BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 8,389: 884 1,474 808 5,564 5,091 7,257 7,373: 1,133 1,016
Old : 8,389: 884 1,474 808 5,564 5,091 7,257 7,373: 1,133 1,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 421: -4 82 -68 545 383 473 398: -51 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.6 9.6 66.3 60.7 86.5 87.9: 13.5 12.1
Old : 100.0: 10.5 17.6 9.6 66.3 60.7 86.5 87.9: 13.5 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 7 7 19 20 28 28:
Old : 34: 3 7 7 19 20 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 39.2 63.6 60.2 44.1 35.9 60.2 54.4
Old : 44.7 39.2 63.6 60.2 44.1 35.9 60.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 56,370: 17,177 4,587 15,596 18,287 23,505 51,059 43,687: 5,311 12,683
Old : 56,370: 17,177 4,587 15,596 18,287 23,505 51,059 43,687: 5,311 12,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,301: 1,505 -718 595 309 2,129 2,409 2,006: -108 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.1 27.7 32.4 41.7 90.6 77.5: 9.4 22.5
Old : 100.0: 30.5 8.1 27.7 32.4 41.7 90.6 77.5: 9.4 22.5
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 : 87: 28 18 33 34 30 76 67:
Old : 87: 28 18 33 34 30 76 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.1 25.5 46.0 37.7 29.5 21.5 40.1 30.5
Old : 30.1 25.5 46.0 37.7 29.5 21.5 40.1 30.5
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 30, 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 : 7,275: 345 1,493 1,305 4,718 3,687 6,369 6,486: 906 789
Old : 7,275: 345 1,493 1,305 4,718 3,687 6,369 6,486: 906 789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 312: 46 79 176 142 117 363 372: -51 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 20.5 17.9 64.9 50.7 87.5 89.2: 12.5 10.8
Old : 100.0: 4.7 20.5 17.9 64.9 50.7 87.5 89.2: 12.5 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 : 44: 4 15 14 24 21 39 39:
Old : 44: 4 15 14 24 21 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 29.6 52.0 48.8 31.2 24.5 47.9 38.0
Old : 31.9 29.6 52.0 48.8 31.2 24.5 47.9 38.0
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 30, 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 : 5,879: 797 142 1,663 2,685 2,652 5,144 4,456: 735 1,423
Old : 5,879: 797 142 1,663 2,685 2,652 5,144 4,456: 735 1,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 252: -146 32 141 24 30 19 203: 234 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.4 28.3 45.7 45.1 87.5 75.8: 12.5 24.2
Old : 100.0: 13.5 2.4 28.3 45.7 45.1 87.5 75.8: 12.5 24.2
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 : 21: 7 3 10 9 7 19 17:
Old : 21: 7 3 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 : 54.1 55.3 72.1 67.2 40.9 42.7 52.3 45.0
Old : 54.1 55.3 72.1 67.2 40.9 42.7 52.3 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 262,042: 82,041 39,186 78,502 83,223 105,493 243,766 223,181: 18,276 38,862
Old : 109,816: 48,907 39,985 24,189 30,094 30,235 103,190 94,409: 6,626 15,407
Other: 152,226: 50,166 16,232 37,281 53,129 75,258 140,576 128,772: 11,650 23,455
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,577: -1,985 -120 7,115 -2,579 -6,132 2,552 863: 26 1,714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 15.0 30.0 31.8 40.3 93.0 85.2: 7.0 14.8
Old : 100.0: 44.5 36.4 22.0 27.4 27.5 94.0 86.0: 6.0 14.0
Other: 100.0: 33.0 10.7 24.5 34.9 49.4 92.3 84.6: 7.7 15.4
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 90 91 101 83 86 229 227:
Old : 262: 73 93 59 55 71 161 191:
Other: 230: 75 56 64 69 80 182 165:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 13.9 25.8 20.6 14.6 12.1 24.0 17.9
Old : 16.5 12.3 29.3 20.0 16.5 10.8 28.7 17.5
Other: 20.4 18.0 33.3 26.3 20.1 15.0 31.1 22.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 330,287: 99,264 60,912 98,250 100,861 125,087 298,374 284,248: 31,912 46,038
