BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 7,678: 1,147 1,202 1,006 4,575 4,666 6,729 6,874: 949 805
Old : 7,678: 1,147 1,202 1,006 4,575 4,666 6,729 6,874: 949 805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 583: 143 114 118 279 423 540 654: 43 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.7 13.1 59.6 60.8 87.6 89.5: 12.4 10.5
Old : 100.0: 14.9 15.7 13.1 59.6 60.8 87.6 89.5: 12.4 10.5
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 : 38: 5 7 8 17 20 27 30:
Old : 38: 5 7 8 17 20 27 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 : 37.7 42.6 60.0 59.1 35.7 38.6 54.5 54.8
Old : 37.7 42.6 60.0 59.1 35.7 38.6 54.5 54.8
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 14, 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 : 56,080: 16,321 6,785 16,322 16,858 19,708 49,502 42,815: 6,579 13,266
Old : 56,080: 16,321 6,785 16,322 16,858 19,708 49,502 42,815: 6,579 13,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,224: 973 4 2,302 477 2,920 3,752 5,226: 472 -1,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 12.1 29.1 30.1 35.1 88.3 76.3: 11.7 23.7
Old : 100.0: 29.1 12.1 29.1 30.1 35.1 88.3 76.3: 11.7 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 21 28 36 34 28 78 70:
Old : 90: 21 28 36 34 28 78 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 : 29.9 24.8 44.6 37.9 28.7 20.3 36.7 26.1
Old : 29.9 24.8 44.6 37.9 28.7 20.3 36.7 26.1
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 14, 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 : 8,061: 817 1,234 1,465 4,741 4,439 7,023 7,138: 1,038 923
Old : 8,061: 817 1,234 1,465 4,741 4,439 7,023 7,138: 1,038 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 300: 155 16 69 3 165 226 250: 74 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 15.3 18.2 58.8 55.1 87.1 88.6: 12.9 11.4
Old : 100.0: 10.1 15.3 18.2 58.8 55.1 87.1 88.6: 12.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 9 12 16 20 19 37 39:
Old : 46: 9 12 16 20 19 37 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 : 34.5 24.9 51.8 41.8 33.4 19.6 46.4 31.2
Old : 34.5 24.9 51.8 41.8 33.4 19.6 46.4 31.2
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 14, 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 : 323,033: 106,710 25,184 89,383 100,623 164,445 296,717 279,013: 26,317 44,021
Old : 242,833: 92,844 27,116 65,801 65,436 116,683 224,082 209,600: 18,751 33,233
Other: 80,201: 21,464 5,667 15,984 35,187 47,762 72,635 69,413: 7,565 10,788
: : :
: : Changes in Commitments from: June 7, 2016 :
: 21,404: 15,046 3,055 4,351 1,556 10,907 20,953 18,313: 451 3,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 7.8 27.7 31.1 50.9 91.9 86.4: 8.1 13.6
Old : 100.0: 38.2 11.2 27.1 26.9 48.1 92.3 86.3: 7.7 13.7
Other: 100.0: 26.8 7.1 19.9 43.9 59.6 90.6 86.5: 9.4 13.5
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 138 68 130 90 96 300 241:
Old : 337: 125 86 117 67 96 263 237:
Other: 192: 61 23 47 67 81 148 136:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 19.3 19.8 26.7 10.7 17.8 18.8 23.8
Old : 12.7 18.2 22.0 25.5 12.7 17.5 21.4 23.4
Other: 17.9 23.1 31.5 34.9 17.4 19.9 28.2 29.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 312,457: 89,162 46,863 77,081 114,779 140,948 281,021 264,892: 31,436 47,565
Old : 312,457: 89,162 46,863 77,081 114,779 140,948 281,021 264,892: 31,436 47,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 132: 1,989 2,134 1,120 -2,329 -561 781 2,694: -649 -2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 15.0 24.7 36.7 45.1 89.9 84.8: 10.1 15.2
Old : 100.0: 28.5 15.0 24.7 36.7 45.1 89.9 84.8: 10.1 15.2
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 : 385: 118 92 115 138 131 307 295:
Old : 385: 118 92 115 138 131 307 295:
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 : 14.4 14.1 21.8 21.5 13.4 13.0 19.9 18.7
Old : 14.4 14.1 21.8 21.5 13.4 13.0 19.9 18.7
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 14, 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 : 5,371: 1,903 1,105 774 1,227 2,487 3,904 4,366: 1,467 1,005
