BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 8,228: 716 879 877 5,573 5,573 7,165 7,329: 1,062 899
Old : 8,228: 716 879 877 5,573 5,573 7,165 7,329: 1,062 899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -1,127: 97 -228 -124 -1,073 -659 -1,099 -1,011: -28 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 10.7 10.7 67.7 67.7 87.1 89.1: 12.9 10.9
Old : 100.0: 8.7 10.7 10.7 67.7 67.7 87.1 89.1: 12.9 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 9 11 19 18 31 31:
Old : 37: 5 9 11 19 18 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 40.6 67.7 58.1 43.4 40.4 58.4 53.4
Old : 47.0 40.6 67.7 58.1 43.4 40.4 58.4 53.4
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, July 07, 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 : 42,577: 11,966 2,931 8,193 18,431 18,506 38,590 29,630: 3,987 12,947
Old : 42,577: 11,966 2,931 8,193 18,431 18,506 38,590 29,630: 3,987 12,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -8,827: -2,922 -558 -3,152 -2,979 -3,637 -9,053 -7,347: 226 -1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 6.9 19.2 43.3 43.5 90.6 69.6: 9.4 30.4
Old : 100.0: 28.1 6.9 19.2 43.3 43.5 90.6 69.6: 9.4 30.4
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 : 80: 18 18 27 35 29 66 61:
Old : 80: 18 18 27 35 29 66 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 : 34.7 26.0 50.7 39.2 34.4 24.5 47.7 35.3
Old : 34.7 26.0 50.7 39.2 34.4 24.5 47.7 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 8,568: 102 1,000 1,489 5,933 4,806 7,524 7,295: 1,044 1,273
Old : 8,568: 102 1,000 1,489 5,933 4,806 7,524 7,295: 1,044 1,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -595: -30 -346 -114 -518 -138 -662 -599: 68 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 11.7 17.4 69.2 56.1 87.8 85.1: 12.2 14.9
Old : 100.0: 1.2 11.7 17.4 69.2 56.1 87.8 85.1: 12.2 14.9
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 : 38: 2 11 7 20 15 29 26:
Old : 38: 2 11 7 20 15 29 26:
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 : 41.2 35.3 57.3 57.1 35.8 22.2 48.0 35.8
Old : 41.2 35.3 57.3 57.1 35.8 22.2 48.0 35.8
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, July 07, 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 : 3,413: 150 449 535 2,128 1,111 2,813 2,095: 600 1,319
Old : 3,413: 150 449 535 2,128 1,111 2,813 2,095: 600 1,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -267: -232 198 -99 -19 -287 -349 -187: 82 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 13.1 15.7 62.3 32.6 82.4 61.4: 17.6 38.6
Old : 100.0: 4.4 13.1 15.7 62.3 32.6 82.4 61.4: 17.6 38.6
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 : 20: 2 6 7 8 7 15 15:
Old : 20: 2 6 7 8 7 15 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 : 44.4 33.0 67.5 50.0 40.1 31.3 60.8 40.1
Old : 44.4 33.0 67.5 50.0 40.1 31.3 60.8 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 293,358: 69,239 60,997 98,792 103,273 97,900 271,304 257,689: 22,054 35,670
Old : 190,725: 59,307 61,418 62,772 54,857 45,364 176,937 169,554: 13,788 21,171
Other: 102,634: 23,741 13,388 22,211 48,415 52,536 94,367 88,135: 8,266 14,499
: : :
: : Changes in Commitments from: June 30, 2015 :
: 5,050: -2,634 1,577 5,450 3,155 -820 5,970 6,207: -920 -1,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 20.8 33.7 35.2 33.4 92.5 87.8: 7.5 12.2
Old : 100.0: 31.1 32.2 32.9 28.8 23.8 92.8 88.9: 7.2 11.1
Other: 100.0: 23.1 13.0 21.6 47.2 51.2 91.9 85.9: 8.1 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 104 97 125 88 79 264 242:
Old : 301: 100 96 111 79 74 239 227:
Other: 194: 59 44 53 56 67 145 139:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 10.1 24.0 18.8 12.8 9.8 21.9 16.5
Old : 13.2 13.3 22.0 20.7 13.1 12.9 21.0 19.8
Other: 24.2 18.1 36.4 28.1 24.2 16.6 35.6 24.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 309,407: 103,493 23,301 79,882 97,620 157,459 280,995 260,642: 28,412 48,765
Old : 309,407: 103,493 23,301 79,882 97,620 157,459 280,995 260,642: 28,412 48,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -8,327: -4,241 -7 -1,699 -2,686 -6,315 -8,626 -8,021: 299 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 7.5 25.8 31.6 50.9 90.8 84.2: 9.2 15.8
Old : 100.0: 33.4 7.5 25.8 31.6 50.9 90.8 84.2: 9.2 15.8
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 : 403: 136 84 136 118 144 329 306:
Old : 403: 136 84 136 118 144 329 306:
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 : 11.0 17.0 19.6 24.2 11.0 15.4 19.5 21.8
Old : 11.0 17.0 19.6 24.2 11.0 15.4 19.5 21.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 4,035: 1,411 1,498 539 1,159 1,133 3,109 3,170: 926 866
Old : 4,035: 1,411 1,498 539 1,159 1,133 3,109 3,170: 926 866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -160: -307 43 227 -101 -292 -180 -21: 20 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 37.1 13.4 28.7 28.1 77.1 78.5: 22.9 21.5
Old : 100.0: 35.0 37.1 13.4 28.7 28.1 77.1 78.5: 22.9 21.5
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 : 65: 17 20 10 18 18 41 44:
Old : 65: 17 20 10 18 18 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 25.6 36.1 38.9 23.1 23.4 34.4 34.4
Old : 23.1 25.6 36.1 38.9 23.1 23.4 34.4 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 54,975: 16,456 6,517 11,811 15,458 15,942 43,725 34,270: 11,250 20,705
Old : 54,975: 16,456 6,517 11,811 15,458 15,942 43,725 34,270: 11,250 20,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -464: 118 -39 148 -667 580 -401 688: -63 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 11.9 21.5 28.1 29.0 79.5 62.3: 20.5 37.7
Old : 100.0: 29.9 11.9 21.5 28.1 29.0 79.5 62.3: 20.5 37.7
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 : 218: 67 42 57 71 83 169 155:
Old : 218: 67 42 57 71 83 169 155:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 11.2 22.3 17.6 12.2 8.6 19.0 13.5
Old : 13.4 11.2 22.3 17.6 12.2 8.6 19.0 13.5
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, July 07, 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 : 4,872: 616 2,814 291 2,825 1,155 3,733 4,260: 1,139 612
Old : 4,872: 616 2,814 291 2,825 1,155 3,733 4,260: 1,139 612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -661: -383 -565 -4 -446 -55 -833 -624: 172 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 57.8 6.0 58.0 23.7 76.6 87.4: 23.4 12.6
Old : 100.0: 12.7 57.8 6.0 58.0 23.7 76.6 87.4: 23.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 6 3 10 5 16 12:
Old : 20: 4 6 3 10 5 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 62.5 62.9 82.1 31.1 55.6 50.4 67.4
Old : 38.2 62.5 62.9 82.1 31.1 55.6 50.4 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 29,920: 1,638 13,731 3,044 24,380 9,807 29,062 26,581: 858 3,338
Old : 29,920: 1,638 13,731 3,044 24,380 9,807 29,062 26,581: 858 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -4,552: -361 -2,706 -549 -3,526 -783 -4,437 -4,038: -115 -514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 45.9 10.2 81.5 32.8 97.1 88.8: 2.9 11.2