Old : 330,287: 99,264 60,912 98,250 100,861 125,087 298,374 284,248: 31,912 46,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 16,024: 1,872 12,917 11,796 300 -8,282 13,968 16,432: 2,055 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 18.4 29.7 30.5 37.9 90.3 86.1: 9.7 13.9
Old : 100.0: 30.1 18.4 29.7 30.5 37.9 90.3 86.1: 9.7 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 123 99 135 141 135 321 321:
Old : 399: 123 99 135 141 135 321 321:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 11.4 21.0 17.8 12.5 10.0 19.2 15.5
Old : 12.7 11.4 21.0 17.8 12.5 10.0 19.2 15.5
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 30, 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 : 4,604: 2,814 1,003 427 346 2,050 3,587 3,480: 1,018 1,125
Old : 4,604: 2,814 1,003 427 346 2,050 3,587 3,480: 1,018 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -851: -616 -112 -7 31 -794 -592 -914: -259 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 21.8 9.3 7.5 44.5 77.9 75.6: 22.1 24.4
Old : 100.0: 61.1 21.8 9.3 7.5 44.5 77.9 75.6: 22.1 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 : 67: 33 10 11 12 21 50 39:
Old : 67: 33 10 11 12 21 50 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 28.6 40.6 45.1 26.9 28.6 40.6 44.3
Old : 26.9 28.6 40.6 45.1 26.9 28.6 40.6 44.3
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 30, 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 : 50,217: 16,672 10,725 13,432 12,711 11,007 42,816 35,164: 7,401 15,053
Old : 50,217: 16,672 10,725 13,432 12,711 11,007 42,816 35,164: 7,401 15,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -5,258: -845 1,357 -2,824 -1,579 -1,674 -5,248 -3,141: -10 -2,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 21.4 26.7 25.3 21.9 85.3 70.0: 14.7 30.0
Old : 100.0: 33.2 21.4 26.7 25.3 21.9 85.3 70.0: 14.7 30.0
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 : 190: 47 63 61 56 51 149 139:
Old : 190: 47 63 61 56 51 149 139:
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 : 17.1 11.9 28.0 20.3 15.4 8.4 24.2 14.0
Old : 17.1 11.9 28.0 20.3 15.4 8.4 24.2 14.0
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 30, 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 : 36,592: 1,288 16,216 5,784 28,689 12,394 35,762 34,394: 830 2,198
Old : 36,592: 1,288 16,216 5,784 28,689 12,394 35,762 34,394: 830 2,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,111: -6 1,366 -240 1,327 103 1,081 1,229: 29 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 44.3 15.8 78.4 33.9 97.7 94.0: 2.3 6.0
Old : 100.0: 3.5 44.3 15.8 78.4 33.9 97.7 94.0: 2.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 11 30 24 26 27 54 64:
Old : 78: 11 30 24 26 27 54 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 40.1 65.3 55.8 44.9 40.0 62.5 53.5
Old : 45.4 40.1 65.3 55.8 44.9 40.0 62.5 53.5
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 30, 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 : 39,075: 21,442 10,744 0 16,406 27,773 37,848 38,517: 1,227 558
Old : 39,075: 21,442 10,744 0 16,406 27,773 37,848 38,517: 1,227 558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,419: 1,148 -606 0 10 1,984 1,158 1,378: 261 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 27.5 0.0 42.0 71.1 96.9 98.6: 3.1 1.4
Old : 100.0: 54.9 27.5 0.0 42.0 71.1 96.9 98.6: 3.1 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 : 23: 7 2 0 8 9 15 11:
Old : 23: 7 2 0 8 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 : 87.6 85.6 93.7 96.2 87.6 85.6 93.7 95.1
Old : 87.6 85.6 93.7 96.2 87.6 85.6 93.7 95.1
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 30, 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 : 143,722: 47,254 24,604 7,597 52,528 86,711 107,378 118,912: 36,344 24,810
