BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 7,817: 1,214 1,416 998 4,542 4,371 6,755 6,785: 1,062 1,031
Old : 7,817: 1,214 1,416 998 4,542 4,371 6,755 6,785: 1,062 1,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 223: -109 48 19 290 61 200 128: 23 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 18.1 12.8 58.1 55.9 86.4 86.8: 13.6 13.2
Old : 100.0: 15.5 18.1 12.8 58.1 55.9 86.4 86.8: 13.6 13.2
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 : 37: 4 8 8 18 19 29 28:
Old : 37: 4 8 8 18 19 29 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 : 37.5 41.6 59.8 59.1 36.3 36.7 53.4 51.1
Old : 37.5 41.6 59.8 59.1 36.3 36.7 53.4 51.1
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, August 02, 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 : 55,846: 15,352 5,843 16,912 17,904 20,310 50,167 43,065: 5,679 12,781
Old : 55,846: 15,352 5,843 16,912 17,904 20,310 50,167 43,065: 5,679 12,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,048: 317 -13 347 388 472 1,051 805: -3 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 10.5 30.3 32.1 36.4 89.8 77.1: 10.2 22.9
Old : 100.0: 27.5 10.5 30.3 32.1 36.4 89.8 77.1: 10.2 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 : 86: 27 19 34 34 28 77 66:
Old : 86: 27 19 34 34 28 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 : 29.0 25.1 44.4 37.8 27.9 21.0 37.5 28.5
Old : 29.0 25.1 44.4 37.8 27.9 21.0 37.5 28.5
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, August 02, 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 : 7,324: 343 1,419 1,041 5,056 4,012 6,439 6,471: 885 853
Old : 7,324: 343 1,419 1,041 5,056 4,012 6,439 6,471: 885 853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 142: 23 14 -25 124 107 122 96: 20 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 19.4 14.2 69.0 54.8 87.9 88.4: 12.1 11.6
Old : 100.0: 4.7 19.4 14.2 69.0 54.8 87.9 88.4: 12.1 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 : 43: 5 12 13 24 21 38 37:
Old : 43: 5 12 13 24 21 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 : 36.4 27.6 56.1 48.1 36.3 25.1 51.7 38.6
Old : 36.4 27.6 56.1 48.1 36.3 25.1 51.7 38.6
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, August 02, 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 : 5,635: 1,257 104 1,265 2,649 2,878 5,171 4,246: 465 1,389
Old : 5,635: 1,257 104 1,265 2,649 2,878 5,171 4,246: 465 1,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 302: 20 16 115 134 77 268 207: 34 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 1.8 22.4 47.0 51.1 91.8 75.4: 8.2 24.6
Old : 100.0: 22.3 1.8 22.4 47.0 51.1 91.8 75.4: 8.2 24.6
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 : 21: 7 3 10 9 7 19 17:
Old : 21: 7 3 10 9 7 19 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 : 56.4 58.5 75.4 68.3 46.3 48.4 60.1 50.2
Old : 56.4 58.5 75.4 68.3 46.3 48.4 60.1 50.2
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, August 02, 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 : 291,455: 88,328 34,634 87,728 95,037 127,286 271,092 249,648: 20,363 41,807
Old : 164,867: 60,583 34,716 48,516 46,211 57,994 155,309 141,226: 9,558 23,641
Other: 126,588: 38,797 10,970 28,160 48,826 69,292 115,783 108,421: 10,805 18,166
: : :
: : Changes in Commitments from: July 26, 2016 :
: 10,047: 177 7,470 13,467 -3,490 -12,214 10,154 8,723: -107 1,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 11.9 30.1 32.6 43.7 93.0 85.7: 7.0 14.3
Old : 100.0: 36.7 21.1 29.4 28.0 35.2 94.2 85.7: 5.8 14.3
Other: 100.0: 30.6 8.7 22.2 38.6 54.7 91.5 85.6: 8.5 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 96 85 104 88 87 245 225:
Old : 281: 93 84 75 65 82 195 207:
Other: 203: 61 41 53 67 79 161 145:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 14.9 21.0 22.0 11.8 13.1 19.5 19.2
Old : 11.7 13.2 21.7 21.6 11.7 12.3 21.3 18.2
