BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 7,174: 1,191 1,282 906 3,865 4,082 5,962 6,270: 1,212 904
Old : 7,174: 1,191 1,282 906 3,865 4,082 5,962 6,270: 1,212 904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -905: -93 -177 -53 -893 -637 -1,039 -866: 133 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.9 12.6 53.9 56.9 83.1 87.4: 16.9 12.6
Old : 100.0: 16.6 17.9 12.6 53.9 56.9 83.1 87.4: 16.9 12.6
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 : 32: 4 7 7 13 18 22 27:
Old : 32: 4 7 7 13 18 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 43.4 58.4 59.9 35.1 39.0 52.0 54.9
Old : 37.4 43.4 58.4 59.9 35.1 39.0 52.0 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 50,597: 14,397 5,083 14,847 15,520 18,284 44,764 38,214: 5,833 12,383
Old : 50,597: 14,397 5,083 14,847 15,520 18,284 44,764 38,214: 5,833 12,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -7,018: -1,471 -1,328 -2,522 -2,363 -1,975 -6,356 -5,825: -662 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.0 29.3 30.7 36.1 88.5 75.5: 11.5 24.5
Old : 100.0: 28.5 10.0 29.3 30.7 36.1 88.5 75.5: 11.5 24.5
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 : 81: 21 22 33 31 26 73 61:
Old : 81: 21 22 33 31 26 73 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 : 29.9 25.4 44.5 38.1 28.9 21.5 36.8 28.6
Old : 29.9 25.4 44.5 38.1 28.9 21.5 36.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 7,292: 388 1,136 1,186 4,839 4,132 6,414 6,454: 878 838
Old : 7,292: 388 1,136 1,186 4,839 4,132 6,414 6,454: 878 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -1,327: -65 -213 -288 -787 -816 -1,140 -1,317: -188 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 15.6 16.3 66.4 56.7 88.0 88.5: 12.0 11.5
Old : 100.0: 5.3 15.6 16.3 66.4 56.7 88.0 88.5: 12.0 11.5
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 : 43: 5 12 11 23 20 36 35:
Old : 43: 5 12 11 23 20 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 27.5 51.7 47.3 31.8 23.7 47.5 36.3
Old : 32.9 27.5 51.7 47.3 31.8 23.7 47.5 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 311,159: 109,293 18,833 70,816 107,804 179,290 287,913 268,940: 23,246 42,219
Old : 211,457: 89,519 21,171 44,022 63,850 117,428 197,392 182,621: 14,065 28,836
Other: 99,702: 27,655 5,544 18,913 43,953 61,862 90,521 86,319: 9,181 13,383
: : :
: : Changes in Commitments from: June 28, 2016 :
: 3,816: 2,437 -1,036 -469 3,399 5,294 5,367 3,790: -1,550 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 6.1 22.8 34.6 57.6 92.5 86.4: 7.5 13.6
Old : 100.0: 42.3 10.0 20.8 30.2 55.5 93.3 86.4: 6.7 13.6
Other: 100.0: 27.7 5.6 19.0 44.1 62.0 90.8 86.6: 9.2 13.4
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 138 61 119 91 102 280 240:
Old : 322: 117 79 106 61 100 237 232:
Other: 209: 76 23 46 68 88 156 148:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 21.6 21.7 29.3 11.7 21.0 20.5 27.4
Old : 13.8 20.1 25.1 27.8 13.8 19.9 25.0 26.9
Other: 20.9 25.8 33.5 36.3 20.9 23.7 30.5 32.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 316,595: 88,259 56,171 84,219 114,728 131,497 287,206 271,887: 29,389 44,707
Old : 316,595: 88,259 56,171 84,219 114,728 131,497 287,206 271,887: 29,389 44,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 2,193: 2,352 603 2,349 -896 -1,341 3,805 1,611: -1,612 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 17.7 26.6 36.2 41.5 90.7 85.9: 9.3 14.1
Old : 100.0: 27.9 17.7 26.6 36.2 41.5 90.7 85.9: 9.3 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 : 386: 104 104 122 137 136 306 307:
Old : 386: 104 104 122 137 136 306 307:
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 : 14.6 12.9 22.2 20.2 13.5 12.2 20.3 17.8
Old : 14.6 12.9 22.2 20.2 13.5 12.2 20.3 17.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 4,244: 2,012 978 143 815 2,303 2,969 3,423: 1,275 821
Old : 4,244: 2,012 978 143 815 2,303 2,969 3,423: 1,275 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -57: 389 95 -56 -360 86 -27 125: -31 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 23.0 3.4 19.2 54.3 70.0 80.7: 30.0 19.3
