BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 9,430: 1,094 439 1,151 5,812 6,773 8,057 8,363: 1,373 1,068
Old : 9,430: 1,094 439 1,151 5,812 6,773 8,057 8,363: 1,373 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 157: -46 -10 24 26 94 4 108: 153 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.7 12.2 61.6 71.8 85.4 88.7: 14.6 11.3
Old : 100.0: 11.6 4.7 12.2 61.6 71.8 85.4 88.7: 14.6 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 7 6 9 17 18 28 29:
Old : 35: 7 6 9 17 18 28 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 : 45.0 46.2 67.6 64.8 41.5 46.2 58.6 59.5
Old : 45.0 46.2 67.6 64.8 41.5 46.2 58.6 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 46,261: 13,185 2,719 9,566 19,289 21,020 42,039 33,304: 4,222 12,957
Old : 46,261: 13,185 2,719 9,566 19,289 21,020 42,039 33,304: 4,222 12,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,312: 19 -196 479 561 733 1,059 1,016: 253 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 5.9 20.7 41.7 45.4 90.9 72.0: 9.1 28.0
Old : 100.0: 28.5 5.9 20.7 41.7 45.4 90.9 72.0: 9.1 28.0
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 : 89: 20 21 32 38 35 76 70:
Old : 89: 20 21 32 38 35 76 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 : 31.6 28.7 45.9 40.9 29.9 25.4 42.4 34.2
Old : 31.6 28.7 45.9 40.9 29.9 25.4 42.4 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 10,896: 574 1,144 2,281 6,778 5,900 9,633 9,325: 1,263 1,571
Old : 10,896: 574 1,144 2,281 6,778 5,900 9,633 9,325: 1,263 1,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 110: 37 12 41 25 44 104 97: 6 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 10.5 20.9 62.2 54.1 88.4 85.6: 11.6 14.4
Old : 100.0: 5.3 10.5 20.9 62.2 54.1 88.4 85.6: 11.6 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 : 42: 7 12 11 21 14 34 31:
Old : 42: 7 12 11 21 14 34 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 : 37.0 36.2 55.1 53.7 27.4 20.6 37.4 32.3
Old : 37.0 36.2 55.1 53.7 27.4 20.6 37.4 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 4,011: 84 1,457 384 3,113 1,090 3,581 2,931: 430 1,080
Old : 4,011: 84 1,457 384 3,113 1,090 3,581 2,931: 430 1,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -72: 2 -86 -12 -32 34 -42 -64: -30 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 36.3 9.6 77.6 27.2 89.3 73.1: 10.7 26.9
Old : 100.0: 2.1 36.3 9.6 77.6 27.2 89.3 73.1: 10.7 26.9
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 : 24: 2 7 8 11 8 19 17:
Old : 24: 2 7 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 : 43.2 41.3 70.3 59.4 42.5 38.8 65.3 54.1
Old : 43.2 41.3 70.3 59.4 42.5 38.8 65.3 54.1
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, August 25, 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 : 255,413: 66,976 44,883 84,246 85,198 91,717 236,419 220,846: 18,994 34,567
Old : 99,894: 41,252 37,525 24,871 26,782 24,973 92,906 87,370: 6,988 12,524
Other: 155,519: 43,111 24,744 41,988 58,415 66,744 143,514 133,476: 12,005 22,043
: : :
: : Changes in Commitments from: August 18, 2015 :
: -1,715: -2,049 -1,768 1,055 -1,240 530 -2,234 -182: 520 -1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 17.6 33.0 33.4 35.9 92.6 86.5: 7.4 13.5
Old : 100.0: 41.3 37.6 24.9 26.8 25.0 93.0 87.5: 7.0 12.5
Other: 100.0: 27.7 15.9 27.0 37.6 42.9 92.3 85.8: 7.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 102 85 107 74 81 236 220:
Old : 250: 80 84 69 51 66 168 182:
Other: 231: 87 52 68 67 71 188 160:
:----------------------------------------------------------------------------------------------------
: 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 11.7 24.4 21.3 13.7 11.0 22.7 17.4
