BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 9,188: 1,002 742 1,029 5,840 6,373 7,871 8,143: 1,317 1,045
Old : 9,188: 1,002 742 1,029 5,840 6,373 7,871 8,143: 1,317 1,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 158: 75 -72 16 15 185 105 128: 53 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.1 11.2 63.6 69.4 85.7 88.6: 14.3 11.4
Old : 100.0: 10.9 8.1 11.2 63.6 69.4 85.7 88.6: 14.3 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 : 35: 4 9 10 18 18 30 29:
Old : 35: 4 9 10 18 18 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 42.3 66.0 59.6 42.9 42.2 59.0 54.2
Old : 44.4 42.3 66.0 59.6 42.9 42.2 59.0 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 49,504: 14,135 3,514 10,121 20,917 21,851 45,173 35,487: 4,331 14,018
Old : 49,504: 14,135 3,514 10,121 20,917 21,851 45,173 35,487: 4,331 14,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 2,268: 449 154 919 890 820 2,258 1,893: 10 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 7.1 20.4 42.3 44.1 91.3 71.7: 8.7 28.3
Old : 100.0: 28.6 7.1 20.4 42.3 44.1 91.3 71.7: 8.7 28.3
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 : 87: 21 20 33 38 31 76 67:
Old : 87: 21 20 33 38 31 76 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 27.7 48.6 40.3 32.3 25.2 44.7 35.0
Old : 33.0 27.7 48.6 40.3 32.3 25.2 44.7 35.0
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 28, 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 : 11,604: 509 1,299 2,404 7,551 6,573 10,464 10,276: 1,140 1,329
Old : 11,604: 509 1,299 2,404 7,551 6,573 10,464 10,276: 1,140 1,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 844: 179 126 302 411 371 892 800: -49 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 11.2 20.7 65.1 56.6 90.2 88.6: 9.8 11.4
Old : 100.0: 4.4 11.2 20.7 65.1 56.6 90.2 88.6: 9.8 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 : 45: 4 16 11 22 14 35 32:
Old : 45: 4 16 11 22 14 35 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 : 38.1 38.3 55.0 57.8 28.8 24.3 39.2 34.9
Old : 38.1 38.3 55.0 57.8 28.8 24.3 39.2 34.9
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 28, 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 : 4,575: 116 1,388 571 3,320 1,285 4,007 3,244: 568 1,331
Old : 4,575: 116 1,388 571 3,320 1,285 4,007 3,244: 568 1,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 401: 1 432 -19 450 7 432 420: -31 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 30.3 12.5 72.6 28.1 87.6 70.9: 12.4 29.1
Old : 100.0: 2.5 30.3 12.5 72.6 28.1 87.6 70.9: 12.4 29.1
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 : 24: 1 8 8 11 8 19 17:
Old : 24: 1 8 8 11 8 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 37.1 66.7 58.6 37.9 34.4 61.4 47.9
Old : 38.8 37.1 66.7 58.6 37.9 34.4 61.4 47.9
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 28, 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 : 274,754: 71,930 52,494 95,848 87,191 90,891 254,969 239,233: 19,784 35,520
Old : 149,153: 55,466 51,796 46,466 37,411 33,327 139,343 131,590: 9,809 17,563
Other: 125,601: 34,861 19,095 30,985 49,780 57,564 115,626 107,644: 9,975 17,957
: : :
: : Changes in Commitments from: July 21, 2015 :
: 8,026: 2,887 -1,733 7,858 -3,272 2,339 7,474 8,465: 553 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 19.1 34.9 31.7 33.1 92.8 87.1: 7.2 12.9
Old : 100.0: 37.2 34.7 31.2 25.1 22.3 93.4 88.2: 6.6 11.8
Other: 100.0: 27.8 15.2 24.7 39.6 45.8 92.1 85.7: 7.9 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 97 102 121 80 78 254 235:
Old : 288: 88 105 96 68 69 218 210:
Other: 218: 74 54 62 59 71 168 154:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 12.1 23.5 20.9 13.8 10.6 22.2 17.5
Old : 14.1 12.9 23.9 21.9 14.1 12.5 23.5 20.5