Old : 100.0: 47.4 23.0 3.4 19.2 54.3 70.0 80.7: 30.0 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 29 7 4 12 20 43 29:
Old : 59: 29 7 4 12 20 43 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 : 21.6 41.0 31.3 55.7 21.6 41.0 31.3 53.8
Old : 21.6 41.0 31.3 55.7 21.6 41.0 31.3 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 53,785: 16,069 13,242 12,478 17,884 12,058 46,431 37,778: 7,354 16,006
Old : 53,785: 16,069 13,242 12,478 17,884 12,058 46,431 37,778: 7,354 16,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 573: 202 -536 116 307 774 625 353: -52 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 24.6 23.2 33.3 22.4 86.3 70.2: 13.7 29.8
Old : 100.0: 29.9 24.6 23.2 33.3 22.4 86.3 70.2: 13.7 29.8
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 : 224: 56 58 51 82 75 165 163:
Old : 224: 56 58 51 82 75 165 163:
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 : 15.5 9.5 25.3 17.8 14.3 8.5 21.6 14.6
Old : 15.5 9.5 25.3 17.8 14.3 8.5 21.6 14.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 36,490: 1,481 14,497 5,552 28,708 13,005 35,742 33,054: 749 3,437
Old : 36,490: 1,481 14,497 5,552 28,708 13,005 35,742 33,054: 749 3,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -5,510: -185 -3,032 -1,134 -4,038 -1,036 -5,357 -5,202: -153 -308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 39.7 15.2 78.7 35.6 97.9 90.6: 2.1 9.4
Old : 100.0: 4.1 39.7 15.2 78.7 35.6 97.9 90.6: 2.1 9.4
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 : 74: 9 29 20 25 26 50 59:
Old : 74: 9 29 20 25 26 50 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 36.7 66.1 52.3 45.3 36.7 63.6 50.0
Old : 45.6 36.7 66.1 52.3 45.3 36.7 63.6 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 36,268: 17,072 11,394 0 18,267 24,342 35,339 35,736: 929 532
Old : 36,268: 17,072 11,394 0 18,267 24,342 35,339 35,736: 929 532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 925: 602 864 0 350 121 952 985: -27 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 31.4 0.0 50.4 67.1 97.4 98.5: 2.6 1.5
Old : 100.0: 47.1 31.4 0.0 50.4 67.1 97.4 98.5: 2.6 1.5
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 : 24: 7 3 0 6 9 13 12:
Old : 24: 7 3 0 6 9 13 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 : 84.4 76.9 92.6 93.7 84.4 76.9 92.6 93.7
Old : 84.4 76.9 92.6 93.7 84.4 76.9 92.6 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 132,920: 41,901 27,356 8,610 50,326 71,472 100,836 107,437: 32,084 25,483
Old : 132,920: 41,901 27,356 8,610 50,326 71,472 100,836 107,437: 32,084 25,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 249: 2,461 -1,098 -2,083 -1,855 951 -1,478 -2,230: 1,727 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 20.6 6.5 37.9 53.8 75.9 80.8: 24.1 19.2
Old : 100.0: 31.5 20.6 6.5 37.9 53.8 75.9 80.8: 24.1 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 27 22 17 22 25 57 56:
Old : 81: 27 22 17 22 25 57 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 : 37.0 37.8 46.8 47.8 36.3 37.7 45.9 47.0
Old : 37.0 37.8 46.8 47.8 36.3 37.7 45.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 37,374: 21,835 13,905 1,656 7,835 6,365 31,325 21,926: 6,048 15,448
Old : 37,374: 21,835 13,905 1,656 7,835 6,365 31,325 21,926: 6,048 15,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -852: -428 1,707 -19 -161 -2,358 -608 -670: -244 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 37.2 4.4 21.0 17.0 83.8 58.7: 16.2 41.3
Old : 100.0: 58.4 37.2 4.4 21.0 17.0 83.8 58.7: 16.2 41.3
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 : 37: 10 14 6 9 11 21 29:
Old : 37: 10 14 6 9 11 21 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 : 53.7 28.1 64.9 37.7 53.3 27.7 64.1 35.3
Old : 53.7 28.1 64.9 37.7 53.3 27.7 64.1 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 103,740: 24,267 69,112 1,415 74,215 27,389 99,897 97,916: 3,843 5,824
Old : 103,740: 24,267 69,112 1,415 74,215 27,389 99,897 97,916: 3,843 5,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -6,231: 10,824 -9,624 -905 -16,816 5,249 -6,897 -5,280: 666 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 66.6 1.4 71.5 26.4 96.3 94.4: 3.7 5.6