Old : 15.4 13.6 27.4 22.7 15.4 13.5 26.4 21.4
Other: 17.8 14.6 28.6 25.4 17.1 12.9 26.4 20.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 318,294: 73,630 52,319 92,769 118,086 126,139 284,485 271,227: 33,809 47,067
Old : 318,294: 73,630 52,319 92,769 118,086 126,139 284,485 271,227: 33,809 47,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 24,341: -205 5,405 13,133 12,238 2,300 25,166 20,838: -825 3,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 16.4 29.1 37.1 39.6 89.4 85.2: 10.6 14.8
Old : 100.0: 23.1 16.4 29.1 37.1 39.6 89.4 85.2: 10.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 136 83 143 132 144 336 320:
Old : 405: 136 83 143 132 144 336 320:
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 : 11.9 15.8 20.1 23.4 11.6 14.4 18.9 20.1
Old : 11.9 15.8 20.1 23.4 11.6 14.4 18.9 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 7,242: 1,862 3,702 1,131 2,587 818 5,579 5,651: 1,663 1,591
Old : 7,242: 1,862 3,702 1,131 2,587 818 5,579 5,651: 1,663 1,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 439: 182 345 2 56 -114 240 234: 199 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 51.1 15.6 35.7 11.3 77.0 78.0: 23.0 22.0
Old : 100.0: 25.7 51.1 15.6 35.7 11.3 77.0 78.0: 23.0 22.0
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: 18 30 13 25 14 53 50:
Old : 78: 18 30 13 25 14 53 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 27.3 32.0 39.9 19.2 26.7 29.2 37.9
Old : 20.0 27.3 32.0 39.9 19.2 26.7 29.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 59,123: 11,806 8,658 18,661 18,185 12,857 48,652 40,176: 10,472 18,947
Old : 59,123: 11,806 8,658 18,661 18,185 12,857 48,652 40,176: 10,472 18,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,339: -3,823 66 2,887 2,319 -2,494 1,383 459: -44 880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 14.6 31.6 30.8 21.7 82.3 68.0: 17.7 32.0
Old : 100.0: 20.0 14.6 31.6 30.8 21.7 82.3 68.0: 17.7 32.0
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 : 230: 64 57 63 79 78 174 174:
Old : 230: 64 57 63 79 78 174 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 14.0 22.5 22.4 8.3 7.9 14.1 11.2
Old : 13.8 14.0 22.5 22.4 8.3 7.9 14.1 11.2
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, August 25, 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 : 5,274: 1,329 2,891 403 2,677 1,410 4,409 4,704: 865 569
Old : 5,274: 1,329 2,891 403 2,677 1,410 4,409 4,704: 865 569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 52: 44 -14 13 -53 202 4 201: 48 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 54.8 7.6 50.8 26.7 83.6 89.2: 16.4 10.8
Old : 100.0: 25.2 54.8 7.6 50.8 26.7 83.6 89.2: 16.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 6 7 5 9 6 17 16:
Old : 24: 6 7 5 9 6 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 60.1 61.7 75.9 38.5 52.3 57.9 67.2
Old : 39.2 60.1 61.7 75.9 38.5 52.3 57.9 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, August 25, 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 : 32,779: 2,193 14,473 3,675 26,096 11,077 31,964 29,225: 815 3,554
Old : 32,779: 2,193 14,473 3,675 26,096 11,077 31,964 29,225: 815 3,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 92: -10 -139 -143 225 208 72 -74: 20 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 44.2 11.2 79.6 33.8 97.5 89.2: 2.5 10.8
Old : 100.0: 6.7 44.2 11.2 79.6 33.8 97.5 89.2: 2.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 10 39 27 22 20 57 61:
Old : 81: 10 39 27 22 20 57 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 : 41.0 35.7 65.2 50.7 40.5 35.4 64.5 48.4
