BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 7,968: 888 1,392 876 5,020 4,707 6,784 6,975: 1,184 992
Old : 7,968: 888 1,392 876 5,020 4,707 6,784 6,975: 1,184 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 716: -87 123 -24 711 530 600 629: 115 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 17.5 11.0 63.0 59.1 85.1 87.5: 14.9 12.5
Old : 100.0: 11.1 17.5 11.0 63.0 59.1 85.1 87.5: 14.9 12.5
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 : 33: 3 7 7 17 19 26 27:
Old : 33: 3 7 7 17 19 26 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 : 43.5 40.1 62.6 60.2 42.8 36.0 58.3 53.2
Old : 43.5 40.1 62.6 60.2 42.8 36.0 58.3 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 54,069: 15,671 5,305 15,000 17,979 21,376 48,650 41,681: 5,419 12,388
Old : 54,069: 15,671 5,305 15,000 17,979 21,376 48,650 41,681: 5,419 12,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 4,080: 2,144 426 1,415 630 2,037 4,189 3,878: -109 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 9.8 27.7 33.3 39.5 90.0 77.1: 10.0 22.9
Old : 100.0: 29.0 9.8 27.7 33.3 39.5 90.0 77.1: 10.0 22.9
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 : 87: 27 21 33 34 28 77 66:
Old : 87: 27 21 33 34 28 77 66:
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 25.7 45.8 38.1 28.0 21.7 39.4 30.3
Old : 28.9 25.7 45.8 38.1 28.0 21.7 39.4 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 6,963: 299 1,414 1,130 4,577 3,570 6,006 6,114: 957 849
Old : 6,963: 299 1,414 1,130 4,577 3,570 6,006 6,114: 957 849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 174: 37 42 42 60 6 139 91: 35 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 20.3 16.2 65.7 51.3 86.3 87.8: 13.7 12.2
Old : 100.0: 4.3 20.3 16.2 65.7 51.3 86.3 87.8: 13.7 12.2
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 : 39: 3 13 12 22 19 35 34:
Old : 39: 3 13 12 22 19 35 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 : 32.7 28.6 52.9 49.7 31.5 24.2 48.4 37.6
Old : 32.7 28.6 52.9 49.7 31.5 24.2 48.4 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 5,626: 943 110 1,522 2,660 2,621 5,125 4,253: 501 1,373
Old : 5,626: 943 110 1,522 2,660 2,621 5,125 4,253: 501 1,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 462: -183 -9 292 272 62 381 345: 81 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.0 27.1 47.3 46.6 91.1 75.6: 8.9 24.4
Old : 100.0: 16.8 2.0 27.1 47.3 46.6 91.1 75.6: 8.9 24.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 2 10 9 7 19 17:
Old : 21: 8 2 10 9 7 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 55.5 74.9 66.9 44.2 43.9 56.4 45.8
Old : 56.9 55.5 74.9 66.9 44.2 43.9 56.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 259,465: 84,026 39,306 71,386 85,802 111,625 241,215 222,317: 18,250 37,147
Old : 112,652: 49,786 38,482 23,905 32,047 34,791 105,738 97,178: 6,914 15,474
Other: 146,813: 48,133 14,716 33,589 53,755 76,834 135,477 125,140: 11,336 21,673
: : :
: : Changes in Commitments from: August 16, 2016 :
: -1,441: 895 -1,420 3,890 -5,404 -4,131 -619 -1,661: -822 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 15.1 27.5 33.1 43.0 93.0 85.7: 7.0 14.3
Old : 100.0: 44.2 34.2 21.2 28.4 30.9 93.9 86.3: 6.1 13.7
Other: 100.0: 32.8 10.0 22.9 36.6 52.3 92.3 85.2: 7.7 14.8
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 91 90 103 81 88 229 230:
Old : 270: 82 89 62 55 75 162 202:
Other: 224: 69 55 67 67 82 180 164:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 14.9 25.5 21.7 14.3 13.0 23.4 19.0
Old : 16.4 13.6 29.5 21.4 16.4 12.1 28.9 18.9
Other: 21.6 18.7 34.5 26.9 21.4 15.8 32.6 23.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 314,263: 97,392 47,995 86,453 100,561 133,368 284,406 267,817: 29,857 46,447
Old : 314,263: 97,392 47,995 86,453 100,561 133,368 284,406 267,817: 29,857 46,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 12,026: 1,807 3,618 10,305 -2,304 -261 9,808 13,662: 2,218 -1,636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 15.3 27.5 32.0 42.4 90.5 85.2: 9.5 14.8
Old : 100.0: 31.0 15.3 27.5 32.0 42.4 90.5 85.2: 9.5 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 120 90 127 136 138 307 311:
