BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 7,594: 1,323 1,368 979 4,253 4,311 6,555 6,658: 1,039 936
Old : 7,594: 1,323 1,368 979 4,253 4,311 6,555 6,658: 1,039 936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 253: -5 35 51 295 166 340 251: -88 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.0 12.9 56.0 56.8 86.3 87.7: 13.7 12.3
Old : 100.0: 17.4 18.0 12.9 56.0 56.8 86.3 87.7: 13.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 8 7 16 19 25 28:
Old : 35: 3 8 7 16 19 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 42.1 60.1 59.3 36.1 37.4 53.8 52.1
Old : 37.3 42.1 60.1 59.3 36.1 37.4 53.8 52.1
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 26, 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 : 54,798: 15,035 5,857 16,565 17,516 19,838 49,116 42,260: 5,682 12,539
Old : 54,798: 15,035 5,857 16,565 17,516 19,838 49,116 42,260: 5,682 12,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,804: -45 135 1,204 704 56 1,863 1,396: -59 409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 10.7 30.2 32.0 36.2 89.6 77.1: 10.4 22.9
Old : 100.0: 27.4 10.7 30.2 32.0 36.2 89.6 77.1: 10.4 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 : 87: 26 20 34 33 29 77 66:
Old : 87: 26 20 34 33 29 77 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 25.1 44.3 38.0 28.3 20.9 37.1 28.6
Old : 29.4 25.1 44.3 38.0 28.3 20.9 37.1 28.6
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 26, 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 : 7,182: 319 1,405 1,066 4,932 3,905 6,317 6,375: 865 807
Old : 7,182: 319 1,405 1,066 4,932 3,905 6,317 6,375: 865 807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 83: -41 65 41 98 22 98 128: -14 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 19.6 14.8 68.7 54.4 87.9 88.8: 12.1 11.2
Old : 100.0: 4.4 19.6 14.8 68.7 54.4 87.9 88.8: 12.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 15 13 24 20 38 37:
Old : 44: 3 15 13 24 20 38 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 : 36.0 27.2 55.9 48.5 35.8 25.0 51.4 38.7
Old : 36.0 27.2 55.9 48.5 35.8 25.0 51.4 38.7
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 26, 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 : 5,333: 1,237 88 1,150 2,515 2,801 4,903 4,039: 430 1,294
Old : 5,333: 1,237 88 1,150 2,515 2,801 4,903 4,039: 430 1,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 86: -122 -34 90 93 19 61 75: 25 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 1.6 21.6 47.2 52.5 91.9 75.7: 8.1 24.3
Old : 100.0: 23.2 1.6 21.6 47.2 52.5 91.9 75.7: 8.1 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 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 : 55.2 59.3 75.4 69.3 46.6 50.5 61.3 51.9
Old : 55.2 59.3 75.4 69.3 46.6 50.5 61.3 51.9
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 26, 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 : 281,408: 88,151 27,164 74,261 98,527 139,500 260,938 240,925: 20,469 40,483
Old : 165,783: 66,280 30,412 38,130 50,953 73,146 155,364 141,689: 10,419 24,094
Other: 115,624: 33,456 8,337 24,545 47,573 66,354 105,574 99,236: 10,050 16,389
: : :
: : Changes in Commitments from: July 19, 2016 :
: -6,116: -5,086 5,410 1,465 392 -12,603 -3,229 -5,729: -2,887 -387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 9.7 26.4 35.0 49.6 92.7 85.6: 7.3 14.4
Old : 100.0: 40.0 18.3 23.0 30.7 44.1 93.7 85.5: 6.3 14.5
Other: 100.0: 28.9 7.2 21.2 41.1 57.4 91.3 85.8: 8.7 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 101 75 101 95 99 251 230:
Old : 293: 89 85 75 70 96 204 216:
Other: 201: 63 31 50 73 84 161 145:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 18.0 22.3 25.2 12.2 16.6 20.8 22.8
Old : 13.5 16.4 24.0 23.9 13.1 15.9 23.2 22.2
Other: 20.4 22.3 33.1 32.3 20.4 20.0 30.8 28.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 327,904: 91,930 55,458 93,754 113,681 134,820 299,366 284,032: 28,539 43,873
Old : 327,904: 91,930 55,458 93,754 113,681 134,820 299,366 284,032: 28,539 43,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 5,801: 1,242 -1,301 8,585 -1,108 1,068 8,719 8,352: -2,918 -2,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 16.9 28.6 34.7 41.1 91.3 86.6: 8.7 13.4
Old : 100.0: 28.0 16.9 28.6 34.7 41.1 91.3 86.6: 8.7 13.4
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 : 388: 114 100 124 135 137 304 312:
Old : 388: 114 100 124 135 137 304 312:
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 : 13.9 11.9 22.7 19.6 13.1 11.2 19.7 17.2
Old : 13.9 11.9 22.7 19.6 13.1 11.2 19.7 17.2
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 26, 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 : 5,587: 3,466 1,182 374 368 2,987 4,208 4,543: 1,379 1,044
Old : 5,587: 3,466 1,182 374 368 2,987 4,208 4,543: 1,379 1,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 384: 221 -24 84 -8 205 297 265: 87 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 21.2 6.7 6.6 53.5 75.3 81.3: 24.7 18.7
Old : 100.0: 62.0 21.2 6.7 6.6 53.5 75.3 81.3: 24.7 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 : 73: 35 11 8 13 25 53 40:
Old : 73: 35 11 8 13 25 53 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.6 33.0 36.8 46.9 25.6 32.2 36.8 45.9
Old : 25.6 33.0 36.8 46.9 25.6 32.2 36.8 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 56,110: 16,517 13,096 14,054 17,703 12,434 48,274 39,583: 7,836 16,527
Old : 56,110: 16,517 13,096 14,054 17,703 12,434 48,274 39,583: 7,836 16,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 376: 10 -303 950 -709 115 250 762: 126 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 23.3 25.0 31.6 22.2 86.0 70.5: 14.0 29.5
Old : 100.0: 29.4 23.3 25.0 31.6 22.2 86.0 70.5: 14.0 29.5
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 : 219: 59 58 54 76 68 164 158:
Old : 219: 59 58 54 76 68 164 158:
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 : 14.9 10.1 25.6 17.9 13.5 7.2 21.1 13.3
Old : 14.9 10.1 25.6 17.9 13.5 7.2 21.1 13.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 38,246: 1,405 16,057 6,361 29,716 12,996 37,481 35,414: 765 2,832
Old : 38,246: 1,405 16,057 6,361 29,716 12,996 37,481 35,414: 765 2,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 844: 2 462 337 472 299 811 1,097: 33 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 42.0 16.6 77.7 34.0 98.0 92.6: 2.0 7.4
Old : 100.0: 3.7 42.0 16.6 77.7 34.0 98.0 92.6: 2.0 7.4
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 : 79: 7 34 21 28 28 54 64:
Old : 79: 7 34 21 28 28 54 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 : 44.0 36.0 65.7 52.2 43.8 35.9 62.7 49.1
Old : 44.0 36.0 65.7 52.2 43.8 35.9 62.7 49.1
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 26, 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 : 37,406: 20,146 10,688 0 16,177 26,304 36,323 36,992: 1,083 414
Old : 37,406: 20,146 10,688 0 16,177 26,304 36,323 36,992: 1,083 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,379: -1,277 -864 0 100 -504 -1,177 -1,368: -202 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 28.6 0.0 43.2 70.3 97.1 98.9: 2.9 1.1
Old : 100.0: 53.9 28.6 0.0 43.2 70.3 97.1 98.9: 2.9 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 : 25: 8 4 0 6 8 14 12:
Old : 25: 8 4 0 6 8 14 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 : 84.2 83.4 92.7 95.1 84.2 83.4 92.7 94.6
Old : 84.2 83.4 92.7 95.1 84.2 83.4 92.7 94.6
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 26, 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 : 135,266: 44,717 19,915 8,627 50,169 74,607 103,513 103,149: 31,754 32,117
Old : 135,266: 44,717 19,915 8,627 50,169 74,607 103,513 103,149: 31,754 32,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 2,757: 1,340 546 899 1,187 -3,790 3,425 -2,346: -668 5,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 14.7 6.4 37.1 55.2 76.5 76.3: 23.5 23.7
Old : 100.0: 33.1 14.7 6.4 37.1 55.2 76.5 76.3: 23.5 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 : 84: 29 25 20 22 23 63 56:
Old : 84: 29 25 20 22 23 63 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 : 36.5 40.6 47.3 49.4 35.7 40.3 45.0 47.8
Old : 36.5 40.6 47.3 49.4 35.7 40.3 45.0 47.8
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 26, 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 : 54,610: 27,025 26,387 1,222 19,666 4,985 47,913 32,594: 6,697 22,016
Old : 54,610: 27,025 26,387 1,222 19,666 4,985 47,913 32,594: 6,697 22,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 10,690: 4,024 7,739 191 6,397 4 10,612 7,934: 78 2,756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 48.3 2.2 36.0 9.1 87.7 59.7: 12.3 40.3
Old : 100.0: 49.5 48.3 2.2 36.0 9.1 87.7 59.7: 12.3 40.3