Other: 19.3 20.0 32.9 29.0 19.3 17.3 30.9 24.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 327,275: 97,072 49,073 91,715 110,248 140,348 299,035 281,136: 28,240 46,139
Old : 327,275: 97,072 49,073 91,715 110,248 140,348 299,035 281,136: 28,240 46,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -629: 5,141 -6,385 -2,038 -3,433 5,528 -330 -2,896: -299 2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 15.0 28.0 33.7 42.9 91.4 85.9: 8.6 14.1
Old : 100.0: 29.7 15.0 28.0 33.7 42.9 91.4 85.9: 8.6 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 117 95 132 139 142 317 316:
Old : 393: 117 95 132 139 142 317 316:
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 : 13.6 12.2 22.1 19.6 13.4 11.4 20.2 17.2
Old : 13.6 12.2 22.1 19.6 13.4 11.4 20.2 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, August 02, 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 : 5,572: 3,224 1,302 531 491 2,618 4,246 4,451: 1,325 1,121
Old : 5,572: 3,224 1,302 531 491 2,618 4,246 4,451: 1,325 1,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -15: -242 120 157 123 -369 38 -92: -54 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 23.4 9.5 8.8 47.0 76.2 79.9: 23.8 20.1
Old : 100.0: 57.9 23.4 9.5 8.8 47.0 76.2 79.9: 23.8 20.1
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 : 75: 32 13 9 15 24 55 41:
Old : 75: 32 13 9 15 24 55 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 34.8 36.2 47.8 24.5 34.1 35.5 45.3
Old : 24.5 34.8 36.2 47.8 24.5 34.1 35.5 45.3
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, August 02, 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 : 57,560: 17,010 12,363 15,368 17,392 13,073 49,771 40,804: 7,790 16,756
Old : 57,560: 17,010 12,363 15,368 17,392 13,073 49,771 40,804: 7,790 16,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,450: 493 -733 1,315 -311 639 1,497 1,221: -46 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 21.5 26.7 30.2 22.7 86.5 70.9: 13.5 29.1
Old : 100.0: 29.6 21.5 26.7 30.2 22.7 86.5 70.9: 13.5 29.1
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 : 219: 57 56 59 80 75 171 164:
Old : 219: 57 56 59 80 75 171 164:
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 : 14.8 10.8 24.9 18.7 13.2 7.2 19.4 12.8
Old : 14.8 10.8 24.9 18.7 13.2 7.2 19.4 12.8
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, August 02, 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 : 39,020: 1,439 16,494 6,578 30,245 13,184 38,262 36,256: 758 2,764
Old : 39,020: 1,439 16,494 6,578 30,245 13,184 38,262 36,256: 758 2,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 774: 34 437 217 530 188 780 842: -7 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 42.3 16.9 77.5 33.8 98.1 92.9: 1.9 7.1
Old : 100.0: 3.7 42.3 16.9 77.5 33.8 98.1 92.9: 1.9 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 7 35 22 28 29 55 66:
Old : 81: 7 35 22 28 29 55 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 : 43.3 36.5 65.4 53.1 43.0 36.4 62.3 50.0
Old : 43.3 36.5 65.4 53.1 43.0 36.4 62.3 50.0
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, August 02, 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 : 33,300: 15,822 7,557 0 16,491 25,389 32,313 32,946: 987 354
Old : 33,300: 15,822 7,557 0 16,491 25,389 32,313 32,946: 987 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -4,106: -4,324 -3,131 0 314 -915 -4,010 -4,046: -96 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 22.7 0.0 49.5 76.2 97.0 98.9: 3.0 1.1
Old : 100.0: 47.5 22.7 0.0 49.5 76.2 97.0 98.9: 3.0 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 : 26: 10 2 0 7 8 17 10:
Old : 26: 10 2 0 7 8 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 87.5 87.3 97.7 78.6 87.5 87.3 96.7
Old : 78.6 87.5 87.3 97.7 78.6 87.5 87.3 96.7
