BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,681: 1,093 459 1,195 5,938 6,846 8,226 8,500: 1,455 1,181
Old : 9,681: 1,093 459 1,195 5,938 6,846 8,226 8,500: 1,455 1,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 251: -1 20 44 126 73 169 137: 82 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.7 12.3 61.3 70.7 85.0 87.8: 15.0 12.2
Old : 100.0: 11.3 4.7 12.3 61.3 70.7 85.0 87.8: 15.0 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 : 34: 6 6 9 18 18 28 29:
Old : 34: 6 6 9 18 18 28 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 : 44.4 45.2 66.8 63.0 40.8 45.2 56.5 57.4
Old : 44.4 45.2 66.8 63.0 40.8 45.2 56.5 57.4
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,282: 12,933 2,823 9,397 19,543 21,222 41,874 33,442: 4,408 12,840
Old : 46,282: 12,933 2,823 9,397 19,543 21,222 41,874 33,442: 4,408 12,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 20: -252 104 -168 255 201 -165 137: 186 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 6.1 20.3 42.2 45.9 90.5 72.3: 9.5 27.7
Old : 100.0: 27.9 6.1 20.3 42.2 45.9 90.5 72.3: 9.5 27.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 19 21 32 39 34 75 70:
Old : 89: 19 21 32 39 34 75 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 28.5 45.2 41.1 29.5 26.1 42.3 34.8
Old : 31.1 28.5 45.2 41.1 29.5 26.1 42.3 34.8
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,999: 573 1,154 2,345 6,786 5,994 9,704 9,493: 1,296 1,506
Old : 10,999: 573 1,154 2,345 6,786 5,994 9,704 9,493: 1,296 1,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 103: -1 10 64 8 94 71 168: 32 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 10.5 21.3 61.7 54.5 88.2 86.3: 11.8 13.7
Old : 100.0: 5.2 10.5 21.3 61.7 54.5 88.2 86.3: 11.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 14 11 22 14 35 32:
Old : 43: 6 14 11 22 14 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 35.9 54.6 53.4 27.2 21.5 37.0 32.8
Old : 37.0 35.9 54.6 53.4 27.2 21.5 37.0 32.8
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,829: 83 1,236 384 3,020 1,077 3,487 2,697: 342 1,132
Old : 3,829: 83 1,236 384 3,020 1,077 3,487 2,697: 342 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -182: -1 -221 0 -93 -13 -94 -234: -88 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 32.3 10.0 78.9 28.1 91.1 70.4: 8.9 29.6
Old : 100.0: 2.2 32.3 10.0 78.9 28.1 91.1 70.4: 8.9 29.6
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 : 24: 2 7 8 11 8 19 17:
Old : 24: 2 7 8 11 8 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 : 44.8 38.7 71.5 57.5 44.1 36.0 67.1 51.2
Old : 44.8 38.7 71.5 57.5 44.1 36.0 67.1 51.2
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 257,606: 67,346 45,172 85,689 85,207 92,301 238,242 223,162: 19,364 34,445
Old : 95,125: 39,274 36,513 23,336 25,421 23,871 88,031 83,720: 7,094 11,404
Other: 162,482: 42,682 23,269 47,742 59,787 68,430 150,211 139,441: 12,270 23,040
: : :
: : Changes in Commitments from: August 25, 2015 :
: 2,193: 370 289 1,442 10 585 1,823 2,316: 371 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 17.5 33.3 33.1 35.8 92.5 86.6: 7.5 13.4
Old : 100.0: 41.3 38.4 24.5 26.7 25.1 92.5 88.0: 7.5 12.0
Other: 100.0: 26.3 14.3 29.4 36.8 42.1 92.4 85.8: 7.6 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 99 92 112 76 83 246 222:
Old : 256: 77 93 71 49 67 170 187:
Other: 246: 97 54 73 70 76 200 173:
:----------------------------------------------------------------------------------------------------
: 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 : 14.0 11.3 23.8 20.5 13.4 10.2 21.8 16.7
