BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 8,079: 1,283 1,459 959 4,758 4,718 7,000 7,136: 1,079 943
Old : 8,079: 1,283 1,459 959 4,758 4,718 7,000 7,136: 1,079 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 167: 25 42 7 117 151 148 200: 18 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 18.1 11.9 58.9 58.4 86.6 88.3: 13.4 11.7
Old : 100.0: 15.9 18.1 11.9 58.9 58.4 86.6 88.3: 13.4 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 9 7 16 19 25 29:
Old : 37: 3 9 7 16 19 25 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 : 37.9 43.4 59.6 59.6 35.6 39.4 53.1 55.1
Old : 37.9 43.4 59.6 59.6 35.6 39.4 53.1 55.1
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 28, 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 : 57,615: 15,868 6,411 17,369 17,883 20,258 51,120 44,039: 6,494 13,576
Old : 57,615: 15,868 6,411 17,369 17,883 20,258 51,120 44,039: 6,494 13,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 945: -207 281 597 647 -230 1,036 648: -91 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 11.1 30.1 31.0 35.2 88.7 76.4: 11.3 23.6
Old : 100.0: 27.5 11.1 30.1 31.0 35.2 88.7 76.4: 11.3 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 24 21 36 32 28 75 67:
Old : 85: 24 21 36 32 28 75 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 : 28.8 24.2 43.6 36.8 27.3 19.9 35.4 26.1
Old : 28.8 24.2 43.6 36.8 27.3 19.9 35.4 26.1
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 28, 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 : 8,619: 453 1,349 1,474 5,626 4,948 7,553 7,771: 1,066 849
Old : 8,619: 453 1,349 1,474 5,626 4,948 7,553 7,771: 1,066 849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 99: 30 64 -72 82 135 40 127: 58 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 15.6 17.1 65.3 57.4 87.6 90.2: 12.4 9.8
Old : 100.0: 5.3 15.6 17.1 65.3 57.4 87.6 90.2: 12.4 9.8
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 : 48: 5 15 12 23 21 37 39:
Old : 48: 5 15 12 23 21 37 39:
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 : 32.5 24.6 51.3 44.0 32.1 20.1 46.8 32.0
Old : 32.5 24.6 51.3 44.0 32.1 20.1 46.8 32.0
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 28, 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 : 307,342: 106,857 19,869 71,285 104,405 173,996 282,547 265,150: 24,796 42,192
Old : 214,862: 88,484 20,065 46,599 64,002 118,602 199,085 185,266: 15,777 29,596
Other: 92,480: 24,778 6,209 18,281 40,403 55,394 83,462 79,884: 9,019 12,597
: : :
: : Changes in Commitments from: June 21, 2016 :
: -7,990: -6,593 -2,927 -3,289 2,140 180 -7,742 -6,035: -249 -1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 6.5 23.2 34.0 56.6 91.9 86.3: 8.1 13.7
Old : 100.0: 41.2 9.3 21.7 29.8 55.2 92.7 86.2: 7.3 13.8
Other: 100.0: 26.8 6.7 19.8 43.7 59.9 90.2 86.4: 9.8 13.6
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 120 66 114 90 100 271 230:
Old : 309: 105 80 100 60 98 225 224:
Other: 199: 60 29 46 69 85 150 143:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 20.7 21.4 28.4 11.6 19.9 20.2 26.4
Old : 14.1 20.1 25.1 27.9 14.1 19.9 25.0 26.9
Other: 19.3 22.6 32.6 33.7 19.3 20.4 29.8 29.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 314,402: 85,907 55,568 81,870 115,624 132,838 283,401 270,276: 31,000 44,125
Old : 314,402: 85,907 55,568 81,870 115,624 132,838 283,401 270,276: 31,000 44,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -3,652: -1,438 2,065 -1,066 -1 -3,718 -2,506 -2,719: -1,147 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 17.7 26.0 36.8 42.3 90.1 86.0: 9.9 14.0
Old : 100.0: 27.3 17.7 26.0 36.8 42.3 90.1 86.0: 9.9 14.0
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 : 393: 107 108 118 134 132 303 304:
Old : 393: 107 108 118 134 132 303 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 13.6 22.4 21.2 13.6 13.0 20.0 18.6
Old : 14.9 13.6 22.4 21.2 13.6 13.0 20.0 18.6
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 28, 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 : 4,302: 1,624 883 198 1,174 2,217 2,996 3,298: 1,306 1,004
Old : 4,302: 1,624 883 198 1,174 2,217 2,996 3,298: 1,306 1,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -692: -329 -103 -384 94 -213 -619 -700: -73 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 20.5 4.6 27.3 51.5 69.6 76.7: 30.4 23.3