Other: 19.4 18.1 31.5 27.8 18.7 15.2 29.2 21.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 319,259: 77,429 47,617 92,497 114,658 133,206 284,584 273,320: 34,675 45,940
Old : 319,259: 77,429 47,617 92,497 114,658 133,206 284,584 273,320: 34,675 45,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 11,468: 985 15,669 5,678 4,397 -7,022 11,059 14,325: 408 -2,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.9 29.0 35.9 41.7 89.1 85.6: 10.9 14.4
Old : 100.0: 24.3 14.9 29.0 35.9 41.7 89.1 85.6: 10.9 14.4
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 : 391: 128 78 146 131 136 335 307:
Old : 391: 128 78 146 131 136 335 307:
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 : 10.8 16.7 18.7 23.8 10.6 15.6 18.0 21.5
Old : 10.8 16.7 18.7 23.8 10.6 15.6 18.0 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 5,510: 1,424 2,304 1,025 1,881 1,067 4,330 4,396: 1,180 1,114
Old : 5,510: 1,424 2,304 1,025 1,881 1,067 4,330 4,396: 1,180 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 756: -15 577 117 521 -20 624 675: 133 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 41.8 18.6 34.1 19.4 78.6 79.8: 21.4 20.2
Old : 100.0: 25.9 41.8 18.6 34.1 19.4 78.6 79.8: 21.4 20.2
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 : 72: 17 23 13 26 16 51 46:
Old : 72: 17 23 13 26 16 51 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 29.6 32.8 45.4 17.7 28.0 27.5 38.3
Old : 20.5 29.6 32.8 45.4 17.7 28.0 27.5 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 57,422: 15,122 7,378 15,439 16,102 15,659 46,663 38,475: 10,759 18,947
Old : 57,422: 15,122 7,378 15,439 16,102 15,659 46,663 38,475: 10,759 18,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 589: -181 470 397 253 451 469 1,319: 120 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 12.8 26.9 28.0 27.3 81.3 67.0: 18.7 33.0
Old : 100.0: 26.3 12.8 26.9 28.0 27.3 81.3 67.0: 18.7 33.0
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 : 227: 74 45 71 80 82 186 170:
Old : 227: 74 45 71 80 82 186 170:
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 : 13.3 12.5 22.0 20.4 9.9 8.0 16.1 14.0
Old : 13.3 12.5 22.0 20.4 9.9 8.0 16.1 14.0
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 28, 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 : 5,342: 699 3,348 297 3,018 1,086 4,014 4,732: 1,328 610
Old : 5,342: 699 3,348 297 3,018 1,086 4,014 4,732: 1,328 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 139: 8 29 26 17 42 51 97: 88 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 62.7 5.6 56.5 20.3 75.1 88.6: 24.9 11.4
Old : 100.0: 13.1 62.7 5.6 56.5 20.3 75.1 88.6: 24.9 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 : 22: 5 7 3 10 5 17 13:
Old : 22: 5 7 3 10 5 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 : 36.8 64.5 58.9 80.6 32.1 57.9 49.3 67.2
Old : 36.8 64.5 58.9 80.6 32.1 57.9 49.3 67.2
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 28, 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 : 36,013: 2,172 17,301 3,955 28,938 10,951 35,065 32,207: 948 3,806
Old : 36,013: 2,172 17,301 3,955 28,938 10,951 35,065 32,207: 948 3,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 1,330: 11 1,154 177 1,130 60 1,318 1,391: 12 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 48.0 11.0 80.4 30.4 97.4 89.4: 2.6 10.6
Old : 100.0: 6.0 48.0 11.0 80.4 30.4 97.4 89.4: 2.6 10.6
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 : 80: 12 38 25 21 18 53 61:
Old : 80: 12 38 25 21 18 53 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 : 44.4 37.0 67.0 50.7 44.0 36.7 66.4 49.1
Old : 44.4 37.0 67.0 50.7 44.0 36.7 66.4 49.1
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 28, 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 : 48,856: 2,389 3,494 536 45,572 44,044 48,497 48,074: 359 782
