BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 7,096: 1,004 1,088 888 4,296 4,243 6,189 6,219: 906 876 Old : 7,096: 1,004 1,088 888 4,296 4,243 6,189 6,219: 906 876 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -846: -24 -159 -93 -637 -511 -754 -763: -93 -83 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 15.3 12.5 60.5 59.8 87.2 87.7: 12.8 12.3 Old : 100.0: 14.2 15.3 12.5 60.5 59.8 87.2 87.7: 12.8 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 9 8 19 19 29 29: Old : 37: 3 9 8 19 19 29 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 : 38.2 43.5 60.3 60.3 37.0 39.7 55.2 56.2 Old : 38.2 43.5 60.3 60.3 37.0 39.7 55.2 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 51,856: 15,348 6,782 14,020 16,381 16,788 45,750 37,589: 6,107 14,267 Old : 51,856: 15,348 6,782 14,020 16,381 16,788 45,750 37,589: 6,107 14,267 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -8,699: -2,111 -2,166 -2,471 -2,633 -1,363 -7,215 -6,001: -1,483 -2,698 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 13.1 27.0 31.6 32.4 88.2 72.5: 11.8 27.5 Old : 100.0: 29.6 13.1 27.0 31.6 32.4 88.2 72.5: 11.8 27.5 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 : 89: 20 27 38 35 25 79 70: Old : 89: 20 27 38 35 25 79 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 : 30.8 23.9 45.1 38.0 29.5 20.5 38.1 25.4 Old : 30.8 23.9 45.1 38.0 29.5 20.5 38.1 25.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 7,760: 663 1,218 1,396 4,738 4,274 6,797 6,888: 963 872 Old : 7,760: 663 1,218 1,396 4,738 4,274 6,797 6,888: 963 872 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -1,477: -25 -212 -372 -1,069 -754 -1,465 -1,337: -12 -139 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 15.7 18.0 61.1 55.1 87.6 88.8: 12.4 11.2 Old : 100.0: 8.5 15.7 18.0 61.1 55.1 87.6 88.8: 12.4 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 6 15 15 20 20 36 40: Old : 46: 6 15 15 20 20 36 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.5 25.9 52.6 42.7 34.0 19.9 47.1 32.1 Old : 34.5 25.9 52.6 42.7 34.0 19.9 47.1 32.1 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, June 07, 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 : 301,629: 91,664 22,129 85,032 99,067 153,538 275,764 260,699: 25,866 40,930 Old : 232,086: 78,788 22,417 65,923 68,581 112,263 213,293 200,604: 18,793 31,482 Other: 69,543: 18,219 5,056 13,766 30,486 41,274 62,471 60,096: 7,072 9,447 : : : : : Changes in Commitments from: May 31, 2016 : : 21,691: 11,120 -1,276 7,907 377 13,529 19,404 20,160: 2,288 1,531 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 7.3 28.2 32.8 50.9 91.4 86.4: 8.6 13.6 Old : 100.0: 33.9 9.7 28.4 29.5 48.4 91.9 86.4: 8.1 13.6 Other: 100.0: 26.2 7.3 19.8 43.8 59.4 89.8 86.4: 10.2 13.6 : : : :# Traders : Number of Traders in Each Category : All : 329: 126 61 123 92 99 291 236: Old : 323: 112 78 110 71 98 256 231: Other: 177: 53 20 40 68 78 135 127: :---------------------------------------------------------------------------------------------------- : 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 : 12.1 19.1 20.8 26.5 11.3 17.2 19.5 23.3 Old : 13.7 18.1 22.8 25.6 13.7 17.2 22.3 23.1 Other: 19.7 24.3 33.1 36.1 18.7 19.5 28.1 29.1 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 312,325: 87,172 44,728 75,960 117,108 141,509 280,240 262,198: 32,085 50,128 Old : 312,325: 87,172 44,728 75,960 117,108 141,509 280,240 262,198: 32,085 50,128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -33,678: -2,022 328 -25,921 -5,106 -9,845 -33,049 -35,439: -629 1,761 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 14.3 24.3 37.5 45.3 89.7 84.0: 10.3 16.0 Old : 100.0: 27.9 14.3 24.3 37.5 45.3 89.7 84.0: 10.3 16.0 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 : 380: 113 86 121 134 135 305 297: Old : 380: 113 86 121 134 135 305 297: 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 : 14.1 14.2 21.5 21.6 13.2 13.1 19.7 18.8 Old : 14.1 14.2 21.5 21.6 13.2 13.1 19.7 18.