BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 7,912: 1,259 1,417 952 4,641 4,567 6,852 6,937: 1,060 975
Old : 7,912: 1,259 1,417 952 4,641 4,567 6,852 6,937: 1,060 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 234: 111 215 -54 65 -99 123 63: 111 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 17.9 12.0 58.7 57.7 86.6 87.7: 13.4 12.3
Old : 100.0: 15.9 17.9 12.0 58.7 57.7 86.6 87.7: 13.4 12.3
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 : 36: 3 9 7 16 18 25 28:
Old : 36: 3 9 7 16 18 25 28:
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 43.3 60.6 59.7 36.9 39.2 54.4 55.4
Old : 38.3 43.3 60.6 59.7 36.9 39.2 54.4 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,670: 16,075 6,130 16,772 17,237 20,489 50,084 43,391: 6,585 13,278
Old : 56,670: 16,075 6,130 16,772 17,237 20,489 50,084 43,391: 6,585 13,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 589: -246 -655 450 379 781 583 576: 7 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 10.8 29.6 30.4 36.2 88.4 76.6: 11.6 23.4
Old : 100.0: 28.4 10.8 29.6 30.4 36.2 88.4 76.6: 11.6 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 25 23 37 33 28 78 69:
Old : 89: 25 23 37 33 28 78 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 : 29.3 25.0 44.0 37.8 27.7 20.1 35.9 26.0
Old : 29.3 25.0 44.0 37.8 27.7 20.1 35.9 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,521: 424 1,285 1,546 5,544 4,813 7,513 7,643: 1,007 877
Old : 8,521: 424 1,285 1,546 5,544 4,813 7,513 7,643: 1,007 877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 460: -394 51 81 803 374 490 506: -30 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 15.1 18.1 65.1 56.5 88.2 89.7: 11.8 10.3
Old : 100.0: 5.0 15.1 18.1 65.1 56.5 88.2 89.7: 11.8 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 13 14 22 21 37 40:
Old : 47: 7 13 14 22 21 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 25.2 50.6 42.6 32.0 19.7 45.9 30.4
Old : 32.8 25.2 50.6 42.6 32.0 19.7 45.9 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 315,333: 113,449 22,796 74,574 102,265 173,816 290,288 271,185: 25,045 44,148
Old : 229,981: 96,530 23,473 51,620 64,322 122,297 212,473 197,390: 17,508 32,591
Other: 85,352: 22,918 5,321 16,955 37,943 51,518 77,815 73,795: 7,536 11,557
: : :
: : Changes in Commitments from: June 14, 2016 :
: -7,701: 6,739 -2,389 -14,810 1,642 9,371 -6,429 -7,828: -1,272 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 7.2 23.6 32.4 55.1 92.1 86.0: 7.9 14.0
Old : 100.0: 42.0 10.2 22.4 28.0 53.2 92.4 85.8: 7.6 14.2
Other: 100.0: 26.9 6.2 19.9 44.5 60.4 91.2 86.5: 8.8 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 121 70 111 90 101 278 225:
Old : 313: 109 82 98 62 99 236 218:
Other: 189: 60 19 47 70 84 147 138:
:----------------------------------------------------------------------------------------------------
: 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 : 11.4 20.8 20.5 28.4 11.1 19.9 19.5 26.0
Old : 13.7 20.1 24.0 28.0 13.7 20.1 23.9 26.6
Other: 18.8 22.9 32.1 34.2 18.5 20.3 28.8 29.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 318,054: 87,345 53,503 82,936 115,626 136,556 285,907 272,995: 32,147 45,058
Old : 318,054: 87,345 53,503 82,936 115,626 136,556 285,907 272,995: 32,147 45,058
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 5,597: -1,816 6,641 5,856 846 -4,392 4,886 8,104: 711 -2,507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 16.8 26.1 36.4 42.9 89.9 85.8: 10.1 14.2
Old : 100.0: 27.5 16.8 26.1 36.4 42.9 89.9 85.8: 10.1 14.2
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 : 394: 115 104 124 130 133 308 307:
Old : 394: 115 104 124 130 133 308 307:
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 13.5 22.3 21.0 13.3 12.7 19.8 18.3
Old : 14.9 13.5 22.3 21.0 13.3 12.7 19.8 18.3
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,994: 1,952 986 582 1,081 2,431 3,615 3,999: 1,379 996
