BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 7,266: 1,286 1,340 883 3,974 4,119 6,143 6,343: 1,123 923
Old : 7,266: 1,286 1,340 883 3,974 4,119 6,143 6,343: 1,123 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 92: 96 59 -23 109 38 182 73: -89 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 18.4 12.2 54.7 56.7 84.5 87.3: 15.5 12.7
Old : 100.0: 17.7 18.4 12.2 54.7 56.7 84.5 87.3: 15.5 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 8 7 15 18 24 27:
Old : 33: 3 8 7 15 18 24 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 : 37.5 42.9 59.6 60.2 36.3 38.4 53.6 54.0
Old : 37.5 42.9 59.6 60.2 36.3 38.4 53.6 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 51,133: 14,648 5,268 14,864 15,813 18,560 45,326 38,692: 5,807 12,441
Old : 51,133: 14,648 5,268 14,864 15,813 18,560 45,326 38,692: 5,807 12,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 536: 251 185 17 293 276 561 478: -25 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 10.3 29.1 30.9 36.3 88.6 75.7: 11.4 24.3
Old : 100.0: 28.6 10.3 29.1 30.9 36.3 88.6 75.7: 11.4 24.3
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: 20 22 32 32 27 72 62:
Old : 81: 20 22 32 32 27 72 62:
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 : 30.8 25.6 45.2 38.0 29.8 21.6 37.6 28.9
Old : 30.8 25.6 45.2 38.0 29.8 21.6 37.6 28.9
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 12, 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 : 7,126: 466 1,252 1,047 4,730 3,933 6,242 6,231: 883 895
Old : 7,126: 466 1,252 1,047 4,730 3,933 6,242 6,231: 883 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -166: 78 116 -140 -110 -199 -171 -222: 5 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 17.6 14.7 66.4 55.2 87.6 87.4: 12.4 12.6
Old : 100.0: 6.5 17.6 14.7 66.4 55.2 87.6 87.4: 12.4 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 : 43: 5 13 11 23 20 37 35:
Old : 43: 5 13 11 23 20 37 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 : 33.7 26.3 52.6 47.7 32.5 24.1 49.3 38.2
Old : 33.7 26.3 52.6 47.7 32.5 24.1 49.3 38.2
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 12, 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 : 292,292: 97,020 18,629 74,216 100,032 158,560 271,268 251,405: 21,024 40,887
Old : 186,492: 76,703 21,347 44,858 53,443 94,117 175,004 160,322: 11,488 26,171
Other: 105,800: 29,221 6,187 20,453 46,589 64,443 96,264 91,083: 9,536 14,716
: : :
: : Changes in Commitments from: July 5, 2016 :
: -18,867: -12,274 -204 3,399 -7,771 -20,730 -16,645 -17,535: -2,221 -1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 6.4 25.4 34.2 54.2 92.8 86.0: 7.2 14.0
Old : 100.0: 41.1 11.4 24.1 28.7 50.5 93.8 86.0: 6.2 14.0
Other: 100.0: 27.6 5.8 19.3 44.0 60.9 91.0 86.1: 9.0 13.9
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 126 65 108 89 96 266 227:
Old : 308: 107 81 87 59 94 216 217:
Other: 204: 73 21 49 70 86 160 144:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 21.0 21.9 28.5 12.0 19.9 20.8 26.1
Old : 14.1 19.8 24.7 28.1 14.0 19.3 24.6 26.1
Other: 21.7 24.4 34.2 34.7 21.7 22.5 31.7 30.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 328,057: 90,939 62,837 88,450 117,822 130,497 297,211 281,784: 30,845 46,273
Old : 328,057: 90,939 62,837 88,450 117,822 130,497 297,211 281,784: 30,845 46,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 11,462: 2,680 6,666 4,231 3,094 -1,001 10,005 9,896: 1,457 1,566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 19.2 27.0 35.9 39.8 90.6 85.9: 9.4 14.1
Old : 100.0: 27.7 19.2 27.0 35.9 39.8 90.6 85.9: 9.4 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 : 399: 107 110 123 139 136 312 315:
Old : 399: 107 110 123 139 136 312 315:
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 : 14.4 12.0 21.8 19.2 12.9 11.5 19.5 17.1
Old : 14.4 12.0 21.8 19.2 12.9 11.5 19.5 17.1
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 12, 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 : 4,520: 2,535 1,068 135 510 2,454 3,180 3,658: 1,340 862
Old : 4,520: 2,535 1,068 135 510 2,454 3,180 3,658: 1,340 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 275: 523 90 -7 -304 152 211 234: 65 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 23.6 3.0 11.3 54.3 70.4 80.9: 29.6 19.1