Old : 41.0 35.7 65.2 50.7 40.5 35.4 64.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 51,961: 2,839 3,369 535 47,897 47,419 51,271 51,323: 690 638
Old : 51,961: 2,839 3,369 535 47,897 47,419 51,271 51,323: 690 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 323: -605 -364 0 787 577 182 213: 141 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 6.5 1.0 92.2 91.3 98.7 98.8: 1.3 1.2
Old : 100.0: 5.5 6.5 1.0 92.2 91.3 98.7 98.8: 1.3 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 : 30: 9 4 1 11 12 20 17:
Old : 30: 9 4 1 11 12 20 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 : 73.5 77.8 88.6 91.9 71.7 77.8 82.6 89.5
Old : 73.5 77.8 88.6 91.9 71.7 77.8 82.6 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 189,647: 29,517 88,951 12,589 122,780 42,897 164,885 144,437: 24,761 45,210
Old : 189,647: 29,517 88,951 12,589 122,780 42,897 164,885 144,437: 24,761 45,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 10,319: 9,696 643 205 53 7,139 9,954 7,987: 364 2,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 46.9 6.6 64.7 22.6 86.9 76.2: 13.1 23.8
Old : 100.0: 15.6 46.9 6.6 64.7 22.6 86.9 76.2: 13.1 23.8
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 : 96: 24 37 17 21 27 51 76:
Old : 96: 24 37 17 21 27 51 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 32.9 57.0 43.0 38.9 32.9 54.2 42.3
Old : 39.8 32.9 57.0 43.0 38.9 32.9 54.2 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 40,801: 4,420 16,792 2,063 25,435 4,628 31,918 23,483: 8,883 17,318
Old : 40,801: 4,420 16,792 2,063 25,435 4,628 31,918 23,483: 8,883 17,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -5,684: -3,390 -757 338 -4,076 1,247 -7,129 828: 1,445 -6,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 41.2 5.1 62.3 11.3 78.2 57.6: 21.8 42.4
Old : 100.0: 10.8 41.2 5.1 62.3 11.3 78.2 57.6: 21.8 42.4
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: 6 11 8 13 9 23 24:
Old : 35: 6 11 8 13 9 23 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 : 46.3 30.3 59.3 40.2 45.7 30.1 58.7 38.9
Old : 46.3 30.3 59.3 40.2 45.7 30.1 58.7 38.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 196,622: 20,401 103,503 18,042 153,807 66,477 192,251 188,022: 4,372 8,600
Old : 196,622: 20,401 103,503 18,042 153,807 66,477 192,251 188,022: 4,372 8,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 24,840: -4,228 18,483 -4,046 32,531 9,541 24,257 23,978: 582 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 52.6 9.2 78.2 33.8 97.8 95.6: 2.2 4.4
Old : 100.0: 10.4 52.6 9.2 78.2 33.8 97.8 95.6: 2.2 4.4
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 : 134: 20 77 11 22 23 49 106:
Old : 134: 20 77 11 22 23 49 106:
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 : 69.1 32.9 83.3 48.7 62.0 29.1 69.8 42.0
Old : 69.1 32.9 83.3 48.7 62.0 29.1 69.8 42.0
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, August 25, 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 : 202,229: 53,963 52,476 20,923 98,588 106,788 173,474 180,186: 28,755 22,043
Old : 202,229: 53,963 52,476 20,923 98,588 106,788 173,474 180,186: 28,755 22,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 4,834: 4,715 -1,738 1,593 -1,198 6,176 5,111 6,031: -277 -1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 25.9 10.3 48.8 52.8 85.8 89.1: 14.2 10.9
Old : 100.0: 26.7 25.9 10.3 48.8 52.8 85.8 89.1: 14.2 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 : 117: 40 32 23 28 38 76 85:
Old : 117: 40 32 23 28 38 76 85:
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 : 37.4 32.5 46.8 44.9 37.4 30.8 46.3 42.4
Old : 37.4 32.5 46.8 44.9 37.4 30.8 46.3 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 304,410: 54,452 98,214 31,490 192,058 132,538 278,001 262,242: 26,409 42,168
