BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,942: 1,028 1,247 981 4,933 4,754 6,943 6,983: 999 959
Old : 7,942: 1,028 1,247 981 4,933 4,754 6,943 6,983: 999 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 178: 8 41 2 147 139 157 182: 21 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 15.7 12.4 62.1 59.9 87.4 87.9: 12.6 12.1
Old : 100.0: 13.0 15.7 12.4 62.1 59.9 87.4 87.9: 12.6 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 7 8 21 20 31 30:
Old : 39: 5 7 8 21 20 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 41.3 59.3 58.8 37.4 38.3 54.9 54.7
Old : 38.6 41.3 59.3 58.8 37.4 38.3 54.9 54.7
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 60,555: 17,459 8,948 16,491 19,015 18,151 52,965 43,590: 7,590 16,965
Old : 60,555: 17,459 8,948 16,491 19,015 18,151 52,965 43,590: 7,590 16,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 739: 356 225 85 220 308 661 618: 78 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 14.8 27.2 31.4 30.0 87.5 72.0: 12.5 28.0
Old : 100.0: 28.8 14.8 27.2 31.4 30.0 87.5 72.0: 12.5 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 : 94: 17 37 39 34 25 80 75:
Old : 94: 17 37 39 34 25 80 75:
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 : 29.6 21.6 43.1 35.1 28.3 17.4 36.8 22.7
Old : 29.6 21.6 43.1 35.1 28.3 17.4 36.8 22.7
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 9,237: 687 1,430 1,768 5,807 5,028 8,262 8,225: 975 1,012
Old : 9,237: 687 1,430 1,768 5,807 5,028 8,262 8,225: 975 1,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 77: 14 47 -20 27 36 20 62: 57 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 15.5 19.1 62.9 54.4 89.4 89.0: 10.6 11.0
Old : 100.0: 7.4 15.5 19.1 62.9 54.4 89.4 89.0: 10.6 11.0
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 : 48: 6 15 17 23 21 41 41:
Old : 48: 6 15 17 23 21 41 41:
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 : 33.7 25.5 50.3 42.7 33.5 19.3 45.1 29.8
Old : 33.7 25.5 50.3 42.7 33.5 19.3 45.1 29.8
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 279,938: 80,544 23,405 77,126 98,690 140,008 256,360 240,539: 23,578 39,399
Old : 217,649: 67,928 23,540 60,421 72,282 103,037 200,631 186,998: 17,019 30,652
Other: 62,289: 16,545 3,795 12,775 26,409 36,971 55,729 53,541: 6,559 8,747
: : :
: : Changes in Commitments from: May 24, 2016 :
: -1,555: -1,210 843 871 -1,920 -3,115 -2,259 -1,401: 704 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 8.4 27.6 35.3 50.0 91.6 85.9: 8.4 14.1
Old : 100.0: 31.2 10.8 27.8 33.2 47.3 92.2 85.9: 7.8 14.1
Other: 100.0: 26.6 6.1 20.5 42.4 59.4 89.5 86.0: 10.5 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 111 58 122 89 92 262 232:
Old : 299: 97 73 117 72 91 239 230:
Other: 157: 43 14 33 66 75 121 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.6 19.2 22.0 26.3 12.0 16.7 20.7 22.5
Old : 14.8 18.2 24.2 25.0 14.8 16.8 23.7 22.5
Other: 20.9 24.3 33.6 36.9 18.5 18.5 28.4 27.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 346,003: 89,194 44,401 101,882 122,214 151,355 313,289 297,637: 32,714 48,366
Old : 346,003: 89,194 44,401 101,882 122,214 151,355 313,289 297,637: 32,714 48,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -14,196: -2,335 -886 -7,723 -3,560 -1,973 -13,618 -10,581: -579 -3,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 12.8 29.4 35.3 43.7 90.5 86.0: 9.5 14.0
Old : 100.0: 25.8 12.8 29.4 35.3 43.7 90.5 86.0: 9.5 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 : 408: 131 91 143 141 142 337 323:
Old : 408: 131 91 143 141 142 337 323:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 14.5 20.5 22.0 11.5 12.5 17.3 18.0
Old : 12.8 14.5 20.5 22.0 11.5 12.5 17.3 18.0
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,674: 2,696 931 690 866 2,901 4,252 4,522: 1,423 1,153
Old : 5,674: 2,696 931 690 866 2,901 4,252 4,522: 1,423 1,153
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 14: -132 46 7 203 -132 78 -80: -64 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 16.4 12.2 15.3 51.1 74.9 79.7: 25.1 20.3