Old : 100.0: 5.5 45.9 10.2 81.5 32.8 97.1 88.8: 2.9 11.2
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 : 74: 12 32 18 20 18 44 56:
Old : 74: 12 32 18 20 18 44 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 39.5 68.6 53.7 44.0 39.5 67.6 53.1
Old : 44.9 39.5 68.6 53.7 44.0 39.5 67.6 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 48,251: 2,308 1,309 537 45,064 45,824 47,909 47,670: 342 581
Old : 48,251: 2,308 1,309 537 45,064 45,824 47,909 47,670: 342 581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 6,507: -1,082 -90 2 7,615 6,660 6,535 6,572: -28 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 2.7 1.1 93.4 95.0 99.3 98.8: 0.7 1.2
Old : 100.0: 4.8 2.7 1.1 93.4 95.0 99.3 98.8: 0.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 8 4 2 11 11 20 16:
Old : 28: 8 4 2 11 11 20 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 : 74.6 77.1 88.7 91.8 68.3 73.6 80.5 82.8
Old : 74.6 77.1 88.7 91.8 68.3 73.6 80.5 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 133,456: 34,334 67,584 8,369 68,542 21,199 111,245 97,152: 22,211 36,304
Old : 133,456: 34,334 67,584 8,369 68,542 21,199 111,245 97,152: 22,211 36,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 29,797: 12,465 22,041 78 19,666 2,498 32,209 24,617: -2,412 5,180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 50.6 6.3 51.4 15.9 83.4 72.8: 16.6 27.2
Old : 100.0: 25.7 50.6 6.3 51.4 15.9 83.4 72.8: 16.6 27.2
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 : 88: 20 34 13 23 25 49 67:
Old : 88: 20 34 13 23 25 49 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 : 34.1 34.0 51.0 41.4 33.0 33.8 49.2 40.2
Old : 34.1 34.0 51.0 41.4 33.0 33.8 49.2 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 25,706: 9,225 2,406 964 5,849 5,880 16,039 9,251: 9,667 16,455
Old : 25,706: 9,225 2,406 964 5,849 5,880 16,039 9,251: 9,667 16,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 2,063: 67 529 -832 2,490 -1,205 1,725 -1,507: 339 3,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 9.4 3.8 22.8 22.9 62.4 36.0: 37.6 64.0
Old : 100.0: 35.9 9.4 3.8 22.8 22.9 62.4 36.0: 37.6 64.0
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 : 24: 7 4 1 8 9 16 13:
Old : 24: 7 4 1 8 9 16 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 : 28.9 17.4 45.4 29.3 28.9 16.9 44.3 27.5
Old : 28.9 17.4 45.4 29.3 28.9 16.9 44.3 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 140,638: 24,049 96,498 362 112,735 35,480 137,146 132,341: 3,492 8,297
Old : 140,638: 24,049 96,498 362 112,735 35,480 137,146 132,341: 3,492 8,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 28,880: -11,991 21,581 -225 40,776 6,241 28,560 27,598: 320 1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 68.6 0.3 80.2 25.2 97.5 94.1: 2.5 5.9
Old : 100.0: 17.1 68.6 0.3 80.2 25.2 97.5 94.1: 2.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 24 69 7 22 19 51 90:
Old : 129: 24 69 7 22 19 51 90:
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 : 76.1 39.5 85.7 57.0 76.1 39.5 85.7 57.0
Old : 76.1 39.5 85.7 57.0 76.1 39.5 85.7 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 192,810: 39,403 63,187 16,819 110,446 88,530 166,669 168,537: 26,141 24,272
Old : 192,810: 39,403 63,187 16,819 110,446 88,530 166,669 168,537: 26,141 24,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -21,909: -6,955 1,837 -11,451 -2,469 -14,490 -20,874 -24,103: -1,035 2,194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 32.8 8.7 57.3 45.9 86.4 87.4: 13.6 12.6
