7 78.5 79.6: 21.5 20.4
Old : 100.0: 24.7 49.3 16.6 37.2 13.7 78.5 79.6: 21.5 20.4
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 : 78: 17 30 13 26 19 53 54:
Old : 78: 17 30 13 26 19 53 54:
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 : 21.7 28.7 33.1 40.3 20.9 27.4 30.5 37.3
Old : 21.7 28.7 33.1 40.3 20.9 27.4 30.5 37.3
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 18, 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 : 57,784: 15,629 8,592 15,774 15,866 15,351 47,269 39,717: 10,515 18,067
Old : 57,784: 15,629 8,592 15,774 15,866 15,351 47,269 39,717: 10,515 18,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,215: 699 193 942 -348 70 1,293 1,205: -78 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 14.9 27.3 27.5 26.6 81.8 68.7: 18.2 31.3
Old : 100.0: 27.0 14.9 27.3 27.5 26.6 81.8 68.7: 18.2 31.3
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 : 235: 78 48 75 78 81 187 180:
Old : 235: 78 48 75 78 81 187 180:
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 13.1 21.4 20.4 9.9 8.8 16.4 14.3
Old : 12.9 13.1 21.4 20.4 9.9 8.8 16.4 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 18, 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 : 5,222: 1,285 2,905 390 2,729 1,208 4,404 4,504: 818 718
Old : 5,222: 1,285 2,905 390 2,729 1,208 4,404 4,504: 818 718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 260: 139 -9 46 60 78 245 116: 15 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 55.6 7.5 52.3 23.1 84.3 86.2: 15.7 13.8
Old : 100.0: 24.6 55.6 7.5 52.3 23.1 84.3 86.2: 15.7 13.8
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 : 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 : 38.3 61.1 61.5 76.5 37.5 53.1 57.1 66.4
Old : 38.3 61.1 61.5 76.5 37.5 53.1 57.1 66.4
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 18, 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 : 32,687: 2,203 14,612 3,818 25,870 10,869 31,891 29,299: 795 3,387
Old : 32,687: 2,203 14,612 3,818 25,870 10,869 31,891 29,299: 795 3,387
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 713: 166 -50 132 427 634 725 716: -12 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 44.7 11.7 79.1 33.3 97.6 89.6: 2.4 10.4
Old : 100.0: 6.7 44.7 11.7 79.1 33.3 97.6 89.6: 2.4 10.4
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 : 79: 16 31 28 21 20 57 59:
Old : 79: 16 31 28 21 20 57 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 36.1 64.6 51.0 40.9 35.7 64.0 48.8
Old : 41.3 36.1 64.6 51.0 40.9 35.7 64.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 51,638: 3,444 3,733 535 47,110 46,842 51,089 51,110: 549 528
Old : 51,638: 3,444 3,733 535 47,110 46,842 51,089 51,110: 549 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 930: 628 228 0 358 841 986 1,069: -56 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 7.2 1.0 91.2 90.7 98.9 99.0: 1.1 1.0
Old : 100.0: 6.7 7.2 1.0 91.2 90.7 98.9 99.0: 1.1 1.0
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 : 29: 8 4 1 10 12 18 17:
Old : 29: 8 4 1 10 12 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 77.7 88.6 91.8 72.6 77.7 83.6 90.2
Old : 74.3 77.7 88.6 91.8 72.6 77.7 83.6 90.2
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 18, 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 : 179,328: 19,821 88,308 12,384 122,726 35,758 154,931 136,450: 24,397 42,878
Old : 179,328: 19,821 88,308 12,384 122,726 35,758 154,931 136,450: 24,397 42,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -11,152: -7,411 -7,894 -304 -3,992 -522 -11,707 -8,720: 556 -2,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 49.2 6.9 68.4 19.9 86.4 76.1: 13.6 23.9
Old : 100.0: 11.1 49.2 6.9 68.4 19.9 86.4 76.1: 13.6 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 21 41 20 23 27 53 80:
Old : 98: 21 41 20 23 27 53 80:
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 : 44.1 34.2 58.7 42.9 43.3 34.1 56.9 42.0
Old : 44.1 34.2 58.7 42.9 43.3 34.1 56.9 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, August 18, 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 : 46,486: 7,810 17,549 1,726 29,511 3,381 39,047 22,656: 7,439 23,830
Old : 46,486: 7,810 17,549 1,726 29,511 3,381 39,047 22,656: 7,439 23,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -427: -1,454 1,426 -191 1,712 -772 67 463: -494 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 37.8 3.7 63.5 7.3 84.0 48.7: 16.0 51.3