Old : 143,722: 47,254 24,604 7,597 52,528 86,711 107,378 118,912: 36,344 24,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -5,239: -1,543 -7,124 -1,617 445 3,056 -2,715 -5,684: -2,525 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 17.1 5.3 36.5 60.3 74.7 82.7: 25.3 17.3
Old : 100.0: 32.9 17.1 5.3 36.5 60.3 74.7 82.7: 25.3 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 27 18 14 24 25 59 49:
Old : 78: 27 18 14 24 25 59 49:
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 : 34.7 43.4 46.3 53.4 33.3 43.2 43.8 52.5
Old : 34.7 43.4 46.3 53.4 33.3 43.2 43.8 52.5
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 30, 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 : 44,488: 24,355 16,591 916 11,838 6,653 37,109 24,161: 7,379 20,328
Old : 44,488: 24,355 16,591 916 11,838 6,653 37,109 24,161: 7,379 20,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,838: 3,479 -2,903 223 2,956 -716 6,657 -3,396: -3,820 6,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 37.3 2.1 26.6 15.0 83.4 54.3: 16.6 45.7
Old : 100.0: 54.7 37.3 2.1 26.6 15.0 83.4 54.3: 16.6 45.7
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: 11 13 7 10 11 24 28:
Old : 39: 11 13 7 10 11 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 28.0 64.6 35.8 51.3 28.0 63.3 35.2
Old : 52.1 28.0 64.6 35.8 51.3 28.0 63.3 35.2
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, August 30, 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 : 114,776: 19,888 53,246 11,285 78,914 44,282 110,088 108,814: 4,688 5,963
Old : 114,776: 19,888 53,246 11,285 78,914 44,282 110,088 108,814: 4,688 5,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 304: -6,879 -2,239 1,184 6,749 283 1,053 -773: -749 1,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 46.4 9.8 68.8 38.6 95.9 94.8: 4.1 5.2
Old : 100.0: 17.3 46.4 9.8 68.8 38.6 95.9 94.8: 4.1 5.2
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 : 134: 42 55 19 19 24 75 86:
Old : 134: 42 55 19 19 24 75 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 38.2 67.0 52.6 47.5 33.7 59.1 45.5
Old : 51.1 38.2 67.0 52.6 47.5 33.7 59.1 45.5
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 30, 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 : 280,292: 38,878 128,814 22,024 199,306 86,845 260,208 237,683: 20,084 42,609
Old : 280,292: 38,878 128,814 22,024 199,306 86,845 260,208 237,683: 20,084 42,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 140: 3,151 -88 -2,738 2,825 4,406 3,237 1,579: -3,097 -1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 46.0 7.9 71.1 31.0 92.8 84.8: 7.2 15.2
Old : 100.0: 13.9 46.0 7.9 71.1 31.0 92.8 84.8: 7.2 15.2
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 : 130: 27 53 25 28 46 72 107:
Old : 130: 27 53 25 28 46 72 107:
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 : 56.7 31.2 66.1 39.9 55.1 30.4 63.4 38.6
Old : 56.7 31.2 66.1 39.9 55.1 30.4 63.4 38.6
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 30, 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 : 211,370: 89,044 26,823 25,440 68,407 122,496 182,890 174,759: 28,480 36,611
Old : 211,370: 89,044 26,823 25,440 68,407 122,496 182,890 174,759: 28,480 36,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,699: 3,603 -1,647 -4,615 4,316 7,405 3,305 1,143: -1,606 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 12.7 12.0 32.4 58.0 86.5 82.7: 13.5 17.3
Old : 100.0: 42.1 12.7 12.0 32.4 58.0 86.5 82.7: 13.5 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 37 35 24 33 37 82 84:
Old : 119: 37 35 24 33 37 82 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 35.2 41.3 44.7 30.2 29.6 37.2 34.3
Old : 31.6 35.2 41.3 44.7 30.2 29.6 37.2 34.3