Old : 4,994: 1,952 986 582 1,081 2,431 3,615 3,999: 1,379 996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -377: 49 -119 -192 -146 -57 -289 -368: -88 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 19.7 11.7 21.6 48.7 72.4 80.1: 27.6 19.9
Old : 100.0: 39.1 19.7 11.7 21.6 48.7 72.4 80.1: 27.6 19.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 33 6 12 14 22 53 37:
Old : 66: 33 6 12 14 22 53 37:
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 : 21.8 38.5 30.8 52.3 21.0 38.5 29.3 48.6
Old : 21.8 38.5 30.8 52.3 21.0 38.5 29.3 48.6
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,638: 16,056 15,237 11,649 17,155 10,948 44,860 37,834: 7,778 14,804
Old : 52,638: 16,056 15,237 11,649 17,155 10,948 44,860 37,834: 7,778 14,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 2,150: 485 555 848 666 681 1,999 2,084: 152 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 28.9 22.1 32.6 20.8 85.2 71.9: 14.8 28.1
Old : 100.0: 30.5 28.9 22.1 32.6 20.8 85.2 71.9: 14.8 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 55 63 48 81 73 163 163:
Old : 225: 55 63 48 81 73 163 163:
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 10.6 24.9 18.8 14.0 9.7 22.2 16.4
Old : 14.6 10.6 24.9 18.8 14.0 9.7 22.2 16.4
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,958: 1,832 17,181 6,665 32,561 13,900 41,058 37,746: 900 4,211
Old : 41,958: 1,832 17,181 6,665 32,561 13,900 41,058 37,746: 900 4,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -491: -208 -569 -88 -150 264 -446 -393: -45 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 40.9 15.9 77.6 33.1 97.9 90.0: 2.1 10.0
Old : 100.0: 4.4 40.9 15.9 77.6 33.1 97.9 90.0: 2.1 10.0
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 : 78: 8 33 23 25 27 53 63:
Old : 78: 8 33 23 25 27 53 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 : 45.9 35.8 66.6 50.8 45.6 35.7 64.3 48.1
Old : 45.9 35.8 66.6 50.8 45.6 35.7 64.3 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,807: 16,553 11,165 0 18,279 24,169 34,832 35,334: 975 473
Old : 35,807: 16,553 11,165 0 18,279 24,169 34,832 35,334: 975 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -7,243: 2,015 2,854 -2,473 -5,809 -6,659 -6,267 -6,278: -976 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 31.2 0.0 51.0 67.5 97.3 98.7: 2.7 1.3
Old : 100.0: 46.2 31.2 0.0 51.0 67.5 97.3 98.7: 2.7 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 : 23: 6 3 0 6 9 12 12:
Old : 23: 6 3 0 6 9 12 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.1 77.2 92.8 94.5 84.1 77.2 92.8 94.5
Old : 84.1 77.2 92.8 94.5 84.1 77.2 92.8 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 135,663: 40,402 35,441 10,077 52,121 68,107 102,600 113,625: 33,063 22,038
Old : 135,663: 40,402 35,441 10,077 52,121 68,107 102,600 113,625: 33,063 22,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -60,766: -1,753 14,101 -15,462 -31,159 -57,846 -48,374 -59,207: -12,392 -1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 26.1 7.4 38.4 50.2 75.6 83.8: 24.4 16.2
Old : 100.0: 29.8 26.1 7.4 38.4 50.2 75.6 83.8: 24.4 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 27 23 18 24 25 59 58:
Old : 83: 27 23 18 24 25 59 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 : 32.7 39.3 43.1 48.8 31.6 39.1 42.0 47.3
Old : 32.7 39.3 43.1 48.8 31.6 39.1 42.0 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,894: 23,385 17,629 1,589 7,525 6,070 32,499 25,287: 8,395 15,606
Old : 40,894: 23,385 17,629 1,589 7,525 6,070 32,499 25,287: 8,395 15,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -4,749: -4,374 -3,733 -52 -1,161 122 -5,587 -3,664: 838 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 43.1 3.9 18.4 14.8 79.5 61.8: 20.5 38.2
Old : 100.0: 57.2 43.1 3.9 18.4 14.8 79.5 61.8: 20.5 38.2
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 : 37: 11 12 6 9 12 22 28:
Old : 37: 11 12 6 9 12 22 28:
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 34.1 61.6 42.8 50.5 34.1 60.9 42.6
Old : 50.8 34.1 61.6 42.8 50.5 34.1 60.9 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 111,502: 13,579 82,389 1,936 92,544 19,427 108,059 103,752: 3,443 7,750