Old : 385: 120 90 127 136 138 307 311:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 12.3 21.8 18.9 13.4 10.9 20.4 16.6
Old : 13.5 12.3 21.8 18.9 13.4 10.9 20.4 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 5,456: 3,430 1,115 434 315 2,845 4,179 4,394: 1,277 1,062
Old : 5,456: 3,430 1,115 434 315 2,845 4,179 4,394: 1,277 1,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -160: 229 -44 -51 -206 -28 -28 -123: -133 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 20.4 7.9 5.8 52.1 76.6 80.5: 23.4 19.5
Old : 100.0: 62.9 20.4 7.9 5.8 52.1 76.6 80.5: 23.4 19.5
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 : 76: 36 12 10 13 25 55 43:
Old : 76: 36 12 10 13 25 55 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.2 32.8 37.6 47.7 25.2 32.7 37.6 47.3
Old : 25.2 32.8 37.6 47.7 25.2 32.7 37.6 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 55,475: 17,517 9,367 16,256 14,291 12,681 48,064 38,305: 7,411 17,171
Old : 55,475: 17,517 9,367 16,256 14,291 12,681 48,064 38,305: 7,411 17,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -1,637: 941 81 -853 -1,588 -8 -1,501 -781: -136 -857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 16.9 29.3 25.8 22.9 86.6 69.0: 13.4 31.0
Old : 100.0: 31.6 16.9 29.3 25.8 22.9 86.6 69.0: 13.4 31.0
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 : 208: 59 55 63 63 65 164 152:
Old : 208: 59 55 63 63 65 164 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.6 11.8 24.5 19.7 12.5 7.9 20.1 12.9
Old : 14.6 11.8 24.5 19.7 12.5 7.9 20.1 12.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 35,481: 1,294 14,850 6,024 27,362 12,290 34,681 33,165: 801 2,316
Old : 35,481: 1,294 14,850 6,024 27,362 12,290 34,681 33,165: 801 2,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,629: 54 1,178 336 1,157 237 1,547 1,751: 82 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 41.9 17.0 77.1 34.6 97.7 93.5: 2.3 6.5
Old : 100.0: 3.6 41.9 17.0 77.1 34.6 97.7 93.5: 2.3 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 : 77: 12 27 22 27 28 54 62:
Old : 77: 12 27 22 27 28 54 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 : 43.1 38.3 63.7 54.7 42.7 38.3 60.3 51.9
Old : 43.1 38.3 63.7 54.7 42.7 38.3 60.3 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 37,656: 20,294 11,350 0 16,396 25,789 36,690 37,139: 966 517
Old : 37,656: 20,294 11,350 0 16,396 25,789 36,690 37,139: 966 517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 4,347: 4,402 3,407 0 0 789 4,402 4,196: -55 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 30.1 0.0 43.5 68.5 97.4 98.6: 2.6 1.4
Old : 100.0: 53.9 30.1 0.0 43.5 68.5 97.4 98.6: 2.6 1.4
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 : 24: 8 2 0 7 9 15 11:
Old : 24: 8 2 0 7 9 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.8 82.8 94.0 95.0 87.8 82.8 94.0 94.5
Old : 87.8 82.8 94.0 95.0 87.8 82.8 94.0 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 148,961: 48,796 31,727 9,214 52,083 83,655 110,093 124,596: 38,868 24,365
Old : 148,961: 48,796 31,727 9,214 52,083 83,655 110,093 124,596: 38,868 24,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 6,909: 3,911 -371 -183 367 9,321 4,095 8,767: 2,815 -1,858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 21.3 6.2 35.0 56.2 73.9 83.6: 26.1 16.4
Old : 100.0: 32.8 21.3 6.2 35.0 56.2 73.9 83.6: 26.1 16.4
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: 29 21 14 22 25 58 53:
Old : 82: 29 21 14 22 25 58 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 41.3 44.9 50.9 32.7 41.1 41.5 50.4
Old : 34.3 41.3 44.9 50.9 32.7 41.1 41.5 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 41,651: 20,876 19,494 693 8,882 7,369 30,452 27,556: 11,199 14,094
Old : 41,651: 20,876 19,494 693 8,882 7,369 30,452 27,556: 11,199 14,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -3,209: 926 -2,482 -533 -5,163 2,226 -4,770 -788: 1,561 -2,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 46.8 1.7 21.3 17.7 73.1 66.2: 26.9 33.8
Old : 100.0: 50.1 46.8 1.7 21.3 17.7 73.1 66.2: 26.9 33.8
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 : 38: 9 14 6 10 12 22 29:
Old : 38: 9 14 6 10 12 22 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 : 48.3 32.3 59.1 42.2 47.4 32.3 57.3 41.6
Old : 48.3 32.3 59.1 42.2 47.4 32.3 57.3 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 114,472: 26,768 55,485 10,102 72,165 43,999 109,035 109,586: 5,438 4,886
Old : 114,472: 26,768 55,485 10,102 72,165 43,999 109,035 109,586: 5,438 4,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -7,461: 2,180 -15,004 -2,398 -6,867 10,515 -7,084 -6,886: -377 -575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 48.5 8.8 63.0 38.4 95.2 95.7: 4.8 4.3
Old : 100.0: 23.4 48.5 8.8 63.0 38.4 95.2 95.7: 4.8 4.3
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 : 132: 46 50 18 17 24 78 79:
Old : 132: 46 50 18 17 24 78 79:
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 : 51.4 37.1 66.8 51.2 47.6 31.7 57.9 44.3
Old : 51.4 37.1 66.8 51.2 47.6 31.7 57.9 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 280,151: 35,728 128,903 24,762 196,482 82,439 256,971 236,104: 23,181 44,048
Old : 280,151: 35,728 128,903 24,762 196,482 82,439 256,971 236,104: 23,181 44,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -470: 642 765 2,220 -3,358 -1,149 -496 1,836: 26 -2,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 46.0 8.8 70.1 29.4 91.7 84.3: 8.3 15.7
Old : 100.0: 12.8 46.0 8.8 70.1 29.4 91.7 84.3: 8.3 15.7
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 : 128: 29 50 23 27 45 70 104:
Old : 128: 29 50 23 27 45 70 104:
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 : 56.6 31.0 65.9 40.2 55.1 30.2 63.6 39.1
Old : 56.6 31.0 65.9 40.2 55.1 30.2 63.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 209,671: 85,440 28,470 30,055 64,090 115,092 179,586 173,617: 30,085 36,054
Old : 209,671: 85,440 28,470 30,055 64,090 115,092 179,586 173,617: 30,085 36,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -244: 946 -3,153 1,357 -2,133 1,087 170 -709: -414 465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 13.6 14.3 30.6 54.9 85.7 82.8: 14.3 17.2
Old : 100.0: 40.7 13.6 14.3 30.6 54.9 85.7 82.8: 14.3 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 30 35 19 31 36 70 81:
Old : 110: 30 35 19 31 36 70 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 36.0 44.6 44.6 33.0 30.2 40.4 34.5
Old : 33.7 36.0 44.6 44.6 33.0 30.2 40.4 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 438,678: 93,275 182,700 49,277 243,746 139,177 386,298 371,154: 52,380 67,524
Old : 438,678: 93,275 182,700 49,277 243,746 139,177 386,298 371,154: 52,380 67,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 600: 1,804 -14,509 1,591 -5,088 12,854 -1,693 -64: 2,293 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 41.6 11.2 55.6 31.7 88.1 84.6: 11.9 15.4
Old : 100.0: 21.3 41.6 11.2 55.6 31.7 88.1 84.6: 11.9 15.4
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 : 223: 60 81 51 61 61 142 174:
Old : 223: 60 81 51 61 61 142 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 21.2 35.6 32.0 21.7 20.6 34.0 31.0
Old : 23.0 21.2 35.6 32.0 21.7 20.6 34.0 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 25,182: 16,981 16,730 90 6,330 7,528 23,401 24,348: 1,781 834
Old : 25,182: 16,981 16,730 90 6,330 7,528 23,401 24,348: 1,781 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -1,713: -1,271 -1,156 67 -411 -637 -1,615 -1,726: -98 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 66.4 0.4 25.1 29.9 92.9 96.7: 7.1 3.3
Old : 100.0: 67.4 66.4 0.4 25.1 29.9 92.9 96.7: 7.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 15 8 2 4 5 19 15:
Old : 31: 15 8 2 4 5 19 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 : 76.4 81.1 85.8 92.1 76.4 81.1 85.5 92.1
Old : 76.4 81.1 85.8 92.1 76.4 81.1 85.5 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 44,393: 29,926 30,804 117 9,141 9,758 39,184 40,679: 5,209 3,714
Old : 44,393: 29,926 30,804 117 9,141 9,758 39,184 40,679: 5,209 3,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,125: 946 1,129 -10 276 -151 1,212 968: -87 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 69.4 0.3 20.6 22.0 88.3 91.6: 11.7 8.4