Old : 100.0: 37.7 20.5 4.6 27.3 51.5 69.6 76.7: 30.4 23.3
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 : 58: 27 6 7 14 18 44 28:
Old : 58: 27 6 7 14 18 44 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 : 24.3 39.9 33.5 53.2 24.3 39.9 33.1 51.4
Old : 24.3 39.9 33.5 53.2 24.3 39.9 33.1 51.4
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 28, 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 : 53,212: 15,867 13,779 12,362 17,576 11,284 45,806 37,425: 7,406 15,787
Old : 53,212: 15,867 13,779 12,362 17,576 11,284 45,806 37,425: 7,406 15,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 574: -188 -1,459 713 421 337 946 -409: -373 982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 25.9 23.2 33.0 21.2 86.1 70.3: 13.9 29.7
Old : 100.0: 29.8 25.9 23.2 33.0 21.2 86.1 70.3: 13.9 29.7
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 : 215: 58 54 49 80 71 160 158:
Old : 215: 58 54 49 80 71 160 158:
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 10.1 24.9 18.3 13.8 9.2 21.9 15.7
Old : 14.9 10.1 24.9 18.3 13.8 9.2 21.9 15.7
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 28, 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 : 42,000: 1,666 17,529 6,686 32,746 14,040 41,099 38,256: 902 3,745
Old : 42,000: 1,666 17,529 6,686 32,746 14,040 41,099 38,256: 902 3,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 43: -165 348 21 186 141 41 509: 2 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 41.7 15.9 78.0 33.4 97.9 91.1: 2.1 8.9
Old : 100.0: 4.0 41.7 15.9 78.0 33.4 97.9 91.1: 2.1 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 : 79: 7 34 26 25 28 55 65:
Old : 79: 7 34 26 25 28 55 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 36.0 66.5 51.2 45.1 36.0 64.2 48.6
Old : 45.4 36.0 66.5 51.2 45.1 36.0 64.2 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 35,343: 16,470 10,530 0 17,917 24,221 34,387 34,751: 956 592
Old : 35,343: 16,470 10,530 0 17,917 24,221 34,387 34,751: 956 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -464: -83 -635 0 -362 52 -445 -583: -19 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 29.8 0.0 50.7 68.5 97.3 98.3: 2.7 1.7
Old : 100.0: 46.6 29.8 0.0 50.7 68.5 97.3 98.3: 2.7 1.7
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 : 22: 6 2 0 6 9 12 11:
Old : 22: 6 2 0 6 9 12 11:
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 : 85.0 76.8 92.8 94.0 85.0 76.8 92.8 94.0
Old : 85.0 76.8 92.8 94.0 85.0 76.8 92.8 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 132,671: 39,440 28,454 10,693 52,181 70,520 102,314 109,667: 30,357 23,004
Old : 132,671: 39,440 28,454 10,693 52,181 70,520 102,314 109,667: 30,357 23,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -2,992: -962 -6,988 616 60 2,413 -286 -3,958: -2,706 966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 21.4 8.1 39.3 53.2 77.1 82.7: 22.9 17.3
Old : 100.0: 29.7 21.4 8.1 39.3 53.2 77.1 82.7: 22.9 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 : 85: 29 23 20 24 26 62 60:
Old : 85: 29 23 20 24 26 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 37.2 44.7 46.3 32.6 37.0 43.8 44.3
Old : 33.4 37.2 44.7 46.3 32.6 37.0 43.8 44.3
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 28, 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 : 38,225: 22,263 12,199 1,674 7,996 8,723 31,933 22,596: 6,293 15,629
Old : 38,225: 22,263 12,199 1,674 7,996 8,723 31,933 22,596: 6,293 15,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -2,668: -1,122 -5,430 85 471 2,654 -566 -2,691: -2,103 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 31.9 4.4 20.9 22.8 83.5 59.1: 16.5 40.9
Old : 100.0: 58.2 31.9 4.4 20.9 22.8 83.5 59.1: 16.5 40.9
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 : 35: 10 11 5 10 12 23 25:
Old : 35: 10 11 5 10 12 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 29.5 64.0 40.1 52.7 29.4 63.3 38.7
Old : 53.1 29.5 64.0 40.1 52.7 29.4 63.3 38.7
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 28, 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 : 109,971: 13,443 78,737 2,320 91,031 22,139 106,794 103,196: 3,177 6,775