Old : 100.0: 56.1 23.6 3.0 11.3 54.3 70.4 80.9: 29.6 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 29 8 4 12 20 43 30:
Old : 60: 29 8 4 12 20 43 30:
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 38.4 34.4 53.5 23.8 37.4 34.4 51.5
Old : 23.8 38.4 34.4 53.5 23.8 37.4 34.4 51.5
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 12, 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 : 55,537: 16,497 13,411 13,469 18,262 12,152 48,228 39,033: 7,309 16,504
Old : 55,537: 16,497 13,411 13,469 18,262 12,152 48,228 39,033: 7,309 16,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 1,752: 427 169 992 378 94 1,797 1,254: -45 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.1 24.3 32.9 21.9 86.8 70.3: 13.2 29.7
Old : 100.0: 29.7 24.1 24.3 32.9 21.9 86.8 70.3: 13.2 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 : 230: 62 58 54 84 72 174 162:
Old : 230: 62 58 54 84 72 174 162:
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 9.6 25.3 17.5 13.9 7.8 21.7 14.1
Old : 14.6 9.6 25.3 17.5 13.9 7.8 21.7 14.1
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 12, 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 : 36,823: 1,413 15,341 5,598 29,076 12,724 36,088 33,663: 736 3,161
Old : 36,823: 1,413 15,341 5,598 29,076 12,724 36,088 33,663: 736 3,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 333: -68 844 46 368 -281 346 609: -13 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 41.7 15.2 79.0 34.6 98.0 91.4: 2.0 8.6
Old : 100.0: 3.8 41.7 15.2 79.0 34.6 98.0 91.4: 2.0 8.6
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 : 76: 6 34 21 26 26 52 61:
Old : 76: 6 34 21 26 26 52 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 : 45.7 37.0 66.6 52.5 45.5 37.0 64.1 50.1
Old : 45.7 37.0 66.6 52.5 45.5 37.0 64.1 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 38,581: 18,937 11,205 0 18,522 26,928 37,459 38,133: 1,122 448
Old : 38,581: 18,937 11,205 0 18,522 26,928 37,459 38,133: 1,122 448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 2,313: 1,865 -189 0 255 2,586 2,120 2,397: 193 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 29.0 0.0 48.0 69.8 97.1 98.8: 2.9 1.2
Old : 100.0: 49.1 29.0 0.0 48.0 69.8 97.1 98.8: 2.9 1.2
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 : 25: 7 4 0 6 9 13 13:
Old : 25: 7 4 0 6 9 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 77.8 92.5 92.6 84.6 77.8 92.5 92.6
Old : 84.6 77.8 92.5 92.6 84.6 77.8 92.5 92.6
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 12, 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 : 128,957: 40,496 21,252 8,041 49,431 73,799 97,968 103,092: 30,988 25,865
Old : 128,957: 40,496 21,252 8,041 49,431 73,799 97,968 103,092: 30,988 25,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -3,963: -1,405 -6,104 -568 -895 2,327 -2,868 -4,345: -1,095 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 16.5 6.2 38.3 57.2 76.0 79.9: 24.0 20.1
Old : 100.0: 31.4 16.5 6.2 38.3 57.2 76.0 79.9: 24.0 20.1
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 : 87: 29 25 20 24 25 65 58:
Old : 87: 29 25 20 24 25 65 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 : 36.0 41.4 46.1 50.5 35.2 41.2 44.6 49.2
Old : 36.0 41.4 46.1 50.5 35.2 41.2 44.6 49.2
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 12, 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 : 41,116: 22,965 16,769 1,244 10,758 5,120 34,967 23,133: 6,149 17,983
Old : 41,116: 22,965 16,769 1,244 10,758 5,120 34,967 23,133: 6,149 17,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 3,742: 1,130 2,864 -412 2,923 -1,245 3,642 1,207: 100 2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 40.8 3.0 26.2 12.5 85.0 56.3: 15.0 43.7
Old : 100.0: 55.9 40.8 3.0 26.2 12.5 85.0 56.3: 15.0 43.7
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 : 39: 12 13 5 10 11 24 27:
Old : 39: 12 13 5 10 11 24 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 : 52.2 31.0 63.1 38.3 51.9 31.0 62.3 38.2
Old : 52.2 31.0 63.1 38.3 51.9 31.0 62.3 38.2
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 12, 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 : 97,750: 28,568 65,894 2,335 62,581 23,761 93,483 91,990: 4,266 5,760