Old : 100.0: 20.4 32.8 8.7 57.3 45.9 86.4 87.4: 13.6 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 34 36 22 29 36 76 81:
Old : 114: 34 36 22 29 36 76 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 31.3 56.1 45.0 47.2 29.5 55.0 42.6
Old : 47.2 31.3 56.1 45.0 47.2 29.5 55.0 42.6
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, July 07, 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 : 278,503: 45,778 111,113 17,997 195,411 92,384 259,186 221,494: 19,317 57,009
Old : 278,503: 45,778 111,113 17,997 195,411 92,384 259,186 221,494: 19,317 57,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -11,519: 1,849 -14,166 -4,349 -8,977 8,891 -11,477 -9,624: -42 -1,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 39.9 6.5 70.2 33.2 93.1 79.5: 6.9 20.5
Old : 100.0: 16.4 39.9 6.5 70.2 33.2 93.1 79.5: 6.9 20.5
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 : 134: 23 66 24 29 38 67 113:
Old : 134: 23 66 24 29 38 67 113:
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 : 57.4 32.9 68.3 39.4 57.2 31.9 67.8 38.4
Old : 57.4 32.9 68.3 39.4 57.2 31.9 67.8 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 437,552: 62,344 162,358 58,617 273,346 128,841 394,307 349,817: 43,245 87,735
Old : 437,552: 62,344 162,358 58,617 273,346 128,841 394,307 349,817: 43,245 87,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -3,735: 2,958 3,784 -10,214 3,624 -4,266 -3,632 -10,696: -103 6,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 37.1 13.4 62.5 29.4 90.1 79.9: 9.9 20.1
Old : 100.0: 14.2 37.1 13.4 62.5 29.4 90.1 79.9: 9.9 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 56 96 67 52 66 147 191:
Old : 238: 56 96 67 52 66 147 191:
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 : 27.0 16.7 38.4 25.0 26.4 16.4 37.2 23.4
Old : 27.0 16.7 38.4 25.0 26.4 16.4 37.2 23.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 16,983: 8,643 6,363 3,064 4,307 6,266 16,014 15,693: 969 1,290
Old : 16,983: 8,643 6,363 3,064 4,307 6,266 16,014 15,693: 969 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -2,113: -1,334 -70 -671 -121 -1,697 -2,126 -2,438: 13 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 37.5 18.0 25.4 36.9 94.3 92.4: 5.7 7.6
Old : 100.0: 50.9 37.5 18.0 25.4 36.9 94.3 92.4: 5.7 7.6
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 : 20: 7 6 3 3 6 12 13:
Old : 20: 7 6 3 3 6 12 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 : 73.4 75.2 90.1 88.6 48.8 47.4 56.8 53.2
Old : 73.4 75.2 90.1 88.6 48.8 47.4 56.8 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 42,873: 14,679 33,027 713 24,535 2,371 39,927 36,111: 2,946 6,762
Old : 42,873: 14,679 33,027 713 24,535 2,371 39,927 36,111: 2,946 6,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -383: -2,270 12 32 1,754 -247 -484 -203: 101 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 77.0 1.7 57.2 5.5 93.1 84.2: 6.9 15.8
Old : 100.0: 34.2 77.0 1.7 57.2 5.5 93.1 84.2: 6.9 15.8
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 : 79: 15 46 4 14 7 31 55:
Old : 79: 15 46 4 14 7 31 55:
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 : 50.3 38.0 67.1 50.7 50.2 38.0 67.0 50.7
Old : 50.3 38.0 67.1 50.7 50.2 38.0 67.0 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 :17,995,830: 1,672,347 1,429,235 6,899,520 8,549,414 8,353,456 17,121,280 16,682,211: 874,550 1,313,619
Old :17,995,830: 1,672,347 1,429,235 6,899,520 8,549,414 8,353,456 17,121,280 16,682,211: 874,550 1,313,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 475,227: 75,079 125,290 243,588 128,305 97,079 446,972 465,958: 28,255 9,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.9 38.3 47.5 46.4 95.1 92.7: 4.9 7.3
