BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,049: 608 1,116 961 6,426 5,939 7,995 8,016: 1,054 1,033
Old : 9,049: 608 1,116 961 6,426 5,939 7,995 8,016: 1,054 1,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 373: 19 -32 73 268 308 360 349: 13 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 12.3 10.6 71.0 65.6 88.4 88.6: 11.6 11.4
Old : 100.0: 6.7 12.3 10.6 71.0 65.6 88.4 88.6: 11.6 11.4
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 : 40: 5 9 11 21 21 33 34:
Old : 40: 5 9 11 21 21 33 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 : 46.5 36.2 66.8 53.3 42.8 35.5 57.8 48.9
Old : 46.5 36.2 66.8 53.3 42.8 35.5 57.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 50,384: 14,504 3,142 11,208 20,886 22,006 46,599 36,357: 3,785 14,028
Old : 50,384: 14,504 3,142 11,208 20,886 22,006 46,599 36,357: 3,785 14,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,881: -129 115 1,143 1,469 508 2,483 1,766: 398 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 6.2 22.2 41.5 43.7 92.5 72.2: 7.5 27.8
Old : 100.0: 28.8 6.2 22.2 41.5 43.7 92.5 72.2: 7.5 27.8
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 : 91: 21 22 32 36 33 75 70:
Old : 91: 21 22 32 36 33 75 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 24.7 48.8 38.6 33.2 22.9 45.8 33.9
Old : 33.4 24.7 48.8 38.6 33.2 22.9 45.8 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 8,775: 110 1,278 1,526 6,190 4,721 7,826 7,525: 949 1,250
Old : 8,775: 110 1,278 1,526 6,190 4,721 7,826 7,525: 949 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 834: 31 251 199 554 242 784 692: 49 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 14.6 17.4 70.5 53.8 89.2 85.8: 10.8 14.2
Old : 100.0: 1.3 14.6 17.4 70.5 53.8 89.2 85.8: 10.8 14.2
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 : 41: 2 14 11 21 16 34 30:
Old : 41: 2 14 11 21 16 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 35.2 56.3 57.3 37.5 25.4 49.6 37.1
Old : 40.4 35.2 56.3 57.3 37.5 25.4 49.6 37.1
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, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,611: 381 239 608 2,105 1,385 3,094 2,232: 518 1,380
Old : 3,611: 381 239 608 2,105 1,385 3,094 2,232: 518 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 297: -108 3 131 295 103 319 237: -21 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 6.6 16.8 58.3 38.4 85.7 61.8: 14.3 38.2
Old : 100.0: 10.5 6.6 16.8 58.3 38.4 85.7 61.8: 14.3 38.2
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 : 23: 3 6 9 10 7 19 16:
Old : 23: 3 6 9 10 7 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 31.5 63.3 47.8 34.7 28.9 54.5 37.5
Old : 39.7 31.5 63.3 47.8 34.7 28.9 54.5 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 292,088: 75,233 58,137 92,902 100,809 100,776 268,944 251,815: 23,143 40,272
Old : 207,335: 64,674 60,393 64,939 61,387 55,149 191,000 180,480: 16,335 26,855
Other: 84,753: 19,367 6,552 19,155 39,422 45,627 77,944 71,335: 6,808 13,418
: : :
: : Changes in Commitments from: June 16, 2015 :
: 10,145: 6,716 9,562 4,605 -1,016 -5,152 10,305 9,015: -160 1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 19.9 31.8 34.5 34.5 92.1 86.2: 7.9 13.8
Old : 100.0: 31.2 29.1 31.3 29.6 26.6 92.1 87.0: 7.9 13.0
Other: 100.0: 22.9 7.7 22.6 46.5 53.8 92.0 84.2: 8.0 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 106 92 118 88 80 254 243:
Old : 302: 95 97 108 80 77 231 235:
Other: 174: 55 30 44 56 63 135 117:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 11.7 22.0 20.0 12.8 10.3 21.7 16.7
Old : 13.9 12.1 22.3 19.6 13.7 11.9 22.0 18.5
Other: 19.3 19.8 32.1 29.6 18.9 15.3 30.5 23.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 337,917: 120,252 25,244 81,860 104,627 179,455 306,738 286,559: 31,180 51,359
Old : 337,917: 120,252 25,244 81,860 104,627 179,455 306,738 286,559: 31,180 51,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -11,288: -4,657 826 -3,165 -1,727 -6,682 -9,549 -9,021: -1,738 -2,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 7.5 24.2 31.0 53.1 90.8 84.8: 9.2 15.2
Old : 100.0: 35.6 7.5 24.2 31.0 53.1 90.8 84.8: 9.2 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 : 429: 139 85 138 130 161 353 323:
