BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 6,846: 970 1,161 908 4,001 3,889 5,880 5,959: 966 888
Old : 6,846: 970 1,161 908 4,001 3,889 5,880 5,959: 966 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -971: -244 -255 -90 -541 -482 -875 -827: -96 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.0 13.3 58.4 56.8 85.9 87.0: 14.1 13.0
Old : 100.0: 14.2 17.0 13.3 58.4 56.8 85.9 87.0: 14.1 13.0
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 : 34: 4 7 7 16 17 26 25:
Old : 34: 4 7 7 16 17 26 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 : 38.7 41.0 61.7 59.3 38.1 35.7 53.9 52.1
Old : 38.7 41.0 61.7 59.3 38.1 35.7 53.9 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, August 09, 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 : 48,022: 13,020 4,365 12,924 16,563 18,627 42,508 35,916: 5,514 12,106
Old : 48,022: 13,020 4,365 12,924 16,563 18,627 42,508 35,916: 5,514 12,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -7,824: -2,331 -1,479 -3,987 -1,340 -1,683 -7,659 -7,149: -165 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 9.1 26.9 34.5 38.8 88.5 74.8: 11.5 25.2
Old : 100.0: 27.1 9.1 26.9 34.5 38.8 88.5 74.8: 11.5 25.2
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 : 78: 22 17 27 34 28 69 59:
Old : 78: 22 17 27 34 28 69 59:
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 26.1 45.7 38.3 28.1 22.6 38.7 31.4
Old : 29.0 26.1 45.7 38.3 28.1 22.6 38.7 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 6,485: 278 1,179 1,041 4,271 3,533 5,591 5,753: 894 732
Old : 6,485: 278 1,179 1,041 4,271 3,533 5,591 5,753: 894 732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -840: -64 -240 0 -784 -479 -848 -718: 9 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 18.2 16.1 65.9 54.5 86.2 88.7: 13.8 11.3
Old : 100.0: 4.3 18.2 16.1 65.9 54.5 86.2 88.7: 13.8 11.3
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 : 39: 4 11 11 23 20 35 34:
Old : 39: 4 11 11 23 20 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 29.2 54.7 50.3 33.7 25.1 49.0 38.6
Old : 34.5 29.2 54.7 50.3 33.7 25.1 49.0 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 09, 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 : 5,153: 1,099 122 1,240 2,388 2,538 4,727 3,901: 426 1,253
Old : 5,153: 1,099 122 1,240 2,388 2,538 4,727 3,901: 426 1,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -482: -158 19 -25 -261 -340 -443 -346: -39 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 2.4 24.1 46.3 49.3 91.7 75.7: 8.3 24.3
Old : 100.0: 21.3 2.4 24.1 46.3 49.3 91.7 75.7: 8.3 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: 8 2 10 9 7 19 17:
Old : 21: 8 2 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 : 57.3 57.6 76.3 68.3 45.9 46.8 59.3 48.8
Old : 57.3 57.6 76.3 68.3 45.9 46.8 59.3 48.8
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 09, 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 : 292,411: 88,154 39,038 91,066 91,449 117,960 270,669 248,064: 21,742 44,347
Old : 157,488: 57,331 39,395 48,138 42,023 46,551 147,491 134,084: 9,997 23,405
Other: 134,923: 43,903 12,723 29,849 49,426 71,409 123,178 113,981: 11,745 20,942
: : :
: : Changes in Commitments from: August 2, 2016 :
: 956: -174 4,405 3,338 -3,588 -9,326 -423 -1,583: 1,380 2,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 13.4 31.1 31.3 40.3 92.6 84.8: 7.4 15.2
Old : 100.0: 36.4 25.0 30.6 26.7 29.6 93.7 85.1: 6.3 14.9
Other: 100.0: 32.5 9.4 22.1 36.6 52.9 91.3 84.5: 8.7 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 104 90 99 82 88 236 234:
Old : 290: 88 100 72 65 78 191 214:
Other: 212: 71 40 54 66 78 164 149:
:----------------------------------------------------------------------------------------------------
: 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 14.3 21.7 21.5 12.1 12.1 19.7 18.0