Old : 5,371: 1,903 1,105 774 1,227 2,487 3,904 4,366: 1,467 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -240: -438 70 110 265 -312 -63 -132: -177 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 20.6 14.4 22.8 46.3 72.7 81.3: 27.3 18.7
Old : 100.0: 35.4 20.6 14.4 22.8 46.3 72.7 81.3: 27.3 18.7
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 : 69: 28 12 12 17 22 54 39:
Old : 69: 28 12 12 17 22 54 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 : 21.8 37.6 31.3 52.8 19.0 37.6 27.3 48.1
Old : 21.8 37.6 31.3 52.8 19.0 37.6 27.3 48.1
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 14, 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 : 50,488: 15,571 14,682 10,801 16,490 10,267 42,861 35,750: 7,627 14,738
Old : 50,488: 15,571 14,682 10,801 16,490 10,267 42,861 35,750: 7,627 14,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,204: 460 928 1,095 295 312 1,850 2,336: 353 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 29.1 21.4 32.7 20.3 84.9 70.8: 15.1 29.2
Old : 100.0: 30.8 29.1 21.4 32.7 20.3 84.9 70.8: 15.1 29.2
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 : 221: 55 60 51 78 69 162 160:
Old : 221: 55 60 51 78 69 162 160:
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 : 15.4 10.8 24.9 19.0 13.7 10.0 22.0 16.7
Old : 15.4 10.8 24.9 19.0 13.7 10.0 22.0 16.7
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 14, 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 : 42,449: 2,040 17,750 6,754 32,710 13,635 41,504 38,139: 945 4,309
Old : 42,449: 2,040 17,750 6,754 32,710 13,635 41,504 38,139: 945 4,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,061: 111 554 609 415 -134 1,135 1,029: -74 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 41.8 15.9 77.1 32.1 97.8 89.8: 2.2 10.2
Old : 100.0: 4.8 41.8 15.9 77.1 32.1 97.8 89.8: 2.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 8 34 24 26 27 55 64:
Old : 79: 8 34 24 26 27 55 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 36.5 66.3 51.6 45.2 36.4 64.0 48.7
Old : 45.5 36.5 66.3 51.6 45.2 36.4 64.0 48.7
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 14, 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 : 43,050: 14,538 8,311 2,473 24,088 30,828 41,099 41,612: 1,951 1,438
Old : 43,050: 14,538 8,311 2,473 24,088 30,828 41,099 41,612: 1,951 1,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 8,906: 6,452 4,403 -113 3,169 4,740 9,508 9,030: -602 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 19.3 5.7 56.0 71.6 95.5 96.7: 4.5 3.3
Old : 100.0: 33.8 19.3 5.7 56.0 71.6 95.5 96.7: 4.5 3.3
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 : 24: 6 3 1 8 11 15 14:
Old : 24: 6 3 1 8 11 15 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 : 74.9 68.5 88.1 86.6 71.4 56.2 78.7 74.0
Old : 74.9 68.5 88.1 86.6 71.4 56.2 78.7 74.0
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 14, 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 : 196,429: 42,155 21,341 25,539 83,280 125,953 150,973 172,832: 45,456 23,597
Old : 196,429: 42,155 21,341 25,539 83,280 125,953 150,973 172,832: 45,456 23,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 43,973: 5,847 6,562 5,396 21,487 35,551 32,729 47,509: 11,244 -3,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 10.9 13.0 42.4 64.1 76.9 88.0: 23.1 12.0
Old : 100.0: 21.5 10.9 13.0 42.4 64.1 76.9 88.0: 23.1 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 37 19 20 25 26 69 58:
Old : 89: 37 19 20 25 26 69 58:
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 48.3 43.7 57.7 18.2 31.5 25.0 38.2
Old : 33.4 48.3 43.7 57.7 18.2 31.5 25.0 38.2
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 14, 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 : 45,643: 27,759 21,362 1,641 8,686 5,948 38,086 28,951: 7,557 16,692
Old : 45,643: 27,759 21,362 1,641 8,686 5,948 38,086 28,951: 7,557 16,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -19,208: 6,865 -9,939 -1,739 -23,847 -3,747 -18,721 -15,425: -487 -3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 46.8 3.6 19.0 13.0 83.4 63.4: 16.6 36.6
Old : 100.0: 60.8 46.8 3.6 19.0 13.0 83.4 63.4: 16.6 36.6
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 : 35: 11 10 4 8 11 20 24:
Old : 35: 11 10 4 8 11 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 40.6 67.6 49.0 56.3 40.6 66.6 48.6
Old : 56.3 40.6 67.6 49.0 56.3 40.6 66.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 111,235: 17,003 82,513 1,323 88,830 19,904 107,156 103,740: 4,079 7,494
Old : 111,235: 17,003 82,513 1,323 88,830 19,904 107,156 103,740: 4,079 7,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -31,302: -5,402 815 -9,296 -16,091 -23,223 -30,789 -31,704: -513 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 74.2 1.2 79.9 17.9 96.3 93.3: 3.7 6.7
Old : 100.0: 15.3 74.2 1.2 79.9 17.9 96.3 93.3: 3.7 6.7
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 : 116: 24 63 10 18 16 48 83:
Old : 116: 24 63 10 18 16 48 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 36.6 82.4 51.8 71.5 36.3 82.3 51.5
Old : 71.5 36.6 82.4 51.8 71.5 36.3 82.3 51.5
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 14, 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 : 235,712: 62,356 96,328 20,953 134,345 79,308 217,654 196,589: 18,057 39,123
Old : 235,712: 62,356 96,328 20,953 134,345 79,308 217,654 196,589: 18,057 39,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -45,315: 26,269 -4,451 -9,948 -61,210 -33,305 -44,889 -47,704: -426 2,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 40.9 8.9 57.0 33.6 92.3 83.4: 7.7 16.6
Old : 100.0: 26.5 40.9 8.9 57.0 33.6 92.3 83.4: 7.7 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 27 43 21 28 40 67 92:
Old : 114: 27 43 21 28 40 67 92:
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 : 55.4 27.6 65.0 38.5 55.3 26.8 63.8 37.1
Old : 55.4 27.6 65.0 38.5 55.3 26.8 63.8 37.1
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 14, 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 : 177,210: 73,498 21,213 25,923 46,223 99,012 145,645 146,148: 31,565 31,062
Old : 177,210: 73,498 21,213 25,923 46,223 99,012 145,645 146,148: 31,565 31,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -34,138: 7,576 -3,545 -1,477 -39,988 -28,560 -33,889 -33,582: -249 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 12.0 14.6 26.1 55.9 82.2 82.5: 17.8 17.5
Old : 100.0: 41.5 12.0 14.6 26.1 55.9 82.2 82.5: 17.8 17.5
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 : 112: 38 33 23 26 35 77 78:
Old : 112: 38 33 23 26 35 77 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.9 37.4 37.4 45.8 28.9 36.1 35.5 41.1
Old : 28.9 37.4 37.4 45.8 28.9 36.1 35.5 41.1
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 14, 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 : 399,544: 99,754 157,011 46,812 204,160 132,615 350,727 336,438: 48,817 63,105
Old : 399,544: 99,754 157,011 46,812 204,160 132,615 350,727 336,438: 48,817 63,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -39,696: 8,825 -4,253 -6,671 -29,836 -17,437 -27,682 -28,361: -12,015 -11,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 39.3 11.7 51.1 33.2 87.8 84.2: 12.2 15.8
Old : 100.0: 25.0 39.3 11.7 51.1 33.2 87.8 84.2: 12.2 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 60 86 52 59 57 146 170:
Old : 225: 60 86 52 59 57 146 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 20.4 35.1 28.8 22.3 20.4 32.5 28.2
Old : 23.0 20.4 35.1 28.8 22.3 20.4 32.5 28.2
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 14, 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 : 28,373: 17,959 5,482 1,003 8,152 20,889 27,114 27,374: 1,259 999
Old : 28,373: 17,959 5,482 1,003 8,152 20,889 27,114 27,374: 1,259 999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 664: -62 309 244 133 4 315 557: 349 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 19.3 3.5 28.7 73.6 95.6 96.5: 4.4 3.5
Old : 100.0: 63.3 19.3 3.5 28.7 73.6 95.6 96.5: 4.4 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 : 28: 9 10 3 5 5 16 16:
Old : 28: 9 10 3 5 5 16 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 : 79.2 82.7 90.4 91.5 79.2 80.6 88.4 88.2
Old : 79.2 82.7 90.4 91.5 79.2 80.6 88.4 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 41,919: 29,558 33,376 24 7,076 5,538 36,658 38,938: 5,261 2,981