Old : 111,502: 13,579 82,389 1,936 92,544 19,427 108,059 103,752: 3,443 7,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 267: -3,424 -124 613 3,715 -477 903 12: -636 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 73.9 1.7 83.0 17.4 96.9 93.0: 3.1 7.0
Old : 100.0: 12.2 73.9 1.7 83.0 17.4 96.9 93.0: 3.1 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 : 124: 23 68 11 18 19 48 91:
Old : 124: 23 68 11 18 19 48 91:
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 : 72.7 37.0 84.0 52.0 72.7 36.7 83.9 51.7
Old : 72.7 37.0 84.0 52.0 72.7 36.7 83.9 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 225,793: 42,222 92,987 18,806 145,194 77,510 206,222 189,304: 19,571 36,489
Old : 225,793: 42,222 92,987 18,806 145,194 77,510 206,222 189,304: 19,571 36,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -9,918: -20,134 -3,340 -2,147 10,849 -1,798 -11,432 -7,285: 1,514 -2,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 41.2 8.3 64.3 34.3 91.3 83.8: 8.7 16.2
Old : 100.0: 18.7 41.2 8.3 64.3 34.3 91.3 83.8: 8.7 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 26 41 24 26 39 63 93:
Old : 110: 26 41 24 26 39 63 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 26.4 64.4 39.5 55.1 25.6 63.1 38.5
Old : 55.9 26.4 64.4 39.5 55.1 25.6 63.1 38.5
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 184,875: 72,742 25,288 28,798 49,725 100,157 151,265 154,243: 33,609 30,631
Old : 184,875: 72,742 25,288 28,798 49,725 100,157 151,265 154,243: 33,609 30,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 7,665: -757 4,075 2,875 3,502 1,145 5,621 8,095: 2,044 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 13.7 15.6 26.9 54.2 81.8 83.4: 18.2 16.6
Old : 100.0: 39.3 13.7 15.6 26.9 54.2 81.8 83.4: 18.2 16.6
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 : 112: 36 32 21 29 37 74 81:
Old : 112: 36 32 21 29 37 74 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 : 29.4 35.7 38.5 44.6 29.4 34.2 36.5 40.1
Old : 29.4 35.7 38.5 44.6 29.4 34.2 36.5 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 389,356: 85,360 147,690 48,393 207,981 133,029 341,733 329,112: 47,623 60,245
Old : 389,356: 85,360 147,690 48,393 207,981 133,029 341,733 329,112: 47,623 60,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -10,187: -14,394 -9,321 1,580 3,821 414 -8,993 -7,327: -1,194 -2,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 37.9 12.4 53.4 34.2 87.8 84.5: 12.2 15.5
Old : 100.0: 21.9 37.9 12.4 53.4 34.2 87.8 84.5: 12.2 15.5
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 : 221: 60 80 60 60 63 151 174:
Old : 221: 60 80 60 60 63 151 174:
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 : 24.1 20.4 36.7 29.1 23.2 20.4 33.9 28.5
Old : 24.1 20.4 36.7 29.1 23.2 20.4 33.9 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,396: 9,142 3,584 227 6,996 18,006 16,365 21,817: 10,031 4,579
Old : 26,396: 9,142 3,584 227 6,996 18,006 16,365 21,817: 10,031 4,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 13.6 0.9 26.5 68.2 62.0 82.7: 38.0 17.3
Old : 100.0: 34.6 13.6 0.9 26.5 68.2 62.0 82.7: 38.0 17.3
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 : 20: 5 4 2 8 8 14 13:
Old : 20: 5 4 2 8 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 66.9 52.2 80.1 38.8 66.8 48.5 76.6
Old : 40.3 66.9 52.2 80.1 38.8 66.8 48.5 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,085: 18,362 5,390 995 7,502 20,909 26,859 27,294: 1,226 791
Old : 28,085: 18,362 5,390 995 7,502 20,909 26,859 27,294: 1,226 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -288: 403 -92 -8 -650 20 -255 -80: -33 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 19.2 3.5 26.7 74.4 95.6 97.2: 4.4 2.8
Old : 100.0: 65.4 19.2 3.5 26.7 74.4 95.6 97.2: 4.4 2.8
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 : 28: 9 11 3 4 5 15 17:
Old : 28: 9 11 3 4 5 15 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 : 81.6 82.0 91.7 92.3 81.6 79.8 89.1 88.8
Old : 81.6 82.0 91.7 92.3 81.6 79.8 89.1 88.8