Old : 100.0: 16.8 37.8 3.7 63.5 7.3 84.0 48.7: 16.0 51.3
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 : 33: 8 11 5 11 6 20 21:
Old : 33: 8 11 5 11 6 20 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 : 52.0 29.1 66.4 37.9 51.7 29.1 66.1 36.5
Old : 52.0 29.1 66.4 37.9 51.7 29.1 66.1 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 171,783: 24,629 85,020 22,088 121,276 56,936 167,993 164,044: 3,790 7,739
Old : 171,783: 24,629 85,020 22,088 121,276 56,936 167,993 164,044: 3,790 7,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -2,287: 6,466 -3,663 3,240 -12,846 -740 -3,140 -1,163: 853 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 49.5 12.9 70.6 33.1 97.8 95.5: 2.2 4.5
Old : 100.0: 14.3 49.5 12.9 70.6 33.1 97.8 95.5: 2.2 4.5
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 : 140: 24 77 12 22 23 53 109:
Old : 140: 24 77 12 22 23 53 109:
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 : 59.6 36.3 74.2 53.1 49.3 31.0 58.4 42.0
Old : 59.6 36.3 74.2 53.1 49.3 31.0 58.4 42.0
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 18, 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 : 197,395: 49,248 54,214 19,329 99,786 100,612 168,363 174,156: 29,032 23,239
Old : 197,395: 49,248 54,214 19,329 99,786 100,612 168,363 174,156: 29,032 23,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 15,918: 8,524 2,149 3,485 54 10,074 12,063 15,708: 3,855 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 27.5 9.8 50.6 51.0 85.3 88.2: 14.7 11.8
Old : 100.0: 24.9 27.5 9.8 50.6 51.0 85.3 88.2: 14.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 35 35 24 28 40 76 86:
Old : 117: 35 35 24 28 40 76 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 : 37.4 33.6 47.4 45.5 37.4 31.9 46.8 43.5
Old : 37.4 33.6 47.4 45.5 37.4 31.9 46.8 43.5
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 18, 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 : 282,090: 45,486 136,968 19,666 199,021 71,313 264,174 227,947: 17,916 54,143
Old : 282,090: 45,486 136,968 19,666 199,021 71,313 264,174 227,947: 17,916 54,143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -14,346: -762 -14,531 -749 -12,979 8,833 -14,490 -6,448: 144 -7,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 48.6 7.0 70.6 25.3 93.6 80.8: 6.4 19.2
Old : 100.0: 16.1 48.6 7.0 70.6 25.3 93.6 80.8: 6.4 19.2
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 : 135: 23 65 24 29 38 67 112:
Old : 135: 23 65 24 29 38 67 112:
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 : 56.1 34.8 66.7 43.1 55.9 33.9 66.5 41.5
Old : 56.1 34.8 66.7 43.1 55.9 33.9 66.5 41.5
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 18, 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 : 431,593: 66,310 155,494 53,934 265,435 145,095 385,679 354,522: 45,914 77,071
Old : 431,593: 66,310 155,494 53,934 265,435 145,095 385,679 354,522: 45,914 77,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -1,895: 258 -20,751 2,689 -6,939 22,064 -3,992 4,003: 2,098 -5,897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 36.0 12.5 61.5 33.6 89.4 82.1: 10.6 17.9
Old : 100.0: 15.4 36.0 12.5 61.5 33.6 89.4 82.1: 10.6 17.9
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 : 253: 59 107 79 56 65 162 205:
Old : 253: 59 107 79 56 65 162 205:
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 : 27.7 19.7 39.2 27.4 27.5 19.1 38.1 26.2
Old : 27.7 19.7 39.2 27.4 27.5 19.1 38.1 26.2
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 18, 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 : 32,298: 12,134 22,435 3,712 15,409 4,400 31,255 30,547: 1,043 1,751
Old : 32,298: 12,134 22,435 3,712 15,409 4,400 31,255 30,547: 1,043 1,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 8,295: 3,268 8,364 438 4,623 -489 8,329 8,313: -34 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 69.5 11.5 47.7 13.6 96.8 94.6: 3.2 5.4
Old : 100.0: 37.6 69.5 11.5 47.7 13.6 96.8 94.6: 3.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 14 4 6 4 14 20:
Old : 28: 6 14 4 6 4 14 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 : 63.4 75.0 89.4 86.2 63.4 60.6 74.4 68.8
Old : 63.4 75.0 89.4 86.2 63.4 60.6 74.4 68.8
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 18, 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 : 36,523: 14,012 23,969 332 20,025 6,344 34,369 30,645: 2,154 5,878