Old : 100.0: 47.5 16.4 12.2 15.3 51.1 74.9 79.7: 25.1 20.3
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 : 77: 39 9 13 14 22 62 38:
Old : 77: 39 9 13 14 22 62 38:
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 : 20.9 37.0 30.6 54.0 18.8 37.0 27.9 49.7
Old : 20.9 37.0 30.6 54.0 18.8 37.0 27.9 49.7
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 46,426: 14,842 13,487 9,564 15,031 9,399 39,437 32,450: 6,988 13,976
Old : 46,426: 14,842 13,487 9,564 15,031 9,399 39,437 32,450: 6,988 13,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -6,357: 49 -58 -4,085 -1,514 -1,301 -5,550 -5,445: -807 -913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 29.1 20.6 32.4 20.2 84.9 69.9: 15.1 30.1
Old : 100.0: 32.0 29.1 20.6 32.4 20.2 84.9 69.9: 15.1 30.1
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 : 208: 58 49 48 76 68 156 152:
Old : 208: 58 49 48 76 68 156 152:
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 12.2 25.6 20.6 14.5 11.8 22.0 18.3
Old : 16.0 12.2 25.6 20.6 14.5 11.8 22.0 18.3
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 46,601: 2,596 20,522 7,168 35,621 13,720 45,385 41,410: 1,215 5,191
Old : 46,601: 2,596 20,522 7,168 35,621 13,720 45,385 41,410: 1,215 5,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,026: 30 467 213 806 238 1,050 918: -24 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 44.0 15.4 76.4 29.4 97.4 88.9: 2.6 11.1
Old : 100.0: 5.6 44.0 15.4 76.4 29.4 97.4 88.9: 2.6 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 8 38 25 25 28 55 69:
Old : 83: 8 38 25 25 28 55 69:
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 : 47.3 36.0 68.1 50.0 47.0 35.9 66.0 47.2
Old : 47.3 36.0 68.1 50.0 47.0 35.9 66.0 47.2
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 28,944: 8,257 2,918 150 19,745 25,008 28,152 28,076: 792 868
Old : 28,944: 8,257 2,918 150 19,745 25,008 28,152 28,076: 792 868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 282: 682 381 -344 -6 194 332 231: -50 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.1 0.5 68.2 86.4 97.3 97.0: 2.7 3.0
Old : 100.0: 28.5 10.1 0.5 68.2 86.4 97.3 97.0: 2.7 3.0
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 : 27: 7 4 1 7 13 15 17:
Old : 27: 7 4 1 7 13 15 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 : 81.5 66.5 91.2 83.7 81.5 66.5 90.7 83.1
Old : 81.5 66.5 91.2 83.7 81.5 66.5 90.7 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 151,708: 37,208 11,045 15,111 64,353 94,264 116,672 120,421: 35,036 31,287
Old : 151,708: 37,208 11,045 15,111 64,353 94,264 116,672 120,421: 35,036 31,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 3,314: 5,573 -326 343 -2,122 2,353 3,794 2,369: -480 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 7.3 10.0 42.4 62.1 76.9 79.4: 23.1 20.6
Old : 100.0: 24.5 7.3 10.0 42.4 62.1 76.9 79.4: 23.1 20.6
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: 32 15 20 26 24 65 52:
Old : 80: 32 15 20 26 24 65 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 42.7 41.7 53.7 28.9 42.1 37.8 49.9
Old : 31.7 42.7 41.7 53.7 28.9 42.1 37.8 49.9
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 60,778: 23,345 24,461 2,142 28,115 13,069 53,602 39,672: 7,176 21,107
Old : 60,778: 23,345 24,461 2,142 28,115 13,069 53,602 39,672: 7,176 21,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 5,032: -473 3,225 -87 4,558 2,369 3,999 5,507: 1,033 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 40.2 3.5 46.3 21.5 88.2 65.3: 11.8 34.7
Old : 100.0: 38.4 40.2 3.5 46.3 21.5 88.2 65.3: 11.8 34.7
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 : 46: 9 18 5 13 13 25 33:
Old : 46: 9 18 5 13 13 25 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 34.5 67.0 43.5 56.1 34.5 65.8 43.0
Old : 57.0 34.5 67.0 43.5 56.1 34.5 65.8 43.0
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 144,044: 20,272 75,700 11,236 107,926 50,059 139,434 136,995: 4,610 7,049