Old : 41,919: 29,558 33,376 24 7,076 5,538 36,658 38,938: 5,261 2,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -15,831: -9,004 3,350 -4,647 -2,634 -14,116 -16,285 -15,413: 454 -418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 79.6 0.1 16.9 13.2 87.4 92.9: 12.6 7.1
Old : 100.0: 70.5 79.6 0.1 16.9 13.2 87.4 92.9: 12.6 7.1
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 : 79: 43 21 1 5 12 49 33:
Old : 79: 43 21 1 5 12 49 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 : 38.4 57.7 52.8 69.0 36.2 57.7 50.6 69.0
Old : 38.4 57.7 52.8 69.0 36.2 57.7 50.6 69.0
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 14, 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 :17,640,542: 1,087,999 1,240,220 7,898,044 7,812,824 7,275,112 16,798,866 16,413,376: 841,676 1,227,166
Old :17,640,542: 1,087,999 1,240,220 7,898,044 7,812,824 7,275,112 16,798,866 16,413,376: 841,676 1,227,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
:-1,858,985: 131,527 -196,267 -965,664 -1,081,746 -676,757 -1,915,883 -1,838,687: 56,898 -20,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.0 44.8 44.3 41.2 95.2 93.0: 4.8 7.0
Old : 100.0: 6.2 7.0 44.8 44.3 41.2 95.2 93.0: 4.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 60 100 117 137 149 271 296:
Old : 315: 60 100 117 137 149 271 296:
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 : 24.6 19.9 36.6 31.5 15.1 8.8 19.2 11.1
Old : 24.6 19.9 36.6 31.5 15.1 8.8 19.2 11.1
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 14, 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 : 1,031,548: 127,968 101,538 140,666 641,473 660,261 910,107 902,465: 121,441 129,083
Old : 1,031,548: 127,968 101,538 140,666 641,473 660,261 910,107 902,465: 121,441 129,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 57,920: 22,612 -7,707 8,105 13,722 49,453 44,440 49,852: 13,480 8,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.8 13.6 62.2 64.0 88.2 87.5: 11.8 12.5
Old : 100.0: 12.4 9.8 13.6 62.2 64.0 88.2 87.5: 11.8 12.5
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 : 654: 153 162 176 257 274 502 521:
Old : 654: 153 162 176 257 274 502 521:
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 : 12.4 12.8 20.5 20.3 8.4 7.8 13.9 12.5
Old : 12.4 12.8 20.5 20.3 8.4 7.8 13.9 12.5
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 14, 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 : 205,805: 13,574 9,927 40,659 113,589 112,892 167,821 163,478: 37,983 42,326
Old : 205,805: 13,574 9,927 40,659 113,589 112,892 167,821 163,478: 37,983 42,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,863: 52 -1,882 -6,386 2,430 6,238 -3,904 -2,030: 2,041 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.8 19.8 55.2 54.9 81.5 79.4: 18.5 20.6
Old : 100.0: 6.6 4.8 19.8 55.2 54.9 81.5 79.4: 18.5 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 : 88: 22 15 24 42 41 77 68:
Old : 88: 22 15 24 42 41 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 : 25.8 22.5 40.1 36.9 11.8 11.9 16.3 16.9
Old : 25.8 22.5 40.1 36.9 11.8 11.9 16.3 16.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 4,128,717: 587,443 473,524 484,564 2,639,422 2,736,846 3,711,428 3,694,934: 417,289 433,783
Old : 4,128,717: 587,443 473,524 484,564 2,639,422 2,736,846 3,711,428 3,694,934: 417,289 433,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 298,915: 110,691 -31,236 74,569 56,460 216,077 241,719 259,410: 57,196 39,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.5 11.7 63.9 66.3 89.9 89.5: 10.1 10.5
Old : 100.0: 14.2 11.5 11.7 63.9 66.3 89.9 89.5: 10.1 10.5
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 : 630: 144 155 165 249 267 477 503:
Old : 630: 144 155 165 249 267 477 503:
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 : 12.0 13.9 20.2 21.9 9.8 9.9 16.1 16.6
Old : 12.0 13.9 20.2 21.9 9.8 9.9 16.1 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 95,010: 22,169 3,159 733 59,087 88,134 81,989 92,026: 13,021 2,984
Old : 95,010: 22,169 3,159 733 59,087 88,134 81,989 92,026: 13,021 2,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 6,589: 12,341 -522 526 -8,311 6,710 4,556 6,714: 2,033 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.3 0.8 62.2 92.8 86.3 96.9: 13.7 3.1