Old : 12.1 12.8 22.7 21.4 11.7 11.1 21.3 16.7
Other: 21.0 19.5 33.3 28.1 21.0 16.5 31.0 23.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 297,118: 95,618 42,851 71,071 103,002 135,380 269,691 249,302: 27,427 47,816
Old : 297,118: 95,618 42,851 71,071 103,002 135,380 269,691 249,302: 27,427 47,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -30,157: -1,454 -6,222 -20,645 -7,246 -4,967 -29,344 -31,833: -812 1,677
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 14.4 23.9 34.7 45.6 90.8 83.9: 9.2 16.1
Old : 100.0: 32.2 14.4 23.9 34.7 45.6 90.8 83.9: 9.2 16.1
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 : 377: 113 88 119 136 137 301 301:
Old : 377: 113 88 119 136 137 301 301:
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 : 14.6 13.6 23.0 21.1 14.5 12.7 22.1 19.0
Old : 14.6 13.6 23.0 21.1 14.5 12.7 22.1 19.0
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 09, 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 : 5,720: 3,128 1,270 569 633 2,773 4,330 4,612: 1,390 1,107
Old : 5,720: 3,128 1,270 569 633 2,773 4,330 4,612: 1,390 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 148: -96 -32 38 142 155 84 162: 65 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 22.2 9.9 11.1 48.5 75.7 80.6: 24.3 19.4
Old : 100.0: 54.7 22.2 9.9 11.1 48.5 75.7 80.6: 24.3 19.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 34 10 9 18 24 57 41:
Old : 75: 34 10 9 18 24 57 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 : 21.7 33.7 33.3 47.9 21.7 32.4 32.5 44.3
Old : 21.7 33.7 33.3 47.9 21.7 32.4 32.5 44.3
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 09, 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 : 58,392: 17,622 10,708 17,026 16,447 12,832 51,095 40,566: 7,297 17,826
Old : 58,392: 17,622 10,708 17,026 16,447 12,832 51,095 40,566: 7,297 17,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 832: 612 -1,655 1,658 -945 -241 1,325 -238: -493 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 18.3 29.2 28.2 22.0 87.5 69.5: 12.5 30.5
Old : 100.0: 30.2 18.3 29.2 28.2 22.0 87.5 69.5: 12.5 30.5
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 : 225: 63 58 64 75 74 179 166:
Old : 225: 63 58 64 75 74 179 166:
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 10.1 23.1 18.1 12.3 7.3 18.7 12.7
Old : 13.9 10.1 23.1 18.1 12.3 7.3 18.7 12.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 33,523: 1,238 13,356 5,661 25,911 12,029 32,809 31,045: 714 2,478
Old : 33,523: 1,238 13,356 5,661 25,911 12,029 32,809 31,045: 714 2,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -5,497: -201 -3,138 -917 -4,334 -1,156 -5,452 -5,211: -45 -286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 39.8 16.9 77.3 35.9 97.9 92.6: 2.1 7.4
Old : 100.0: 3.7 39.8 16.9 77.3 35.9 97.9 92.6: 2.1 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 : 78: 11 28 21 27 29 53 63:
Old : 78: 11 28 21 27 29 53 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 36.0 64.2 53.2 43.0 36.0 60.8 50.2
Old : 43.3 36.0 64.2 53.2 43.0 36.0 60.8 50.2
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 09, 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 : 31,187: 13,541 6,483 0 16,715 24,294 30,256 30,777: 931 410
Old : 31,187: 13,541 6,483 0 16,715 24,294 30,256 30,777: 931 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,113: -2,281 -1,074 0 224 -1,095 -2,057 -2,169: -56 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 20.8 0.0 53.6 77.9 97.0 98.7: 3.0 1.3
Old : 100.0: 43.4 20.8 0.0 53.6 77.9 97.0 98.7: 3.0 1.3
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 : 25: 10 1 0 7 8 17 9:
Old : 25: 10 1 0 7 8 17 9:
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 : 77.1 87.4 86.8 97.9 77.1 87.4 86.8 96.8