Old : 144,044: 20,272 75,700 11,236 107,926 50,059 139,434 136,995: 4,610 7,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 5,469: -6,812 1,329 3,890 8,301 392 5,379 5,611: 91 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 52.6 7.8 74.9 34.8 96.8 95.1: 3.2 4.9
Old : 100.0: 14.1 52.6 7.8 74.9 34.8 96.8 95.1: 3.2 4.9
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: 28 71 12 21 19 56 97:
Old : 134: 28 71 12 21 19 56 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 33.0 72.5 48.2 57.1 31.9 69.6 46.0
Old : 57.1 33.0 72.5 48.2 57.1 31.9 69.6 46.0
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 274,013: 35,271 67,214 27,459 191,586 140,601 254,316 235,274: 19,697 38,739
Old : 274,013: 35,271 67,214 27,459 191,586 140,601 254,316 235,274: 19,697 38,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -1,665: -2,825 -3,799 -735 1,099 5,537 -2,461 1,003: 796 -2,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 24.5 10.0 69.9 51.3 92.8 85.9: 7.2 14.1
Old : 100.0: 12.9 24.5 10.0 69.9 51.3 92.8 85.9: 7.2 14.1
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 : 104: 27 35 27 28 38 69 86:
Old : 104: 27 35 27 28 38 69 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 33.0 65.0 46.6 55.8 31.6 64.2 44.7
Old : 55.8 33.0 65.0 46.6 55.8 31.6 64.2 44.7
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 200,306: 42,550 25,801 32,442 95,217 109,855 170,210 168,098: 30,096 32,208
Old : 200,306: 42,550 25,801 32,442 95,217 109,855 170,210 168,098: 30,096 32,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 937: -8,486 -2,975 2,520 6,899 -924 933 -1,379: 3 2,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 12.9 16.2 47.5 54.8 85.0 83.9: 15.0 16.1
Old : 100.0: 21.2 12.9 16.2 47.5 54.8 85.0 83.9: 15.0 16.1
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 : 121: 32 41 28 34 38 85 88:
Old : 121: 32 41 28 34 38 85 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 25.2 35.1 35.1 22.2 24.9 31.0 31.5
Old : 24.4 25.2 35.1 35.1 22.2 24.9 31.0 31.5
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 439,127: 94,609 127,145 57,813 232,772 186,741 385,195 371,700: 53,932 67,427
Old : 439,127: 94,609 127,145 57,813 232,772 186,741 385,195 371,700: 53,932 67,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 8,290: 4,081 4,350 -2,585 9,303 6,467 10,799 8,232: -2,509 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 29.0 13.2 53.0 42.5 87.7 84.6: 12.3 15.4
Old : 100.0: 21.5 29.0 13.2 53.0 42.5 87.7 84.6: 12.3 15.4
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 : 228: 58 91 60 60 59 148 182:
Old : 228: 58 91 60 60 59 148 182:
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 19.6 32.9 28.8 19.7 18.6 31.9 25.9
Old : 20.4 19.6 32.9 28.8 19.7 18.6 31.9 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 28,056: 9,544 1,906 741 8,164 20,873 18,449 23,520: 9,607 4,536
Old : 28,056: 9,544 1,906 741 8,164 20,873 18,449 23,520: 9,607 4,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 6.8 2.6 29.1 74.4 65.8 83.8: 34.2 16.2
Old : 100.0: 34.0 6.8 2.6 29.1 74.4 65.8 83.8: 34.2 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 : 20: 5 3 4 10 7 17 12:
Old : 20: 5 3 4 10 7 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 73.0 53.7 82.3 36.2 72.8 49.0 76.3
Old : 39.3 73.0 53.7 82.3 36.2 72.8 49.0 76.3
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 42,712: 19,699 19,981 709 21,228 20,922 41,636 41,612: 1,076 1,100
Old : 42,712: 19,699 19,981 709 21,228 20,922 41,636 41,612: 1,076 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 13,844: -525 106 -696 14,992 14,382 13,771 13,792: 73 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 46.8 1.7 49.7 49.0 97.5 97.4: 2.5 2.6
Old : 100.0: 46.1 46.8 1.7 49.7 49.0 97.5 97.4: 2.5 2.6
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 : 25: 8 8 2 7 5 16 14:
Old : 25: 8 8 2 7 5 16 14:
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 : 78.2 88.5 91.4 94.6 54.4 56.5 59.7 60.9
Old : 78.2 88.5 91.4 94.6 54.4 56.5 59.7 60.9