Old : 48,856: 2,389 3,494 536 45,572 44,044 48,497 48,074: 359 782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -209: 75 -476 0 -311 52 -236 -424: 27 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.2 1.1 93.3 90.2 99.3 98.4: 0.7 1.6
Old : 100.0: 4.9 7.2 1.1 93.3 90.2 99.3 98.4: 0.7 1.6
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 : 28: 8 4 2 10 12 19 17:
Old : 28: 8 4 2 10 12 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 76.6 90.5 91.5 72.4 76.6 84.8 89.3
Old : 73.0 76.6 90.5 91.5 72.4 76.6 84.8 89.3
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 28, 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 : 183,312: 33,313 90,887 14,287 113,329 31,902 160,929 137,076: 22,383 46,236
Old : 183,312: 33,313 90,887 14,287 113,329 31,902 160,929 137,076: 22,383 46,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 10,749: -6,909 6,541 1,361 18,480 3,707 12,933 11,609: -2,184 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 49.6 7.8 61.8 17.4 87.8 74.8: 12.2 25.2
Old : 100.0: 18.2 49.6 7.8 61.8 17.4 87.8 74.8: 12.2 25.2
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 : 104: 25 41 20 26 26 58 81:
Old : 104: 25 41 20 26 26 58 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 : 39.3 33.5 55.9 42.6 38.8 33.5 54.8 41.2
Old : 39.3 33.5 55.9 42.6 38.8 33.5 54.8 41.2
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 28, 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 : 34,832: 9,427 8,823 1,842 15,743 5,080 27,012 15,745: 7,820 19,086
Old : 34,832: 9,427 8,823 1,842 15,743 5,080 27,012 15,745: 7,820 19,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 4,059: -454 3,159 494 4,949 2 4,989 3,655: -930 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 25.3 5.3 45.2 14.6 77.5 45.2: 22.5 54.8
Old : 100.0: 27.1 25.3 5.3 45.2 14.6 77.5 45.2: 22.5 54.8
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 : 30: 7 9 4 9 8 18 19:
Old : 30: 7 9 4 9 8 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 19.3 58.4 30.0 43.1 19.2 58.0 28.6
Old : 43.6 19.3 58.4 30.0 43.1 19.2 58.0 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 196,806: 21,761 110,789 23,796 148,288 53,768 193,845 188,353: 2,961 8,453
Old : 196,806: 21,761 110,789 23,796 148,288 53,768 193,845 188,353: 2,961 8,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 6,848: 391 7,967 221 6,469 -1,100 7,080 7,088: -232 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 56.3 12.1 75.3 27.3 98.5 95.7: 1.5 4.3
Old : 100.0: 11.1 56.3 12.1 75.3 27.3 98.5 95.7: 1.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 21 76 12 25 22 53 105:
Old : 136: 21 76 12 25 22 53 105:
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 : 64.1 33.1 79.0 53.8 59.3 31.2 65.6 44.4
Old : 64.1 33.1 79.0 53.8 59.3 31.2 65.6 44.4
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 28, 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 : 196,440: 43,283 53,822 16,102 110,817 104,639 170,201 174,563: 26,239 21,877
Old : 196,440: 43,283 53,822 16,102 110,817 104,639 170,201 174,563: 26,239 21,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 7,964: 7,951 -2,876 263 -2,206 11,274 6,008 8,661: 1,956 -697
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 27.4 8.2 56.4 53.3 86.6 88.9: 13.4 11.1
Old : 100.0: 22.0 27.4 8.2 56.4 53.3 86.6 88.9: 13.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 31 39 23 27 40 73 87:
Old : 116: 31 39 23 27 40 73 87:
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 : 47.8 34.0 57.1 47.9 47.8 32.4 56.1 45.6
Old : 47.8 34.0 57.1 47.9 47.8 32.4 56.1 45.6
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 28, 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 : 276,632: 46,307 109,652 19,270 192,988 93,149 258,565 222,071: 18,067 54,561