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 5,611: 2,341 1,034 664 962 2,800 3,967 4,498: 1,644 1,113 Old : 5,611: 2,341 1,034 664 962 2,800 3,967 4,498: 1,644 1,113 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -63: -355 103 -26 96 -101 -285 -24: 221 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.7 18.4 11.8 17.1 49.9 70.7 80.2: 29.3 19.8 Old : 100.0: 41.7 18.4 11.8 17.1 49.9 70.7 80.2: 29.3 19.8 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 : 73: 36 8 12 14 22 57 38: Old : 73: 36 8 12 14 22 57 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 : 21.2 38.3 30.6 54.0 19.0 38.3 27.1 49.5 Old : 21.2 38.3 30.6 54.0 19.0 38.3 27.1 49.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 48,284: 15,110 13,754 9,706 16,195 9,955 41,011 33,414: 7,273 14,870 Old : 48,284: 15,110 13,754 9,706 16,195 9,955 41,011 33,414: 7,273 14,870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 1,859: 268 267 142 1,164 556 1,574 965: 285 894 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 28.5 20.1 33.5 20.6 84.9 69.2: 15.1 30.8 Old : 100.0: 31.3 28.5 20.1 33.5 20.6 84.9 69.2: 15.1 30.8 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 : 205: 56 48 47 77 69 154 151: Old : 205: 56 48 47 77 69 154 151: 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 : 15.6 11.6 24.7 20.1 13.9 11.2 21.2 17.6 Old : 15.6 11.6 24.7 20.1 13.9 11.2 21.2 17.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 41,388: 1,929 17,196 6,144 32,296 13,770 40,369 37,110: 1,019 4,278 Old : 41,388: 1,929 17,196 6,144 32,296 13,770 40,369 37,110: 1,019 4,278 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -5,213: -667 -3,326 -1,024 -3,326 49 -5,016 -4,300: -197 -913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 41.5 14.8 78.0 33.3 97.5 89.7: 2.5 10.3 Old : 100.0: 4.7 41.5 14.8 78.0 33.3 97.5 89.7: 2.5 10.3 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 : 81: 10 32 23 26 29 53 67: Old : 81: 10 32 23 26 29 53 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 : 46.9 35.9 67.7 50.7 46.5 35.8 65.7 47.9 Old : 46.9 35.9 67.7 50.7 46.5 35.8 65.7 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 34,144: 8,086 3,908 2,586 20,919 26,088 31,591 32,582: 2,553 1,562 Old : 34,144: 8,086 3,908 2,586 20,919 26,088 31,591 32,582: 2,553 1,562 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 5,200: -171 990 2,436 1,174 1,080 3,439 4,506: 1,761 694 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 11.4 7.6 61.3 76.4 92.5 95.4: 7.5 4.6 Old : 100.0: 23.7 11.4 7.6 61.3 76.4 92.5 95.4: 7.5 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 : 24: 6 4 3 7 11 15 16: Old : 24: 6 4 3 7 11 15 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 : 72.4 69.4 85.6 84.7 68.4 56.4 75.1 71.1 Old : 72.4 69.4 85.6 84.7 68.4 56.4 75.1 71.1 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, June 07, 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 : 152,457: 36,308 14,778 20,143 61,793 90,401 118,244 125,323: 34,212 27,134 Old : 152,457: 36,308 14,778 20,143 61,793 90,401 118,244 125,323: 34,212 27,134 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 749: -900 3,733 5,032 -2,560 -3,863 1,573 4,902: -824 -4,153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 9.7 13.2 40.5 59.3 77.6 82.2: 22.4 17.8 Old : 100.0: 23.8 9.7 13.2 40.5 59.3 77.6 82.2: 22.4 17.8 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 : 84: 32 19 23 24 25 63 60: Old : 84: 32 19 23 24 25 63 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.0 39.5 40.6 49.2 28.1 39.1 36.7 46.2 Old : 31.0 39.5 40.6 49.2 28.1 39.1 36.7 46.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 64,851: 20,893 31,301 3,380 32,533 9,695 56,806 44,376: 8,044 20,474 Old : 64,851: 20,893 31,301 3,380 32,533 9,695 56,806 44,376: 8,044 20,474 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 4,072: -2,452 6,839 1,239 4,418 -3,373 3,205 4,705: 868 -633 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 48.3 5.2 50.2 15.0 87.6 68.4: 12.4 31.6 Old : 100.0: 32.2 48.3 5.2 50.2 15.0 87.6 68.4: 12.4 31.6 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 : 44: 10 16 7 12 13 25 33: Old : 44: 10 16 7 12 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 : 55.0 37.8 65.1 48.6 54.0 37.8 62.1 44.8 Old : 55.0 37.8 65.1 48.6 54.0 37.8 62.1 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 142,536: 22,405 81,698 10,619 104,921 43,128 137,945 135,445: 4,592 7,092 Old : 142,536: 22,405 81,698 10,619 104,921 43,128 137,945 135,445: 4,592 7,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -1,508: 2,132 5,998 -617 -3,005 -6,931 -1,489 -1,550: -18 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 57.3 7.5 73.6 30.3 96.8 95.0: 3.2 5.0 Old : 100.0: 15.7 57.3 7.5 73.6 30.3 96.8 95.0: 3.2 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 142: 38 61 24 21 21 72 101: Old : 142: 38 61 24 21 21 72 101: 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 : 57.2 33.7 71.5 48.6 57.2 33.5 70.1 48.4 Old : 57.2 33.7 71.5 48.6 57.2 33.5 70.1 48.