Old : 77.1 87.4 86.8 97.9 77.1 87.4 86.8 96.8
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 09, 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 : 129,885: 43,871 27,802 6,728 49,090 65,021 99,689 99,551: 30,196 30,334
Old : 129,885: 43,871 27,802 6,728 49,090 65,021 99,689 99,551: 30,196 30,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,528: 1,562 4,730 -1,731 -9 -7,334 -179 -4,335: -2,349 1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 21.4 5.2 37.8 50.1 76.8 76.6: 23.2 23.4
Old : 100.0: 33.8 21.4 5.2 37.8 50.1 76.8 76.6: 23.2 23.4
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 : 84: 25 28 15 22 24 56 58:
Old : 84: 25 28 15 22 24 56 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 : 37.8 37.7 49.9 45.5 37.0 37.2 47.6 43.9
Old : 37.8 37.7 49.9 45.5 37.0 37.2 47.6 43.9
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 45,254: 20,377 20,608 1,144 16,243 4,925 37,763 26,678: 7,491 18,576
Old : 45,254: 20,377 20,608 1,144 16,243 4,925 37,763 26,678: 7,491 18,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,911: -564 -2,737 -144 -652 -828 -1,360 -3,709: -551 1,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 45.5 2.5 35.9 10.9 83.4 59.0: 16.6 41.0
Old : 100.0: 45.0 45.5 2.5 35.9 10.9 83.4 59.0: 16.6 41.0
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 : 35: 8 13 6 9 11 19 28:
Old : 35: 8 13 6 9 11 19 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 : 57.5 34.9 69.0 42.6 56.8 34.9 67.7 42.6
Old : 57.5 34.9 69.0 42.6 56.8 34.9 67.7 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 128,143: 19,872 74,281 12,930 89,830 35,101 122,633 122,313: 5,511 5,831
Old : 128,143: 19,872 74,281 12,930 89,830 35,101 122,633 122,313: 5,511 5,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -485: -4,094 -1,726 401 1,796 2,624 -1,898 1,299: 1,413 -1,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 58.0 10.1 70.1 27.4 95.7 95.4: 4.3 4.6
Old : 100.0: 15.5 58.0 10.1 70.1 27.4 95.7 95.4: 4.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 41 59 20 21 20 76 88:
Old : 137: 41 59 20 21 20 76 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 : 50.6 36.4 68.8 50.4 49.0 31.4 61.0 42.3
Old : 50.6 36.4 68.8 50.4 49.0 31.4 61.0 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 09, 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 : 271,477: 34,138 122,347 21,642 192,767 84,274 248,548 228,264: 22,929 43,213
Old : 271,477: 34,138 122,347 21,642 192,767 84,274 248,548 228,264: 22,929 43,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,680: 3,346 9,404 -5,365 -1,097 -896 -3,116 3,143: 4,796 -1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 45.1 8.0 71.0 31.0 91.6 84.1: 8.4 15.9
Old : 100.0: 12.6 45.1 8.0 71.0 31.0 91.6 84.1: 8.4 15.9
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 : 124: 29 50 22 24 44 65 104:
Old : 124: 29 50 22 24 44 65 104:
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 : 58.7 30.8 68.2 40.1 57.2 30.0 66.0 38.8
Old : 58.7 30.8 68.2 40.1 57.2 30.0 66.0 38.8
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 09, 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 : 207,119: 83,062 36,843 25,714 68,208 109,854 176,984 172,410: 30,136 34,709
Old : 207,119: 83,062 36,843 25,714 68,208 109,854 176,984 172,410: 30,136 34,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,806: 12,426 3,360 -9,456 -8,176 3,860 -5,206 -2,236: 1,400 -1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 17.8 12.4 32.9 53.0 85.5 83.2: 14.5 16.8
Old : 100.0: 40.1 17.8 12.4 32.9 53.0 85.5 83.2: 14.5 16.8
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 : 115: 29 42 21 30 36 74 84:
Old : 115: 29 42 21 30 36 74 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 35.5 45.8 43.7 32.2 32.3 42.0 38.5
Old : 33.7 35.5 45.8 43.7 32.2 32.3 42.0 38.5