Old : 109,971: 13,443 78,737 2,320 91,031 22,139 106,794 103,196: 3,177 6,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -1,531: -136 -3,652 384 -1,513 2,712 -1,265 -556: -266 -975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 71.6 2.1 82.8 20.1 97.1 93.8: 2.9 6.2
Old : 100.0: 12.2 71.6 2.1 82.8 20.1 97.1 93.8: 2.9 6.2
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 : 120: 28 60 13 18 18 56 81:
Old : 120: 28 60 13 18 18 56 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 : 71.9 40.9 84.0 56.1 71.9 40.6 83.9 55.8
Old : 71.9 40.9 84.0 56.1 71.9 40.6 83.9 55.8
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 28, 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 : 255,041: 42,504 83,754 33,904 154,559 100,429 230,967 218,087: 24,074 36,954
Old : 255,041: 42,504 83,754 33,904 154,559 100,429 230,967 218,087: 24,074 36,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 29,248: 282 -9,233 15,098 9,365 22,919 24,745 28,784: 4,503 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 32.8 13.3 60.6 39.4 90.6 85.5: 9.4 14.5
Old : 100.0: 16.7 32.8 13.3 60.6 39.4 90.6 85.5: 9.4 14.5
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 : 109: 30 40 24 27 35 70 86:
Old : 109: 30 40 24 27 35 70 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 23.8 56.7 36.2 47.7 23.0 53.8 35.4
Old : 49.0 23.8 56.7 36.2 47.7 23.0 53.8 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 190,761: 76,764 24,261 34,283 52,810 101,953 163,857 160,497: 26,904 30,264
Old : 190,761: 76,764 24,261 34,283 52,810 101,953 163,857 160,497: 26,904 30,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 5,886: 4,022 -1,027 5,485 3,085 1,796 12,592 6,253: -6,706 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 12.7 18.0 27.7 53.4 85.9 84.1: 14.1 15.9
Old : 100.0: 40.2 12.7 18.0 27.7 53.4 85.9 84.1: 14.1 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 36 37 22 26 35 75 81:
Old : 115: 36 37 22 26 35 75 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 : 27.0 34.0 37.3 42.8 26.6 32.1 35.5 37.1
Old : 27.0 34.0 37.3 42.8 26.6 32.1 35.5 37.1
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 28, 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 : 428,876: 103,257 169,323 59,273 220,948 140,005 383,478 368,601: 45,397 60,275
Old : 428,876: 103,257 169,323 59,273 220,948 140,005 383,478 368,601: 45,397 60,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 39,519: 17,897 21,633 10,881 12,967 6,976 41,745 39,490: -2,225 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 39.5 13.8 51.5 32.6 89.4 85.9: 10.6 14.1
Old : 100.0: 24.1 39.5 13.8 51.5 32.6 89.4 85.9: 10.6 14.1
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 : 232: 59 96 63 55 61 150 186:
Old : 232: 59 96 63 55 61 150 186:
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 : 23.1 19.3 33.1 27.7 22.0 19.3 31.0 26.9
Old : 23.1 19.3 33.1 27.7 22.0 19.3 31.0 26.9
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 28, 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 : 28,264: 8,971 3,337 160 9,159 21,107 18,290 24,604: 9,974 3,660
Old : 28,264: 8,971 3,337 160 9,159 21,107 18,290 24,604: 9,974 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 1,868: -171 -247 -67 2,163 3,101 1,925 2,787: -57 -919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.8 0.6 32.4 74.7 64.7 87.1: 35.3 12.9
Old : 100.0: 31.7 11.8 0.6 32.4 74.7 64.7 87.1: 35.3 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 4 3 9 9 16 14:
Old : 22: 5 4 3 9 9 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 73.0 54.4 83.2 37.3 73.0 50.1 81.8
Old : 41.5 73.0 54.4 83.2 37.3 73.0 50.1 81.8
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 28, 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 : 30,326: 18,513 5,797 1,165 9,215 22,213 28,893 29,175: 1,433 1,151
Old : 30,326: 18,513 5,797 1,165 9,215 22,213 28,893 29,175: 1,433 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 2,241: 151 407 170 1,713 1,304 2,034 1,881: 207 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 19.1 3.8 30.4 73.2 95.3 96.2: 4.7 3.8
Old : 100.0: 61.0 19.1 3.8 30.4 73.2 95.3 96.2: 4.7 3.8
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 : 31: 11 11 2 6 6 18 18:
Old : 31: 11 11 2 6 6 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 76.8 87.7 89.4 73.9 74.9 81.2 82.8
Old : 76.5 76.8 87.7 89.4 73.9 74.9 81.2 82.8