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 : 44: 14 15 6 11 11 26 31:
Old : 44: 14 15 6 11 11 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 35.2 65.6 42.4 52.6 35.2 64.6 42.4
Old : 53.4 35.2 65.6 42.4 52.6 35.2 64.6 42.4
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 26, 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 : 120,301: 24,139 70,658 12,659 79,540 29,877 116,338 113,195: 3,963 7,106
Old : 120,301: 24,139 70,658 12,659 79,540 29,877 116,338 113,195: 3,963 7,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 16,185: -492 6,628 7,622 8,862 1,229 15,993 15,479: 192 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 58.7 10.5 66.1 24.8 96.7 94.1: 3.3 5.9
Old : 100.0: 20.1 58.7 10.5 66.1 24.8 96.7 94.1: 3.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 33 61 18 22 19 69 87:
Old : 130: 33 61 18 22 19 69 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 37.6 66.8 50.7 46.9 30.4 60.9 40.5
Old : 49.0 37.6 66.8 50.7 46.9 30.4 60.9 40.5
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, July 26, 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 : 267,385: 28,233 106,464 28,839 192,056 86,992 249,128 222,295: 18,257 45,090
Old : 267,385: 28,233 106,464 28,839 192,056 86,992 249,128 222,295: 18,257 45,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 7,558: 991 7,121 1,186 6,934 505 9,111 8,811: -1,554 -1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 39.8 10.8 71.8 32.5 93.2 83.1: 6.8 16.9
Old : 100.0: 10.6 39.8 10.8 71.8 32.5 93.2 83.1: 6.8 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 29 51 29 24 44 71 106:
Old : 126: 29 51 29 24 44 71 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 28.1 67.7 36.5 56.3 27.3 64.2 34.4
Old : 58.0 28.1 67.7 36.5 56.3 27.3 64.2 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 210,597: 68,949 35,007 34,079 81,019 105,403 184,048 174,489: 26,549 36,107
Old : 210,597: 68,949 35,007 34,079 81,019 105,403 184,048 174,489: 26,549 36,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -531: -5,416 -1,506 -1,378 11,514 -651 4,720 -3,534: -5,251 3,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 16.6 16.2 38.5 50.0 87.4 82.9: 12.6 17.1
Old : 100.0: 32.7 16.6 16.2 38.5 50.0 87.4 82.9: 12.6 17.1
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 : 115: 27 41 23 29 40 72 88:
Old : 115: 27 41 23 29 40 72 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 35.0 43.4 43.1 30.4 31.6 38.3 36.4
Old : 32.8 35.0 43.4 43.1 30.4 31.6 38.3 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 26, 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 : 470,462: 99,498 221,052 48,221 277,072 131,960 424,790 401,233: 45,672 69,228
Old : 470,462: 99,498 221,052 48,221 277,072 131,960 424,790 401,233: 45,672 69,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 13,121: -4,106 9,052 -169 15,805 3,654 11,530 12,537: 1,591 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 47.0 10.2 58.9 28.0 90.3 85.3: 9.7 14.7
Old : 100.0: 21.1 47.0 10.2 58.9 28.0 90.3 85.3: 9.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 243: 63 99 57 60 64 148 196:
Old : 243: 63 99 57 60 64 148 196:
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 : 27.3 24.6 39.8 32.9 25.5 24.6 37.0 32.8
Old : 27.3 24.6 39.8 32.9 25.5 24.6 37.0 32.8
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 26, 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 : 31,147: 10,422 5,053 153 9,026 22,172 19,601 27,378: 11,546 3,769
Old : 31,147: 10,422 5,053 153 9,026 22,172 19,601 27,378: 11,546 3,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -13: -16 -311 -5 -757 120 -778 -196: 765 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 16.2 0.5 29.0 71.2 62.9 87.9: 37.1 12.1
Old : 100.0: 33.5 16.2 0.5 29.0 71.2 62.9 87.9: 37.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 4 2 6 7 14 12:
Old : 20: 7 4 2 6 7 14 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 77.9 54.6 86.5 38.7 77.9 50.9 83.6
Old : 42.3 77.9 54.6 86.5 38.7 77.9 50.9 83.6
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 26, 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 : 26,189: 16,826 5,316 333 7,489 19,831 24,648 25,480: 1,541 709
Old : 26,189: 16,826 5,316 333 7,489 19,831 24,648 25,480: 1,541 709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -10: -628 -658 82 503 547 -43 -29: 33 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 20.3 1.3 28.6 75.7 94.1 97.3: 5.9 2.7