Old : 100.0: 23.3 3.3 0.8 62.2 92.8 86.3 96.9: 13.7 3.1
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 : 92: 14 6 4 54 40 71 49:
Old : 92: 14 6 4 54 40 71 49:
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 : 35.8 32.4 47.2 59.1 32.8 32.3 44.0 56.0
Old : 35.8 32.4 47.2 59.1 32.8 32.3 44.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 60,816: 23,884 7,001 2,936 28,451 45,824 55,271 55,761: 5,545 5,055
Old : 60,816: 23,884 7,001 2,936 28,451 45,824 55,271 55,761: 5,545 5,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 9,076: 3,978 -309 1,571 3,577 7,744 9,125 9,006: -49 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 11.5 4.8 46.8 75.3 90.9 91.7: 9.1 8.3
Old : 100.0: 39.3 11.5 4.8 46.8 75.3 90.9 91.7: 9.1 8.3
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 : 248: 68 59 30 82 81 164 157:
Old : 248: 68 59 30 82 81 164 157:
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 : 23.0 23.6 36.4 38.0 22.2 23.4 30.8 35.6
Old : 23.0 23.6 36.4 38.0 22.2 23.4 30.8 35.6
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 14, 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 : 304,082: 119,422 35,006 14,679 142,254 229,121 276,355 278,805: 27,727 25,277
Old : 304,082: 119,422 35,006 14,679 142,254 229,121 276,355 278,805: 27,727 25,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 45,382: 19,889 -1,543 7,853 17,884 38,720 45,626 45,030: -244 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 11.5 4.8 46.8 75.3 90.9 91.7: 9.1 8.3
Old : 100.0: 39.3 11.5 4.8 46.8 75.3 90.9 91.7: 9.1 8.3
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 : 248: 68 59 30 82 81 164 157:
Old : 248: 68 59 30 82 81 164 157:
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 : 23.0 23.6 36.4 38.0 22.2 23.4 30.8 35.6
Old : 23.0 23.6 36.4 38.0 22.2 23.4 30.8 35.6
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 14, 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 : 98,315: 39,027 45,044 14,189 21,859 13,007 75,075 72,240: 23,240 26,075
Old : 98,315: 39,027 45,044 14,189 21,859 13,007 75,075 72,240: 23,240 26,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -37,937: 3,542 -5,937 -1,984 -38,321 -27,651 -36,763 -35,572: -1,174 -2,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 45.8 14.4 22.2 13.2 76.4 73.5: 23.6 26.5
Old : 100.0: 39.7 45.8 14.4 22.2 13.2 76.4 73.5: 23.6 26.5
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 : 76: 26 29 16 17 16 51 53:
Old : 76: 26 29 16 17 16 51 53:
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 : 30.4 25.4 38.7 34.5 29.4 25.4 36.2 33.3
Old : 30.4 25.4 38.7 34.5 29.4 25.4 36.2 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 31,604: 10,258 3,572 0 15,221 22,275 25,479 25,847: 6,125 5,757
Old : 31,604: 10,258 3,572 0 15,221 22,275 25,479 25,847: 6,125 5,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -9,109: -1,726 -418 -2,918 -3,758 -3,612 -8,402 -6,948: -707 -2,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 11.3 0.0 48.2 70.5 80.6 81.8: 19.4 18.2
Old : 100.0: 32.5 11.3 0.0 48.2 70.5 80.6 81.8: 19.4 18.2
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 : 40: 10 7 0 14 12 24 19:
Old : 40: 10 7 0 14 12 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 65.0 56.0 74.5 40.8 65.0 56.0 74.5
Old : 40.8 65.0 56.0 74.5 40.8 65.0 56.0 74.5
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 14, 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 : 66,665: 12,788 4,122 646 44,163 11,374 57,597 16,142: 9,068 50,523
Old : 66,665: 12,788 4,122 646 44,163 11,374 57,597 16,142: 9,068 50,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -30,791: -4,303 -6,763 -861 -25,948 -10,095 -31,112 -17,719: 321 -13,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 6.2 1.0 66.2 17.1 86.4 24.2: 13.6 75.8
Old : 100.0: 19.2 6.2 1.0 66.2 17.1 86.4 24.2: 13.6 75.8
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 : 72: 20 10 4 29 18 51 30:
Old : 72: 20 10 4 29 18 51 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 : 35.0 8.4 49.3 12.8 35.0 7.8 49.3 12.3
Old : 35.0 8.4 49.3 12.8 35.0 7.8 49.3 12.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2016