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 09, 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 : 432,970: 89,328 200,140 43,467 255,400 123,091 388,195 366,698: 44,776 66,273
Old : 432,970: 89,328 200,140 43,467 255,400 123,091 388,195 366,698: 44,776 66,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -16,316: -4,573 -10,026 -5,431 -1,993 -1,447 -11,996 -16,904: -4,320 588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 46.2 10.0 59.0 28.4 89.7 84.7: 10.3 15.3
Old : 100.0: 20.6 46.2 10.0 59.0 28.4 89.7 84.7: 10.3 15.3
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 : 234: 62 95 55 56 61 146 185:
Old : 234: 62 95 55 56 61 146 185:
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 24.4 39.3 34.3 23.8 24.4 36.2 33.9
Old : 24.9 24.4 39.3 34.3 23.8 24.4 36.2 33.9
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 09, 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 : 33,493: 10,814 5,227 185 11,045 24,238 22,044 29,650: 11,449 3,843
Old : 33,493: 10,814 5,227 185 11,045 24,238 22,044 29,650: 11,449 3,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 507: 151 -71 26 578 279 755 234: -248 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 15.6 0.6 33.0 72.4 65.8 88.5: 34.2 11.5
Old : 100.0: 32.3 15.6 0.6 33.0 72.4 65.8 88.5: 34.2 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 4 4 7 8 17 14:
Old : 22: 8 4 4 7 8 17 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 : 43.8 80.5 55.4 86.5 41.5 80.5 52.8 84.9
Old : 43.8 80.5 55.4 86.5 41.5 80.5 52.8 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 25,841: 17,146 17,282 47 6,764 7,811 23,957 25,140: 1,884 701
Old : 25,841: 17,146 17,282 47 6,764 7,811 23,957 25,140: 1,884 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,980: 803 842 24 703 944 1,530 1,810: 450 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 66.9 0.2 26.2 30.2 92.7 97.3: 7.3 2.7
Old : 100.0: 66.4 66.9 0.2 26.2 30.2 92.7 97.3: 7.3 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 : 31: 13 10 2 5 5 19 16:
Old : 31: 13 10 2 5 5 19 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 : 80.3 79.7 87.6 91.9 80.3 79.6 87.6 91.8
Old : 80.3 79.7 87.6 91.9 80.3 79.6 87.6 91.8
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 41,475: 28,314 28,927 380 7,865 9,045 36,559 38,352: 4,916 3,123
Old : 41,475: 28,314 28,927 380 7,865 9,045 36,559 38,352: 4,916 3,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,083: 1,265 2,095 53 -46 -853 1,272 1,295: -189 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 69.7 0.9 19.0 21.8 88.1 92.5: 11.9 7.5
Old : 100.0: 68.3 69.7 0.9 19.0 21.8 88.1 92.5: 11.9 7.5
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 : 79: 44 17 6 9 13 56 33:
Old : 79: 44 17 6 9 13 56 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 58.7 50.9 69.5 33.8 58.4 49.0 69.2
Old : 35.7 58.7 50.9 69.5 33.8 58.4 49.0 69.2
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 09, 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 : 5,152: 1,970 3,151 23 2,240 1,187 4,233 4,361: 919 791
Old : 5,152: 1,970 3,151 23 2,240 1,187 4,233 4,361: 919 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 49: 8 -326 0 7 456 15 130: 34 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 61.2 0.4 43.5 23.0 82.2 84.6: 17.8 15.4
Old : 100.0: 38.2 61.2 0.4 43.5 23.0 82.2 84.6: 17.8 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 : 22: 5 9 1 5 4 11 13:
Old : 22: 5 9 1 5 4 11 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 : 56.8 53.5 78.6 70.8 56.8 53.0 78.6 70.4
Old : 56.8 53.5 78.6 70.8 56.8 53.0 78.6 70.4
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 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,373,662: 1,100,615 1,643,306 8,187,972 9,232,683 8,302,406 18,521,269 18,133,683: 852,393 1,239,979