Old : 97,750: 28,568 65,894 2,335 62,581 23,761 93,483 91,990: 4,266 5,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -5,990: 4,301 -3,219 920 -11,634 -3,628 -6,413 -5,927: 423 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 67.4 2.4 64.0 24.3 95.6 94.1: 4.4 5.9
Old : 100.0: 29.2 67.4 2.4 64.0 24.3 95.6 94.1: 4.4 5.9
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 : 117: 32 51 12 20 19 63 72:
Old : 117: 32 51 12 20 19 63 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 42.2 74.6 57.8 57.5 42.2 74.5 57.2
Old : 57.5 42.2 74.6 57.8 57.5 42.2 74.5 57.2
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 12, 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 : 265,994: 39,489 98,945 24,309 182,386 98,877 246,184 222,131: 19,810 43,862
Old : 265,994: 39,489 98,945 24,309 182,386 98,877 246,184 222,131: 19,810 43,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -19,893: -5,197 6,991 -17,234 8,013 -13,606 -14,417 -23,848: -5,476 3,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 37.2 9.1 68.6 37.2 92.6 83.5: 7.4 16.5
Old : 100.0: 14.8 37.2 9.1 68.6 37.2 92.6 83.5: 7.4 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 24 52 24 26 42 67 101:
Old : 122: 24 52 24 26 42 67 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 27.0 64.5 38.6 54.5 26.2 62.6 37.2
Old : 56.1 27.0 64.5 38.6 54.5 26.2 62.6 37.2
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 12, 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 : 208,220: 80,651 35,665 31,017 67,558 106,073 179,226 172,755: 28,994 35,465
Old : 208,220: 80,651 35,665 31,017 67,558 106,073 179,226 172,755: 28,994 35,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 6,961: 3,548 13,343 -5,749 9,992 -5,966 7,791 1,628: -829 5,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 17.1 14.9 32.4 50.9 86.1 83.0: 13.9 17.0
Old : 100.0: 38.7 17.1 14.9 32.4 50.9 86.1 83.0: 13.9 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 35 36 20 28 37 74 82:
Old : 117: 35 36 20 28 37 74 82:
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 : 31.7 33.6 41.5 42.0 29.6 31.1 37.4 37.1
Old : 31.7 33.6 41.5 42.0 29.6 31.1 37.4 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, July 12, 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 : 433,770: 102,367 196,360 43,959 243,351 128,338 389,677 368,657: 44,093 65,114
Old : 433,770: 102,367 196,360 43,959 243,351 128,338 389,677 368,657: 44,093 65,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -17,230: -2,971 9,349 -13,994 -201 -14,755 -17,166 -19,399: -65 2,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 45.3 10.1 56.1 29.6 89.8 85.0: 10.2 15.0
Old : 100.0: 23.6 45.3 10.1 56.1 29.6 89.8 85.0: 10.2 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 : 223: 62 82 57 56 63 140 182:
Old : 223: 62 82 57 56 63 140 182:
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 : 25.7 25.1 37.2 32.9 24.1 25.1 35.0 32.7
Old : 25.7 25.1 37.2 32.9 24.1 25.1 35.0 32.7
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 12, 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 : 30,858: 9,824 4,731 166 10,054 21,710 20,044 26,607: 10,814 4,251
Old : 30,858: 9,824 4,731 166 10,054 21,710 20,044 26,607: 10,814 4,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 1,611: 892 1,395 -3 364 382 1,253 1,774: 358 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 15.3 0.5 32.6 70.4 65.0 86.2: 35.0 13.8
Old : 100.0: 31.8 15.3 0.5 32.6 70.4 65.0 86.2: 35.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 4 2 8 7 15 12:
Old : 21: 6 4 2 8 7 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 : 42.6 75.0 55.3 84.8 38.9 75.0 51.7 81.9
Old : 42.6 75.0 55.3 84.8 38.9 75.0 51.7 81.9
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 12, 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 : 26,973: 18,012 5,888 247 7,037 20,100 25,296 26,235: 1,677 738
Old : 26,973: 18,012 5,888 247 7,037 20,100 25,296 26,235: 1,677 738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 778: 935 1,201 53 -168 -365 820 889: -42 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 21.8 0.9 26.1 74.5 93.8 97.3: 6.2 2.7
Old : 100.0: 66.8 21.8 0.9 26.1 74.5 93.8 97.3: 6.2 2.7
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 : 29: 12 9 2 4 5 16 16:
Old : 29: 12 9 2 4 5 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.7 81.8 86.4 92.5 78.7 81.8 84.6 90.3
Old : 78.7 81.8 86.4 92.5 78.7 81.8 84.6 90.3