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, August 02, 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 : 132,412: 42,309 23,072 8,459 49,099 72,355 99,868 103,886: 32,545 28,527
Old : 132,412: 42,309 23,072 8,459 49,099 72,355 99,868 103,886: 32,545 28,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -2,854: -2,408 3,157 -168 -1,069 -2,252 -3,645 737: 791 -3,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 17.4 6.4 37.1 54.6 75.4 78.5: 24.6 21.5
Old : 100.0: 32.0 17.4 6.4 37.1 54.6 75.4 78.5: 24.6 21.5
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 : 84: 29 25 18 22 23 59 58:
Old : 84: 29 25 18 22 23 59 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 39.7 48.1 48.2 35.9 39.5 45.4 47.0
Old : 36.9 39.7 48.1 48.2 35.9 39.5 45.4 47.0
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, August 02, 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 : 47,164: 20,941 23,345 1,288 16,894 5,754 39,123 30,386: 8,041 16,778
Old : 47,164: 20,941 23,345 1,288 16,894 5,754 39,123 30,386: 8,041 16,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -7,445: -6,084 -3,043 66 -2,772 769 -8,790 -2,208: 1,345 -5,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 49.5 2.7 35.8 12.2 83.0 64.4: 17.0 35.6
Old : 100.0: 44.4 49.5 2.7 35.8 12.2 83.0 64.4: 17.0 35.6
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 : 38: 9 14 5 11 12 22 29:
Old : 38: 9 14 5 11 12 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 37.5 67.3 45.4 55.0 37.5 65.4 45.3
Old : 56.2 37.5 67.3 45.4 55.0 37.5 65.4 45.3
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, August 02, 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 : 128,629: 23,967 76,007 12,530 88,034 32,478 124,531 121,014: 4,098 7,614
Old : 128,629: 23,967 76,007 12,530 88,034 32,478 124,531 121,014: 4,098 7,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 8,328: -172 5,349 -130 8,494 2,600 8,193 7,820: 135 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 59.1 9.7 68.4 25.2 96.8 94.1: 3.2 5.9
Old : 100.0: 18.6 59.1 9.7 68.4 25.2 96.8 94.1: 3.2 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 : 131: 35 62 18 22 18 70 87:
Old : 131: 35 62 18 22 18 70 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 : 49.6 36.2 69.0 50.2 49.6 31.0 64.2 42.3
Old : 49.6 36.2 69.0 50.2 49.6 31.0 64.2 42.3
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, August 02, 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 : 269,797: 30,793 112,944 27,007 193,864 85,170 251,664 225,121: 18,133 44,676
Old : 269,797: 30,793 112,944 27,007 193,864 85,170 251,664 225,121: 18,133 44,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 2,412: 2,560 6,480 -1,832 1,808 -1,821 2,536 2,826: -124 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 41.9 10.0 71.9 31.6 93.3 83.4: 6.7 16.6
Old : 100.0: 11.4 41.9 10.0 71.9 31.6 93.3 83.4: 6.7 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 27 51 25 25 44 68 104:
Old : 123: 27 51 25 25 44 68 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 29.6 68.2 37.7 56.1 28.8 65.4 35.9
Old : 57.6 29.6 68.2 37.7 56.1 28.8 65.4 35.9
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, August 02, 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 : 210,925: 70,636 33,483 35,170 76,384 105,993 182,190 174,646: 28,735 36,279
Old : 210,925: 70,636 33,483 35,170 76,384 105,993 182,190 174,646: 28,735 36,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 328: 1,686 -1,524 1,091 -4,635 590 -1,858 157: 2,186 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 15.9 16.7 36.2 50.3 86.4 82.8: 13.6 17.2
Old : 100.0: 33.5 15.9 16.7 36.2 50.3 86.4 82.8: 13.6 17.2
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 : 118: 33 40 25 30 39 76 91:
Old : 118: 33 40 25 30 39 76 91:
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 : 32.6 33.6 43.9 41.9 30.9 30.1 39.0 35.2