Old : 100.0: 64.2 20.3 1.3 28.6 75.7 94.1 97.3: 5.9 2.7
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 : 30: 14 7 1 4 6 18 14:
Old : 30: 14 7 1 4 6 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 84.3 86.5 93.2 72.6 84.3 85.2 93.2
Old : 72.6 84.3 86.5 93.2 72.6 84.3 85.2 93.2
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, July 26, 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 : 39,825: 26,598 26,383 223 8,610 9,833 35,431 36,439: 4,394 3,386
Old : 39,825: 26,598 26,383 223 8,610 9,833 35,431 36,439: 4,394 3,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,374: -2,558 -600 -125 1,581 -1,296 -1,102 -2,021: -272 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 66.2 0.6 21.6 24.7 89.0 91.5: 11.0 8.5
Old : 100.0: 66.8 66.2 0.6 21.6 24.7 89.0 91.5: 11.0 8.5
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 : 77: 44 15 5 11 11 58 28:
Old : 77: 44 15 5 11 11 58 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 60.5 50.5 72.2 33.1 60.2 48.4 72.0
Old : 35.2 60.5 50.5 72.2 33.1 60.2 48.4 72.0
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, July 26, 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 :18,507,439: 1,127,200 1,429,156 8,118,896 8,343,437 7,703,500 17,589,533 17,251,552: 917,906 1,255,887
Old :18,507,439: 1,127,200 1,429,156 8,118,896 8,343,437 7,703,500 17,589,533 17,251,552: 917,906 1,255,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 326,082: -152,712 -232,309 282,962 196,716 267,343 326,965 317,996: -883 8,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 7.7 43.9 45.1 41.6 95.0 93.2: 5.0 6.8
Old : 100.0: 6.1 7.7 43.9 45.1 41.6 95.0 93.2: 5.0 6.8
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 : 306: 64 93 122 132 141 271 287:
Old : 306: 64 93 122 132 141 271 287:
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 : 24.9 20.5 37.3 32.0 14.8 9.6 18.8 12.9
Old : 24.9 20.5 37.3 32.0 14.8 9.6 18.8 12.9
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 26, 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 : 994,631: 130,084 99,855 163,802 593,408 615,801 887,293 879,457: 107,338 115,173
Old : 994,631: 130,084 99,855 163,802 593,408 615,801 887,293 879,457: 107,338 115,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 8,402: 1,759 -5,534 5,591 3,051 10,573 10,400 10,630: -1,998 -2,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 10.0 16.5 59.7 61.9 89.2 88.4: 10.8 11.6
Old : 100.0: 13.1 10.0 16.5 59.7 61.9 89.2 88.4: 10.8 11.6
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 : 669: 151 170 165 263 267 502 515:
Old : 669: 151 170 165 263 267 502 515:
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 : 14.5 15.8 23.7 24.9 8.4 9.0 13.7 13.7
Old : 14.5 15.8 23.7 24.9 8.4 9.0 13.7 13.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 250,391: 17,026 23,062 63,465 134,369 125,293 214,860 211,820: 35,531 38,571
Old : 250,391: 17,026 23,062 63,465 134,369 125,293 214,860 211,820: 35,531 38,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 5,157: 1,184 -2,634 3,553 1,246 5,797 5,983 6,716: -826 -1,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 9.2 25.3 53.7 50.0 85.8 84.6: 14.2 15.4
Old : 100.0: 6.8 9.2 25.3 53.7 50.0 85.8 84.6: 14.2 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 19 14 26 41 38 73 66:
Old : 82: 19 14 26 41 38 73 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 35.8 49.8 51.8 12.6 14.8 17.6 22.5
Old : 36.3 35.8 49.8 51.8 12.6 14.8 17.6 22.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 3,721,201: 618,962 437,638 448,010 2,295,193 2,452,540 3,362,166 3,338,188: 359,035 383,013
Old : 3,721,201: 618,962 437,638 448,010 2,295,193 2,452,540 3,362,166 3,338,188: 359,035 383,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 16,226: 10,028 -7,345 3,033 9,024 23,881 22,086 19,570: -5,860 -3,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.8 12.0 61.7 65.9 90.4 89.7: 9.6 10.3
Old : 100.0: 16.6 11.8 12.0 61.7 65.9 90.4 89.7: 9.6 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 646: 142 164 153 252 257 475 493:
Old : 646: 142 164 153 252 257 475 493:
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 : 14.2 16.8 23.1 24.2 10.9 12.1 17.6 17.5