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 28, 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 : 43,462: 29,798 32,624 24 8,594 8,316 38,416 40,964: 5,046 2,498
Old : 43,462: 29,798 32,624 24 8,594 8,316 38,416 40,964: 5,046 2,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -100: -215 -434 -94 362 898 53 370: -153 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 75.1 0.1 19.8 19.1 88.4 94.3: 11.6 5.7
Old : 100.0: 68.6 75.1 0.1 19.8 19.1 88.4 94.3: 11.6 5.7
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 : 79: 43 20 1 7 11 51 31:
Old : 79: 43 20 1 7 11 51 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 : 40.8 58.5 56.3 70.1 38.8 58.5 54.2 70.1
Old : 40.8 58.5 56.3 70.1 38.8 58.5 54.2 70.1
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 28, 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 :17,761,526: 1,218,536 1,147,440 8,023,627 7,692,550 7,459,469 16,934,714 16,630,536: 826,812 1,130,990
Old :17,761,526: 1,218,536 1,147,440 8,023,627 7,692,550 7,459,469 16,934,714 16,630,536: 826,812 1,130,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -29,632: 18,281 -25,568 87,227 -107,582 -38,726 -2,074 22,934: -27,558 -52,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.5 45.2 43.3 42.0 95.3 93.6: 4.7 6.4
Old : 100.0: 6.9 6.5 45.2 43.3 42.0 95.3 93.6: 4.7 6.4
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 : 310: 59 96 117 131 147 264 291:
Old : 310: 59 96 117 131 147 264 291:
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 : 23.8 19.7 36.3 31.4 15.1 8.8 19.5 11.7
Old : 23.8 19.7 36.3 31.4 15.1 8.8 19.5 11.7
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 28, 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 : 871,185: 105,277 89,319 105,689 550,270 557,029 761,236 752,037: 109,950 119,148
Old : 871,185: 105,277 89,319 105,689 550,270 557,029 761,236 752,037: 109,950 119,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 41,076: -2,237 -4,548 -4,565 40,159 31,288 33,357 22,176: 7,719 18,900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.3 12.1 63.2 63.9 87.4 86.3: 12.6 13.7
Old : 100.0: 12.1 10.3 12.1 63.2 63.9 87.4 86.3: 12.6 13.7
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 : 647: 145 168 154 248 251 478 489:
Old : 647: 145 168 154 248 251 478 489:
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 14.1 20.5 21.6 8.6 9.6 14.6 14.8
Old : 12.9 14.1 20.5 21.6 8.6 9.6 14.6 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 143,562: 10,767 7,471 23,433 75,827 67,781 110,027 98,684: 33,535 44,878
Old : 143,562: 10,767 7,471 23,433 75,827 67,781 110,027 98,684: 33,535 44,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -4,949: 1,238 720 -11,991 7,757 -5,666 -2,995 -16,937: -1,954 11,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.2 16.3 52.8 47.2 76.6 68.7: 23.4 31.3
Old : 100.0: 7.5 5.2 16.3 52.8 47.2 76.6 68.7: 23.4 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 : 81: 18 18 26 40 32 74 61:
Old : 81: 18 18 26 40 32 74 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 19.8 33.7 34.0 14.9 17.2 20.3 23.6
Old : 24.6 19.8 33.7 34.0 14.9 17.2 20.3 23.6
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 28, 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 : 3,638,117: 497,185 433,881 386,642 2,372,216 2,446,242 3,256,044 3,266,765: 382,073 371,351
Old : 3,638,117: 497,185 433,881 386,642 2,372,216 2,446,242 3,256,044 3,266,765: 382,073 371,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 230,124: -5,550 -14,512 25,304 162,007 184,770 181,761 195,562: 48,363 34,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.9 10.6 65.2 67.2 89.5 89.8: 10.5 10.2
Old : 100.0: 13.7 11.9 10.6 65.2 67.2 89.5 89.8: 10.5 10.2
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 : 624: 137 160 142 241 243 454 469:
Old : 624: 137 160 142 241 243 454 469:
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 15.3 21.1 23.7 9.8 11.5 16.1 17.5
Old : 12.9 15.3 21.1 23.7 9.8 11.5 16.1 17.5
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 28, 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 : 79,650: 19,222 2,569 171 49,517 73,914 68,910 76,654: 10,740 2,996
Old : 79,650: 19,222 2,569 171 49,517 73,914 68,910 76,654: 10,740 2,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -3,676: -1,235 -989 -156 -1,682 -2,743 -3,073 -3,888: -603 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.2 0.2 62.2 92.8 86.5 96.2: 13.5 3.8