Old : 100.0: 23.4 66.6 1.4 71.5 26.4 96.3 94.4: 3.7 5.6
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 : 117: 33 51 11 20 17 61 71:
Old : 117: 33 51 11 20 17 61 71:
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 : 62.1 38.7 77.3 55.6 62.1 38.3 77.1 55.2
Old : 62.1 38.7 77.3 55.6 62.1 38.3 77.1 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 285,887: 44,685 91,954 41,543 174,373 112,483 260,601 245,980: 25,286 39,907
Old : 285,887: 44,685 91,954 41,543 174,373 112,483 260,601 245,980: 25,286 39,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 30,846: 2,182 8,200 7,638 19,814 12,054 29,634 27,893: 1,212 2,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 32.2 14.5 61.0 39.3 91.2 86.0: 8.8 14.0
Old : 100.0: 15.6 32.2 14.5 61.0 39.3 91.2 86.0: 8.8 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 : 125: 29 52 26 28 40 71 104:
Old : 125: 29 52 26 28 40 71 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 23.5 55.9 34.7 46.6 22.8 53.4 33.3
Old : 48.2 23.5 55.9 34.7 46.6 22.8 53.4 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 201,258: 77,103 22,322 36,766 57,566 112,039 171,435 171,127: 29,823 30,132
Old : 201,258: 77,103 22,322 36,766 57,566 112,039 171,435 171,127: 29,823 30,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 10,498: 339 -1,939 2,483 4,756 10,086 7,578 10,630: 2,920 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 11.1 18.3 28.6 55.7 85.2 85.0: 14.8 15.0
Old : 100.0: 38.3 11.1 18.3 28.6 55.7 85.2 85.0: 14.8 15.0
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 : 117: 33 38 23 27 38 75 84:
Old : 117: 33 38 23 27 38 75 84:
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 : 28.9 33.5 38.4 42.4 28.6 31.3 36.1 37.8
Old : 28.9 33.5 38.4 42.4 28.6 31.3 36.1 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 451,001: 105,338 187,011 57,953 243,551 143,092 406,843 388,056: 44,158 62,945
Old : 451,001: 105,338 187,011 57,953 243,551 143,092 406,843 388,056: 44,158 62,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 22,125: 2,081 17,687 -1,320 22,603 3,087 23,364 19,455: -1,240 2,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 41.5 12.8 54.0 31.7 90.2 86.0: 9.8 14.0
Old : 100.0: 23.4 41.5 12.8 54.0 31.7 90.2 86.0: 9.8 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 : 237: 64 91 69 58 64 154 194:
Old : 237: 64 91 69 58 64 154 194:
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 : 24.4 22.2 35.3 30.4 21.7 22.2 31.9 29.4
Old : 24.4 22.2 35.3 30.4 21.7 22.2 31.9 29.4
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, July 05, 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 : 29,247: 8,932 3,336 169 9,690 21,328 18,791 24,833: 10,456 4,414
Old : 29,247: 8,932 3,336 169 9,690 21,328 18,791 24,833: 10,456 4,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 983: -39 -1 9 531 221 501 229: 482 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 11.4 0.6 33.1 72.9 64.2 84.9: 35.8 15.1
Old : 100.0: 30.5 11.4 0.6 33.1 72.9 64.2 84.9: 35.8 15.1
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 : 20: 5 3 2 9 8 15 12:
Old : 20: 5 3 2 9 8 15 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 : 42.3 75.5 54.6 83.6 38.3 75.5 50.4 79.9
Old : 42.3 75.5 54.6 83.6 38.3 75.5 50.4 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 26,195: 17,077 4,687 194 7,205 20,465 24,476 25,346: 1,719 849
Old : 26,195: 17,077 4,687 194 7,205 20,465 24,476 25,346: 1,719 849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -4,131: -1,436 -1,110 -971 -2,010 -1,748 -4,417 -3,829: 286 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 17.9 0.7 27.5 78.1 93.4 96.8: 6.6 3.2
Old : 100.0: 65.2 17.9 0.7 27.5 78.1 93.4 96.8: 6.6 3.2
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 : 27: 10 9 3 4 5 16 15:
Old : 27: 10 9 3 4 5 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 82.3 87.0 92.8 79.2 80.5 85.6 89.5