Old : 429: 139 85 138 130 161 353 323:
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 : 11.5 19.0 20.0 25.8 11.5 17.2 19.4 23.1
Old : 11.5 19.0 20.0 25.8 11.5 17.2 19.4 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,752: 1,930 1,520 379 1,276 1,800 3,584 3,698: 1,168 1,054
Old : 4,752: 1,930 1,520 379 1,276 1,800 3,584 3,698: 1,168 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 18: -48 14 2 171 34 124 49: -107 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 32.0 8.0 26.8 37.9 75.4 77.8: 24.6 22.2
Old : 100.0: 40.6 32.0 8.0 26.8 37.9 75.4 77.8: 24.6 22.2
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 : 64: 17 20 6 19 17 40 40:
Old : 64: 17 20 6 19 17 40 40:
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 : 26.2 29.5 39.0 41.2 26.2 27.3 37.1 37.2
Old : 26.2 29.5 39.0 41.2 26.2 27.3 37.1 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,599: 19,383 7,942 10,184 15,224 16,149 44,790 34,275: 11,809 22,324
Old : 56,599: 19,383 7,942 10,184 15,224 16,149 44,790 34,275: 11,809 22,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,736: 1,143 192 908 727 550 2,778 1,650: -42 1,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 14.0 18.0 26.9 28.5 79.1 60.6: 20.9 39.4
Old : 100.0: 34.2 14.0 18.0 26.9 28.5 79.1 60.6: 20.9 39.4
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 : 245: 81 50 49 71 82 179 158:
Old : 245: 81 50 49 71 82 179 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 10.5 22.0 17.6 13.2 9.4 20.3 14.8
Old : 13.5 10.5 22.0 17.6 13.2 9.4 20.3 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,476: 969 3,383 286 3,285 1,176 4,539 4,845: 937 631
Old : 5,476: 969 3,383 286 3,285 1,176 4,539 4,845: 937 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 134: -1 9 15 149 110 163 134: -28 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 61.8 5.2 60.0 21.5 82.9 88.5: 17.1 11.5
Old : 100.0: 17.7 61.8 5.2 60.0 21.5 82.9 88.5: 17.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 3 10 6 17 13:
Old : 21: 6 5 3 10 6 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 64.3 63.1 83.0 30.3 58.3 54.6 70.5
Old : 37.0 64.3 63.1 83.0 30.3 58.3 54.6 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,104: 1,546 15,809 3,293 27,275 10,541 32,114 29,643: 990 3,461
Old : 33,104: 1,546 15,809 3,293 27,275 10,541 32,114 29,643: 990 3,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,830: 182 401 196 1,323 796 1,700 1,392: 130 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 47.8 9.9 82.4 31.8 97.0 89.5: 3.0 10.5
Old : 100.0: 4.7 47.8 9.9 82.4 31.8 97.0 89.5: 3.0 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 13 29 22 24 20 50 58:
Old : 73: 13 29 22 24 20 50 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 39.9 69.7 54.1 47.6 39.9 69.4 54.0
Old : 47.9 39.9 69.7 54.1 47.6 39.9 69.4 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,254: 3,879 1,812 535 37,433 39,457 41,847 41,804: 407 450
Old : 42,254: 3,879 1,812 535 37,433 39,457 41,847 41,804: 407 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 861: 385 502 0 532 368 917 870: -56 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 4.3 1.3 88.6 93.4 99.0 98.9: 1.0 1.1
Old : 100.0: 9.2 4.3 1.3 88.6 93.4 99.0 98.9: 1.0 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 : 28: 6 5 1 10 12 16 18:
Old : 28: 6 5 1 10 12 16 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 : 74.7 78.9 91.1 90.8 73.5 78.9 88.0 89.9
Old : 74.7 78.9 91.1 90.8 73.5 78.9 88.0 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 92,404: 17,086 35,643 7,841 43,212 18,261 68,139 61,746: 24,264 30,658
Old : 92,404: 17,086 35,643 7,841 43,212 18,261 68,139 61,746: 24,264 30,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -37,428: -3,941 978 -1,284 -33,009 -34,076 -38,234 -34,382: 807 -3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 38.6 8.5 46.8 19.8 73.7 66.8: 26.3 33.2
Old : 100.0: 18.5 38.6 8.5 46.8 19.8 73.7 66.8: 26.3 33.2
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 : 77: 20 24 14 21 25 46 59:
Old : 77: 20 24 14 21 25 46 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 25.3 42.4 32.5 31.9 24.8 41.4 31.5