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 43,562: 30,013 33,058 118 8,232 7,418 38,363 40,594: 5,199 2,968
Old : 43,562: 30,013 33,058 118 8,232 7,418 38,363 40,594: 5,199 2,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 1,643: 455 -318 94 1,156 1,880 1,705 1,656: -62 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 75.9 0.3 18.9 17.0 88.1 93.2: 11.9 6.8
Old : 100.0: 68.9 75.9 0.3 18.9 17.0 88.1 93.2: 11.9 6.8
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 : 80: 44 21 2 7 11 52 33:
Old : 80: 44 21 2 7 11 52 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 58.2 51.8 69.7 35.4 58.2 49.7 69.6
Old : 37.5 58.2 51.8 69.7 35.4 58.2 49.7 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,791,158: 1,200,255 1,173,007 7,936,400 7,800,133 7,498,195 16,936,788 16,607,602: 854,370 1,183,556
Old :17,791,158: 1,200,255 1,173,007 7,936,400 7,800,133 7,498,195 16,936,788 16,607,602: 854,370 1,183,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 150,615: 112,256 -67,213 38,357 -12,691 223,082 137,921 194,226: 12,694 -43,610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 6.6 44.6 43.8 42.1 95.2 93.3: 4.8 6.7
Old : 100.0: 6.7 6.6 44.6 43.8 42.1 95.2 93.3: 4.8 6.7
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 : 316: 71 93 122 132 146 274 293:
Old : 316: 71 93 122 132 146 274 293:
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 : 24.7 20.1 36.8 31.6 15.2 8.8 19.8 11.4
Old : 24.7 20.1 36.8 31.6 15.2 8.8 19.8 11.4
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 830,110: 107,514 93,867 110,254 510,111 525,741 727,879 729,861: 102,231 100,248
Old : 830,110: 107,514 93,867 110,254 510,111 525,741 727,879 729,861: 102,231 100,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -201,439: -20,455 -7,671 -30,412 -131,362 -134,521 -182,228 -172,603: -19,211 -28,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.3 13.3 61.5 63.3 87.7 87.9: 12.3 12.1
Old : 100.0: 13.0 11.3 13.3 61.5 63.3 87.7 87.9: 12.3 12.1
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 : 635: 136 167 151 245 257 468 488:
Old : 635: 136 167 151 245 257 468 488:
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 : 13.6 14.2 21.5 21.7 9.5 9.8 15.2 15.0
Old : 13.6 14.2 21.5 21.7 9.5 9.8 15.2 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 148,511: 9,529 6,751 35,424 68,069 73,446 113,022 115,621: 35,489 32,890
Old : 148,511: 9,529 6,751 35,424 68,069 73,446 113,022 115,621: 35,489 32,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -57,294: -4,044 -3,176 -5,235 -45,519 -39,446 -54,799 -47,857: -2,495 -9,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.5 23.9 45.8 49.5 76.1 77.9: 23.9 22.1
Old : 100.0: 6.4 4.5 23.9 45.8 49.5 76.1 77.9: 23.9 22.1
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 : 74: 17 17 21 36 32 67 56:
Old : 74: 17 17 21 36 32 67 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 29.2 41.0 48.0 10.2 17.1 14.9 21.9
Old : 28.1 29.2 41.0 48.0 10.2 17.1 14.9 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,407,993: 502,735 448,393 361,338 2,210,210 2,261,472 3,074,283 3,071,203: 333,710 336,790
Old : 3,407,993: 502,735 448,393 361,338 2,210,210 2,261,472 3,074,283 3,071,203: 333,710 336,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -720,724: -84,708 -25,130 -123,226 -429,212 -475,375 -637,146 -623,731: -83,579 -96,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.2 10.6 64.9 66.4 90.2 90.1: 9.8 9.9
Old : 100.0: 14.8 13.2 10.6 64.9 66.4 90.2 90.1: 9.8 9.9
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 : 613: 130 158 141 239 249 446 471:
Old : 613: 130 158 141 239 249 446 471:
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 : 13.7 15.2 21.9 23.8 11.4 11.9 17.9 18.0
Old : 13.7 15.2 21.9 23.8 11.4 11.9 17.9 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 83,326: 20,457 3,558 327 51,199 76,657 71,983 80,542: 11,343 2,784