Old : 276,632: 46,307 109,652 19,270 192,988 93,149 258,565 222,071: 18,067 54,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -2,967: -4,663 -3,181 9 787 1,231 -3,866 -1,941: 899 -1,027
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 39.6 7.0 69.8 33.7 93.5 80.3: 6.5 19.7
Old : 100.0: 16.7 39.6 7.0 69.8 33.7 93.5 80.3: 6.5 19.7
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 : 135: 29 61 26 29 37 68 114:
Old : 135: 29 61 26 29 37 68 114:
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 : 58.2 34.4 69.4 42.5 58.0 32.9 68.8 41.0
Old : 58.2 34.4 69.4 42.5 58.0 32.9 68.8 41.0
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 28, 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 : 439,231: 63,592 167,469 59,682 273,056 129,164 396,330 356,315: 42,901 82,916
Old : 439,231: 63,592 167,469 59,682 273,056 129,164 396,330 356,315: 42,901 82,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -10,807: 1,902 -8,007 -654 -10,981 2,006 -9,733 -6,655: -1,075 -4,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 38.1 13.6 62.2 29.4 90.2 81.1: 9.8 18.9
Old : 100.0: 14.5 38.1 13.6 62.2 29.4 90.2 81.1: 9.8 18.9
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 : 253: 52 115 77 54 65 162 202:
Old : 253: 52 115 77 54 65 162 202:
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 : 27.5 16.8 38.6 24.2 27.2 16.1 37.6 22.7
Old : 27.5 16.8 38.6 24.2 27.2 16.1 37.6 22.7
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 28, 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 : 20,303: 8,221 8,214 3,033 8,424 7,020 19,678 18,267: 625 2,036
Old : 20,303: 8,221 8,214 3,033 8,424 7,020 19,678 18,267: 625 2,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -2,249: -6,126 73 -693 4,777 -2,314 -2,042 -2,934: -207 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 40.5 14.9 41.5 34.6 96.9 90.0: 3.1 10.0
Old : 100.0: 40.5 40.5 14.9 41.5 34.6 96.9 90.0: 3.1 10.0
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 : 23: 6 10 2 4 5 12 15:
Old : 23: 6 10 2 4 5 12 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 : 64.7 63.1 91.3 82.7 44.0 37.1 57.1 47.0
Old : 64.7 63.1 91.3 82.7 44.0 37.1 57.1 47.0
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, July 28, 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 : 37,487: 13,550 26,315 233 21,230 4,189 35,013 30,737: 2,474 6,750
Old : 37,487: 13,550 26,315 233 21,230 4,189 35,013 30,737: 2,474 6,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -1,057: 350 -2,839 -37 -1,613 1,883 -1,300 -993: 243 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 70.2 0.6 56.6 11.2 93.4 82.0: 6.6 18.0
Old : 100.0: 36.1 70.2 0.6 56.6 11.2 93.4 82.0: 6.6 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 14 44 4 12 11 28 57:
Old : 78: 14 44 4 12 11 28 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 40.0 69.0 51.3 48.6 40.0 69.0 51.3
Old : 48.6 40.0 69.0 51.3 48.6 40.0 69.0 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 8,362: 2,605 6,069 23 5,347 888 7,975 6,980: 387 1,382
Old : 8,362: 2,605 6,069 23 5,347 888 7,975 6,980: 387 1,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 72.6 0.3 63.9 10.6 95.4 83.5: 4.6 16.5
Old : 100.0: 31.2 72.6 0.3 63.9 10.6 95.4 83.5: 4.6 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 13 1 4 3 8 16:
Old : 22: 3 13 1 4 3 8 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 : 86.8 52.4 95.4 69.7 84.8 52.1 93.1 69.4
Old : 86.8 52.4 95.4 69.7 84.8 52.1 93.1 69.4
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 28, 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 :18,350,141: 1,680,305 1,532,695 6,953,603 8,810,670 8,521,305 17,444,579 17,007,603: 905,562 1,342,538