Old : 100.0: 67.4 69.4 0.3 20.6 22.0 88.3 91.6: 11.7 8.4
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 : 84: 46 20 7 11 11 62 33:
Old : 84: 46 20 7 11 11 62 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 57.4 53.7 69.3 36.7 57.1 51.9 69.0
Old : 38.5 57.4 53.7 69.3 36.7 57.1 51.9 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 :19,175,223: 1,071,803 1,598,752 8,020,944 9,262,018 8,386,295 18,354,765 18,005,991: 820,459 1,169,233
Old :19,175,223: 1,071,803 1,598,752 8,020,944 9,262,018 8,386,295 18,354,765 18,005,991: 820,459 1,169,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 327,218: 39,750 -20,691 212,469 134,412 204,037 386,631 395,815: -59,413 -68,596
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.3 41.8 48.3 43.7 95.7 93.9: 4.3 6.1
Old : 100.0: 5.6 8.3 41.8 48.3 43.7 95.7 93.9: 4.3 6.1
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 : 319: 59 101 128 141 149 281 303:
Old : 319: 59 101 128 141 149 281 303:
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 : 24.8 19.7 36.9 31.1 15.8 9.8 19.6 12.8
Old : 24.8 19.7 36.9 31.1 15.8 9.8 19.6 12.8
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, August 23, 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 : 958,755: 131,508 93,470 167,221 564,453 594,133 863,182 854,824: 95,574 103,931
Old : 958,755: 131,508 93,470 167,221 564,453 594,133 863,182 854,824: 95,574 103,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -15,709: 6,082 -1,159 -10,836 -9,253 -3,370 -14,007 -15,365: -1,702 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.7 17.4 58.9 62.0 90.0 89.2: 10.0 10.8
Old : 100.0: 13.7 9.7 17.4 58.9 62.0 90.0 89.2: 10.0 10.8
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 : 677: 154 175 165 258 269 502 520:
Old : 677: 154 175 165 258 269 502 520:
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 14.1 22.5 23.1 8.8 8.7 13.9 13.3
Old : 13.4 14.1 22.5 23.1 8.8 8.7 13.9 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 218,367: 15,863 19,557 55,782 110,397 119,552 182,042 194,891: 36,324 23,476
Old : 218,367: 15,863 19,557 55,782 110,397 119,552 182,042 194,891: 36,324 23,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -10,569: -159 -1,002 -5,979 -5,886 192 -12,024 -6,790: 1,455 -3,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.0 25.5 50.6 54.7 83.4 89.2: 16.6 10.8
Old : 100.0: 7.3 9.0 25.5 50.6 54.7 83.4 89.2: 16.6 10.8
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 : 83: 18 18 26 37 36 70 66:
Old : 83: 18 18 26 37 36 70 66:
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 : 32.2 33.1 46.1 51.9 12.6 16.8 18.2 25.9
Old : 32.2 33.1 46.1 51.9 12.6 16.8 18.2 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 3,701,944: 660,820 452,160 474,598 2,270,279 2,372,907 3,405,697 3,299,666: 296,246 402,278
Old : 3,701,944: 660,820 452,160 474,598 2,270,279 2,372,907 3,405,697 3,299,666: 296,246 402,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -25,701: 44,771 12,783 -37,850 -16,838 -17,808 -9,918 -42,876: -15,783 17,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 12.2 12.8 61.3 64.1 92.0 89.1: 8.0 10.9
Old : 100.0: 17.9 12.2 12.8 61.3 64.1 92.0 89.1: 8.0 10.9
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 : 654: 148 166 153 249 259 478 497:
Old : 654: 148 166 153 249 259 478 497:
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 15.4 23.0 22.6 11.0 10.9 17.7 16.4
Old : 13.8 15.4 23.0 22.6 11.0 10.9 17.7 16.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 84,022: 25,448 1,756 530 45,404 77,893 71,382 80,179: 12,640 3,843
Old : 84,022: 25,448 1,756 530 45,404 77,893 71,382 80,179: 12,640 3,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,391: 574 -69 435 106 1,339 1,115 1,705: 276 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.1 0.6 54.0 92.7 85.0 95.4: 15.0 4.6
Old : 100.0: 30.3 2.1 0.6 54.0 92.7 85.0 95.4: 15.0 4.6
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 : 89: 17 5 2 46 40 63 47:
Old : 89: 17 5 2 46 40 63 47:
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 37.3 45.0 63.2 31.9 37.3 42.9 62.2