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 30, 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 : 439,005: 98,473 191,576 42,556 247,976 136,036 389,005 370,168: 50,000 68,837
Old : 439,005: 98,473 191,576 42,556 247,976 136,036 389,005 370,168: 50,000 68,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 327: 5,198 8,877 -6,722 4,230 -3,141 2,707 -986: -2,380 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 43.6 9.7 56.5 31.0 88.6 84.3: 11.4 15.7
Old : 100.0: 22.4 43.6 9.7 56.5 31.0 88.6 84.3: 11.4 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 : 225: 61 82 52 64 60 145 175:
Old : 225: 61 82 52 64 60 145 175:
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 : 22.9 21.2 36.0 31.7 22.0 21.2 33.5 31.2
Old : 22.9 21.2 36.0 31.7 22.0 21.2 33.5 31.2
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, August 30, 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 : 31,988: 9,793 3,391 227 12,012 24,463 22,032 28,081: 9,956 3,907
Old : 31,988: 9,793 3,391 227 12,012 24,463 22,032 28,081: 9,956 3,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.6 0.7 37.6 76.5 68.9 87.8: 31.1 12.2
Old : 100.0: 30.6 10.6 0.7 37.6 76.5 68.9 87.8: 31.1 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 : 20: 7 1 2 9 8 16 11:
Old : 20: 7 1 2 9 8 16 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 : 46.2 84.0 56.8 87.4 43.6 84.0 54.1 84.0
Old : 46.2 84.0 56.8 87.4 43.6 84.0 54.1 84.0
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 30, 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 : 33,489: 16,084 15,284 265 15,337 16,815 31,686 32,364: 1,803 1,125
Old : 33,489: 16,084 15,284 265 15,337 16,815 31,686 32,364: 1,803 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 8,307: -897 -1,446 175 9,007 9,287 8,285 8,016: 22 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 45.6 0.8 45.8 50.2 94.6 96.6: 5.4 3.4
Old : 100.0: 48.0 45.6 0.8 45.8 50.2 94.6 96.6: 5.4 3.4
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 : 30: 15 7 2 6 6 21 15:
Old : 30: 15 7 2 6 6 21 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 : 76.2 85.2 87.2 93.2 55.9 58.4 61.3 66.4
Old : 76.2 85.2 87.2 93.2 55.9 58.4 61.3 66.4
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 30, 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 : 46,496: 31,747 29,854 333 8,751 12,285 40,831 42,472: 5,665 4,024
Old : 46,496: 31,747 29,854 333 8,751 12,285 40,831 42,472: 5,665 4,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 2,103: 1,821 -950 216 -390 2,527 1,647 1,793: 456 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 64.2 0.7 18.8 26.4 87.8 91.3: 12.2 8.7
Old : 100.0: 68.3 64.2 0.7 18.8 26.4 87.8 91.3: 12.2 8.7
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 : 85: 44 21 7 12 13 62 35:
Old : 85: 44 21 7 12 13 62 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 : 35.2 56.9 51.4 69.5 34.2 56.5 49.7 69.1
Old : 35.2 56.9 51.4 69.5 34.2 56.5 49.7 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 :19,469,095: 1,055,322 1,603,257 8,164,799 9,432,038 8,479,617 18,652,158 18,247,672: 816,937 1,221,423
Old :19,469,095: 1,055,322 1,603,257 8,164,799 9,432,038 8,479,617 18,652,158 18,247,672: 816,937 1,221,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 293,872: -16,481 4,505 143,855 170,020 93,321 297,394 241,681: -3,522 52,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 8.2 41.9 48.4 43.6 95.8 93.7: 4.2 6.3
Old : 100.0: 5.4 8.2 41.9 48.4 43.6 95.8 93.7: 4.2 6.3
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 : 321: 53 109 129 141 148 286 301:
Old : 321: 53 109 129 141 148 286 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.7 19.8 36.9 30.9 16.0 9.5 19.7 12.4
Old : 24.7 19.8 36.9 30.9 16.0 9.5 19.7 12.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 949,111: 135,533 83,661 161,760 554,538 598,505 851,831 843,925: 97,280 105,186