Old : 79.2 82.3 87.0 92.8 79.2 80.5 85.6 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 44,234: 30,606 32,009 419 8,336 8,965 39,361 41,393: 4,873 2,841
Old : 44,234: 30,606 32,009 419 8,336 8,965 39,361 41,393: 4,873 2,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 772: 808 -615 395 -258 649 945 429: -173 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 72.4 0.9 18.8 20.3 89.0 93.6: 11.0 6.4
Old : 100.0: 69.2 72.4 0.9 18.8 20.3 89.0 93.6: 11.0 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 : 82: 43 21 4 9 11 56 32:
Old : 82: 43 21 4 9 11 56 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 59.5 53.5 71.5 36.8 59.2 51.5 71.1
Old : 38.8 59.5 53.5 71.5 36.8 59.2 51.5 71.1
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, July 05, 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 :18,147,388: 1,273,454 1,229,238 8,206,754 7,784,305 7,519,951 17,264,512 16,955,942: 882,876 1,191,446
Old :18,147,388: 1,273,454 1,229,238 8,206,754 7,784,305 7,519,951 17,264,512 16,955,942: 882,876 1,191,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 385,862: 54,918 81,798 183,126 91,754 60,482 329,798 325,406: 56,063 60,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.8 45.2 42.9 41.4 95.1 93.4: 4.9 6.6
Old : 100.0: 7.0 6.8 45.2 42.9 41.4 95.1 93.4: 4.9 6.6
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 : 310: 60 97 122 130 147 269 292:
Old : 310: 60 97 122 130 147 269 292:
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 : 23.6 19.4 36.1 31.2 14.7 8.8 19.2 11.7
Old : 23.6 19.4 36.1 31.2 14.7 8.8 19.2 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, July 05, 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 : 889,399: 107,892 94,052 113,344 557,221 558,024 778,457 765,419: 110,942 123,980
Old : 889,399: 107,892 94,052 113,344 557,221 558,024 778,457 765,419: 110,942 123,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 18,213: 2,616 4,733 7,654 6,951 995 17,221 13,382: 992 4,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 10.6 12.7 62.7 62.7 87.5 86.1: 12.5 13.9
Old : 100.0: 12.1 10.6 12.7 62.7 62.7 87.5 86.1: 12.5 13.9
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 : 644: 139 164 149 253 263 477 492:
Old : 644: 139 164 149 253 263 477 492:
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 : 13.4 14.6 21.8 21.9 9.4 10.6 16.0 15.7
Old : 13.4 14.6 21.8 21.9 9.4 10.6 16.0 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 164,886: 10,262 7,415 32,448 87,849 77,226 130,559 117,089: 34,327 47,797
Old : 164,886: 10,262 7,415 32,448 87,849 77,226 130,559 117,089: 34,327 47,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 21,324: -506 -56 9,016 12,022 9,446 20,532 18,405: 792 2,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 4.5 19.7 53.3 46.8 79.2 71.0: 20.8 29.0
Old : 100.0: 6.2 4.5 19.7 53.3 46.8 79.2 71.0: 20.8 29.0
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 : 85: 20 17 25 42 35 76 64:
Old : 85: 20 17 25 42 35 76 64:
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 : 26.7 22.3 38.0 37.0 14.9 15.6 20.2 20.5
Old : 26.7 22.3 38.0 37.0 14.9 15.6 20.2 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 3,622,563: 514,567 459,597 378,063 2,346,859 2,403,989 3,239,489 3,241,648: 383,074 380,915
Old : 3,622,563: 514,567 459,597 378,063 2,346,859 2,403,989 3,239,489 3,241,648: 383,074 380,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -15,554: 17,382 25,715 -8,580 -25,358 -42,253 -16,555 -25,117: 1,001 9,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 12.7 10.4 64.8 66.4 89.4 89.5: 10.6 10.5
Old : 100.0: 14.2 12.7 10.4 64.8 66.4 89.4 89.5: 10.6 10.5
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 : 619: 128 159 138 245 254 452 472:
Old : 619: 128 159 138 245 254 452 472:
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 16.2 22.4 24.4 11.2 13.0 18.0 19.3
Old : 13.6 16.2 22.4 24.4 11.2 13.0 18.0 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 81,178: 18,113 2,565 152 51,640 75,236 69,905 77,953: 11,273 3,225