Old : 304,410: 54,452 98,214 31,490 192,058 132,538 278,001 262,242: 26,409 42,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 22,320: 8,966 -38,754 11,824 -6,963 61,225 13,827 34,295: 8,493 -11,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 32.3 10.3 63.1 43.5 91.3 86.1: 8.7 13.9
Old : 100.0: 17.9 32.3 10.3 63.1 43.5 91.3 86.1: 8.7 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 34 51 26 29 41 76 105:
Old : 134: 34 51 26 29 41 76 105:
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 : 51.5 41.2 61.9 48.0 51.4 40.5 61.1 46.3
Old : 51.5 41.2 61.9 48.0 51.4 40.5 61.1 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 476,186: 83,588 142,838 77,552 265,326 178,526 426,465 398,915: 49,721 77,271
Old : 476,186: 83,588 142,838 77,552 265,326 178,526 426,465 398,915: 49,721 77,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 44,593: 17,277 -12,656 23,618 -109 33,431 40,786 44,393: 3,807 201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 30.0 16.3 55.7 37.5 89.6 83.8: 10.4 16.2
Old : 100.0: 17.6 30.0 16.3 55.7 37.5 89.6 83.8: 10.4 16.2
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 : 253: 62 105 81 58 66 167 206:
Old : 253: 62 105 81 58 66 167 206:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 19.8 36.2 28.3 24.2 18.8 34.6 25.8
Old : 24.4 19.8 36.2 28.3 24.2 18.8 34.6 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 26,390: 10,783 16,700 3,459 11,029 4,731 25,271 24,890: 1,119 1,500
Old : 26,390: 10,783 16,700 3,459 11,029 4,731 25,271 24,890: 1,119 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -5,908: -1,351 -5,735 -253 -4,380 331 -5,984 -5,657: 76 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 63.3 13.1 41.8 17.9 95.8 94.3: 4.2 5.7
Old : 100.0: 40.9 63.3 13.1 41.8 17.9 95.8 94.3: 4.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 16 3 5 5 13 21:
Old : 29: 5 16 3 5 5 13 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 : 63.8 61.1 91.0 81.6 60.2 42.7 71.8 59.1
Old : 63.8 61.1 91.0 81.6 60.2 42.7 71.8 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 33,400: 15,388 21,451 181 15,789 6,103 31,358 27,735: 2,042 5,665
Old : 33,400: 15,388 21,451 181 15,789 6,103 31,358 27,735: 2,042 5,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -3,123: 1,376 -2,518 -151 -4,236 -241 -3,011 -2,910: -112 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 64.2 0.5 47.3 18.3 93.9 83.0: 6.1 17.0
Old : 100.0: 46.1 64.2 0.5 47.3 18.3 93.9 83.0: 6.1 17.0
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 : 67: 13 32 5 13 12 28 47:
Old : 67: 13 32 5 13 12 28 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 34.4 63.2 49.4 44.5 34.4 63.2 49.3
Old : 44.5 34.4 63.2 49.4 44.5 34.4 63.2 49.3
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, August 25, 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 : 9,627: 3,230 7,061 23 5,927 785 9,180 7,869: 447 1,758
Old : 9,627: 3,230 7,061 23 5,927 785 9,180 7,869: 447 1,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 186: 226 226 0 27 -101 253 125: -67 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 73.3 0.2 61.6 8.2 95.4 81.7: 4.6 18.3
Old : 100.0: 33.6 73.3 0.2 61.6 8.2 95.4 81.7: 4.6 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 13 1 4 4 9 17:
Old : 23: 4 13 1 4 4 9 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 : 79.1 47.8 95.1 68.4 79.0 47.5 94.4 68.1
Old : 79.1 47.8 95.1 68.4 79.0 47.5 94.4 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 :19,837,732: 1,465,070 1,260,938 8,208,349 9,268,814 8,973,912 18,942,233 18,443,198: 895,499 1,394,534