Old : 100.0: 9.3 7.9 38.3 47.5 46.4 95.1 92.7: 4.9 7.3
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 : 319: 53 104 125 141 150 280 298:
Old : 319: 53 104 125 141 150 280 298:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 21.4 31.2 30.5 7.2 9.2 12.6 12.1
Old : 20.4 21.4 31.2 30.5 7.2 9.2 12.6 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 810,666: 77,619 102,794 67,823 533,792 513,456 679,234 684,073: 131,432 126,593
Old : 810,666: 77,619 102,794 67,823 533,792 513,456 679,234 684,073: 131,432 126,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 11,153: -2,774 6,019 -12,147 11,114 -4,153 -3,807 -10,281: 14,959 21,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 12.7 8.4 65.8 63.3 83.8 84.4: 16.2 15.6
Old : 100.0: 9.6 12.7 8.4 65.8 63.3 83.8 84.4: 16.2 15.6
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 : 651: 143 154 164 250 261 481 493:
Old : 651: 143 154 164 250 261 481 493:
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 : 14.2 11.6 23.4 19.3 10.7 8.5 17.4 14.9
Old : 14.2 11.6 23.4 19.3 10.7 8.5 17.4 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 163,697: 10,804 1,656 20,825 93,203 73,452 124,833 95,933: 38,864 67,764
Old : 163,697: 10,804 1,656 20,825 93,203 73,452 124,833 95,933: 38,864 67,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 6,017: -2,158 -5,502 -171 7,138 -6,512 4,809 -12,185: 1,208 18,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.0 12.7 56.9 44.9 76.3 58.6: 23.7 41.4
Old : 100.0: 6.6 1.0 12.7 56.9 44.9 76.3 58.6: 23.7 41.4
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 : 90: 18 19 30 46 39 84 70:
Old : 90: 18 19 30 46 39 84 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 : 20.2 19.1 32.7 31.2 15.4 13.1 24.7 19.9
Old : 20.2 19.1 32.7 31.2 15.4 13.1 24.7 19.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 3,234,848: 338,043 509,658 231,020 2,202,944 2,200,024 2,772,007 2,940,702: 462,841 294,146
Old : 3,234,848: 338,043 509,658 231,020 2,202,944 2,200,024 2,772,007 2,940,702: 462,841 294,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 25,677: -34,367 26,318 -28,593 19,881 11,795 -43,079 9,520: 68,756 16,157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.8 7.1 68.1 68.0 85.7 90.9: 14.3 9.1
Old : 100.0: 10.5 15.8 7.1 68.1 68.0 85.7 90.9: 14.3 9.1
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 : 621: 135 144 150 238 252 450 469:
Old : 621: 135 144 150 238 252 450 469:
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 : 16.0 11.6 24.3 21.0 12.4 11.1 19.3 18.6
Old : 16.0 11.6 24.3 21.0 12.4 11.1 19.3 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 84,285: 8,708 4,133 1,287 63,413 75,678 73,408 81,098: 10,877 3,187
Old : 84,285: 8,708 4,133 1,287 63,413 75,678 73,408 81,098: 10,877 3,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -6,077: -3,218 -20 -116 -2,181 -5,844 -5,515 -5,980: -562 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.9 1.5 75.2 89.8 87.1 96.2: 12.9 3.8
Old : 100.0: 10.3 4.9 1.5 75.2 89.8 87.1 96.2: 12.9 3.8
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 : 87: 14 4 3 49 36 63 43:
Old : 87: 14 4 3 49 36 63 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 39.2 49.7 63.5 37.3 39.1 48.6 63.4
Old : 37.8 39.2 49.7 63.5 37.3 39.1 48.6 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 61,081: 12,946 7,147 1,852 40,809 48,405 55,606 57,405: 5,475 3,676