Old : 14.2 16.8 23.1 24.2 10.9 12.1 17.6 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 80,811: 22,780 2,911 581 45,137 73,883 68,498 77,375: 12,313 3,436
Old : 80,811: 22,780 2,911 581 45,137 73,883 68,498 77,375: 12,313 3,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 714: 1,813 391 493 -1,918 157 388 1,041: 326 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 3.6 0.7 55.9 91.4 84.8 95.7: 15.2 4.3
Old : 100.0: 28.2 3.6 0.7 55.9 91.4 84.8 95.7: 15.2 4.3
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 : 91: 17 8 2 47 39 64 49:
Old : 91: 17 8 2 47 39 64 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 : 32.8 38.1 45.0 62.5 30.9 38.0 41.8 61.4
Old : 32.8 38.1 45.0 62.5 30.9 38.0 41.8 61.4
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 26, 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 : 58,968: 29,253 5,506 1,840 22,333 46,949 53,426 54,294: 5,542 4,673
Old : 58,968: 29,253 5,506 1,840 22,333 46,949 53,426 54,294: 5,542 4,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 5,219: 4,493 -227 203 473 5,021 5,170 4,997: 49 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 9.3 3.1 37.9 79.6 90.6 92.1: 9.4 7.9
Old : 100.0: 49.6 9.3 3.1 37.9 79.6 90.6 92.1: 9.4 7.9
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 : 239: 74 50 20 67 78 149 140:
Old : 239: 74 50 20 67 78 149 140:
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 : 24.1 27.2 38.4 42.5 24.1 27.2 38.0 42.5
Old : 24.1 27.2 38.4 42.5 24.1 27.2 38.0 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 294,838: 146,264 27,529 9,198 111,667 234,744 267,129 271,471: 27,708 23,366
Old : 294,838: 146,264 27,529 9,198 111,667 234,744 267,129 271,471: 27,708 23,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 26,096: 22,465 -1,136 1,017 2,367 25,103 25,849 24,984: 247 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 9.3 3.1 37.9 79.6 90.6 92.1: 9.4 7.9
Old : 100.0: 49.6 9.3 3.1 37.9 79.6 90.6 92.1: 9.4 7.9
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 : 239: 74 50 20 67 78 149 140:
Old : 239: 74 50 20 67 78 149 140:
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 : 24.1 27.2 38.4 42.5 24.1 27.2 38.0 42.5
Old : 24.1 27.2 38.4 42.5 24.1 27.2 38.0 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 114,033: 56,544 24,134 14,781 16,794 51,237 88,119 90,152: 25,913 23,880
Old : 114,033: 56,544 24,134 14,781 16,794 51,237 88,119 90,152: 25,913 23,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -3,900: -4,673 -2,736 475 -858 -1,465 -5,056 -3,726: 1,155 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 21.2 13.0 14.7 44.9 77.3 79.1: 22.7 20.9
Old : 100.0: 49.6 21.2 13.0 14.7 44.9 77.3 79.1: 22.7 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 29 31 22 17 18 62 55:
Old : 83: 29 31 22 17 18 62 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 33.6 41.3 42.9 31.7 32.7 39.6 40.9
Old : 31.7 33.6 41.3 42.9 31.7 32.7 39.6 40.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,753: 9,954 3,643 60 17,834 28,138 27,848 31,841: 7,905 3,912
Old : 35,753: 9,954 3,643 60 17,834 28,138 27,848 31,841: 7,905 3,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,665: -2,748 -629 22 289 888 -2,437 281: 772 -1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.2 0.2 49.9 78.7 77.9 89.1: 22.1 10.9
Old : 100.0: 27.8 10.2 0.2 49.9 78.7 77.9 89.1: 22.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 5 1 15 10 25 16:
Old : 39: 10 5 1 15 10 25 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 : 40.4 76.2 55.3 83.6 40.4 76.2 55.3 83.6
Old : 40.4 76.2 55.3 83.6 40.4 76.2 55.3 83.6
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 26, 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 : 76,100: 21,387 12,855 380 45,852 11,575 67,619 24,810: 8,481 51,290
Old : 76,100: 21,387 12,855 380 45,852 11,575 67,619 24,810: 8,481 51,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -5,862: -1,510 -430 -258 -3,126 -2,417 -4,894 -3,105: -968 -2,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.9 0.5 60.3 15.2 88.9 32.6: 11.1 67.4
Old : 100.0: 28.1 16.9 0.5 60.3 15.2 88.9 32.6: 11.1 67.4
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: 29 9 3 35 15 66 25:
Old : 81: 29 9 3 35 15 66 25:
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 : 34.0 20.7 46.5 25.2 34.0 19.8 46.4 24.2
Old : 34.0 20.7 46.5 25.2 34.0 19.8 46.4 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2016