Old :19,837,732: 1,465,070 1,260,938 8,208,349 9,268,814 8,973,912 18,942,233 18,443,198: 895,499 1,394,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 818,911: -142,773 -159,290 776,909 90,160 111,964 724,295 729,583: 94,617 89,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 6.4 41.4 46.7 45.2 95.5 93.0: 4.5 7.0
Old : 100.0: 7.4 6.4 41.4 46.7 45.2 95.5 93.0: 4.5 7.0
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 : 322: 48 106 120 144 158 276 307:
Old : 322: 48 106 120 144 158 276 307:
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 : 20.4 21.5 31.9 30.7 7.9 8.8 13.8 11.3
Old : 20.4 21.5 31.9 30.7 7.9 8.8 13.8 11.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,157,714: 96,675 99,391 156,329 723,119 732,005 976,123 987,725: 181,591 169,989
Old : 1,157,714: 96,675 99,391 156,329 723,119 732,005 976,123 987,725: 181,591 169,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 303,351: 12,637 -2,033 77,368 162,179 188,598 252,184 263,933: 51,167 39,418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.6 13.5 62.5 63.2 84.3 85.3: 15.7 14.7
Old : 100.0: 8.4 8.6 13.5 62.5 63.2 84.3 85.3: 15.7 14.7
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 : 631: 147 138 153 259 267 481 483:
Old : 631: 147 138 153 259 267 481 483:
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 : 14.7 14.3 23.2 22.6 7.0 6.6 11.9 10.7
Old : 14.7 14.3 23.2 22.6 7.0 6.6 11.9 10.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 278,649: 17,690 10,874 36,498 180,439 132,179 234,627 179,551: 44,022 99,098
Old : 278,649: 17,690 10,874 36,498 180,439 132,179 234,627 179,551: 44,022 99,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 100,825: 3,496 6,730 14,419 76,718 51,094 94,633 72,243: 6,191 28,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.9 13.1 64.8 47.4 84.2 64.4: 15.8 35.6
Old : 100.0: 6.3 3.9 13.1 64.8 47.4 84.2 64.4: 15.8 35.6
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 : 86: 19 10 23 50 42 78 67:
Old : 86: 19 10 23 50 42 78 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 : 17.4 17.9 29.9 28.1 13.4 10.9 22.3 16.5
Old : 17.4 17.9 29.9 28.1 13.4 10.9 22.3 16.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 4,395,328: 464,734 512,395 529,349 2,713,400 2,999,127 3,707,483 4,040,871: 687,845 354,457
Old : 4,395,328: 464,734 512,395 529,349 2,713,400 2,999,127 3,707,483 4,040,871: 687,845 354,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,012,629: 101,965 12,447 258,480 427,307 687,521 787,753 958,448: 224,877 54,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.7 12.0 61.7 68.2 84.4 91.9: 15.6 8.1
Old : 100.0: 10.6 11.7 12.0 61.7 68.2 84.4 91.9: 15.6 8.1
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 : 611: 140 132 144 247 257 457 463:
Old : 611: 140 132 144 247 257 457 463:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 14.3 23.8 24.0 8.1 9.1 13.4 14.5
Old : 15.1 14.3 23.8 24.0 8.1 9.1 13.4 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 86,183: 7,748 4,016 1,490 68,542 76,708 77,780 82,214: 8,403 3,969
Old : 86,183: 7,748 4,016 1,490 68,542 76,708 77,780 82,214: 8,403 3,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 5,956: -689 -613 940 7,139 5,427 7,390 5,754: -1,434 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.7 1.7 79.5 89.0 90.2 95.4: 9.8 4.6
Old : 100.0: 9.0 4.7 1.7 79.5 89.0 90.2 95.4: 9.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 10 7 3 52 38 62 48:
Old : 90: 10 7 3 52 38 62 48:
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 44.6 42.6 63.2 28.7 42.5 42.4 61.1
Old : 28.9 44.6 42.6 63.2 28.7 42.5 42.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 66,927: 12,792 10,262 2,804 46,123 49,411 61,719 62,477: 5,208 4,450