Old : 16.2 14.3 27.2 23.3 15.8 14.1 26.8 21.1
Other: 16.2 13.9 26.3 24.2 15.2 11.8 24.1 19.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 330,015: 72,460 57,302 101,099 123,099 126,409 296,659 284,810: 33,356 45,205
Old : 330,015: 72,460 57,302 101,099 123,099 126,409 296,659 284,810: 33,356 45,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 11,721: -1,170 4,983 8,330 5,013 270 12,173 13,582: -452 -1,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 17.4 30.6 37.3 38.3 89.9 86.3: 10.1 13.7
Old : 100.0: 22.0 17.4 30.6 37.3 38.3 89.9 86.3: 10.1 13.7
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 : 429: 126 100 156 143 151 356 346:
Old : 429: 126 100 156 143 151 356 346:
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 : 11.4 15.1 19.3 22.6 11.2 13.6 18.4 19.3
Old : 11.4 15.1 19.3 22.6 11.2 13.6 18.4 19.3
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,860: 1,959 3,680 891 2,403 596 5,253 5,167: 1,606 1,693
Old : 6,860: 1,959 3,680 891 2,403 596 5,253 5,167: 1,606 1,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -383: 98 -22 -240 -184 -222 -326 -484: -56 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 53.6 13.0 35.0 8.7 76.6 75.3: 23.4 24.7
Old : 100.0: 28.6 53.6 13.0 35.0 8.7 76.6 75.3: 23.4 24.7
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 : 79: 21 29 13 24 12 54 48:
Old : 79: 21 29 13 24 12 54 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 : 20.1 29.1 32.2 41.5 18.5 27.4 29.6 38.3
Old : 20.1 29.1 32.2 41.5 18.5 27.4 29.6 38.3
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,434: 10,441 7,894 9,746 14,810 9,113 34,997 26,754: 9,437 17,681
Old : 44,434: 10,441 7,894 9,746 14,810 9,113 34,997 26,754: 9,437 17,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -14,689: -1,365 -764 -8,915 -3,375 -3,743 -13,655 -13,423: -1,035 -1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 17.8 21.9 33.3 20.5 78.8 60.2: 21.2 39.8
Old : 100.0: 23.5 17.8 21.9 33.3 20.5 78.8 60.2: 21.2 39.8
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 : 185: 54 45 48 58 61 136 138:
Old : 185: 54 45 48 58 61 136 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 10.8 24.8 17.1 11.6 6.6 19.4 10.9
Old : 14.5 10.8 24.8 17.1 11.6 6.6 19.4 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,322: 974 2,770 421 2,611 1,501 4,006 4,692: 1,317 630
Old : 5,322: 974 2,770 421 2,611 1,501 4,006 4,692: 1,317 630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 49: -355 -121 18 -66 91 -403 -12: 452 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 52.0 7.9 49.1 28.2 75.3 88.2: 24.7 11.8
Old : 100.0: 18.3 52.0 7.9 49.1 28.2 75.3 88.2: 24.7 11.8
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 : 23: 5 7 5 9 6 17 15:
Old : 23: 5 7 5 9 6 17 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 : 38.9 58.9 59.8 75.0 38.9 52.0 55.6 66.9
Old : 38.9 58.9 59.8 75.0 38.9 52.0 55.6 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,708: 2,154 14,035 3,686 26,086 11,322 31,927 29,043: 781 3,664
Old : 32,708: 2,154 14,035 3,686 26,086 11,322 31,927 29,043: 781 3,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -71: -39 -439 12 -9 245 -37 -182: -34 111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 42.9 11.3 79.8 34.6 97.6 88.8: 2.4 11.2
Old : 100.0: 6.6 42.9 11.3 79.8 34.6 97.6 88.8: 2.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 12 34 27 21 22 56 60:
Old : 79: 12 34 27 21 22 56 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 35.3 65.4 50.3 40.4 35.1 64.7 47.7
Old : 40.9 35.3 65.4 50.3 40.4 35.1 64.7 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,840: 2,566 5,962 535 51,112 47,825 54,213 54,322: 627 518