Old :19,373,662: 1,100,615 1,643,306 8,187,972 9,232,683 8,302,406 18,521,269 18,133,683: 852,393 1,239,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,024,631: 87,706 304,414 406,898 532,820 292,708 1,027,424 1,004,020: -2,793 20,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 8.5 42.3 47.7 42.9 95.6 93.6: 4.4 6.4
Old : 100.0: 5.7 8.5 42.3 47.7 42.9 95.6 93.6: 4.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 61 99 127 137 145 278 297:
Old : 315: 61 99 127 137 145 278 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.8 19.7 36.3 31.3 14.6 9.3 18.5 12.5
Old : 23.8 19.7 36.3 31.3 14.6 9.3 18.5 12.5
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 09, 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 : 962,829: 120,915 100,954 156,738 587,545 602,836 865,198 860,528: 97,631 102,302
Old : 962,829: 120,915 100,954 156,738 587,545 602,836 865,198 860,528: 97,631 102,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 28,346: -3,701 3,147 17,839 19,355 13,243 33,493 34,229: -5,147 -5,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 10.5 16.3 61.0 62.6 89.9 89.4: 10.1 10.6
Old : 100.0: 12.6 10.5 16.3 61.0 62.6 89.9 89.4: 10.1 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 : 675: 155 177 169 261 261 509 515:
Old : 675: 155 177 169 261 261 509 515:
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 : 13.8 14.9 22.9 23.8 8.7 9.0 14.0 13.6
Old : 13.8 14.9 22.9 23.8 8.7 9.0 14.0 13.6
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 09, 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 : 229,438: 17,139 21,172 57,650 119,791 121,872 194,580 200,694: 34,858 28,744
Old : 229,438: 17,139 21,172 57,650 119,791 121,872 194,580 200,694: 34,858 28,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 23,221: 1,119 5,492 10,476 10,957 9,293 22,552 25,261: 669 -2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.2 25.1 52.2 53.1 84.8 87.5: 15.2 12.5
Old : 100.0: 7.5 9.2 25.1 52.2 53.1 84.8 87.5: 15.2 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 21 14 27 40 38 74 67:
Old : 84: 21 14 27 40 38 74 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 34.3 46.6 52.0 12.6 16.6 17.5 24.7
Old : 33.4 34.3 46.6 52.0 12.6 16.6 17.5 24.7
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 09, 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 : 3,666,955: 574,812 454,844 439,506 2,338,771 2,404,817 3,353,090 3,299,167: 313,865 367,788
Old : 3,666,955: 574,812 454,844 439,506 2,338,771 2,404,817 3,353,090 3,299,167: 313,865 367,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 25,626: -23,844 -11,470 36,562 41,991 19,749 54,709 44,841: -29,083 -19,216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 12.4 12.0 63.8 65.6 91.4 90.0: 8.6 10.0
Old : 100.0: 15.7 12.4 12.0 63.8 65.6 91.4 90.0: 8.6 10.0
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 : 651: 146 170 156 252 252 483 493:
Old : 651: 146 170 156 252 252 483 493:
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 : 13.8 15.9 23.5 23.3 11.1 11.7 17.9 17.1
Old : 13.8 15.9 23.5 23.3 11.1 11.7 17.9 17.1
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 09, 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 : 83,199: 25,088 2,599 196 45,371 77,116 70,655 79,911: 12,544 3,288
Old : 83,199: 25,088 2,599 196 45,371 77,116 70,655 79,911: 12,544 3,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,207: 828 -89 -135 360 1,459 1,053 1,235: 154 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 3.1 0.2 54.5 92.7 84.9 96.0: 15.1 4.0
Old : 100.0: 30.2 3.1 0.2 54.5 92.7 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 : 90: 17 7 3 45 39 63 48:
Old : 90: 17 7 3 45 39 63 48:
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 : 32.9 38.6 44.6 64.1 31.2 38.5 42.7 63.0
