BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 7,341: 1,328 1,333 928 3,958 4,145 6,214 6,406: 1,126 934
Old : 7,341: 1,328 1,333 928 3,958 4,145 6,214 6,406: 1,126 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 75: 41 -7 45 -16 26 71 64: 4 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 18.2 12.6 53.9 56.5 84.7 87.3: 15.3 12.7
Old : 100.0: 18.1 18.2 12.6 53.9 56.5 84.7 87.3: 15.3 12.7
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 : 33: 4 7 7 15 18 24 27:
Old : 33: 4 7 7 15 18 24 27:
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 : 38.3 42.7 60.1 59.9 36.8 38.4 54.0 53.9
Old : 38.3 42.7 60.1 59.9 36.8 38.4 54.0 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 52,994: 15,080 5,721 15,361 16,812 19,782 47,253 40,864: 5,742 12,130
Old : 52,994: 15,080 5,721 15,361 16,812 19,782 47,253 40,864: 5,742 12,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 1,861: 432 453 497 999 1,222 1,927 2,172: -66 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 10.8 29.0 31.7 37.3 89.2 77.1: 10.8 22.9
Old : 100.0: 28.5 10.8 29.0 31.7 37.3 89.2 77.1: 10.8 22.9
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 : 83: 23 19 32 33 29 73 64:
Old : 83: 23 19 32 33 29 73 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 : 30.2 25.5 45.0 38.0 29.1 22.0 37.1 29.4
Old : 30.2 25.5 45.0 38.0 29.1 22.0 37.1 29.4
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, July 19, 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 : 7,099: 361 1,340 1,025 4,833 3,883 6,219 6,247: 880 851
Old : 7,099: 361 1,340 1,025 4,833 3,883 6,219 6,247: 880 851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -27: -106 88 -22 104 -50 -24 16: -4 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 18.9 14.4 68.1 54.7 87.6 88.0: 12.4 12.0
Old : 100.0: 5.1 18.9 14.4 68.1 54.7 87.6 88.0: 12.4 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 : 42: 4 13 11 23 19 36 34:
Old : 42: 4 13 11 23 19 36 34:
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 : 34.1 26.6 54.2 47.2 33.8 24.6 50.6 38.1
Old : 34.1 26.6 54.2 47.2 33.8 24.6 50.6 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 5,247: 1,359 122 1,061 2,422 2,782 4,842 3,964: 405 1,283
Old : 5,247: 1,359 122 1,061 2,422 2,782 4,842 3,964: 405 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 2.3 20.2 46.2 53.0 92.3 75.5: 7.7 24.5
Old : 100.0: 25.9 2.3 20.2 46.2 53.0 92.3 75.5: 7.7 24.5
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 : 21: 9 1 9 9 7 18 17:
Old : 21: 9 1 9 9 7 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 58.3 75.2 69.1 47.9 51.8 61.9 53.2
Old : 55.4 58.3 75.2 69.1 47.9 51.8 61.9 53.2
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, July 19, 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 : 287,523: 93,237 21,754 72,796 98,135 152,103 264,167 246,653: 23,356 40,870
Old : 176,562: 73,724 25,267 38,714 50,996 87,543 163,434 151,525: 13,127 25,037
Other: 110,962: 30,361 7,336 23,233 47,139 64,560 100,733 95,129: 10,229 15,833
: : :
: : Changes in Commitments from: July 12, 2016 :
: -4,768: -3,783 3,125 -1,420 -1,898 -6,456 -7,101 -4,751: 2,332 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 7.6 25.3 34.1 52.9 91.9 85.8: 8.1 14.2
Old : 100.0: 41.8 14.3 21.9 28.9 49.6 92.6 85.8: 7.4 14.2
Other: 100.0: 27.4 6.6 20.9 42.5 58.2 90.8 85.7: 9.2 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 113 67 101 93 97 259 220:
Old : 294: 97 80 75 68 95 209 208:
Other: 204: 68 32 46 68 82 153 145:
:----------------------------------------------------------------------------------------------------
: 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 20.6 21.7 27.9 11.8 19.3 20.3 25.3
Old : 13.8 19.8 23.7 28.2 13.4 19.3 23.0 26.5
Other: 21.0 23.4 33.6 33.5 21.0 21.3 30.9 28.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 322,104: 90,688 56,759 85,169 114,790 133,752 290,647 275,680: 31,457 46,424
Old : 322,104: 90,688 56,759 85,169 114,790 133,752 290,647 275,680: 31,457 46,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -5,953: -251 -6,078 -3,281 -3,033 3,256 -6,565 -6,104: 612 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.6 26.4 35.6 41.5 90.2 85.6: 9.8 14.4
Old : 100.0: 28.2 17.6 26.4 35.6 41.5 90.2 85.6: 9.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 114 94 118 137 138 303 308:
Old : 387: 114 94 118 137 138 303 308:
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 : 13.8 12.4 22.3 19.7 13.2 11.8 20.0 17.4
Old : 13.8 12.4 22.3 19.7 13.2 11.8 20.0 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 5,203: 3,245 1,206 290 376 2,782 3,911 4,278: 1,292 925
Old : 5,203: 3,245 1,206 290 376 2,782 3,911 4,278: 1,292 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 683: 710 138 155 -134 327 731 620: -48 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 23.2 5.6 7.2 53.5 75.2 82.2: 24.8 17.8
Old : 100.0: 62.4 23.2 5.6 7.2 53.5 75.2 82.2: 24.8 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 : 68: 35 9 8 11 22 49 37:
Old : 68: 35 9 8 11 22 49 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 35.1 37.7 49.3 25.7 34.2 37.7 48.1
Old : 25.7 35.1 37.7 49.3 25.7 34.2 37.7 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, July 19, 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 : 55,734: 16,508 13,399 13,104 18,412 12,318 48,024 38,821: 7,710 16,913
Old : 55,734: 16,508 13,399 13,104 18,412 12,318 48,024 38,821: 7,710 16,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 197: 11 -12 -366 151 166 -204 -212: 401 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 24.0 23.5 33.0 22.1 86.2 69.7: 13.8 30.3
Old : 100.0: 29.6 24.0 23.5 33.0 22.1 86.2 69.7: 13.8 30.3
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 : 219: 57 59 49 80 73 165 158:
Old : 219: 57 59 49 80 73 165 158:
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 : 15.3 9.8 26.3 17.7 14.5 7.6 22.2 13.9
Old : 15.3 9.8 26.3 17.7 14.5 7.6 22.2 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 37,402: 1,403 15,595 6,024 29,244 12,698 36,670 34,317: 732 3,085
Old : 37,402: 1,403 15,595 6,024 29,244 12,698 36,670 34,317: 732 3,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 579: -10 255 426 167 -26 583 654: -4 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 41.7 16.1 78.2 33.9 98.0 91.8: 2.0 8.2
Old : 100.0: 3.8 41.7 16.1 78.2 33.9 98.0 91.8: 2.0 8.2
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 : 77: 6 35 21 26 26 52 62:
Old : 77: 6 35 21 26 26 52 62:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 35.9 66.0 51.7 44.3 35.9 62.9 48.9
Old : 44.5 35.9 66.0 51.7 44.3 35.9 62.9 48.9
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, July 19, 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 : 38,785: 21,423 11,552 0 16,077 26,808 37,500 38,360: 1,285 425
Old : 38,785: 21,423 11,552 0 16,077 26,808 37,500 38,360: 1,285 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 204: 2,486 347 0 -2,445 -120 41 227: 163 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 29.8 0.0 41.5 69.1 96.7 98.9: 3.3 1.1