Old : 54,840: 2,566 5,962 535 51,112 47,825 54,213 54,322: 627 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 2,879: -273 2,593 0 3,215 406 2,942 2,999: -63 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 10.9 1.0 93.2 87.2 98.9 99.1: 1.1 0.9
Old : 100.0: 4.7 10.9 1.0 93.2 87.2 98.9 99.1: 1.1 0.9
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 : 29: 6 4 1 14 12 20 17:
Old : 29: 6 4 1 14 12 20 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 : 69.2 74.7 85.7 91.9 68.5 73.3 81.4 89.1
Old : 69.2 74.7 85.7 91.9 68.5 73.3 81.4 89.1
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 182,675: 28,164 83,780 11,451 117,365 41,235 156,979 136,467: 25,695 46,208
Old : 182,675: 28,164 83,780 11,451 117,365 41,235 156,979 136,467: 25,695 46,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -6,972: -1,353 -5,171 -1,138 -5,415 -1,662 -7,906 -7,970: 934 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 45.9 6.3 64.2 22.6 85.9 74.7: 14.1 25.3
Old : 100.0: 15.4 45.9 6.3 64.2 22.6 85.9 74.7: 14.1 25.3
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 : 87: 23 33 15 22 23 50 67:
Old : 87: 23 33 15 22 23 50 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 : 38.2 32.8 54.9 43.0 37.2 32.8 52.2 42.2
Old : 38.2 32.8 54.9 43.0 37.2 32.8 52.2 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,119: 5,190 13,438 2,161 23,690 6,286 31,041 21,886: 8,078 17,234
Old : 39,119: 5,190 13,438 2,161 23,690 6,286 31,041 21,886: 8,078 17,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -1,682: 770 -3,354 98 -1,745 1,658 -876 -1,598: -806 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 34.4 5.5 60.6 16.1 79.4 55.9: 20.6 44.1
Old : 100.0: 13.3 34.4 5.5 60.6 16.1 79.4 55.9: 20.6 44.1
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 : 35: 7 11 8 13 11 23 27:
Old : 35: 7 11 8 13 11 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 24.1 56.9 35.6 42.1 23.8 56.0 33.6
Old : 42.7 24.1 56.9 35.6 42.1 23.8 56.0 33.6
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 191,605: 21,298 98,311 17,769 149,801 67,018 188,868 183,098: 2,737 8,506
Old : 191,605: 21,298 98,311 17,769 149,801 67,018 188,868 183,098: 2,737 8,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -5,018: 897 -5,192 -273 -4,007 542 -3,383 -4,924: -1,635 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 51.3 9.3 78.2 35.0 98.6 95.6: 1.4 4.4
Old : 100.0: 11.1 51.3 9.3 78.2 35.0 98.6 95.6: 1.4 4.4
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 : 129: 20 73 12 18 25 45 104:
Old : 129: 20 73 12 18 25 45 104:
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 : 69.5 33.7 84.1 50.5 62.5 30.1 70.6 43.3
Old : 69.5 33.7 84.1 50.5 62.5 30.1 70.6 43.3
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 199,505: 47,500 57,485 20,901 108,195 93,769 176,596 172,154: 22,909 27,350
Old : 199,505: 47,500 57,485 20,901 108,195 93,769 176,596 172,154: 22,909 27,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -2,724: -6,463 5,009 -22 9,607 -13,019 3,122 -8,032: -5,847 5,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 28.8 10.5 54.2 47.0 88.5 86.3: 11.5 13.7
Old : 100.0: 23.8 28.8 10.5 54.2 47.0 88.5 86.3: 11.5 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 34 32 22 29 40 73 84:
Old : 113: 34 32 22 29 40 73 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 : 35.5 24.4 46.7 37.6 35.1 24.2 45.6 37.3
Old : 35.5 24.4 46.7 37.6 35.1 24.2 45.6 37.3
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 317,349: 62,302 83,246 32,737 197,776 163,700 292,814 279,682: 24,535 37,667