Old : 36,523: 14,012 23,969 332 20,025 6,344 34,369 30,645: 2,154 5,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -338: 81 -534 140 -257 438 -36 44: -302 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 65.6 0.9 54.8 17.4 94.1 83.9: 5.9 16.1
Old : 100.0: 38.4 65.6 0.9 54.8 17.4 94.1 83.9: 5.9 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 12 36 5 12 14 26 53:
Old : 70: 12 36 5 12 14 26 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 37.2 67.7 51.7 47.3 37.2 67.7 51.7
Old : 47.3 37.2 67.7 51.7 47.3 37.2 67.7 51.7
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 18, 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 : 9,441: 3,004 6,835 23 5,900 886 8,927 7,744: 514 1,697
Old : 9,441: 3,004 6,835 23 5,900 886 8,927 7,744: 514 1,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 313: 214 129 0 167 -4 381 125: -68 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 72.4 0.2 62.5 9.4 94.6 82.0: 5.4 18.0
Old : 100.0: 31.8 72.4 0.2 62.5 9.4 94.6 82.0: 5.4 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 13 1 4 3 8 16:
Old : 22: 3 13 1 4 3 8 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 : 79.1 49.9 94.6 68.6 79.1 49.6 92.7 68.4
Old : 79.1 49.9 94.6 68.6 79.1 49.6 92.7 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 :19,018,821: 1,607,844 1,420,228 7,431,440 9,178,654 8,861,947 18,217,938 17,713,615: 800,883 1,305,206
Old :19,018,821: 1,607,844 1,420,228 7,431,440 9,178,654 8,861,947 18,217,938 17,713,615: 800,883 1,305,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -139,464: 48,570 -97,541 -71,917 -81,568 67,322 -104,915 -102,135: -34,548 -37,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.5 39.1 48.3 46.6 95.8 93.1: 4.2 6.9
Old : 100.0: 8.5 7.5 39.1 48.3 46.6 95.8 93.1: 4.2 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 : 328: 54 107 120 146 158 279 311:
Old : 328: 54 107 120 146 158 279 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 21.0 32.3 30.1 8.8 9.5 15.4 12.4
Old : 20.5 21.0 32.3 30.1 8.8 9.5 15.4 12.4
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 18, 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 : 854,364: 84,039 101,425 78,961 560,940 543,407 723,940 723,792: 130,424 130,571
Old : 854,364: 84,039 101,425 78,961 560,940 543,407 723,940 723,792: 130,424 130,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 16,206: 4,044 -2,297 1,724 12,194 10,236 17,961 9,662: -1,756 6,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.9 9.2 65.7 63.6 84.7 84.7: 15.3 15.3
Old : 100.0: 9.8 11.9 9.2 65.7 63.6 84.7 84.7: 15.3 15.3
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 : 669: 148 166 171 256 265 503 505:
Old : 669: 148 166 171 256 265 503 505:
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 : 14.6 11.6 22.6 19.2 9.5 7.5 15.1 12.9
Old : 14.6 11.6 22.6 19.2 9.5 7.5 15.1 12.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 177,824: 14,193 4,144 22,079 103,722 81,086 139,994 107,308: 37,830 70,516
Old : 177,824: 14,193 4,144 22,079 103,722 81,086 139,994 107,308: 37,830 70,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 5,248: 2,185 -991 637 6,220 -1,699 9,042 -2,053: -3,794 7,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 2.3 12.4 58.3 45.6 78.7 60.3: 21.3 39.7
Old : 100.0: 8.0 2.3 12.4 58.3 45.6 78.7 60.3: 21.3 39.7
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 : 94: 20 17 27 49 41 86 70:
Old : 94: 20 17 27 49 41 86 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 19.7 32.7 31.2 15.0 13.6 24.3 19.7
Old : 20.0 19.7 32.7 31.2 15.0 13.6 24.3 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 3,382,699: 362,769 499,948 270,869 2,286,093 2,311,606 2,919,730 3,082,423: 462,969 300,276
Old : 3,382,699: 362,769 499,948 270,869 2,286,093 2,311,606 2,919,730 3,082,423: 462,969 300,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 54,790: 2,422 -13,405 12,308 29,867 59,674 44,597 58,577: 10,193 -3,788
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.8 8.0 67.6 68.3 86.3 91.1: 13.7 8.9
Old : 100.0: 10.7 14.8 8.0 67.6 68.3 86.3 91.1: 13.7 8.9
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 : 635: 138 156 159 242 254 469 480:
Old : 635: 138 156 159 242 254 469 480:
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 : 14.8 12.2 23.8 21.1 11.0 10.2 17.5 16.8
Old : 14.8 12.2 23.8 21.1 11.0 10.2 17.5 16.8
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 18, 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 : 80,227: 8,437 4,629 550 61,403 71,281 70,390 76,460: 9,837 3,767