Old : 81,178: 18,113 2,565 152 51,640 75,236 69,905 77,953: 11,273 3,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 1,528: -1,109 -4 -19 2,123 1,322 995 1,299: 533 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.2 0.2 63.6 92.7 86.1 96.0: 13.9 4.0
Old : 100.0: 22.3 3.2 0.2 63.6 92.7 86.1 96.0: 13.9 4.0
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 : 86: 15 7 2 46 36 62 44:
Old : 86: 15 7 2 46 36 62 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 40.2 48.4 64.3 31.9 39.1 44.9 63.1
Old : 35.3 40.2 48.4 64.3 31.9 39.1 44.9 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 42,948: 15,725 6,755 1,541 21,731 29,559 38,997 37,854: 3,952 5,094
Old : 42,948: 15,725 6,755 1,541 21,731 29,559 38,997 37,854: 3,952 5,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -1,070: -393 -26 -159 -580 -1,025 -1,133 -1,211: 63 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 15.7 3.6 50.6 68.8 90.8 88.1: 9.2 11.9
Old : 100.0: 36.6 15.7 3.6 50.6 68.8 90.8 88.1: 9.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 53 55 18 56 70 120 132:
Old : 210: 53 55 18 56 70 120 132:
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 : 33.3 26.6 42.6 40.0 33.1 26.6 41.7 39.8
Old : 33.3 26.6 42.6 40.0 33.1 26.6 41.7 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 214,741: 78,626 33,773 7,703 108,654 147,797 194,983 189,272: 19,759 25,469
Old : 214,741: 78,626 33,773 7,703 108,654 147,797 194,983 189,272: 19,759 25,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -5,348: -1,965 -132 -797 -2,902 -5,124 -5,664 -6,053: 316 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 15.7 3.6 50.6 68.8 90.8 88.1: 9.2 11.9
Old : 100.0: 36.6 15.7 3.6 50.6 68.8 90.8 88.1: 9.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 53 55 18 56 70 120 132:
Old : 210: 53 55 18 56 70 120 132:
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 : 33.3 26.6 42.6 40.0 33.1 26.6 41.7 39.8
Old : 33.3 26.6 42.6 40.0 33.1 26.6 41.7 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 94,474: 31,976 26,408 18,339 19,512 29,008 69,828 73,756: 24,647 20,719
Old : 94,474: 31,976 26,408 18,339 19,512 29,008 69,828 73,756: 24,647 20,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 3,853: -9 -6,251 2,988 -68 6,074 2,911 2,812: 942 1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 28.0 19.4 20.7 30.7 73.9 78.1: 26.1 21.9
Old : 100.0: 33.8 28.0 19.4 20.7 30.7 73.9 78.1: 26.1 21.9
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 : 83: 28 32 21 17 19 59 58:
Old : 83: 28 32 21 17 19 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 : 19.0 18.6 29.4 29.7 18.0 18.2 25.2 28.2
Old : 19.0 18.6 29.4 29.7 18.0 18.2 25.2 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 35,176: 12,055 4,844 0 16,500 23,977 28,555 28,821: 6,621 6,355
Old : 35,176: 12,055 4,844 0 16,500 23,977 28,555 28,821: 6,621 6,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 1,156: 640 140 0 38 1,132 678 1,272: 478 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 13.8 0.0 46.9 68.2 81.2 81.9: 18.8 18.1
Old : 100.0: 34.3 13.8 0.0 46.9 68.2 81.2 81.9: 18.8 18.1
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 : 42: 11 6 0 14 13 25 19:
Old : 42: 11 6 0 14 13 25 19:
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 : 41.8 62.1 57.9 71.8 41.8 62.1 57.9 71.8
Old : 41.8 62.1 57.9 71.8 41.8 62.1 57.9 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 75,103: 20,588 5,527 647 42,769 19,115 64,004 25,289: 11,099 49,814
Old : 75,103: 20,588 5,527 647 42,769 19,115 64,004 25,289: 11,099 49,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -344: 2,051 -1,103 286 -1,231 3,788 1,106 2,971: -1,450 -3,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.4 0.9 56.9 25.5 85.2 33.7: 14.8 66.3
Old : 100.0: 27.4 7.4 0.9 56.9 25.5 85.2 33.7: 14.8 66.3
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 : 79: 24 8 4 35 17 60 28:
Old : 79: 24 8 4 35 17 60 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 : 30.7 16.9 42.9 22.9 30.7 16.7 42.9 22.2
Old : 30.7 16.9 42.9 22.9 30.7 16.7 42.9 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016