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 12, 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 : 44,750: 31,694 30,683 49 7,455 11,110 39,198 41,842: 5,552 2,908
Old : 44,750: 31,694 30,683 49 7,455 11,110 39,198 41,842: 5,552 2,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 516: 1,088 -1,326 -370 -881 2,145 -163 449: 679 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 68.6 0.1 16.7 24.8 87.6 93.5: 12.4 6.5
Old : 100.0: 70.8 68.6 0.1 16.7 24.8 87.6 93.5: 12.4 6.5
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 : 84: 49 18 3 9 12 60 31:
Old : 84: 49 18 3 9 12 60 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 59.7 51.4 72.6 35.4 59.6 49.5 72.5
Old : 37.0 59.7 51.4 72.6 35.4 59.6 49.5 72.5
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 12, 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 :18,941,726: 1,336,293 1,448,934 8,539,977 8,195,428 7,746,502 18,071,699 17,735,413: 870,027 1,206,312
Old :18,941,726: 1,336,293 1,448,934 8,539,977 8,195,428 7,746,502 18,071,699 17,735,413: 870,027 1,206,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 794,338: 62,839 219,696 333,224 411,124 226,551 807,187 779,471: -12,849 14,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.6 45.1 43.3 40.9 95.4 93.6: 4.6 6.4
Old : 100.0: 7.1 7.6 45.1 43.3 40.9 95.4 93.6: 4.6 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 : 316: 76 87 127 128 146 271 298:
Old : 316: 76 87 127 128 146 271 298:
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 : 24.2 20.2 36.6 31.8 14.0 8.3 18.3 11.8
Old : 24.2 20.2 36.6 31.8 14.0 8.3 18.3 11.8
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 12, 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 : 1,020,681: 114,773 111,868 170,476 621,330 616,025 906,580 898,369: 114,102 122,312
Old : 1,020,681: 114,773 111,868 170,476 621,330 616,025 906,580 898,369: 114,102 122,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 131,282: 6,881 17,816 57,133 64,109 58,001 128,123 132,950: 3,160 -1,667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 11.0 16.7 60.9 60.4 88.8 88.0: 11.2 12.0
Old : 100.0: 11.2 11.0 16.7 60.9 60.4 88.8 88.0: 11.2 12.0
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 : 664: 138 176 160 262 274 493 518:
Old : 664: 138 176 160 262 274 493 518:
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 : 14.4 15.1 22.8 24.0 8.0 9.0 13.3 13.4
Old : 14.4 15.1 22.8 24.0 8.0 9.0 13.3 13.4
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 12, 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 : 258,427: 17,205 28,466 63,134 141,087 123,013 221,427 214,614: 37,000 43,813
Old : 258,427: 17,205 28,466 63,134 141,087 123,013 221,427 214,614: 37,000 43,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 93,541: 6,944 21,052 30,686 53,238 45,787 90,868 97,524: 2,673 -3,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 11.0 24.4 54.6 47.6 85.7 83.0: 14.3 17.0
Old : 100.0: 6.7 11.0 24.4 54.6 47.6 85.7 83.0: 14.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 23 15 28 39 37 75 68:
Old : 85: 23 15 28 39 37 75 68:
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 : 33.2 33.8 46.2 48.3 12.1 15.2 17.0 21.5
Old : 33.2 33.8 46.2 48.3 12.1 15.2 17.0 21.5
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 12, 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 : 3,811,270: 547,809 476,975 476,741 2,401,214 2,465,060 3,425,764 3,418,776: 385,506 392,494
Old : 3,811,270: 547,809 476,975 476,741 2,401,214 2,465,060 3,425,764 3,418,776: 385,506 392,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 188,707: 33,242 17,378 98,678 54,355 61,071 186,276 177,128: 2,431 11,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.5 12.5 63.0 64.7 89.9 89.7: 10.1 10.3
Old : 100.0: 14.4 12.5 12.5 63.0 64.7 89.9 89.7: 10.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 640: 127 171 149 253 263 467 496:
Old : 640: 127 171 149 253 263 467 496:
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 : 13.8 16.3 22.6 23.9 10.4 12.1 16.9 17.2
Old : 13.8 16.3 22.6 23.9 10.4 12.1 16.9 17.2
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 12, 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 : 81,177: 19,779 2,779 84 49,790 74,723 69,653 77,586: 11,524 3,591