Old : 317,349: 62,302 83,246 32,737 197,776 163,700 292,814 279,682: 24,535 37,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 12,940: 7,849 -14,968 1,247 5,717 31,162 14,813 17,440: -1,873 -4,501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 26.2 10.3 62.3 51.6 92.3 88.1: 7.7 11.9
Old : 100.0: 19.6 26.2 10.3 62.3 51.6 92.3 88.1: 7.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 41 48 30 30 44 85 108:
Old : 141: 41 48 30 30 44 85 108:
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 : 50.7 48.7 60.6 54.5 50.6 48.0 59.9 52.2
Old : 50.7 48.7 60.6 54.5 50.6 48.0 59.9 52.2
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 471,310: 71,769 131,460 81,635 269,039 186,979 422,443 400,075: 48,867 71,235
Old : 471,310: 71,769 131,460 81,635 269,039 186,979 422,443 400,075: 48,867 71,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -4,876: -11,819 -11,377 4,084 3,713 8,454 -4,022 1,160: -854 -6,037
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 27.9 17.3 57.1 39.7 89.6 84.9: 10.4 15.1
Old : 100.0: 15.2 27.9 17.3 57.1 39.7 89.6 84.9: 10.4 15.1
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 : 246: 61 101 83 56 65 164 203:
Old : 246: 61 101 83 56 65 164 203:
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 : 24.8 20.6 37.0 29.8 24.5 19.6 35.2 27.1
Old : 24.8 20.6 37.0 29.8 24.5 19.6 35.2 27.1
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,933: 11,550 18,182 8,824 12,280 4,850 32,654 31,856: 1,279 2,077
Old : 33,933: 11,550 18,182 8,824 12,280 4,850 32,654 31,856: 1,279 2,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 7,543: 767 1,482 5,365 1,251 119 7,383 6,966: 160 577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 53.6 26.0 36.2 14.3 96.2 93.9: 3.8 6.1
Old : 100.0: 34.0 53.6 26.0 36.2 14.3 96.2 93.9: 3.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 15 3 5 5 12 20:
Old : 27: 4 15 3 5 5 12 20:
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 : 58.6 63.6 86.5 84.4 50.1 43.4 61.5 52.4
Old : 58.6 63.6 86.5 84.4 50.1 43.4 61.5 52.4
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,339: 13,543 21,822 336 18,292 6,027 32,171 28,185: 2,168 6,154
Old : 34,339: 13,543 21,822 336 18,292 6,027 32,171 28,185: 2,168 6,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 939: -1,845 371 155 2,503 -76 813 450: 126 489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 63.5 1.0 53.3 17.6 93.7 82.1: 6.3 17.9
Old : 100.0: 39.4 63.5 1.0 53.3 17.6 93.7 82.1: 6.3 17.9
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 : 72: 14 35 5 13 13 29 51:
Old : 72: 14 35 5 13 13 29 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 : 47.0 32.6 66.4 48.4 47.0 32.6 66.4 48.4
Old : 47.0 32.6 66.4 48.4 47.0 32.6 66.4 48.4
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,063: 2,703 6,812 23 5,945 697 8,671 7,532: 392 1,531
Old : 9,063: 2,703 6,812 23 5,945 697 8,671 7,532: 392 1,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -564: -527 -249 0 18 -88 -509 -337: -55 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 75.2 0.3 65.6 7.7 95.7 83.1: 4.3 16.9
Old : 100.0: 29.8 75.2 0.3 65.6 7.7 95.7 83.1: 4.3 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 13 1 4 4 8 17:
Old : 22: 3 13 1 4 4 8 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 : 84.3 47.9 95.7 69.5 84.2 47.7 94.7 69.3
Old : 84.3 47.9 95.7 69.5 84.2 47.7 94.7 69.3
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 :19,824,432: 1,441,771 1,291,085 8,139,215 9,393,320 9,074,359 18,974,306 18,504,658: 850,125 1,319,773