Old : 100.0: 24.1 3.2 0.2 62.2 92.8 86.5 96.2: 13.5 3.8
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 : 86: 14 6 2 47 36 62 43:
Old : 86: 14 6 2 47 36 62 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 40.5 49.7 67.6 34.9 39.7 47.1 66.5
Old : 36.6 40.5 49.7 67.6 34.9 39.7 47.1 66.5
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 28, 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 : 44,018: 16,118 6,781 1,700 22,311 30,584 40,129 39,065: 3,889 4,953
Old : 44,018: 16,118 6,781 1,700 22,311 30,584 40,129 39,065: 3,889 4,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -1,766: -4,787 1,253 260 3,687 -4,090 -840 -2,577: -926 811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 15.4 3.9 50.7 69.5 91.2 88.7: 8.8 11.3
Old : 100.0: 36.6 15.4 3.9 50.7 69.5 91.2 88.7: 8.8 11.3
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 : 209: 53 53 17 57 70 120 130:
Old : 209: 53 53 17 57 70 120 130:
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 29.0 38.6 41.0 28.7 29.0 37.5 41.0
Old : 29.3 29.0 38.6 41.0 28.7 29.0 37.5 41.0
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 28, 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 : 220,090: 80,590 33,904 8,500 111,556 152,921 200,647 195,325: 19,443 24,765
Old : 220,090: 80,590 33,904 8,500 111,556 152,921 200,647 195,325: 19,443 24,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -8,831: -23,934 6,264 1,298 18,434 -20,449 -4,202 -12,887: -4,629 4,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 15.4 3.9 50.7 69.5 91.2 88.7: 8.8 11.3
Old : 100.0: 36.6 15.4 3.9 50.7 69.5 91.2 88.7: 8.8 11.3
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 : 209: 53 53 17 57 70 120 130:
Old : 209: 53 53 17 57 70 120 130:
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 29.0 38.6 41.0 28.7 29.0 37.5 41.0
Old : 29.3 29.0 38.6 41.0 28.7 29.0 37.5 41.0
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 28, 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 : 90,622: 31,985 32,658 15,351 19,580 22,934 66,917 70,943: 23,705 19,678
Old : 90,622: 31,985 32,658 15,351 19,580 22,934 66,917 70,943: 23,705 19,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -7,529: -6,473 -12,077 1,817 -3,364 5,587 -8,020 -4,673: 491 -2,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 36.0 16.9 21.6 25.3 73.8 78.3: 26.2 21.7
Old : 100.0: 35.3 36.0 16.9 21.6 25.3 73.8 78.3: 26.2 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 30 29 19 18 18 56 58:
Old : 81: 30 29 19 18 18 56 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 : 19.5 18.4 29.8 29.9 18.5 18.2 27.1 28.5
Old : 19.5 18.4 29.8 29.9 18.5 18.2 27.1 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 34,020: 11,415 4,704 0 16,462 22,845 27,877 27,549: 6,143 6,471
Old : 34,020: 11,415 4,704 0 16,462 22,845 27,877 27,549: 6,143 6,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 1,541: 730 1,242 0 672 18 1,402 1,260: 139 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 13.8 0.0 48.4 67.2 81.9 81.0: 18.1 19.0
Old : 100.0: 33.6 13.8 0.0 48.4 67.2 81.9 81.0: 18.1 19.0
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 : 42: 13 5 0 14 12 27 17:
Old : 42: 13 5 0 14 12 27 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 : 40.3 63.7 56.1 73.1 40.3 63.7 56.1 73.1
Old : 40.3 63.7 56.1 73.1 40.3 63.7 56.1 73.1
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 28, 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 : 75,447: 18,537 6,630 361 44,000 15,327 62,898 22,318: 12,549 53,129
Old : 75,447: 18,537 6,630 361 44,000 15,327 62,898 22,318: 12,549 53,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 10,379: 5,710 3,157 -133 68 3,488 5,645 6,512: 4,734 3,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 8.8 0.5 58.3 20.3 83.4 29.6: 16.6 70.4
Old : 100.0: 24.6 8.8 0.5 58.3 20.3 83.4 29.6: 16.6 70.4
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 : 76: 20 10 3 35 19 56 31:
Old : 76: 20 10 3 35 19 56 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 : 30.9 14.6 44.6 19.4 30.9 14.1 44.6 18.6
Old : 30.9 14.6 44.6 19.4 30.9 14.1 44.6 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2016