Old : 100.0: 55.2 29.8 0.0 41.5 69.1 96.7 98.9: 3.3 1.1
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 : 23: 7 3 0 6 8 13 11:
Old : 23: 7 3 0 6 8 13 11:
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 : 83.9 81.2 92.1 95.2 83.9 81.2 92.1 94.5
Old : 83.9 81.2 92.1 95.2 83.9 81.2 92.1 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 132,510: 43,378 19,369 7,728 48,982 78,398 100,088 105,494: 32,422 27,015
Old : 132,510: 43,378 19,369 7,728 48,982 78,398 100,088 105,494: 32,422 27,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 3,553: 2,882 -1,883 -313 -449 4,599 2,120 2,402: 1,433 1,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 14.6 5.8 37.0 59.2 75.5 79.6: 24.5 20.4
Old : 100.0: 32.7 14.6 5.8 37.0 59.2 75.5 79.6: 24.5 20.4
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 : 83: 28 23 19 23 25 62 56:
Old : 83: 28 23 19 23 25 62 56:
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 : 37.3 43.6 47.4 52.3 36.4 43.3 45.5 50.7
Old : 37.3 43.6 47.4 52.3 36.4 43.3 45.5 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 43,920: 23,001 18,648 1,031 13,269 4,980 37,301 24,660: 6,619 19,260
Old : 43,920: 23,001 18,648 1,031 13,269 4,980 37,301 24,660: 6,619 19,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 2,804: 36 1,879 -213 2,511 -140 2,334 1,527: 470 1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 42.5 2.3 30.2 11.3 84.9 56.1: 15.1 43.9
Old : 100.0: 52.4 42.5 2.3 30.2 11.3 84.9 56.1: 15.1 43.9
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 : 37: 12 11 6 10 11 23 27:
Old : 37: 12 11 6 10 11 23 27:
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 : 53.3 33.6 64.6 41.1 53.0 33.6 63.2 41.1
Old : 53.3 33.6 64.6 41.1 53.0 33.6 63.2 41.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 104,115: 24,631 64,031 5,037 70,677 28,649 100,345 97,716: 3,770 6,399
Old : 104,115: 24,631 64,031 5,037 70,677 28,649 100,345 97,716: 3,770 6,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 6,366: -3,937 -1,863 2,702 8,097 4,888 6,862 5,727: -496 639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 61.5 4.8 67.9 27.5 96.4 93.9: 3.6 6.1
Old : 100.0: 23.7 61.5 4.8 67.9 27.5 96.4 93.9: 3.6 6.1
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 : 123: 26 61 17 23 20 64 84:
Old : 123: 26 61 17 23 20 64 84:
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 : 54.2 36.4 70.3 51.2 54.2 36.1 69.9 49.2
Old : 54.2 36.4 70.3 51.2 54.2 36.1 69.9 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 259,827: 27,241 99,343 27,653 185,122 86,487 240,016 213,484: 19,810 46,343
Old : 259,827: 27,241 99,343 27,653 185,122 86,487 240,016 213,484: 19,810 46,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -6,167: -12,247 398 3,344 2,736 -12,390 -6,168 -8,648: 1 2,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 38.2 10.6 71.2 33.3 92.4 82.2: 7.6 17.8
Old : 100.0: 10.5 38.2 10.6 71.2 33.3 92.4 82.2: 7.6 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 : 117: 24 50 27 23 41 65 100:
Old : 117: 24 50 27 23 41 65 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 27.4 67.6 36.3 56.5 26.6 64.2 34.1
Old : 58.3 27.4 67.6 36.3 56.5 26.6 64.2 34.1
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, July 19, 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 : 211,128: 74,365 36,513 35,457 69,506 106,054 179,327 178,024: 31,800 33,104
Old : 211,128: 74,365 36,513 35,457 69,506 106,054 179,327 178,024: 31,800 33,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 2,908: -6,286 848 4,440 1,947 -19 102 5,269: 2,806 -2,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 17.3 16.8 32.9 50.2 84.9 84.3: 15.1 15.7