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 281,027: 36,088 100,779 30,901 195,555 112,613 262,544 244,292: 18,483 36,735 Old : 281,027: 36,088 100,779 30,901 195,555 112,613 262,544 244,292: 18,483 36,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 7,014: 817 33,565 3,441 3,969 -27,988 8,227 9,018: -1,214 -2,004 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 35.9 11.0 69.6 40.1 93.4 86.9: 6.6 13.1 Old : 100.0: 12.8 35.9 11.0 69.6 40.1 93.4 86.9: 6.6 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 116: 27 43 30 30 38 72 97: Old : 116: 27 43 30 30 38 72 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 : 55.1 30.7 65.8 43.6 55.1 29.4 63.7 42.1 Old : 55.1 30.7 65.8 43.6 55.1 29.4 63.7 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 211,348: 65,923 24,758 27,400 86,211 127,573 179,534 179,731: 31,814 31,618 Old : 211,348: 65,923 24,758 27,400 86,211 127,573 179,534 179,731: 31,814 31,618 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 11,043: 23,372 -1,043 -5,042 -9,006 17,718 9,324 11,633: 1,718 -590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 11.7 13.0 40.8 60.4 84.9 85.0: 15.1 15.0 Old : 100.0: 31.2 11.7 13.0 40.8 60.4 84.9 85.0: 15.1 15.0 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 : 119: 36 35 25 31 39 82 85: Old : 119: 36 35 25 31 39 82 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 : 31.4 30.6 41.1 42.5 23.0 25.6 30.9 32.6 Old : 31.4 30.6 41.1 42.5 23.0 25.6 30.9 32.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 439,240: 90,929 161,265 53,483 233,996 150,052 378,408 364,800: 60,832 74,441 Old : 439,240: 90,929 161,265 53,483 233,996 150,052 378,408 364,800: 60,832 74,441 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 113: -3,680 34,119 -4,330 1,224 -36,690 -6,786 -6,900: 6,900 7,013 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 36.7 12.2 53.3 34.2 86.2 83.1: 13.8 16.9 Old : 100.0: 20.7 36.7 12.2 53.3 34.2 86.2 83.1: 13.8 16.9 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 : 224: 60 86 58 58 60 151 173: Old : 224: 60 86 58 58 60 151 173: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 19.8 32.9 30.1 19.7 18.1 31.9 26.7 Old : 20.2 19.8 32.9 30.1 19.7 18.1 31.9 26.7 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, June 07, 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 : 31,815: 8,683 2,176 3,629 8,856 21,457 21,168 27,262: 10,647 4,553 Old : 31,815: 8,683 2,176 3,629 8,856 21,457 21,168 27,262: 10,647 4,553 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 3,759: -861 270 2,888 692 584 2,719 3,742: 1,040 17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 6.8 11.4 27.8 67.4 66.5 85.7: 33.5 14.3 Old : 100.0: 27.3 6.8 11.4 27.8 67.4 66.5 85.7: 33.5 14.3 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 : 21: 4 4 6 10 8 18 14: Old : 21: 4 4 6 10 8 18 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 : 34.4 68.2 49.2 80.9 31.2 62.0 41.9 66.9 Old : 34.4 68.2 49.2 80.9 31.2 62.0 41.9 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 27,709: 18,021 5,173 759 8,019 20,885 26,799 26,817: 910 892 Old : 27,709: 18,021 5,173 759 8,019 20,885 26,799 26,817: 910 892 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -15,003: -1,678 -14,808 50 -13,209 -37 -14,837 -14,795: -166 -208 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 18.7 2.7 28.9 75.4 96.7 96.8: 3.3 3.2 Old : 100.0: 65.0 18.7 2.7 28.9 75.4 96.7 96.8: 3.3 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 : 25: 8 8 3 5 5 14 15: Old : 25: 8 8 3 5 5 14 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 80.5 86.6 92.3 94.3 80.4 84.3 90.8 92.0 Old : 80.5 86.6 92.3 94.3 80.4 84.3 90.8 92.