Old : 81,177: 19,779 2,779 84 49,790 74,723 69,653 77,586: 11,524 3,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1: 1,666 214 -68 -1,850 -513 -252 -367: 251 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 3.4 0.1 61.3 92.0 85.8 95.6: 14.2 4.4
Old : 100.0: 24.4 3.4 0.1 61.3 92.0 85.8 95.6: 14.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 18 7 1 48 38 66 46:
Old : 91: 18 7 1 48 38 66 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 39.3 46.9 64.5 30.6 39.2 43.0 62.9
Old : 34.1 39.3 46.9 64.5 30.6 39.2 43.0 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 50,188: 20,679 6,366 1,955 22,390 36,799 45,024 45,120: 5,163 5,067
Old : 50,188: 20,679 6,366 1,955 22,390 36,799 45,024 45,120: 5,163 5,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 7,239: 4,954 -389 415 659 7,240 6,028 7,266: 1,212 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 12.7 3.9 44.6 73.3 89.7 89.9: 10.3 10.1
Old : 100.0: 41.2 12.7 3.9 44.6 73.3 89.7 89.9: 10.3 10.1
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 : 218: 62 51 18 55 74 128 132:
Old : 218: 62 51 18 55 74 128 132:
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 : 27.9 24.4 37.7 37.3 27.8 24.3 37.5 36.9
Old : 27.9 24.4 37.7 37.3 27.8 24.3 37.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 250,938: 103,396 31,829 9,777 111,949 183,996 225,122 225,601: 25,817 25,337
Old : 250,938: 103,396 31,829 9,777 111,949 183,996 225,122 225,601: 25,817 25,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 36,197: 24,770 -1,944 2,074 3,295 36,198 30,139 36,329: 6,058 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 12.7 3.9 44.6 73.3 89.7 89.9: 10.3 10.1
Old : 100.0: 41.2 12.7 3.9 44.6 73.3 89.7 89.9: 10.3 10.1
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 : 218: 62 51 18 55 74 128 132:
Old : 218: 62 51 18 55 74 128 132:
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 : 27.9 24.4 37.7 37.3 27.8 24.3 37.5 36.9
Old : 27.9 24.4 37.7 37.3 27.8 24.3 37.5 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 107,046: 46,981 29,046 12,799 17,788 43,001 77,568 84,846: 29,478 22,200
Old : 107,046: 46,981 29,046 12,799 17,788 43,001 77,568 84,846: 29,478 22,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 12,572: 15,005 2,638 -5,541 -1,724 13,993 7,740 11,090: 4,832 1,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 27.1 12.0 16.6 40.2 72.5 79.3: 27.5 20.7
Old : 100.0: 43.9 27.1 12.0 16.6 40.2 72.5 79.3: 27.5 20.7
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 : 86: 31 32 20 17 18 61 57:
Old : 86: 31 32 20 17 18 61 57:
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 : 23.2 30.4 33.4 40.9 23.2 30.0 32.0 40.1
Old : 23.2 30.4 33.4 40.9 23.2 30.0 32.0 40.1
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 12, 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 : 36,637: 13,609 4,373 38 16,305 26,304 29,952 30,715: 6,685 5,922
Old : 36,637: 13,609 4,373 38 16,305 26,304 29,952 30,715: 6,685 5,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 1,461: 1,554 -471 38 -195 2,327 1,397 1,894: 64 -433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 11.9 0.1 44.5 71.8 81.8 83.8: 18.2 16.2
Old : 100.0: 37.1 11.9 0.1 44.5 71.8 81.8 83.8: 18.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 14 6 1 13 11 27 18:
Old : 43: 14 6 1 13 11 27 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 : 40.2 67.4 55.8 76.1 40.2 67.4 55.8 76.1
Old : 40.2 67.4 55.8 76.1 40.2 67.4 55.8 76.1
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, July 12, 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 : 81,590: 21,632 13,025 665 50,268 16,523 72,565 30,213: 9,025 51,377
Old : 81,590: 21,632 13,025 665 50,268 16,523 72,565 30,213: 9,025 51,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 6,487: 1,044 7,498 18 7,499 -2,592 8,561 4,924: -2,074 1,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 16.0 0.8 61.6 20.3 88.9 37.0: 11.1 63.0
Old : 100.0: 26.5 16.0 0.8 61.6 20.3 88.9 37.0: 11.1 63.0
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 : 89: 28 11 3 39 20 67 34:
Old : 89: 28 11 3 39 20 67 34:
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 : 31.8 18.8 42.6 25.1 31.8 18.6 42.5 24.2
Old : 31.8 18.8 42.6 25.1 31.8 18.6 42.5 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2016