Old :19,824,432: 1,441,771 1,291,085 8,139,215 9,393,320 9,074,359 18,974,306 18,504,658: 850,125 1,319,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -13,301: -23,299 30,147 -69,134 124,506 100,447 32,073 61,460: -45,374 -74,761
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.5 41.1 47.4 45.8 95.7 93.3: 4.3 6.7
Old : 100.0: 7.3 6.5 41.1 47.4 45.8 95.7 93.3: 4.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 52 101 118 149 161 280 308:
Old : 327: 52 101 118 149 161 280 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 21.3 32.1 30.3 8.1 8.8 14.2 11.4
Old : 20.5 21.3 32.1 30.3 8.1 8.8 14.2 11.4
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,109,305: 85,690 109,622 125,652 711,305 687,306 922,647 922,580: 186,658 186,725
Old : 1,109,305: 85,690 109,622 125,652 711,305 687,306 922,647 922,580: 186,658 186,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -48,410: -10,985 10,231 -30,677 -11,814 -44,699 -53,477 -65,145: 5,067 16,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.9 11.3 64.1 62.0 83.2 83.2: 16.8 16.8
Old : 100.0: 7.7 9.9 11.3 64.1 62.0 83.2 83.2: 16.8 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 : 629: 131 148 145 254 266 462 483:
Old : 629: 131 148 145 254 266 462 483:
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 13.1 23.3 20.4 8.7 5.8 14.4 9.8
Old : 13.5 13.1 23.3 20.4 8.7 5.8 14.4 9.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 267,094: 15,613 7,028 28,344 181,222 115,165 225,179 150,537: 41,915 116,557
Old : 267,094: 15,613 7,028 28,344 181,222 115,165 225,179 150,537: 41,915 116,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -11,555: -2,077 -3,845 -8,154 783 -17,015 -9,448 -29,014: -2,107 17,459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.6 10.6 67.8 43.1 84.3 56.4: 15.7 43.6
Old : 100.0: 5.8 2.6 10.6 67.8 43.1 84.3 56.4: 15.7 43.6
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 : 85: 16 11 21 51 41 77 64:
Old : 85: 16 11 21 51 41 77 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 19.2 36.5 27.9 19.8 12.6 28.2 17.9
Old : 22.7 19.2 36.5 27.9 19.8 12.6 28.2 17.9
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,211,053: 407,511 570,093 429,415 2,650,414 2,860,706 3,487,341 3,860,214: 723,712 350,839
Old : 4,211,053: 407,511 570,093 429,415 2,650,414 2,860,706 3,487,341 3,860,214: 723,712 350,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -184,275: -57,223 57,698 -99,934 -62,985 -138,421 -220,142 -180,658: 35,867 -3,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 13.5 10.2 62.9 67.9 82.8 91.7: 17.2 8.3
Old : 100.0: 9.7 13.5 10.2 62.9 67.9 82.8 91.7: 17.2 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 : 608: 123 146 137 242 256 440 464:
Old : 608: 123 146 137 242 256 440 464:
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 13.3 23.9 21.8 10.2 9.1 16.8 14.2
Old : 13.9 13.3 23.9 21.8 10.2 9.1 16.8 14.2
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 87,960: 8,541 3,582 287 69,656 80,275 78,484 84,144: 9,476 3,816
Old : 87,960: 8,541 3,582 287 69,656 80,275 78,484 84,144: 9,476 3,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 1,777: 793 -434 -1,203 1,114 3,567 704 1,930: 1,073 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.1 0.3 79.2 91.3 89.2 95.7: 10.8 4.3
Old : 100.0: 9.7 4.1 0.3 79.2 91.3 89.2 95.7: 10.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 11 5 2 47 38 58 45:
Old : 87: 11 5 2 47 38 58 45:
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 : 29.1 47.3 46.8 66.9 28.5 47.2 46.3 66.3
Old : 29.1 47.3 46.8 66.9 28.5 47.2 46.3 66.3
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,281: 9,780 10,645 2,359 45,428 44,696 57,567 57,701: 4,714 4,581