Old : 33.2 37.3 45.0 63.2 31.9 37.3 42.9 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 64,179: 32,239 6,630 2,969 22,680 49,049 57,888 58,649: 6,291 5,530
Old : 64,179: 32,239 6,630 2,969 22,680 49,049 57,888 58,649: 6,291 5,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -89: -108 -297 -159 607 821 340 366: -429 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 10.3 4.6 35.3 76.4 90.2 91.4: 9.8 8.6
Old : 100.0: 50.2 10.3 4.6 35.3 76.4 90.2 91.4: 9.8 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 : 263: 81 59 22 75 76 167 147:
Old : 263: 81 59 22 75 76 167 147:
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 : 22.0 27.2 34.1 44.0 22.0 27.0 33.9 43.7
Old : 22.0 27.2 34.1 44.0 22.0 27.0 33.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 320,893: 161,195 33,151 14,847 113,398 245,245 289,440 293,243: 31,454 27,651
Old : 320,893: 161,195 33,151 14,847 113,398 245,245 289,440 293,243: 31,454 27,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -447: -538 -1,483 -796 3,033 4,107 1,699 1,828: -2,147 -2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 10.3 4.6 35.3 76.4 90.2 91.4: 9.8 8.6
Old : 100.0: 50.2 10.3 4.6 35.3 76.4 90.2 91.4: 9.8 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 : 263: 81 59 22 75 76 167 147:
Old : 263: 81 59 22 75 76 167 147:
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 : 22.0 27.2 34.1 44.0 22.0 27.0 33.9 43.7
Old : 22.0 27.2 34.1 44.0 22.0 27.0 33.9 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 134,362: 70,642 26,624 15,652 16,162 67,269 102,456 109,545: 31,905 24,816
Old : 134,362: 70,642 26,624 15,652 16,162 67,269 102,456 109,545: 31,905 24,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: 1,994: 1,448 55 685 784 159 2,916 899: -922 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 19.8 11.6 12.0 50.1 76.3 81.5: 23.7 18.5
Old : 100.0: 52.6 19.8 11.6 12.0 50.1 76.3 81.5: 23.7 18.5
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 : 83: 32 28 20 17 18 65 50:
Old : 83: 32 28 20 17 18 65 50:
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 : 29.8 39.3 38.9 50.6 29.8 38.2 38.7 48.6
Old : 29.8 39.3 38.9 50.6 29.8 38.2 38.7 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 35,404: 9,156 2,264 118 18,031 28,597 27,305 30,979: 8,099 4,425
Old : 35,404: 9,156 2,264 118 18,031 28,597 27,305 30,979: 8,099 4,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -1,128: -337 -129 100 9 -2 -228 -31: -900 -1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 6.4 0.3 50.9 80.8 77.1 87.5: 22.9 12.5
Old : 100.0: 25.9 6.4 0.3 50.9 80.8 77.1 87.5: 22.9 12.5
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 : 39: 9 5 2 15 12 25 18:
Old : 39: 9 5 2 15 12 25 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 : 41.6 73.1 57.6 80.5 41.6 73.1 57.6 80.3
Old : 41.6 73.1 57.6 80.5 41.6 73.1 57.6 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 66,316: 20,004 6,553 277 36,503 24,371 56,784 31,201: 9,532 35,115
Old : 66,316: 20,004 6,553 277 36,503 24,371 56,784 31,201: 9,532 35,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -4,387: -2,103 -346 -19 -2,109 587 -4,231 222: -156 -4,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 9.9 0.4 55.0 36.7 85.6 47.0: 14.4 53.0
Old : 100.0: 30.2 9.9 0.4 55.0 36.7 85.6 47.0: 14.4 53.0
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 : 82: 23 14 6 31 19 56 37:
Old : 82: 23 14 6 31 19 56 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 19.0 45.0 26.8 30.4 18.7 44.9 26.5
Old : 30.4 19.0 45.0 26.8 30.4 18.7 44.9 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 13,280: 7,782 5,510 47 4,563 7,581 12,392 13,138: 888 142
Old : 13,280: 7,782 5,510 47 4,563 7,581 12,392 13,138: 888 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 41.5 0.4 34.4 57.1 93.3 98.9: 6.7 1.1
Old : 100.0: 58.6 41.5 0.4 34.4 57.1 93.3 98.9: 6.7 1.1
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: 7 7 1 5 1 12 9:
Old : 20: 7 7 1 5 1 12 9:
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 : 79.0 93.2 89.9 98.6 79.0 93.2 89.6 98.6
Old : 79.0 93.2 89.9 98.6 79.0 93.2 89.6 98.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2016