Old : 100.0: 35.2 17.3 16.8 32.9 50.2 84.9 84.3: 15.1 15.7
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 : 113: 33 35 22 27 39 71 85:
Old : 113: 33 35 22 27 39 71 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 : 32.5 34.0 43.1 42.8 30.1 31.1 37.3 36.4
Old : 32.5 34.0 43.1 42.8 30.1 31.1 37.3 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 457,340: 103,604 212,000 48,390 261,267 128,306 413,260 388,696: 44,080 68,645
Old : 457,340: 103,604 212,000 48,390 261,267 128,306 413,260 388,696: 44,080 68,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 23,570: 1,236 15,640 4,431 17,916 -32 23,583 20,039: -13 3,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 46.4 10.6 57.1 28.1 90.4 85.0: 9.6 15.0
Old : 100.0: 22.7 46.4 10.6 57.1 28.1 90.4 85.0: 9.6 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 : 238: 61 95 59 57 65 146 194:
Old : 238: 61 95 59 57 65 146 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 25.1 37.9 33.0 24.0 25.1 35.7 32.7
Old : 25.5 25.1 37.9 33.0 24.0 25.1 35.7 32.7
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, July 19, 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 : 31,160: 10,438 5,364 158 9,783 22,052 20,379 27,574: 10,781 3,586
Old : 31,160: 10,438 5,364 158 9,783 22,052 20,379 27,574: 10,781 3,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 302: 614 633 -8 -271 342 335 967: -33 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 17.2 0.5 31.4 70.8 65.4 88.5: 34.6 11.5
Old : 100.0: 33.5 17.2 0.5 31.4 70.8 65.4 88.5: 34.6 11.5
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 : 21: 7 4 2 7 7 15 12:
Old : 21: 7 4 2 7 7 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 77.2 55.2 87.1 38.7 77.2 51.6 84.3
Old : 42.3 77.2 55.2 87.1 38.7 77.2 51.6 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 26,199: 17,454 5,974 251 6,986 19,284 24,691 25,509: 1,508 690
Old : 26,199: 17,454 5,974 251 6,986 19,284 24,691 25,509: 1,508 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -774: -558 86 4 -51 -816 -605 -726: -169 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 22.8 1.0 26.7 73.6 94.2 97.4: 5.8 2.6
Old : 100.0: 66.6 22.8 1.0 26.7 73.6 94.2 97.4: 5.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 9 2 4 5 18 16:
Old : 31: 14 9 2 4 5 18 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 : 74.6 84.3 86.5 93.3 73.7 84.3 85.6 93.3
Old : 74.6 84.3 86.5 93.3 73.7 84.3 85.6 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 41,199: 29,156 26,983 348 7,029 11,129 36,533 38,460: 4,666 2,739
Old : 41,199: 29,156 26,983 348 7,029 11,129 36,533 38,460: 4,666 2,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -3,551: -2,538 -3,700 299 -426 19 -2,665 -3,382: -886 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 65.5 0.8 17.1 27.0 88.7 93.4: 11.3 6.6
Old : 100.0: 70.8 65.5 0.8 17.1 27.0 88.7 93.4: 11.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 45 20 6 10 12 60 33:
Old : 83: 45 20 6 10 12 60 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 : 38.7 60.7 53.3 72.7 38.2 60.6 51.6 72.5
Old : 38.7 60.7 53.3 72.7 38.2 60.6 51.6 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 :18,181,357: 1,279,912 1,661,465 7,835,934 8,146,721 7,436,157 17,262,568 16,933,556: 918,789 1,247,800
Old :18,181,357: 1,279,912 1,661,465 7,835,934 8,146,721 7,436,157 17,262,568 16,933,556: 918,789 1,247,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -760,369: -56,381 212,531 -704,043 -48,707 -310,345 -809,131 -801,857: 48,762 41,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 9.1 43.1 44.8 40.9 94.9 93.1: 5.1 6.9