Old : 32.6 33.6 43.9 41.9 30.9 30.1 39.0 35.2
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, August 02, 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 : 449,286: 93,901 210,166 48,898 257,392 124,539 400,191 383,602: 49,096 65,684
Old : 449,286: 93,901 210,166 48,898 257,392 124,539 400,191 383,602: 49,096 65,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -21,175: -5,597 -10,887 677 -19,680 -7,422 -24,599 -17,631: 3,424 -3,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 46.8 10.9 57.3 27.7 89.1 85.4: 10.9 14.6
Old : 100.0: 20.9 46.8 10.9 57.3 27.7 89.1 85.4: 10.9 14.6
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 : 238: 68 87 59 60 67 154 189:
Old : 238: 68 87 59 60 67 154 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 24.3 37.2 33.2 22.1 24.3 34.3 32.8
Old : 23.3 24.3 37.2 33.2 22.1 24.3 34.3 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, August 02, 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 : 32,986: 10,663 5,298 159 10,467 23,959 21,289 29,416: 11,697 3,570
Old : 32,986: 10,663 5,298 159 10,467 23,959 21,289 29,416: 11,697 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,839: 241 245 6 1,441 1,787 1,688 2,038: 151 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 16.1 0.5 31.7 72.6 64.5 89.2: 35.5 10.8
Old : 100.0: 32.3 16.1 0.5 31.7 72.6 64.5 89.2: 35.5 10.8
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 : 21: 7 4 2 7 8 15 13:
Old : 21: 7 4 2 7 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 78.9 55.2 87.2 40.0 78.9 51.7 84.5
Old : 43.5 78.9 55.2 87.2 40.0 78.9 51.7 84.5
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, August 02, 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 : 23,861: 16,343 16,440 23 6,061 6,867 22,427 23,330: 1,434 531
Old : 23,861: 16,343 16,440 23 6,061 6,867 22,427 23,330: 1,434 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -2,328: -483 11,124 -310 -1,428 -12,964 -2,221 -2,150: -107 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 68.9 0.1 25.4 28.8 94.0 97.8: 6.0 2.2
Old : 100.0: 68.5 68.9 0.1 25.4 28.8 94.0 97.8: 6.0 2.2
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 : 28: 12 9 1 4 5 16 15:
Old : 28: 12 9 1 4 5 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 83.5 89.7 93.8 80.9 83.5 89.7 93.8
Old : 80.9 83.5 89.7 93.8 80.9 83.5 89.7 93.8
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, August 02, 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 : 40,392: 27,049 26,832 327 7,911 9,898 35,287 37,057: 5,105 3,335
Old : 40,392: 27,049 26,832 327 7,911 9,898 35,287 37,057: 5,105 3,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 567: 451 449 104 -699 65 -144 618: 711 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 66.4 0.8 19.6 24.5 87.4 91.7: 12.6 8.3
Old : 100.0: 67.0 66.4 0.8 19.6 24.5 87.4 91.7: 12.6 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 : 78: 45 16 6 9 11 57 30:
Old : 78: 45 16 6 9 11 57 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 59.7 49.8 70.7 32.7 59.4 47.8 70.4
Old : 34.8 59.7 49.8 70.7 32.7 59.4 47.8 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 5,103: 1,962 3,477 23 2,233 731 4,218 4,231: 885 872
Old : 5,103: 1,962 3,477 23 2,233 731 4,218 4,231: 885 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 68.1 0.5 43.8 14.3 82.7 82.9: 17.3 17.1
Old : 100.0: 38.4 68.1 0.5 43.8 14.3 82.7 82.9: 17.3 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 : 21: 5 10 1 5 2 11 12:
Old : 21: 5 10 1 5 2 11 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 : 57.3 55.4 78.8 73.5 57.3 55.0 78.8 73.0
Old : 57.3 55.4 78.8 73.5 57.3 55.0 78.8 73.0
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, August 02, 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 :18,349,032: 1,012,909 1,338,892 7,781,074 8,699,863 8,009,698 17,493,846 17,129,663: 855,186 1,219,369