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,604: 31,919 26,415 129 9,061 14,500 41,109 41,044: 3,495 3,560
Old : 44,604: 31,919 26,415 129 9,061 14,500 41,109 41,044: 3,495 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,415: 1,505 577 -135 1,021 2,276 2,391 2,718: 24 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 59.2 0.3 20.3 32.5 92.2 92.0: 7.8 8.0
Old : 100.0: 71.6 59.2 0.3 20.3 32.5 92.2 92.0: 7.8 8.0
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 : 73: 31 21 6 13 14 47 38:
Old : 73: 31 21 6 13 14 47 38:
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 : 49.1 60.7 62.8 71.6 47.8 60.7 60.8 71.5
Old : 49.1 60.7 62.8 71.6 47.8 60.7 60.8 71.5
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :20,222,127: 871,781 1,387,661 9,585,690 8,946,435 7,948,769 19,403,906 18,922,120: 818,221 1,300,008
Old :20,222,127: 871,781 1,387,661 9,585,690 8,946,435 7,948,769 19,403,906 18,922,120: 818,221 1,300,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -8,736: -68,487 16,406 -43,602 127,794 33,557 15,706 6,361: -24,441 -15,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 6.9 47.4 44.2 39.3 96.0 93.6: 4.0 6.4
Old : 100.0: 4.3 6.9 47.4 44.2 39.3 96.0 93.6: 4.0 6.4
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 : 324: 58 105 126 141 154 284 305:
Old : 324: 58 105 126 141 154 284 305:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 21.4 38.1 32.8 14.2 6.6 18.2 8.8
Old : 25.5 21.4 38.1 32.8 14.2 6.6 18.2 8.8
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 906,440: 110,194 98,166 121,914 579,545 575,926 811,653 796,006: 94,786 110,434
Old : 906,440: 110,194 98,166 121,914 579,545 575,926 811,653 796,006: 94,786 110,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 28,623: -3,805 8,956 10,434 20,786 3,777 27,415 23,166: 1,208 5,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.8 13.4 63.9 63.5 89.5 87.8: 10.5 12.2
Old : 100.0: 12.2 10.8 13.4 63.9 63.5 89.5 87.8: 10.5 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 656: 140 174 153 250 256 478 496:
Old : 656: 140 174 153 250 256 478 496:
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 : 14.0 13.8 22.3 21.7 10.5 9.7 17.0 14.9
Old : 14.0 13.8 22.3 21.7 10.5 9.7 17.0 14.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 180,178: 12,672 11,657 39,372 94,713 96,763 146,758 147,793: 33,420 32,385
Old : 180,178: 12,672 11,657 39,372 94,713 96,763 146,758 147,793: 33,420 32,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 22,440: -218 5,940 5,650 18,523 7,514 23,955 19,103: -1,515 3,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 6.5 21.9 52.6 53.7 81.5 82.0: 18.5 18.0
Old : 100.0: 7.0 6.5 21.9 52.6 53.7 81.5 82.0: 18.5 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 : 84: 19 15 23 42 41 75 66:
Old : 84: 19 15 23 42 41 75 66:
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 : 28.4 25.9 41.7 43.2 12.1 14.4 17.2 21.2
Old : 28.4 25.9 41.7 43.2 12.1 14.4 17.2 21.2
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,631,309: 519,041 463,975 381,277 2,424,160 2,395,814 3,324,478 3,241,065: 306,831 390,244
Old : 3,631,309: 519,041 463,975 381,277 2,424,160 2,395,814 3,324,478 3,241,065: 306,831 390,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 30,916: -1,507 31,507 7,495 11,313 -18,686 17,302 20,316: 13,615 10,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 12.8 10.5 66.8 66.0 91.6 89.3: 8.4 10.7
Old : 100.0: 14.3 12.8 10.5 66.8 66.0 91.6 89.3: 8.4 10.7
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 : 632: 133 165 143 242 247 454 476:
Old : 632: 133 165 143 242 247 454 476:
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 : 13.1 15.5 21.9 23.8 11.2 12.2 19.2 18.7
Old : 13.1 15.5 21.9 23.8 11.2 12.2 19.2 18.7
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 84,544: 9,936 4,434 464 63,958 76,936 74,358 81,834: 10,186 2,710
Old : 84,544: 9,936 4,434 464 63,958 76,936 74,358 81,834: 10,186 2,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 3,914: 288 -747 166 2,988 5,103 3,442 4,522: 472 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.2 0.5 75.7 91.0 88.0 96.8: 12.0 3.2