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 57,750: 38,562 30,026 4,671 9,710 19,654 52,943 54,351: 4,807 3,399 Old : 57,750: 38,562 30,026 4,671 9,710 19,654 52,943 54,351: 4,807 3,399 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 13,146: 6,643 3,611 4,542 649 5,154 11,834 13,307: 1,312 -161 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 52.0 8.1 16.8 34.0 91.7 94.1: 8.3 5.9 Old : 100.0: 66.8 52.0 8.1 16.8 34.0 91.7 94.1: 8.3 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 76: 35 20 7 12 15 50 39: Old : 76: 35 20 7 12 15 50 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 59.0 62.1 70.5 43.8 53.9 54.9 65.2 Old : 48.2 59.0 62.1 70.5 43.8 53.9 54.9 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 :19,499,527: 956,472 1,436,487 8,863,707 8,894,570 7,951,869 18,714,749 18,252,064: 784,778 1,247,463 Old :19,499,527: 956,472 1,436,487 8,863,707 8,894,570 7,951,869 18,714,749 18,252,064: 784,778 1,247,463 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -722,600: 84,691 48,826 -721,983 -51,865 3,100 -689,157 -670,056: -33,443 -52,544 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 7.4 45.5 45.6 40.8 96.0 93.6: 4.0 6.4 Old : 100.0: 4.9 7.4 45.5 45.6 40.8 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 : 327: 70 94 121 146 156 284 308: Old : 327: 70 94 121 146 156 284 308: 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 : 25.1 20.9 38.1 32.5 15.5 7.9 19.3 10.1 Old : 25.1 20.9 38.1 32.5 15.5 7.9 19.3 10.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+ Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 973,628: 105,356 109,245 132,560 627,751 610,808 865,667 852,613: 107,961 121,015 Old : 973,628: 105,356 109,245 132,560 627,751 610,808 865,667 852,613: 107,961 121,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 67,189: -4,838 11,079 10,646 48,206 34,882 54,014 56,608: 13,174 10,581 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.8 11.2 13.6 64.5 62.7 88.9 87.6: 11.1 12.4 Old : 100.0: 10.8 11.2 13.6 64.5 62.7 88.9 87.6: 11.1 12.4 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 : 665: 137 180 167 260 262 495 512: Old : 665: 137 180 167 260 262 495 512: 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 13.5 22.1 22.2 9.8 8.9 16.5 14.2 Old : 14.0 13.5 22.1 22.2 9.8 8.9 16.5 14.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 207,668: 13,522 11,809 47,045 111,158 106,654 171,725 165,508: 35,942 42,159 Old : 207,668: 13,522 11,809 47,045 111,158 106,654 171,725 165,508: 35,942 42,159 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 27,490: 850 152 7,673 16,445 9,891 24,968 17,716: 2,522 9,774 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 5.7 22.7 53.5 51.4 82.7 79.7: 17.3 20.3 Old : 100.0: 6.5 5.7 22.7 53.5 51.4 82.7 79.7: 17.3 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 : 86: 19 15 25 43 42 77 68: Old : 86: 19 15 25 43 42 77 68: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 30.2 29.1 43.3 44.6 11.7 14.0 16.8 19.4 Old : 30.2 29.1 43.3 44.6 11.7 14.0 16.8 19.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 3,829,802: 476,752 504,760 409,995 2,582,962 2,520,769 3,469,709 3,435,523: 360,093 394,279 Old : 3,829,802: 476,752 504,760 409,995 2,582,962 2,520,769 3,469,709 3,435,523: 360,093 394,279 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 198,493: -42,289 40,785 28,718 158,802 124,955 145,231 194,458: 53,261 4,035 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 13.2 10.7 67.4 65.8 90.6 89.7: 9.4 10.3 Old : 100.0: 12.4 13.2 10.7 67.4 65.8 90.6 89.7: 9.4 10.3 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 : 640: 130 171 156 252 252 471 490: Old : 640: 130 171 156 252 252 471 490: 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 15.4 21.7 23.6 10.9 11.6 18.9 18.4 Old : 12.8 15.4 21.7 23.6 10.9 11.6 18.9 18.