Old : 32.0 25.3 42.4 32.5 31.9 24.8 41.4 31.5
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, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,098: 9,528 1,973 1,845 3,043 6,604 14,416 10,422: 9,681 13,676
Old : 24,098: 9,528 1,973 1,845 3,043 6,604 14,416 10,422: 9,681 13,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,968: 1,059 -692 -26 120 1,969 1,153 1,251: 814 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 8.2 7.7 12.6 27.4 59.8 43.2: 40.2 56.8
Old : 100.0: 39.5 8.2 7.7 12.6 27.4 59.8 43.2: 40.2 56.8
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 : 22: 9 3 3 5 9 14 15:
Old : 22: 9 3 3 5 9 14 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 : 30.4 20.0 47.6 33.2 30.1 19.3 45.9 28.8
Old : 30.4 20.0 47.6 33.2 30.1 19.3 45.9 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 112,180: 39,365 67,320 452 69,529 38,209 109,346 105,981: 2,834 6,199
Old : 112,180: 39,365 67,320 452 69,529 38,209 109,346 105,981: 2,834 6,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -21,779: 11,153 -13,455 -569 -30,724 -7,495 -20,139 -21,519: -1,640 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 60.0 0.4 62.0 34.1 97.5 94.5: 2.5 5.5
Old : 100.0: 35.1 60.0 0.4 62.0 34.1 97.5 94.5: 2.5 5.5
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 : 113: 28 51 9 17 20 50 76:
Old : 113: 28 51 9 17 20 50 76:
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 : 68.5 47.4 80.6 63.8 68.5 47.4 80.6 63.8
Old : 68.5 47.4 80.6 63.8 68.5 47.4 80.6 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 210,852: 45,096 69,308 26,844 108,918 90,794 180,857 186,945: 29,995 23,907
Old : 210,852: 45,096 69,308 26,844 108,918 90,794 180,857 186,945: 29,995 23,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 33,477: 14,037 11,048 3,515 11,095 20,639 28,647 35,203: 4,830 -1,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 32.9 12.7 51.7 43.1 85.8 88.7: 14.2 11.3
Old : 100.0: 21.4 32.9 12.7 51.7 43.1 85.8 88.7: 14.2 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 40 39 23 27 37 78 88:
Old : 123: 40 39 23 27 37 78 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 29.1 51.6 42.4 41.3 27.6 49.6 40.8
Old : 42.3 29.1 51.6 42.4 41.3 27.6 49.6 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 282,724: 39,683 126,917 20,393 205,948 69,799 266,025 217,110: 16,699 65,614
Old : 282,724: 39,683 126,917 20,393 205,948 69,799 266,025 217,110: 16,699 65,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -12,403: -24,792 -19,899 -173 11,519 8,982 -13,447 -11,090: 1,043 -1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 44.9 7.2 72.8 24.7 94.1 76.8: 5.9 23.2
Old : 100.0: 14.0 44.9 7.2 72.8 24.7 94.1 76.8: 5.9 23.2
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 : 136: 21 67 23 30 39 65 115:
Old : 136: 21 67 23 30 39 65 115:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 27.6 68.2 35.3 57.2 27.4 68.0 33.6
Old : 57.3 27.6 68.2 35.3 57.2 27.4 68.0 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 438,457: 62,512 160,865 66,301 264,698 131,703 393,511 358,869: 44,946 79,588
Old : 438,457: 62,512 160,865 66,301 264,698 131,703 393,511 358,869: 44,946 79,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 854: -14,769 -4,401 1,516 12,019 2,947 -1,234 62: 2,088 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 36.7 15.1 60.4 30.0 89.7 81.8: 10.3 18.2
Old : 100.0: 14.3 36.7 15.1 60.4 30.0 89.7 81.8: 10.3 18.2
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 : 252: 63 98 75 57 69 162 201:
Old : 252: 63 98 75 57 69 162 201:
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 16.5 37.1 25.2 26.3 16.2 35.4 23.1
Old : 26.5 16.5 37.1 25.2 26.3 16.2 35.4 23.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,544: 7,112 7,291 3,175 4,422 4,185 14,709 14,651: 835 893
Old : 15,544: 7,112 7,291 3,175 4,422 4,185 14,709 14,651: 835 893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -1,695: -783 -1,918 4 -703 255 -1,482 -1,659: -213 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 46.9 20.4 28.4 26.9 94.6 94.3: 5.4 5.7
Old : 100.0: 45.8 46.9 20.4 28.4 26.9 94.6 94.3: 5.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 7 8 2 4 5 13 13:
Old : 22: 7 8 2 4 5 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 80.1 86.0 89.5 40.8 45.7 52.2 51.0
Old : 68.0 80.1 86.0 89.5 40.8 45.7 52.2 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 42,911: 19,661 33,224 693 19,844 2,338 40,198 36,255: 2,713 6,656
Old : 42,911: 19,661 33,224 693 19,844 2,338 40,198 36,255: 2,713 6,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 5,742: 279 4,674 58 5,192 384 5,529 5,116: 213 626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 77.4 1.6 46.2 5.4 93.7 84.5: 6.3 15.5
Old : 100.0: 45.8 77.4 1.6 46.2 5.4 93.7 84.5: 6.3 15.5
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 : 90: 20 49 4 15 8 36 60:
Old : 90: 20 49 4 15 8 36 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 39.4 65.3 52.3 45.6 39.4 65.3 52.3
Old : 45.6 39.4 65.3 52.3 45.6 39.4 65.3 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,215,924: 1,689,762 1,350,607 6,487,742 8,177,349 8,047,974 16,354,854 15,886,323: 861,070 1,329,601
Old :17,215,924: 1,689,762 1,350,607 6,487,742 8,177,349 8,047,974 16,354,854 15,886,323: 861,070 1,329,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 194,648: 13,833 49,833 42,789 116,650 84,368 173,272 176,989: 21,377 17,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.8 37.7 47.5 46.7 95.0 92.3: 5.0 7.7
Old : 100.0: 9.8 7.8 37.7 47.5 46.7 95.0 92.3: 5.0 7.7
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 : 313: 53 99 116 141 150 272 290:
Old : 313: 53 99 116 141 150 272 290:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 22.2 30.5 31.4 7.5 10.7 13.1 13.0
Old : 19.9 22.2 30.5 31.4 7.5 10.7 13.1 13.0
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-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 744,662: 77,662 88,005 60,319 499,596 493,420 637,577 641,744: 107,085 102,918
Old : 744,662: 77,662 88,005 60,319 499,596 493,420 637,577 641,744: 107,085 102,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -245,733: -5,980 -2,532 -16,393 -162,519 -170,593 -184,892 -189,518: -60,841 -56,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 11.8 8.1 67.1 66.3 85.6 86.2: 14.4 13.8
Old : 100.0: 10.4 11.8 8.1 67.1 66.3 85.6 86.2: 14.4 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 634: 139 139 147 247 266 470 468:
Old : 634: 139 139 147 247 266 470 468:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 13.5 24.2 21.6 11.5 11.3 19.2 17.6
Old : 15.0 13.5 24.2 21.6 11.5 11.3 19.2 17.6
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, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 145,200: 10,123 1,998 17,844 78,108 78,778 106,075 98,621: 39,125 46,579
Old : 145,200: 10,123 1,998 17,844 78,108 78,778 106,075 98,621: 39,125 46,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -97,956: -694 -2,570 -5,259 -83,962 -40,422 -89,915 -48,251: -8,042 -49,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.4 12.3 53.8 54.3 73.1 67.9: 26.9 32.1
Old : 100.0: 7.0 1.4 12.3 53.8 54.3 73.1 67.9: 26.9 32.1
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 : 82: 17 18 24 42 38 76 63:
Old : 82: 17 18 24 42 38 76 63:
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 : 23.9 21.6 36.8 38.0 19.0 18.0 27.2 29.0
Old : 23.9 21.6 36.8 38.0 19.0 18.0 27.2 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,997,315: 340,483 432,820 209,589 2,107,438 2,073,210 2,657,510 2,715,619: 339,805 281,696
Old : 2,997,315: 340,483 432,820 209,589 2,107,438 2,073,210 2,657,510 2,715,619: 339,805 281,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -738,884: -39,477 -12,863 -42,623 -392,788 -650,853 -474,889 -706,339: -263,996 -32,546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 14.4 7.0 70.3 69.2 88.7 90.6: 11.3 9.4
Old : 100.0: 11.4 14.4 7.0 70.3 69.2 88.7 90.6: 11.3 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 607: 132 128 137 237 257 443 448:
Old : 607: 132 128 137 237 257 443 448:
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 12.5 26.6 21.7 13.2 11.9 21.5 19.3
Old : 17.1 12.5 26.6 21.7 13.2 11.9 21.5 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 91,736: 11,659 3,298 1,009 67,345 84,143 80,013 88,450: 11,723 3,286