Old : 100.0: 7.0 9.1 43.1 44.8 40.9 94.9 93.1: 5.1 6.9
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 : 311: 68 96 126 128 140 271 292:
Old : 311: 68 96 126 128 140 271 292:
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 : 24.5 20.2 36.5 31.1 15.0 9.4 19.3 13.0
Old : 24.5 20.2 36.5 31.1 15.0 9.4 19.3 13.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 986,228: 128,325 105,388 158,211 590,357 605,228 876,893 868,827: 109,336 117,401
Old : 986,228: 128,325 105,388 158,211 590,357 605,228 876,893 868,827: 109,336 117,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -34,453: 13,552 -6,480 -12,265 -30,973 -10,797 -29,687 -29,542: -4,766 -4,911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 10.7 16.0 59.9 61.4 88.9 88.1: 11.1 11.9
Old : 100.0: 13.0 10.7 16.0 59.9 61.4 88.9 88.1: 11.1 11.9
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 : 673: 148 176 161 263 265 502 512:
Old : 673: 148 176 161 263 265 502 512:
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 : 14.3 15.8 23.6 24.6 8.9 9.2 14.2 13.8
Old : 14.3 15.8 23.6 24.6 8.9 9.2 14.2 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 245,233: 15,842 25,695 59,912 133,123 119,496 208,877 205,103: 36,357 40,130
Old : 245,233: 15,842 25,695 59,912 133,123 119,496 208,877 205,103: 36,357 40,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -13,194: -1,363 -2,771 -3,223 -7,964 -3,517 -12,550 -9,510: -644 -3,684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 10.5 24.4 54.3 48.7 85.2 83.6: 14.8 16.4
Old : 100.0: 6.5 10.5 24.4 54.3 48.7 85.2 83.6: 14.8 16.4
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 : 81: 20 13 24 40 36 71 63:
Old : 81: 20 13 24 40 36 71 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 35.5 49.3 51.5 13.2 15.6 18.2 23.2
Old : 35.6 35.5 49.3 51.5 13.2 15.6 18.2 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 3,704,975: 608,934 444,982 444,977 2,286,169 2,428,659 3,340,080 3,318,618: 364,895 386,357
Old : 3,704,975: 608,934 444,982 444,977 2,286,169 2,428,659 3,340,080 3,318,618: 364,895 386,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -106,295: 61,125 -31,992 -31,764 -115,045 -36,401 -85,684 -100,158: -20,610 -6,137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.0 12.0 61.7 65.6 90.2 89.6: 9.8 10.4
Old : 100.0: 16.4 12.0 12.0 61.7 65.6 90.2 89.6: 9.8 10.4
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 : 651: 139 170 149 254 255 476 491:
Old : 651: 139 170 149 254 255 476 491:
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 16.6 23.5 24.1 11.5 12.2 18.1 17.4
Old : 14.1 16.6 23.5 24.1 11.5 12.2 18.1 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 80,097: 20,967 2,520 88 47,055 73,726 68,110 76,334: 11,987 3,763
Old : 80,097: 20,967 2,520 88 47,055 73,726 68,110 76,334: 11,987 3,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: -1,080: 1,188 -259 4 -2,735 -997 -1,543 -1,252: 463 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.1 0.1 58.7 92.0 85.0 95.3: 15.0 4.7
Old : 100.0: 26.2 3.1 0.1 58.7 92.0 85.0 95.3: 15.0 4.7
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 : 89: 17 7 2 46 39 64 47:
Old : 89: 17 7 2 46 39 64 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 39.9 46.2 64.6 30.3 39.9 42.3 63.5
Old : 33.3 39.9 46.2 64.6 30.3 39.9 42.3 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 53,748: 24,760 5,733 1,636 21,860 41,928 48,256 49,298: 5,492 4,451