Old : 62,281: 9,780 10,645 2,359 45,428 44,696 57,567 57,701: 4,714 4,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -4,646: -3,012 384 -445 -694 -4,715 -4,152 -4,776: -494 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.1 3.8 72.9 71.8 92.4 92.6: 7.6 7.4
Old : 100.0: 15.7 17.1 3.8 72.9 71.8 92.4 92.6: 7.6 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 : 223: 47 49 20 72 82 128 144:
Old : 223: 47 49 20 72 82 128 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 28.8 48.1 41.8 39.5 28.6 48.0 41.7
Old : 39.5 28.8 48.1 41.8 39.5 28.6 48.0 41.7
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 311,407: 48,899 53,227 11,797 227,141 223,479 287,837 288,503: 23,569 22,904
Old : 311,407: 48,899 53,227 11,797 227,141 223,479 287,837 288,503: 23,569 22,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -23,230: -15,062 1,918 -2,225 -3,472 -23,574 -20,759 -23,881: -2,471 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 17.1 3.8 72.9 71.8 92.4 92.6: 7.6 7.4
Old : 100.0: 15.7 17.1 3.8 72.9 71.8 92.4 92.6: 7.6 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 : 223: 47 49 20 72 82 128 144:
Old : 223: 47 49 20 72 82 128 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 28.8 48.1 41.8 39.5 28.6 48.0 41.7
Old : 39.5 28.8 48.1 41.8 39.5 28.6 48.0 41.7
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 197,586: 50,352 105,564 12,917 116,725 34,967 179,994 153,449: 17,592 44,137
Old : 197,586: 50,352 105,564 12,917 116,725 34,967 179,994 153,449: 17,592 44,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 3,830: 3,065 -4,685 2,248 -4,301 2,704 1,012 268: 2,817 3,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 53.4 6.5 59.1 17.7 91.1 77.7: 8.9 22.3
Old : 100.0: 25.5 53.4 6.5 59.1 17.7 91.1 77.7: 8.9 22.3
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 : 93: 20 45 16 22 20 49 74:
Old : 93: 20 45 16 22 20 49 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 33.2 69.5 42.9 54.4 33.1 67.7 42.8
Old : 55.1 33.2 69.5 42.9 54.4 33.1 67.7 42.8
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,836: 15,684 9,376 458 25,571 36,675 41,713 46,509: 10,123 5,327
Old : 51,836: 15,684 9,376 458 25,571 36,675 41,713 46,509: 10,123 5,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -277: 1,925 -161 -292 -571 -464 1,062 -917: -1,339 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 18.1 0.9 49.3 70.8 80.5 89.7: 19.5 10.3
Old : 100.0: 30.3 18.1 0.9 49.3 70.8 80.5 89.7: 19.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 16 12 3 20 10 39 22:
Old : 54: 16 12 3 20 10 39 22:
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 : 40.0 70.8 54.2 81.5 40.0 70.7 54.2 81.4
Old : 40.0 70.8 54.2 81.5 40.0 70.7 54.2 81.4
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, September 01, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,406: 36,406 11,265 3,664 71,923 15,754 111,993 30,683: 11,413 92,723
Old : 123,406: 36,406 11,265 3,664 71,923 15,754 111,993 30,683: 11,413 92,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: -6,961: -11,276 -538 -102 3,412 -1,928 -7,966 -2,568: 1,005 -4,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 9.1 3.0 58.3 12.8 90.8 24.9: 9.2 75.1
Old : 100.0: 29.5 9.1 3.0 58.3 12.8 90.8 24.9: 9.2 75.1
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 : 94: 33 11 11 38 23 75 42:
Old : 94: 33 11 11 38 23 75 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 8.4 47.9 13.5 32.3 7.6 47.2 11.8
Old : 32.8 8.4 47.9 13.5 32.3 7.6 47.2 11.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2015