Old : 66,927: 12,792 10,262 2,804 46,123 49,411 61,719 62,477: 5,208 4,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -4,979: -8,340 4,037 510 3,461 -10,050 -4,369 -5,503: -609 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 15.3 4.2 68.9 73.8 92.2 93.4: 7.8 6.6
Old : 100.0: 19.1 15.3 4.2 68.9 73.8 92.2 93.4: 7.8 6.6
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 : 231: 61 48 18 75 71 146 129:
Old : 231: 61 48 18 75 71 146 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 28.5 46.2 43.6 37.0 28.3 45.6 43.5
Old : 37.0 28.5 46.2 43.6 37.0 28.3 45.6 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 334,637: 63,961 51,309 14,022 230,613 247,054 308,596 312,385: 26,041 22,252
Old : 334,637: 63,961 51,309 14,022 230,613 247,054 308,596 312,385: 26,041 22,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -24,894: -41,700 20,184 2,548 17,305 -50,248 -21,847 -27,517: -3,047 2,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 15.3 4.2 68.9 73.8 92.2 93.4: 7.8 6.6
Old : 100.0: 19.1 15.3 4.2 68.9 73.8 92.2 93.4: 7.8 6.6
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 : 231: 61 48 18 75 71 146 129:
Old : 231: 61 48 18 75 71 146 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 28.5 46.2 43.6 37.0 28.3 45.6 43.5
Old : 37.0 28.5 46.2 43.6 37.0 28.3 45.6 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 193,756: 47,287 110,249 10,669 121,025 32,263 178,981 153,181: 14,775 40,575
Old : 193,756: 47,287 110,249 10,669 121,025 32,263 178,981 153,181: 14,775 40,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 16,529: -211 13,511 2,124 15,429 3,494 17,343 19,129: -813 -2,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 56.9 5.5 62.5 16.7 92.4 79.1: 7.6 20.9
Old : 100.0: 24.4 56.9 5.5 62.5 16.7 92.4 79.1: 7.6 20.9
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 : 102: 19 52 18 22 23 51 83:
Old : 102: 19 52 18 22 23 51 83:
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 : 58.4 35.8 72.8 44.4 57.8 35.7 71.5 44.3
Old : 58.4 35.8 72.8 44.4 57.8 35.7 71.5 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 52,113: 13,759 9,537 750 26,142 37,139 40,651 47,426: 11,462 4,687
Old : 52,113: 13,759 9,537 750 26,142 37,139 40,651 47,426: 11,462 4,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -2,493: -2,508 -3,707 545 -2,524 458 -4,487 -2,704: 1,994 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 18.3 1.4 50.2 71.3 78.0 91.0: 22.0 9.0
Old : 100.0: 26.4 18.3 1.4 50.2 71.3 78.0 91.0: 22.0 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 : 54: 14 12 3 22 11 39 23:
Old : 54: 14 12 3 22 11 39 23:
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 : 39.8 70.5 54.8 81.0 39.8 70.2 54.8 80.7
Old : 39.8 70.5 54.8 81.0 39.8 70.2 54.8 80.7
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, August 25, 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 : 130,367: 47,682 11,803 3,766 68,511 17,682 119,959 33,251: 10,408 97,116
Old : 130,367: 47,682 11,803 3,766 68,511 17,682 119,959 33,251: 10,408 97,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 14,252: 6,005 3,138 2,638 2,469 7,560 11,112 13,336: 3,140 916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 9.1 2.9 52.6 13.6 92.0 25.5: 8.0 74.5
Old : 100.0: 36.6 9.1 2.9 52.6 13.6 92.0 25.5: 8.0 74.5
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 : 94: 31 13 8 37 25 72 43:
Old : 94: 31 13 8 37 25 72 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 : 36.8 10.0 52.7 14.1 36.7 9.2 52.6 12.1
Old : 36.8 10.0 52.7 14.1 36.7 9.2 52.6 12.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2015