Old :18,349,032: 1,012,909 1,338,892 7,781,074 8,699,863 8,009,698 17,493,846 17,129,663: 855,186 1,219,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -158,407: -114,291 -90,265 -337,823 356,426 306,198 -95,688 -121,889: -62,720 -36,518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.3 42.4 47.4 43.7 95.3 93.4: 4.7 6.6
Old : 100.0: 5.5 7.3 42.4 47.4 43.7 95.3 93.4: 4.7 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 : 310: 66 95 122 132 141 270 291:
Old : 310: 66 95 122 132 141 270 291:
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 : 24.3 19.5 36.7 31.0 14.9 9.2 19.0 12.3
Old : 24.3 19.5 36.7 31.0 14.9 9.2 19.0 12.3
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, August 02, 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 : 934,483: 124,616 97,807 138,899 568,190 589,593 831,705 826,299: 102,779 108,185
Old : 934,483: 124,616 97,807 138,899 568,190 589,593 831,705 826,299: 102,779 108,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -60,147: -5,468 -2,047 -24,903 -25,218 -26,209 -55,588 -53,159: -4,559 -6,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 10.5 14.9 60.8 63.1 89.0 88.4: 11.0 11.6
Old : 100.0: 13.3 10.5 14.9 60.8 63.1 89.0 88.4: 11.0 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 : 671: 155 171 166 261 266 503 517:
Old : 671: 155 171 166 261 266 503 517:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 14.5 21.6 22.7 8.6 9.4 13.8 14.2
Old : 12.9 14.5 21.6 22.7 8.6 9.4 13.8 14.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 206,218: 16,020 15,680 47,175 108,834 112,579 172,029 175,433: 34,189 30,784
Old : 206,218: 16,020 15,680 47,175 108,834 112,579 172,029 175,433: 34,189 30,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -44,173: -1,006 -7,382 -16,290 -25,535 -12,714 -42,831 -36,386: -1,342 -7,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 7.6 22.9 52.8 54.6 83.4 85.1: 16.6 14.9
Old : 100.0: 7.8 7.6 22.9 52.8 54.6 83.4 85.1: 16.6 14.9
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 : 88: 23 14 26 42 38 75 69:
Old : 88: 23 14 26 42 38 75 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 30.7 43.2 48.5 12.3 16.3 17.3 24.9
Old : 30.5 30.7 43.2 48.5 12.3 16.3 17.3 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 3,641,330: 598,656 466,314 402,944 2,296,781 2,385,067 3,298,381 3,254,325: 342,949 387,004
Old : 3,641,330: 598,656 466,314 402,944 2,296,781 2,385,067 3,298,381 3,254,325: 342,949 387,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -79,872: -20,306 28,677 -45,067 1,587 -67,473 -63,785 -83,863: -16,086 3,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.8 11.1 63.1 65.5 90.6 89.4: 9.4 10.6
Old : 100.0: 16.4 12.8 11.1 63.1 65.5 90.6 89.4: 9.4 10.6
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 : 646: 145 164 153 251 257 476 494:
Old : 646: 145 164 153 251 257 476 494:
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 : 13.5 15.9 22.7 23.3 10.7 12.0 16.9 17.4
Old : 13.5 15.9 22.7 23.3 10.7 12.0 16.9 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, August 02, 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 : 81,991: 24,260 2,688 331 45,010 75,657 69,601 78,676: 12,390 3,315
Old : 81,991: 24,260 2,688 331 45,010 75,657 69,601 78,676: 12,390 3,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,180: 1,480 -223 -250 -127 1,774 1,103 1,301: 77 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 3.3 0.4 54.9 92.3 84.9 96.0: 15.1 4.0
Old : 100.0: 29.6 3.3 0.4 54.9 92.3 84.9 96.0: 15.1 4.0
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 : 92: 19 7 3 46 38 66 47:
Old : 92: 19 7 3 46 38 66 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 : 33.2 39.4 45.1 64.5 31.4 39.3 42.8 63.4
Old : 33.2 39.4 45.1 64.5 31.4 39.3 42.8 63.4