Old : 61,081: 12,946 7,147 1,852 40,809 48,405 55,606 57,405: 5,475 3,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -3,074: -1,328 -789 163 -1,977 -2,649 -3,142 -3,275: 68 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 11.7 3.0 66.8 79.2 91.0 94.0: 9.0 6.0
Old : 100.0: 21.2 11.7 3.0 66.8 79.2 91.0 94.0: 9.0 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 : 216: 59 38 17 75 70 142 117:
Old : 216: 59 38 17 75 70 142 117:
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 : 41.7 32.4 48.7 51.9 41.7 32.3 48.7 51.7
Old : 41.7 32.4 48.7 51.9 41.7 32.3 48.7 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 305,405: 64,729 35,737 9,260 204,043 242,026 278,032 287,023: 27,373 18,382
Old : 305,405: 64,729 35,737 9,260 204,043 242,026 278,032 287,023: 27,373 18,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -15,369: -6,642 -3,946 816 -9,884 -13,244 -15,711 -16,373: 341 1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 11.7 3.0 66.8 79.2 91.0 94.0: 9.0 6.0
Old : 100.0: 21.2 11.7 3.0 66.8 79.2 91.0 94.0: 9.0 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 : 216: 59 38 17 75 70 142 117:
Old : 216: 59 38 17 75 70 142 117:
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 : 41.7 32.4 48.7 51.9 41.7 32.3 48.7 51.7
Old : 41.7 32.4 48.7 51.9 41.7 32.3 48.7 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 152,423: 56,062 77,043 8,379 69,697 23,302 134,138 108,723: 18,285 43,700
Old : 152,423: 56,062 77,043 8,379 69,697 23,302 134,138 108,723: 18,285 43,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 19,138: 1,927 10,017 478 14,866 -2,014 17,271 8,481: 1,867 10,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 50.5 5.5 45.7 15.3 88.0 71.3: 12.0 28.7
Old : 100.0: 36.8 50.5 5.5 45.7 15.3 88.0 71.3: 12.0 28.7
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 : 88: 20 41 16 22 19 48 70:
Old : 88: 20 41 16 22 19 48 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 : 48.6 35.1 60.9 43.0 47.8 35.0 60.1 42.2
Old : 48.6 35.1 60.9 43.0 47.8 35.0 60.1 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 55,030: 15,954 15,155 0 29,229 34,262 45,183 49,417: 9,847 5,613
Old : 55,030: 15,954 15,155 0 29,229 34,262 45,183 49,417: 9,847 5,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: 167: 1,070 -90 -1 615 -23 1,684 -114: -1,517 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 27.5 0.0 53.1 62.3 82.1 89.8: 17.9 10.2
Old : 100.0: 29.0 27.5 0.0 53.1 62.3 82.1 89.8: 17.9 10.2
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 : 61: 16 14 0 25 10 41 24:
Old : 61: 16 14 0 25 10 41 24:
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 67.4 51.6 78.7 35.2 67.4 51.6 78.7
Old : 35.2 67.4 51.6 78.7 35.2 67.4 51.6 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 113,284: 44,846 8,831 789 57,509 12,271 103,144 21,891: 10,140 91,393
Old : 113,284: 44,846 8,831 789 57,509 12,271 103,144 21,891: 10,140 91,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -4,989: 1,742 782 511 -6,106 1,275 -3,853 2,568: -1,136 -7,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 7.8 0.7 50.8 10.8 91.0 19.3: 9.0 80.7
Old : 100.0: 39.6 7.8 0.7 50.8 10.8 91.0 19.3: 9.0 80.7
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 : 90: 37 11 5 29 22 67 37:
Old : 90: 37 11 5 29 22 67 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 6.7 49.1 10.5 34.8 6.6 48.4 10.4
Old : 34.9 6.7 49.1 10.5 34.8 6.6 48.4 10.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2015