Old :18,350,141: 1,680,305 1,532,695 6,953,603 8,810,670 8,521,305 17,444,579 17,007,603: 905,562 1,342,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 516,802: -67,809 53,338 247,220 298,004 219,980 477,415 520,538: 39,387 -3,736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.4 37.9 48.0 46.4 95.1 92.7: 4.9 7.3
Old : 100.0: 9.2 8.4 37.9 48.0 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 : 313: 57 97 118 142 150 273 294:
Old : 313: 57 97 118 142 150 273 294:
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 : 20.1 21.2 31.7 30.3 8.2 9.8 14.4 12.9
Old : 20.1 21.2 31.7 30.3 8.2 9.8 14.4 12.9
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 28, 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 : 804,404: 82,765 93,074 69,897 531,564 529,106 684,226 692,077: 120,179 112,327
Old : 804,404: 82,765 93,074 69,897 531,564 529,106 684,226 692,077: 120,179 112,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 12,008: -694 2,357 25 10,623 12,723 9,953 15,105: 2,054 -3,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.6 8.7 66.1 65.8 85.1 86.0: 14.9 14.0
Old : 100.0: 10.3 11.6 8.7 66.1 65.8 85.1 86.0: 14.9 14.0
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 : 630: 150 137 153 247 256 473 471:
Old : 630: 150 137 153 247 256 473 471:
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 : 14.5 11.8 23.6 19.4 10.6 8.1 17.0 14.2
Old : 14.5 11.8 23.6 19.4 10.6 8.1 17.0 14.2
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 28, 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 : 159,964: 10,087 4,088 20,238 88,915 81,490 119,240 105,816: 40,724 54,148
Old : 159,964: 10,087 4,088 20,238 88,915 81,490 119,240 105,816: 40,724 54,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -3,652: -482 1,580 -2,369 -2,508 -1,859 -5,360 -2,648: 1,708 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 2.6 12.7 55.6 50.9 74.5 66.2: 25.5 33.8
Old : 100.0: 6.3 2.6 12.7 55.6 50.9 74.5 66.2: 25.5 33.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 14 18 25 45 42 78 68:
Old : 87: 14 18 25 45 42 78 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 21.8 32.7 33.1 14.6 16.1 24.0 22.9
Old : 20.1 21.8 32.7 33.1 14.6 16.1 24.0 22.9
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 28, 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 : 3,222,201: 380,094 461,636 231,590 2,213,245 2,238,079 2,824,929 2,931,305: 397,272 290,896
Old : 3,222,201: 380,094 461,636 231,590 2,213,245 2,238,079 2,824,929 2,931,305: 397,272 290,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 78,300: 7,569 12,512 3,341 65,658 72,909 76,568 88,763: 1,731 -10,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 14.3 7.2 68.7 69.5 87.7 91.0: 12.3 9.0
Old : 100.0: 11.8 14.3 7.2 68.7 69.5 87.7 91.0: 12.3 9.0
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 : 602: 145 127 143 234 245 444 450:
Old : 602: 145 127 143 234 245 444 450:
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 12.0 25.1 21.1 12.3 10.8 19.8 18.4
Old : 16.0 12.0 25.1 21.1 12.3 10.8 19.8 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 80,738: 7,312 3,904 1,070 61,546 71,853 69,928 76,827: 10,810 3,911
Old : 80,738: 7,312 3,904 1,070 61,546 71,853 69,928 76,827: 10,810 3,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -104: -981 223 -506 1,215 -215 -272 -498: 168 394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 4.8 1.3 76.2 89.0 86.6 95.2: 13.4 4.8
Old : 100.0: 9.1 4.8 1.3 76.2 89.0 86.6 95.2: 13.4 4.8
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 : 85: 11 5 3 51 34 62 42:
Old : 85: 11 5 3 51 34 62 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 38.1 48.8 63.1 35.7 38.0 46.8 63.0
Old : 36.2 38.1 48.8 63.1 35.7 38.0 46.8 63.0