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, August 02, 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 : 61,188: 32,014 6,000 2,031 21,517 48,069 55,562 56,100: 5,626 5,088
Old : 61,188: 32,014 6,000 2,031 21,517 48,069 55,562 56,100: 5,626 5,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 2,221: 2,761 494 191 -816 1,121 2,136 1,806: 85 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 9.8 3.3 35.2 78.6 90.8 91.7: 9.2 8.3
Old : 100.0: 52.3 9.8 3.3 35.2 78.6 90.8 91.7: 9.2 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 : 255: 83 51 25 71 81 163 148:
Old : 255: 83 51 25 71 81 163 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 27.3 36.6 43.0 23.1 27.3 36.2 43.0
Old : 23.1 27.3 36.6 43.0 23.1 27.3 36.2 43.0
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, August 02, 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 : 305,942: 160,071 30,000 10,153 107,586 240,347 277,810 280,500: 28,132 25,442
Old : 305,942: 160,071 30,000 10,153 107,586 240,347 277,810 280,500: 28,132 25,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 11,104: 13,807 2,471 954 -4,081 5,604 10,680 9,028: 424 2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 9.8 3.3 35.2 78.6 90.8 91.7: 9.2 8.3
Old : 100.0: 52.3 9.8 3.3 35.2 78.6 90.8 91.7: 9.2 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 : 255: 83 51 25 71 81 163 148:
Old : 255: 83 51 25 71 81 163 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 27.3 36.6 43.0 23.1 27.3 36.2 43.0
Old : 23.1 27.3 36.6 43.0 23.1 27.3 36.2 43.0
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, August 02, 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 : 117,938: 59,449 26,912 13,500 16,102 52,876 89,051 93,288: 28,887 24,650
Old : 117,938: 59,449 26,912 13,500 16,102 52,876 89,051 93,288: 28,887 24,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 3,905: 2,905 2,777 -1,280 -692 1,639 932 3,136: 2,973 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 22.8 11.4 13.7 44.8 75.5 79.1: 24.5 20.9
Old : 100.0: 50.4 22.8 11.4 13.7 44.8 75.5 79.1: 24.5 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 : 89: 35 29 23 18 21 68 58:
Old : 89: 35 29 23 18 21 68 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 33.0 39.3 43.1 30.6 32.0 38.3 41.2
Old : 30.6 33.0 39.3 43.1 30.6 32.0 38.3 41.2
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, August 02, 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 : 36,017: 9,438 2,678 54 18,014 28,713 27,506 31,445: 8,511 4,572
Old : 36,017: 9,438 2,678 54 18,014 28,713 27,506 31,445: 8,511 4,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 264: -516 -965 -6 180 575 -342 -396: 606 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 7.4 0.1 50.0 79.7 76.4 87.3: 23.6 12.7
Old : 100.0: 26.2 7.4 0.1 50.0 79.7 76.4 87.3: 23.6 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 : 40: 11 4 1 15 11 26 16:
Old : 40: 11 4 1 15 11 26 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 : 40.5 73.3 54.2 81.1 40.5 73.3 54.2 81.1
Old : 40.5 73.3 54.2 81.1 40.5 73.3 54.2 81.1
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, August 02, 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 : 71,526: 15,831 10,064 127 45,904 18,216 61,862 28,407: 9,664 43,119
Old : 71,526: 15,831 10,064 127 45,904 18,216 61,862 28,407: 9,664 43,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -4,574: -5,556 -2,791 -253 52 6,641 -5,757 3,597: 1,183 -8,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 14.1 0.2 64.2 25.5 86.5 39.7: 13.5 60.3
Old : 100.0: 22.1 14.1 0.2 64.2 25.5 86.5 39.7: 13.5 60.3
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 : 90: 23 18 4 34 21 60 40:
Old : 90: 23 18 4 34 21 60 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 : 31.7 14.8 45.0 20.5 31.7 13.8 45.0 19.4
Old : 31.7 14.8 45.0 20.5 31.7 13.8 45.0 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2016