Old : 100.0: 11.8 5.2 0.5 75.7 91.0 88.0 96.8: 12.0 3.2
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: 13 8 4 54 38 69 48:
Old : 95: 13 8 4 54 38 69 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 : 35.6 35.7 48.5 59.8 35.3 35.6 48.0 59.7
Old : 35.6 35.7 48.5 59.8 35.3 35.6 48.0 59.7
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 49,535: 19,459 8,559 1,566 23,437 33,785 44,463 43,909: 5,072 5,625
Old : 49,535: 19,459 8,559 1,566 23,437 33,785 44,463 43,909: 5,072 5,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,770: 5,129 250 -230 -2,153 2,761 2,746 2,781: 24 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 17.3 3.2 47.3 68.2 89.8 88.6: 10.2 11.4
Old : 100.0: 39.3 17.3 3.2 47.3 68.2 89.8 88.6: 10.2 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 : 244: 63 70 29 66 68 146 151:
Old : 244: 63 70 29 66 68 146 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 25.9 35.4 36.9 23.4 25.8 35.3 36.3
Old : 23.5 25.9 35.4 36.9 23.4 25.8 35.3 36.3
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 247,674: 97,295 42,793 7,832 117,187 168,923 222,314 219,547: 25,360 28,127
Old : 247,674: 97,295 42,793 7,832 117,187 168,923 222,314 219,547: 25,360 28,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 13,851: 25,647 1,248 -1,150 -10,767 13,807 13,729 13,905: 122 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 17.3 3.2 47.3 68.2 89.8 88.6: 10.2 11.4
Old : 100.0: 39.3 17.3 3.2 47.3 68.2 89.8 88.6: 10.2 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 : 244: 63 70 29 66 68 146 151:
Old : 244: 63 70 29 66 68 146 151:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 25.9 35.4 36.9 23.4 25.8 35.3 36.3
Old : 23.5 25.9 35.4 36.9 23.4 25.8 35.3 36.3
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 138,989: 42,589 47,405 17,365 54,232 45,704 114,186 110,474: 24,804 28,515
Old : 138,989: 42,589 47,405 17,365 54,232 45,704 114,186 110,474: 24,804 28,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -1,212: -7,397 -2,570 -503 8,614 -755 714 -3,828: -1,926 2,616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 34.1 12.5 39.0 32.9 82.2 79.5: 17.8 20.5
Old : 100.0: 30.6 34.1 12.5 39.0 32.9 82.2 79.5: 17.8 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 26 31 17 17 24 53 62:
Old : 82: 26 31 17 17 24 53 62:
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 : 37.6 36.2 49.6 45.6 35.0 34.3 43.6 41.6
Old : 37.6 36.2 49.6 45.6 35.0 34.3 43.6 41.6
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, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,516: 12,260 4,677 78 15,604 23,318 27,942 28,073: 7,574 7,443
Old : 35,516: 12,260 4,677 78 15,604 23,318 27,942 28,073: 7,574 7,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,294: 317 1,704 71 -43 -144 345 1,631: 1,949 663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 13.2 0.2 43.9 65.7 78.7 79.0: 21.3 21.0
Old : 100.0: 34.5 13.2 0.2 43.9 65.7 78.7 79.0: 21.3 21.0
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 : 49: 11 13 3 13 15 27 28:
Old : 49: 11 13 3 13 15 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 57.8 57.0 64.2 43.2 57.8 57.0 64.1
Old : 43.2 57.8 57.0 64.2 43.2 57.8 57.0 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 92,507: 19,174 7,957 897 63,519 19,474 83,590 28,328: 8,917 64,179
Old : 92,507: 19,174 7,957 897 63,519 19,474 83,590 28,328: 8,917 64,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 4,671: 2,886 817 206 3,109 375 6,201 1,398: -1,530 3,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.6 1.0 68.7 21.1 90.4 30.6: 9.6 69.4
Old : 100.0: 20.7 8.6 1.0 68.7 21.1 90.4 30.6: 9.6 69.4
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 : 85: 29 9 8 36 17 66 33:
Old : 85: 29 9 8 36 17 66 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 19.0 48.0 22.8 33.4 19.0 48.0 22.7
Old : 33.4 19.0 48.0 22.8 33.4 19.0 48.0 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2016