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 28, 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 : 73,727: 24,258 6,169 1,394 41,622 62,481 67,274 70,043: 6,453 3,683
Old : 73,727: 24,258 6,169 1,394 41,622 62,481 67,274 70,043: 6,453 3,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 3,219: 584 -402 41 2,214 4,773 2,839 4,412: 380 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.4 1.9 56.5 84.7 91.2 95.0: 8.8 5.0
Old : 100.0: 32.9 8.4 1.9 56.5 84.7 91.2 95.0: 8.8 5.0
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 : 240: 79 39 17 76 70 161 120:
Old : 240: 79 39 17 76 70 161 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 36.9 47.1 55.5 35.8 36.9 46.0 55.4
Old : 36.8 36.9 47.1 55.5 35.8 36.9 46.0 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 368,633: 121,289 30,845 6,968 208,112 312,404 336,369 350,217: 32,264 18,415
Old : 368,633: 121,289 30,845 6,968 208,112 312,404 336,369 350,217: 32,264 18,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 16,095: 2,919 -2,010 204 11,071 23,866 14,194 22,060: 1,901 -5,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 8.4 1.9 56.5 84.7 91.2 95.0: 8.8 5.0
Old : 100.0: 32.9 8.4 1.9 56.5 84.7 91.2 95.0: 8.8 5.0
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 : 240: 79 39 17 76 70 161 120:
Old : 240: 79 39 17 76 70 161 120:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 36.9 47.1 55.5 35.8 36.9 46.0 55.4
Old : 36.8 36.9 47.1 55.5 35.8 36.9 46.0 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 187,314: 46,572 96,318 11,490 112,276 31,006 170,338 138,814: 16,976 48,500
Old : 187,314: 46,572 96,318 11,490 112,276 31,006 170,338 138,814: 16,976 48,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 10,127: -4,819 4,062 1,496 12,201 2,006 8,878 7,564: 1,249 2,564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 51.4 6.1 59.9 16.6 90.9 74.1: 9.1 25.9
Old : 100.0: 24.9 51.4 6.1 59.9 16.6 90.9 74.1: 9.1 25.9
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 : 96: 21 46 18 19 24 48 80:
Old : 96: 21 46 18 19 24 48 80:
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 : 58.2 34.7 71.8 43.4 57.4 34.6 70.2 43.2
Old : 58.2 34.7 71.8 43.4 57.4 34.6 70.2 43.2
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 28, 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 : 54,091: 14,396 13,513 243 29,236 36,371 43,875 50,127: 10,216 3,964
Old : 54,091: 14,396 13,513 243 29,236 36,371 43,875 50,127: 10,216 3,964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -1,666: -848 -616 -157 -334 -96 -1,339 -869: -327 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 25.0 0.4 54.0 67.2 81.1 92.7: 18.9 7.3
Old : 100.0: 26.6 25.0 0.4 54.0 67.2 81.1 92.7: 18.9 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 : 60: 19 12 1 24 9 44 21:
Old : 60: 19 12 1 24 9 44 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 75.4 51.9 86.0 36.1 75.3 51.9 85.8
Old : 36.1 75.4 51.9 86.0 36.1 75.3 51.9 85.8
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 28, 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 : 116,331: 44,464 9,793 740 62,798 10,148 108,002 20,681: 8,329 95,650
Old : 116,331: 44,464 9,793 740 62,798 10,148 108,002 20,681: 8,329 95,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: 972: 2,019 -901 196 -368 1,831 1,847 1,126: -875 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 8.4 0.6 54.0 8.7 92.8 17.8: 7.2 82.2
Old : 100.0: 38.2 8.4 0.6 54.0 8.7 92.8 17.8: 7.2 82.2
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 : 95: 35 14 7 33 21 73 37:
Old : 95: 35 14 7 33 21 73 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 : 38.2 7.0 53.9 10.6 38.2 7.0 53.6 10.3
Old : 38.2 7.0 53.9 10.6 38.2 7.0 53.6 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2015