Old : 53,748: 24,760 5,733 1,636 21,860 41,928 48,256 49,298: 5,492 4,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 3,561: 4,081 -633 -319 -530 5,129 3,232 4,177: 329 -617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 10.7 3.0 40.7 78.0 89.8 91.7: 10.2 8.3
Old : 100.0: 46.1 10.7 3.0 40.7 78.0 89.8 91.7: 10.2 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 : 228: 72 45 16 58 77 136 132:
Old : 228: 72 45 16 58 77 136 132:
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 : 25.6 25.2 37.7 40.5 25.2 25.2 37.3 40.1
Old : 25.6 25.2 37.7 40.5 25.2 25.2 37.3 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 268,741: 123,799 28,665 8,182 109,300 209,641 241,280 246,488: 27,461 22,253
Old : 268,741: 123,799 28,665 8,182 109,300 209,641 241,280 246,488: 27,461 22,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 17,803: 20,403 -3,163 -1,595 -2,649 25,645 16,159 20,887: 1,644 -3,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 10.7 3.0 40.7 78.0 89.8 91.7: 10.2 8.3
Old : 100.0: 46.1 10.7 3.0 40.7 78.0 89.8 91.7: 10.2 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 : 228: 72 45 16 58 77 136 132:
Old : 228: 72 45 16 58 77 136 132:
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 : 25.6 25.2 37.7 40.5 25.2 25.2 37.3 40.1
Old : 25.6 25.2 37.7 40.5 25.2 25.2 37.3 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 117,933: 61,217 26,871 14,305 17,653 52,702 93,175 93,878: 24,758 24,054
Old : 117,933: 61,217 26,871 14,305 17,653 52,702 93,175 93,878: 24,758 24,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 10,887: 14,236 -2,175 1,507 -136 9,701 15,607 9,033: -4,720 1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 22.8 12.1 15.0 44.7 79.0 79.6: 21.0 20.4
Old : 100.0: 51.9 22.8 12.1 15.0 44.7 79.0 79.6: 21.0 20.4
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 : 93: 36 32 21 19 19 67 60:
Old : 93: 36 32 21 19 19 67 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 : 30.6 33.9 40.0 42.0 30.6 32.9 39.1 40.5
Old : 30.6 33.9 40.0 42.0 30.6 32.9 39.1 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 37,418: 12,702 4,272 38 17,545 27,250 30,285 31,560: 7,133 5,858
Old : 37,418: 12,702 4,272 38 17,545 27,250 30,285 31,560: 7,133 5,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 781: -907 -101 0 1,240 946 333 845: 448 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 11.4 0.1 46.9 72.8 80.9 84.3: 19.1 15.7
Old : 100.0: 33.9 11.4 0.1 46.9 72.8 80.9 84.3: 19.1 15.7
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 : 43: 13 5 1 16 10 29 16:
Old : 43: 13 5 1 16 10 29 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 71.4 54.4 79.1 39.2 71.4 54.4 79.1
Old : 39.2 71.4 54.4 79.1 39.2 71.4 54.4 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 81,962: 22,897 13,285 638 48,978 13,992 72,513 27,915: 9,449 54,047
Old : 81,962: 22,897 13,285 638 48,978 13,992 72,513 27,915: 9,449 54,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 372: 1,265 260 -27 -1,290 -2,531 -52 -2,298: 424 2,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 16.2 0.8 59.8 17.1 88.5 34.1: 11.5 65.9
Old : 100.0: 27.9 16.2 0.8 59.8 17.1 88.5 34.1: 11.5 65.9
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 : 86: 27 8 4 39 21 67 32:
Old : 86: 27 8 4 39 21 67 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 18.5 44.8 23.4 32.3 17.0 44.8 21.9
Old : 32.3 18.5 44.8 23.4 32.3 17.0 44.8 21.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2016