Old : 83,326: 20,457 3,558 327 51,199 76,657 71,983 80,542: 11,343 2,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -11,684: -1,712 399 -406 -7,888 -11,477 -10,006 -11,484: -1,678 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.3 0.4 61.4 92.0 86.4 96.7: 13.6 3.3
Old : 100.0: 24.6 4.3 0.4 61.4 92.0 86.4 96.7: 13.6 3.3
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 : 92: 15 7 3 49 39 65 48:
Old : 92: 15 7 3 49 39 65 48:
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 : 37.3 39.0 50.0 67.0 37.0 39.0 48.8 65.9
Old : 37.3 39.0 50.0 67.0 37.0 39.0 48.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,784: 20,905 5,528 1,440 18,624 34,674 40,970 41,642: 4,814 4,142
Old : 45,784: 20,905 5,528 1,440 18,624 34,674 40,970 41,642: 4,814 4,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -15,032: -2,980 -1,473 -1,495 -9,826 -11,150 -14,301 -14,119: -731 -914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 12.1 3.1 40.7 75.7 89.5 91.0: 10.5 9.0
Old : 100.0: 45.7 12.1 3.1 40.7 75.7 89.5 91.0: 10.5 9.0
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 : 214: 62 46 20 58 72 129 129:
Old : 214: 62 46 20 58 72 129 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 26.8 40.9 40.9 30.2 26.8 40.3 40.9
Old : 30.5 26.8 40.9 40.9 30.2 26.8 40.3 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 228,920: 104,524 27,640 7,202 93,122 173,370 204,848 208,212: 24,072 20,708
Old : 228,920: 104,524 27,640 7,202 93,122 173,370 204,848 208,212: 24,072 20,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -75,162: -14,898 -7,366 -7,477 -49,132 -55,751 -71,507 -70,593: -3,655 -4,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 12.1 3.1 40.7 75.7 89.5 91.0: 10.5 9.0
Old : 100.0: 45.7 12.1 3.1 40.7 75.7 89.5 91.0: 10.5 9.0
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 : 214: 62 46 20 58 72 129 129:
Old : 214: 62 46 20 58 72 129 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 26.8 40.9 40.9 30.2 26.8 40.3 40.9
Old : 30.5 26.8 40.9 40.9 30.2 26.8 40.3 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 98,150: 38,458 44,735 13,534 22,944 17,347 74,937 75,617: 23,214 22,534
Old : 98,150: 38,458 44,735 13,534 22,944 17,347 74,937 75,617: 23,214 22,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -165: -569 -309 -655 1,086 4,340 -138 3,376: -27 -3,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 45.6 13.8 23.4 17.7 76.3 77.0: 23.7 23.0
Old : 100.0: 39.2 45.6 13.8 23.4 17.7 76.3 77.0: 23.7 23.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 27 33 15 19 18 54 58:
Old : 83: 27 33 15 19 18 54 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 23.2 38.3 33.1 27.2 23.2 34.2 32.3
Old : 29.7 23.2 38.3 33.1 27.2 23.2 34.2 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,479: 10,685 3,462 0 15,790 22,827 26,475 26,289: 6,004 6,190
Old : 32,479: 10,685 3,462 0 15,790 22,827 26,475 26,289: 6,004 6,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 875: 427 -110 0 569 552 996 442: -121 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 10.7 0.0 48.6 70.3 81.5 80.9: 18.5 19.1
Old : 100.0: 32.9 10.7 0.0 48.6 70.3 81.5 80.9: 18.5 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 : 38: 11 5 0 13 11 24 16:
Old : 38: 11 5 0 13 11 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 63.6 56.2 74.6 40.2 63.6 56.2 74.6
Old : 40.2 63.6 56.2 74.6 40.2 63.6 56.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 65,068: 12,827 3,473 494 43,932 11,839 57,253 15,806: 7,815 49,262
Old : 65,068: 12,827 3,473 494 43,932 11,839 57,253 15,806: 7,815 49,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -1,597: 39 -649 -152 -231 465 -344 -336: -1,253 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.3 0.8 67.5 18.2 88.0 24.3: 12.0 75.7
Old : 100.0: 19.7 5.3 0.8 67.5 18.2 88.0 24.3: 12.0 75.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 22 8 3 30 18 53 28:
Old : 72: 22 8 3 30 18 53 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 10.6 50.2 15.0 35.6 9.6 50.1 13.8
Old : 35.6 10.6 50.2 15.0 35.6 9.6 50.1 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2016