Old : 91,736: 11,659 3,298 1,009 67,345 84,143 80,013 88,450: 11,723 3,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -16,348: 1,866 -351 -296 -17,319 -7,104 -15,749 -7,751: -599 -8,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 3.6 1.1 73.4 91.7 87.2 96.4: 12.8 3.6
Old : 100.0: 12.7 3.6 1.1 73.4 91.7 87.2 96.4: 12.8 3.6
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 : 92: 18 3 3 46 41 64 47:
Old : 92: 18 3 3 46 41 64 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 : 38.2 36.8 49.8 57.9 37.7 36.8 48.7 57.9
Old : 38.2 36.8 49.8 57.9 37.7 36.8 48.7 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,618: 20,074 5,262 1,496 42,880 60,044 64,450 66,802: 6,168 3,816
Old : 70,618: 20,074 5,262 1,496 42,880 60,044 64,450 66,802: 6,168 3,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -18,944: 4,286 -1,935 -2,759 -16,481 -10,192 -14,954 -14,886: -3,990 -4,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.5 2.1 60.7 85.0 91.3 94.6: 8.7 5.4
Old : 100.0: 28.4 7.5 2.1 60.7 85.0 91.3 94.6: 8.7 5.4
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 : 224: 71 35 16 71 67 148 112:
Old : 224: 71 35 16 71 67 148 112:
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 : 38.0 37.2 47.0 54.4 38.0 37.1 47.0 54.2
Old : 38.0 37.2 47.0 54.4 38.0 37.1 47.0 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 353,090: 100,369 26,310 7,478 214,401 300,221 322,249 334,010: 30,841 19,080
Old : 353,090: 100,369 26,310 7,478 214,401 300,221 322,249 334,010: 30,841 19,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -47,075: 14,503 -7,685 -5,598 -49,440 -16,618 -40,535 -29,902: -6,540 -17,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 7.5 2.1 60.7 85.0 91.3 94.6: 8.7 5.4
Old : 100.0: 28.4 7.5 2.1 60.7 85.0 91.3 94.6: 8.7 5.4
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 : 224: 71 35 16 71 67 148 112:
Old : 224: 71 35 16 71 67 148 112:
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 : 38.0 37.2 47.0 54.4 38.0 37.1 47.0 54.2
Old : 38.0 37.2 47.0 54.4 38.0 37.1 47.0 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 130,225: 55,646 65,245 7,995 49,435 24,636 113,076 97,876: 17,149 32,349
Old : 130,225: 55,646 65,245 7,995 49,435 24,636 113,076 97,876: 17,149 32,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -3,138: -9,508 -4,433 556 4,471 -149 -4,481 -4,026: 1,343 888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 50.1 6.1 38.0 18.9 86.8 75.2: 13.2 24.8
Old : 100.0: 42.7 50.1 6.1 38.0 18.9 86.8 75.2: 13.2 24.8
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 : 75: 24 30 17 15 17 42 61:
Old : 75: 24 30 17 15 17 42 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 39.9 63.7 48.1 51.5 39.7 63.2 47.9
Old : 51.5 39.9 63.7 48.1 51.5 39.7 63.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,236: 17,123 15,149 0 28,611 34,194 45,734 49,343: 10,502 6,893
Old : 56,236: 17,123 15,149 0 28,611 34,194 45,734 49,343: 10,502 6,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 3,618: 2,337 753 -45 443 1,549 2,735 2,257: 883 1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 26.9 0.0 50.9 60.8 81.3 87.7: 18.7 12.3
Old : 100.0: 30.4 26.9 0.0 50.9 60.8 81.3 87.7: 18.7 12.3
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 : 63: 19 14 0 23 11 42 25:
Old : 63: 19 14 0 23 11 42 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 61.0 50.0 73.6 35.2 61.0 50.0 73.6
Old : 35.2 61.0 50.0 73.6 35.2 61.0 50.0 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 113,918: 44,351 11,812 94 60,307 8,081 104,752 19,987: 9,166 93,931
Old : 113,918: 44,351 11,812 94 60,307 8,081 104,752 19,987: 9,166 93,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,748: 1,727 1,701 -350 1,869 -2,129 3,246 -778: -498 3,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 10.4 0.1 52.9 7.1 92.0 17.5: 8.0 82.5
Old : 100.0: 38.9 10.4 0.1 52.9 7.1 92.0 17.5: 8.0 82.5
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 : 91: 38 15 2 31 15 69 32:
Old : 91: 38 15 2 31 15 69 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 6.8 46.9 10.5 31.8 6.8 46.1 10.1
Old : 31.8 6.8 46.9 10.5 31.8 6.8 46.1 10.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2015