Old : 80,227: 8,437 4,629 550 61,403 71,281 70,390 76,460: 9,837 3,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -557: -166 1,896 -295 -231 -2,055 -692 -454: 135 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.8 0.7 76.5 88.8 87.7 95.3: 12.3 4.7
Old : 100.0: 10.5 5.8 0.7 76.5 88.8 87.7 95.3: 12.3 4.7
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 : 91: 12 6 3 55 35 67 44:
Old : 91: 12 6 3 55 35 67 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 : 36.3 41.5 49.8 66.4 36.1 41.4 48.8 66.3
Old : 36.3 41.5 49.8 66.4 36.1 41.4 48.8 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 71,906: 21,132 6,225 2,295 42,662 59,460 66,089 67,980: 5,817 3,926
Old : 71,906: 21,132 6,225 2,295 42,662 59,460 66,089 67,980: 5,817 3,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 886: 2,508 199 -635 -566 1,522 1,306 1,086: -420 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 8.7 3.2 59.3 82.7 91.9 94.5: 8.1 5.5
Old : 100.0: 29.4 8.7 3.2 59.3 82.7 91.9 94.5: 8.1 5.5
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 : 242: 72 43 19 76 73 157 127:
Old : 242: 72 43 19 76 73 157 127:
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 : 37.0 32.8 45.3 51.6 37.0 32.7 45.2 51.5
Old : 37.0 32.8 45.3 51.6 37.0 32.7 45.2 51.5
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 18, 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 : 359,531: 105,661 31,125 11,475 213,308 297,302 330,443 339,902: 29,087 19,629
Old : 359,531: 105,661 31,125 11,475 213,308 297,302 330,443 339,902: 29,087 19,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,432: 12,538 994 -3,174 -2,832 7,611 6,532 5,431: -2,100 -999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 8.7 3.2 59.3 82.7 91.9 94.5: 8.1 5.5
Old : 100.0: 29.4 8.7 3.2 59.3 82.7 91.9 94.5: 8.1 5.5
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 : 242: 72 43 19 76 73 157 127:
Old : 242: 72 43 19 76 73 157 127:
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 : 37.0 32.8 45.3 51.6 37.0 32.7 45.2 51.5
Old : 37.0 32.8 45.3 51.6 37.0 32.7 45.2 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 177,227: 47,497 96,738 8,545 105,596 28,769 161,638 134,052: 15,588 43,175
Old : 177,227: 47,497 96,738 8,545 105,596 28,769 161,638 134,052: 15,588 43,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -3,922: -544 -1,682 -44 -1,659 -146 -2,247 -1,872: -1,675 -2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 54.6 4.8 59.6 16.2 91.2 75.6: 8.8 24.4
Old : 100.0: 26.8 54.6 4.8 59.6 16.2 91.2 75.6: 8.8 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 17 48 18 19 21 45 78:
Old : 91: 17 48 18 19 21 45 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 34.9 73.0 44.3 57.8 34.8 71.5 44.2
Old : 58.4 34.9 73.0 44.3 57.8 34.8 71.5 44.2
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 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 54,606: 16,267 13,244 205 28,666 36,681 45,138 50,130: 9,468 4,476
Old : 54,606: 16,267 13,244 205 28,666 36,681 45,138 50,130: 9,468 4,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -1,261: 400 -1,100 -241 -364 -3 -205 -1,344: -1,056 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 24.3 0.4 52.5 67.2 82.7 91.8: 17.3 8.2
Old : 100.0: 29.8 24.3 0.4 52.5 67.2 82.7 91.8: 17.3 8.2
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 : 61: 21 12 1 22 10 44 23:
Old : 61: 21 12 1 22 10 44 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 72.4 51.5 83.0 35.9 72.3 51.5 82.9
Old : 35.9 72.4 51.5 83.0 35.9 72.3 51.5 82.9
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 18, 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 : 116,115: 41,677 8,665 1,128 66,042 10,122 108,847 19,915: 7,268 96,200
Old : 116,115: 41,677 8,665 1,128 66,042 10,122 108,847 19,915: 7,268 96,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -4,119: -2,266 -1,299 403 -948 1,107 -2,811 211: -1,308 -4,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 7.5 1.0 56.9 8.7 93.7 17.2: 6.3 82.8
Old : 100.0: 35.9 7.5 1.0 56.9 8.7 93.7 17.2: 6.3 82.8
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 : 92: 35 10 6 35 21 72 35:
Old : 92: 35 10 6 35 21 72 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 7.1 53.3 10.3 37.4 7.1 52.9 9.4
Old : 37.5 7.1 53.3 10.3 37.4 7.1 52.9 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2015