Old : 32.9 38.6 44.6 64.1 31.2 38.5 42.7 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 62,696: 31,917 5,959 2,368 22,460 49,379 56,745 57,706: 5,950 4,989
Old : 62,696: 31,917 5,959 2,368 22,460 49,379 56,745 57,706: 5,950 4,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,507: -97 -41 338 943 1,310 1,183 1,606: 324 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 9.5 3.8 35.8 78.8 90.5 92.0: 9.5 8.0
Old : 100.0: 50.9 9.5 3.8 35.8 78.8 90.5 92.0: 9.5 8.0
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 : 250: 83 48 21 74 75 166 135:
Old : 250: 83 48 21 74 75 166 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 27.1 36.5 43.7 23.0 27.0 36.2 43.5
Old : 23.0 27.1 36.5 43.7 23.0 27.0 36.2 43.5
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, August 09, 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 : 313,478: 159,586 29,794 11,840 112,300 246,897 283,726 288,531: 29,752 24,947
Old : 313,478: 159,586 29,794 11,840 112,300 246,897 283,726 288,531: 29,752 24,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 7,536: -485 -206 1,688 4,714 6,550 5,916 8,031: 1,620 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 9.5 3.8 35.8 78.8 90.5 92.0: 9.5 8.0
Old : 100.0: 50.9 9.5 3.8 35.8 78.8 90.5 92.0: 9.5 8.0
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 : 250: 83 48 21 74 75 166 135:
Old : 250: 83 48 21 74 75 166 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.0 27.1 36.5 43.7 23.0 27.0 36.2 43.5
Old : 23.0 27.1 36.5 43.7 23.0 27.0 36.2 43.5
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, August 09, 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 : 119,457: 60,187 23,885 13,034 15,237 57,611 88,459 94,530: 30,998 24,926
Old : 119,457: 60,187 23,885 13,034 15,237 57,611 88,459 94,530: 30,998 24,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 1,519: 738 -3,027 -466 -865 4,735 -592 1,242: 2,111 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 20.0 10.9 12.8 48.2 74.1 79.1: 25.9 20.9
Old : 100.0: 50.4 20.0 10.9 12.8 48.2 74.1 79.1: 25.9 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 31 25 17 18 22 62 51:
Old : 82: 31 25 17 18 22 62 51:
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 : 30.1 36.4 39.1 46.6 30.1 35.4 38.0 44.7
Old : 30.1 36.4 39.1 46.6 30.1 35.4 38.0 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 35,341: 9,218 2,431 18 17,653 28,572 26,889 31,021: 8,452 4,320
Old : 35,341: 9,218 2,431 18 17,653 28,572 26,889 31,021: 8,452 4,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -676: -220 -247 -36 -361 -141 -617 -424: -59 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 6.9 0.1 50.0 80.8 76.1 87.8: 23.9 12.2
Old : 100.0: 26.1 6.9 0.1 50.0 80.8 76.1 87.8: 23.9 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 11 5 1 14 12 25 18:
Old : 40: 11 5 1 14 12 25 18:
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 : 41.3 73.3 54.0 80.9 41.3 73.3 54.0 80.9
Old : 41.3 73.3 54.0 80.9 41.3 73.3 54.0 80.9
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 09, 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 : 68,281: 19,860 8,869 187 38,899 19,916 58,946 28,972: 9,335 39,309
Old : 68,281: 19,860 8,869 187 38,899 19,916 58,946 28,972: 9,335 39,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,245: 4,029 -1,195 60 -7,005 1,700 -2,916 565: -329 -3,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 13.0 0.3 57.0 29.2 86.3 42.4: 13.7 57.6
Old : 100.0: 29.1 13.0 0.3 57.0 29.2 86.3 42.4: 13.7 57.6
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 : 86: 24 19 4 29 19 55 40:
Old : 86: 24 19 4 29 19 55 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 : 29.5 16.9 45.0 23.0 29.5 16.9 45.0 22.6
Old : 29.5 16.9 45.0 23.0 29.5 16.9 45.0 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2016