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 88,421: 9,828 3,681 207 67,398 81,424 77,433 85,312: 10,988 3,109 Old : 88,421: 9,828 3,681 207 67,398 81,424 77,433 85,312: 10,988 3,109 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 3,877: -108 -753 -257 3,440 4,488 3,075 3,478: 802 399 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 4.2 0.2 76.2 92.1 87.6 96.5: 12.4 3.5 Old : 100.0: 11.1 4.2 0.2 76.2 92.1 87.6 96.5: 12.4 3.5 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 : 92: 13 6 2 54 38 68 45: Old : 92: 13 6 2 54 38 68 45: 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 : 35.9 34.0 48.5 58.9 34.7 33.9 47.2 58.8 Old : 35.9 34.0 48.5 58.9 34.7 33.9 47.2 58.8 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, June 07, 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 : 51,740: 19,907 7,310 1,365 24,874 38,080 46,146 46,755: 5,594 4,985 Old : 51,740: 19,907 7,310 1,365 24,874 38,080 46,146 46,755: 5,594 4,985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 2,205: 448 -1,249 -201 1,437 4,296 1,683 2,846: 522 -640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 14.1 2.6 48.1 73.6 89.2 90.4: 10.8 9.6 Old : 100.0: 38.5 14.1 2.6 48.1 73.6 89.2 90.4: 10.8 9.6 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 : 236: 66 54 24 72 72 145 143: Old : 236: 66 54 24 72 72 145 143: 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 : 25.1 27.2 37.1 40.0 25.1 26.8 36.5 39.3 Old : 25.1 27.2 37.1 40.0 25.1 26.8 36.5 39.3 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, June 07, 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 : 258,701: 99,533 36,549 6,826 124,370 190,401 230,729 233,775: 27,972 24,925 Old : 258,701: 99,533 36,549 6,826 124,370 190,401 230,729 233,775: 27,972 24,925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 11,027: 2,238 -6,244 -1,006 7,184 21,478 8,415 14,228: 2,611 -3,202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 14.1 2.6 48.1 73.6 89.2 90.4: 10.8 9.6 Old : 100.0: 38.5 14.1 2.6 48.1 73.6 89.2 90.4: 10.8 9.6 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 : 236: 66 54 24 72 72 145 143: Old : 236: 66 54 24 72 72 145 143: 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 : 25.1 27.2 37.1 40.0 25.1 26.8 36.5 39.3 Old : 25.1 27.2 37.1 40.0 25.1 26.8 36.5 39.3 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, June 07, 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 : 136,252: 35,485 50,981 16,174 60,179 40,658 111,838 107,812: 24,414 28,440 Old : 136,252: 35,485 50,981 16,174 60,179 40,658 111,838 107,812: 24,414 28,440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : -2,737: -7,103 3,576 -1,191 5,947 -5,046 -2,348 -2,662: -390 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 37.4 11.9 44.2 29.8 82.1 79.1: 17.9 20.9 Old : 100.0: 26.0 37.4 11.9 44.2 29.8 82.1 79.1: 17.9 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 : 79: 26 30 20 17 20 53 60: Old : 79: 26 30 20 17 20 53 60: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 38.0 51.1 46.2 38.8 36.1 46.6 43.7 Old : 40.8 38.0 51.1 46.2 38.8 36.1 46.6 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 40,713: 11,984 3,990 2,918 18,979 25,887 33,881 32,795: 6,832 7,918 Old : 40,713: 11,984 3,990 2,918 18,979 25,887 33,881 32,795: 6,832 7,918 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 5,197: -276 -687 2,840 3,375 2,569 5,939 4,722: -742 475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 9.8 7.2 46.6 63.6 83.2 80.6: 16.8 19.4 Old : 100.0: 29.4 9.8 7.2 46.6 63.6 83.2 80.6: 16.8 19.4 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 : 51: 13 10 7 16 14 34 28: Old : 51: 13 10 7 16 14 34 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 : 36.5 55.8 50.9 65.6 36.5 51.1 50.0 57.2 Old : 36.5 55.8 50.9 65.6 36.5 51.1 50.0 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 97,456: 17,091 10,885 1,507 70,111 21,469 88,709 33,861: 8,747 63,595 Old : 97,456: 17,091 10,885 1,507 70,111 21,469 88,709 33,861: 8,747 63,595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 31, 2016 : : 4,949: -2,083 2,928 610 6,592 1,995 5,119 5,533: -170 -584 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 11.2 1.5 71.9 22.0 91.0 34.7: 9.0 65.3 Old : 100.0: 17.5 11.2 1.5 71.9 22.0 91.0 34.7: 9.0 65.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 87: 25 16 11 37 22 67 44: Old : 87: 25 16 11 37 22 67 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 17.5 48.3 22.1 33.7 16.4 48.3 20.6 Old : 33.7 17.5 48.3 22.1 33.7 16.4 48.3 20.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2016