Old : 949,111: 135,533 83,661 161,760 554,538 598,505 851,831 843,925: 97,280 105,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -9,644: 4,025 -9,810 -5,461 -9,915 4,371 -11,351 -10,899: 1,707 1,255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 8.8 17.0 58.4 63.1 89.8 88.9: 10.2 11.1
Old : 100.0: 14.3 8.8 17.0 58.4 63.1 89.8 88.9: 10.2 11.1
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 : 675: 163 165 161 266 267 511 513:
Old : 675: 163 165 161 266 267 511 513:
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 : 13.2 14.2 21.1 22.4 8.4 9.0 14.0 13.6
Old : 13.2 14.2 21.1 22.4 8.4 9.0 14.0 13.6
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 30, 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 : 197,734: 20,559 12,541 45,793 90,896 117,531 157,247 175,865: 40,486 21,868
Old : 197,734: 20,559 12,541 45,793 90,896 117,531 157,247 175,865: 40,486 21,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -20,633: 4,696 -7,016 -9,989 -19,502 -2,020 -24,795 -19,026: 4,162 -1,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.3 23.2 46.0 59.4 79.5 88.9: 20.5 11.1
Old : 100.0: 10.4 6.3 23.2 46.0 59.4 79.5 88.9: 20.5 11.1
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 : 83: 19 16 24 38 37 71 64:
Old : 83: 19 16 24 38 37 71 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 30.7 38.1 49.2 10.3 19.9 16.9 29.8
Old : 25.4 30.7 38.1 49.2 10.3 19.9 16.9 29.8
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 30, 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 : 3,756,888: 669,837 450,564 484,868 2,318,213 2,404,866 3,472,918 3,340,299: 283,970 416,590
Old : 3,756,888: 669,837 450,564 484,868 2,318,213 2,404,866 3,472,918 3,340,299: 283,970 416,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 54,945: 9,017 -1,596 10,270 47,934 31,959 67,221 40,633: -12,276 14,312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 12.0 12.9 61.7 64.0 92.4 88.9: 7.6 11.1
Old : 100.0: 17.8 12.0 12.9 61.7 64.0 92.4 88.9: 7.6 11.1
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 : 655: 157 158 149 258 259 489 493:
Old : 655: 157 158 149 258 259 489 493:
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 15.2 22.8 22.4 10.3 10.7 16.9 16.1
Old : 13.8 15.2 22.8 22.4 10.3 10.7 16.9 16.1
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 30, 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 : 85,946: 26,373 2,393 179 47,301 79,720 73,853 82,292: 12,093 3,654
Old : 85,946: 26,373 2,393 179 47,301 79,720 73,853 82,292: 12,093 3,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,924: 925 637 -351 1,897 1,827 2,471 2,113: -547 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.8 0.2 55.0 92.8 85.9 95.7: 14.1 4.3
Old : 100.0: 30.7 2.8 0.2 55.0 92.8 85.9 95.7: 14.1 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 : 94: 17 7 2 48 39 66 47:
Old : 94: 17 7 2 48 39 66 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 : 32.7 37.6 44.0 62.0 32.4 37.5 42.8 61.9
Old : 32.7 37.6 44.0 62.0 32.4 37.5 42.8 61.9
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, August 30, 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 : 65,527: 36,142 6,659 2,754 20,529 50,609 59,426 60,022: 6,101 5,505
Old : 65,527: 36,142 6,659 2,754 20,529 50,609 59,426 60,022: 6,101 5,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,348: 3,903 29 -215 -2,150 1,560 1,538 1,373: -189 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 10.2 4.2 31.3 77.2 90.7 91.6: 9.3 8.4
Old : 100.0: 55.2 10.2 4.2 31.3 77.2 90.7 91.6: 9.3 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 : 272: 86 64 25 75 76 173 153:
Old : 272: 86 64 25 75 76 173 153:
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 : 22.1 29.0 34.8 45.7 22.1 28.7 34.5 45.4
Old : 22.1 29.0 34.8 45.7 22.1 28.7 34.5 45.4
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 30, 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 : 327,635: 180,711 33,294 13,770 102,647 253,044 297,129 300,108: 30,507 27,527
Old : 327,635: 180,711 33,294 13,770 102,647 253,044 297,129 300,108: 30,507 27,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 6,742: 19,517 143 -1,077 -10,751 7,799 7,689 6,866: -947 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 10.2 4.2 31.3 77.2 90.7 91.6: 9.3 8.4
Old : 100.0: 55.2 10.2 4.2 31.3 77.2 90.7 91.6: 9.3 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 : 272: 86 64 25 75 76 173 153:
Old : 272: 86 64 25 75 76 173 153:
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 : 22.1 29.0 34.8 45.7 22.1 28.7 34.5 45.4
Old : 22.1 29.0 34.8 45.7 22.1 28.7 34.5 45.4
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 30, 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 : 131,250: 70,236 26,402 16,430 15,599 64,400 102,265 107,232: 28,985 24,018
Old : 131,250: 70,236 26,402 16,430 15,599 64,400 102,265 107,232: 28,985 24,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: -3,112: -406 -221 778 -564 -2,870 -192 -2,313: -2,920 -799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 20.1 12.5 11.9 49.1 77.9 81.7: 22.1 18.3
Old : 100.0: 53.5 20.1 12.5 11.9 49.1 77.9 81.7: 22.1 18.3
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 : 89: 34 28 21 21 20 72 52:
Old : 89: 34 28 21 21 20 72 52:
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 : 27.2 34.5 37.2 47.1 27.2 32.9 37.2 45.0
Old : 27.2 34.5 37.2 47.1 27.2 32.9 37.2 45.0
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 30, 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 : 36,796: 10,872 2,644 18 17,978 28,509 28,868 31,171: 7,928 5,625
Old : 36,796: 10,872 2,644 18 17,978 28,509 28,868 31,171: 7,928 5,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 1,392: 1,716 380 -100 -53 -88 1,563 192: -171 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 7.2 0.0 48.9 77.5 78.5 84.7: 21.5 15.3
Old : 100.0: 29.5 7.2 0.0 48.9 77.5 78.5 84.7: 21.5 15.3
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 : 43: 13 6 1 15 12 28 19:
Old : 43: 13 6 1 15 12 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 70.5 56.4 77.1 40.9 70.4 56.4 77.1
Old : 41.0 70.5 56.4 77.1 40.9 70.4 56.4 77.1
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, August 30, 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 : 66,588: 19,788 6,760 758 37,245 27,831 57,791 35,349: 8,797 31,239
Old : 66,588: 19,788 6,760 758 37,245 27,831 57,791 35,349: 8,797 31,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 272: -216 207 481 742 3,460 1,007 4,148: -735 -3,876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.2 1.1 55.9 41.8 86.8 53.1: 13.2 46.9
Old : 100.0: 29.7 10.2 1.1 55.9 41.8 86.8 53.1: 13.2 46.9
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 : 93: 27 16 9 31 24 61 47:
Old : 93: 27 16 9 31 24 61 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 : 26.5 20.2 40.0 28.5 26.5 20.1 39.7 28.1
Old : 26.5 20.2 40.0 28.5 26.5 20.1 39.7 28.1
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 30, 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 : 13,635: 8,087 5,800 56 4,538 7,581 12,681 13,437: 954 198
Old : 13,635: 8,087 5,800 56 4,538 7,581 12,681 13,437: 954 198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 355: 305 290 9 -25 0 289 299: 66 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 42.5 0.4 33.3 55.6 93.0 98.5: 7.0 1.5
Old : 100.0: 59.3 42.5 0.4 33.3 55.6 93.0 98.5: 7.0 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 76.8 90.9 89.7 98.1 76.8 90.9 89.3 98.1
Old : 76.8 90.9 89.7 98.1 76.8 90.9 89.3 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2016