BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 8,692: 690 625 1,286 5,580 5,856 7,555 7,768: 1,137 925
Old : 8,692: 690 625 1,286 5,580 5,856 7,555 7,768: 1,137 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 14: -58 233 55 84 -182 81 107: -68 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.2 14.8 64.2 67.4 86.9 89.4: 13.1 10.6
Old : 100.0: 7.9 7.2 14.8 64.2 67.4 86.9 89.4: 13.1 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 : 38: 3 13 13 19 16 33 31:
Old : 38: 3 13 13 19 16 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 45.5 65.6 61.8 38.8 43.4 55.1 54.3
Old : 43.0 45.5 65.6 61.8 38.8 43.4 55.1 54.3
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 29, 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 : 47,642: 12,373 3,789 10,763 19,767 20,001 42,904 34,553: 4,738 13,090
Old : 47,642: 12,373 3,789 10,763 19,767 20,001 42,904 34,553: 4,738 13,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,637: 164 349 643 659 468 1,466 1,459: 171 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 8.0 22.6 41.5 42.0 90.1 72.5: 9.9 27.5
Old : 100.0: 26.0 8.0 22.6 41.5 42.0 90.1 72.5: 9.9 27.5
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 : 91: 22 21 34 36 33 73 73:
Old : 91: 22 21 34 36 33 73 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 26.4 41.7 40.2 25.4 24.6 38.0 32.2
Old : 27.1 26.4 41.7 40.2 25.4 24.6 38.0 32.2
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 29, 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 : 9,793: 332 731 2,081 6,295 5,930 8,708 8,742: 1,085 1,051
Old : 9,793: 332 731 2,081 6,295 5,930 8,708 8,742: 1,085 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 308: -73 -66 142 257 176 326 252: -18 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 7.5 21.2 64.3 60.6 88.9 89.3: 11.1 10.7
Old : 100.0: 3.4 7.5 21.2 64.3 60.6 88.9 89.3: 11.1 10.7
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 : 44: 7 12 14 24 17 39 35:
Old : 44: 7 12 14 24 17 39 35:
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 : 38.1 35.5 53.2 54.8 29.7 23.5 39.8 36.2
Old : 38.1 35.5 53.2 54.8 29.7 23.5 39.8 36.2
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 29, 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 : 3,403: 189 384 479 2,308 1,408 2,976 2,270: 427 1,133
Old : 3,403: 189 384 479 2,308 1,408 2,976 2,270: 427 1,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 222: 187 -192 110 -88 116 210 34: 12 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 11.3 14.1 67.8 41.4 87.4 66.7: 12.6 33.3
Old : 100.0: 5.5 11.3 14.1 67.8 41.4 87.4 66.7: 12.6 33.3
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 : 24: 5 2 7 10 10 17 17:
Old : 24: 5 2 7 10 10 17 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 37.7 70.9 54.0 44.8 34.4 62.0 45.6
Old : 44.8 37.7 70.9 54.0 44.8 34.4 62.0 45.6
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 29, 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 : 271,444: 71,179 32,602 95,663 83,419 104,453 250,261 232,718: 21,184 38,726
Old : 47,038: 13,431 6,102 24,041 6,148 11,678 43,621 41,821: 3,417 5,217
Other: 224,407: 65,985 34,737 63,385 77,270 92,775 206,640 190,897: 17,767 33,510
: : :
: : Changes in Commitments from: September 22, 2015 :
: 6,718: 2,091 -3,309 2,414 1,310 6,295 5,815 5,401: 903 1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 12.0 35.2 30.7 38.5 92.2 85.7: 7.8 14.3
Old : 100.0: 28.6 13.0 51.1 13.1 24.8 92.7 88.9: 7.3 11.1
Other: 100.0: 29.4 15.5 28.2 34.4 41.3 92.1 85.1: 7.9 14.9
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 105 89 125 80 92 266 238:
Old : 186: 55 50 57 31 71 122 142:
Other: 293: 98 89 106 77 87 241 222:
:----------------------------------------------------------------------------------------------------
: 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 : 11.6 11.0 20.9 19.2 11.0 9.5 18.9 15.0
Old : 19.4 17.1 32.5 29.5 14.6 10.3 19.8 14.7
Other: 13.0 11.3 23.2 19.5 12.9 9.5 22.5 15.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 384,959: 68,390 72,158 128,488 152,420 133,113 349,299 333,760: 35,660 51,200
Old : 384,959: 68,390 72,158 128,488 152,420 133,113 349,299 333,760: 35,660 51,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 14,960: -2,665 -960 7,891 11,329 8,877 16,555 15,808: -1,596 -849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 18.7 33.4 39.6 34.6 90.7 86.7: 9.3 13.3
Old : 100.0: 17.8 18.7 33.4 39.6 34.6 90.7 86.7: 9.3 13.3
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 : 444: 123 130 187 144 145 376 377:
Old : 444: 123 130 187 144 145 376 377:
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 : 13.3 12.9 20.3 20.0 12.5 10.8 18.3 15.9
Old : 13.3 12.9 20.3 20.0 12.5 10.8 18.3 15.9
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 29, 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 : 7,044: 1,515 3,633 1,167 2,632 647 5,314 5,448: 1,730 1,597
Old : 7,044: 1,515 3,633 1,167 2,632 647 5,314 5,448: 1,730 1,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,002: -361 529 147 828 142 614 818: 388 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 51.6 16.6 37.4 9.2 75.4 77.3: 24.6 22.7
Old : 100.0: 21.5 51.6 16.6 37.4 9.2 75.4 77.3: 24.6 22.7
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 : 87: 21 32 14 29 17 57 59:
Old : 87: 21 32 14 29 17 57 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 : 16.3 25.0 27.9 37.8 14.5 23.8 24.4 34.2
Old : 16.3 25.0 27.9 37.8 14.5 23.8 24.4 34.2
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 29, 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 : 47,517: 9,517 8,996 12,189 15,727 9,419 37,433 30,604: 10,084 16,914
Old : 47,517: 9,517 8,996 12,189 15,727 9,419 37,433 30,604: 10,084 16,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -3,863: -405 75 -2,404 -1,090 -739 -3,900 -3,068: 36 -796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 18.9 25.7 33.1 19.8 78.8 64.4: 21.2 35.6
Old : 100.0: 20.0 18.9 25.7 33.1 19.8 78.8 64.4: 21.2 35.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 51 58 52 65 59 151 143:
Old : 197: 51 58 52 65 59 151 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.1 11.4 22.9 19.0 10.0 6.7 16.9 11.1
Old : 14.1 11.4 22.9 19.0 10.0 6.7 16.9 11.1
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 29, 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 : 4,740: 687 2,508 373 2,412 1,256 3,472 4,137: 1,268 603
Old : 4,740: 687 2,508 373 2,412 1,256 3,472 4,137: 1,268 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 26: 0 -11 -9 90 6 81 -14: -55 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 52.9 7.9 50.9 26.5 73.2 87.3: 26.8 12.7
Old : 100.0: 14.5 52.9 7.9 50.9 26.5 73.2 87.3: 26.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 8 6 9 7 17 15:
Old : 22: 2 8 6 9 7 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 : 41.9 56.6 60.7 72.5 41.5 50.1 56.1 64.2
Old : 41.9 56.6 60.7 72.5 41.5 50.1 56.1 64.2
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 29, 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 : 32,192: 1,952 13,220 3,769 25,793 10,857 31,514 27,846: 678 4,345
Old : 32,192: 1,952 13,220 3,769 25,793 10,857 31,514 27,846: 678 4,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,336: 137 407 353 914 365 1,404 1,124: -68 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 41.1 11.7 80.1 33.7 97.9 86.5: 2.1 13.5
Old : 100.0: 6.1 41.1 11.7 80.1 33.7 97.9 86.5: 2.1 13.5
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: 10 35 28 22 20 58 58:
Old : 79: 10 35 28 22 20 58 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 : 42.5 33.3 66.0 48.8 42.3 32.6 65.7 45.4
Old : 42.5 33.3 66.0 48.8 42.3 32.6 65.7 45.4
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 29, 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 : 34,429: 1,157 2,937 0 32,421 30,979 33,578 33,916: 851 513
Old : 34,429: 1,157 2,937 0 32,421 30,979 33,578 33,916: 851 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 76: 0 -763 0 -128 778 -128 15: 204 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 8.5 0.0 94.2 90.0 97.5 98.5: 2.5 1.5
Old : 100.0: 3.4 8.5 0.0 94.2 90.0 97.5 98.5: 2.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 3 0 11 8 14 11:
Old : 21: 3 3 0 11 8 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 86.1 94.2 96.8 81.0 86.1 93.2 94.9
Old : 81.5 86.1 94.2 96.8 81.0 86.1 93.2 94.9
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 29, 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 : 151,804: 35,085 78,141 7,835 84,073 21,145 126,993 107,121: 24,811 44,682
Old : 151,804: 35,085 78,141 7,835 84,073 21,145 126,993 107,121: 24,811 44,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 2,879: -4,986 -1,323 82 5,659 805 756 -436: 2,123 3,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 51.5 5.2 55.4 13.9 83.7 70.6: 16.3 29.4
Old : 100.0: 23.1 51.5 5.2 55.4 13.9 83.7 70.6: 16.3 29.4
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 : 87: 25 33 15 21 22 52 64:
Old : 87: 25 33 15 21 22 52 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 : 43.0 33.8 53.7 43.3 42.5 33.7 53.1 42.7
Old : 43.0 33.8 53.7 43.3 42.5 33.7 53.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 40,162: 12,922 15,773 1,328 18,515 4,235 32,765 21,336: 7,397 18,825
Old : 40,162: 12,922 15,773 1,328 18,515 4,235 32,765 21,336: 7,397 18,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,306: -491 398 59 1,798 -467 1,366 -9: -60 1,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 39.3 3.3 46.1 10.5 81.6 53.1: 18.4 46.9
Old : 100.0: 32.2 39.3 3.3 46.1 10.5 81.6 53.1: 18.4 46.9
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 : 32: 8 9 7 10 9 20 23:
Old : 32: 8 9 7 10 9 20 23:
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 : 48.3 32.2 65.4 41.4 48.2 32.2 64.8 41.4
Old : 48.3 32.2 65.4 41.4 48.2 32.2 64.8 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 142,899: 31,261 75,557 5,262 102,772 55,208 139,295 136,027: 3,604 6,872
Old : 142,899: 31,261 75,557 5,262 102,772 55,208 139,295 136,027: 3,604 6,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 16,001: -16,335 15,746 -1,327 33,206 2,641 15,544 17,060: 457 -1,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 52.9 3.7 71.9 38.6 97.5 95.2: 2.5 4.8
Old : 100.0: 21.9 52.9 3.7 71.9 38.6 97.5 95.2: 2.5 4.8
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 : 122: 21 68 10 14 24 41 97:
Old : 122: 21 68 10 14 24 41 97:
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 : 76.5 28.7 87.9 45.8 76.1 28.7 85.9 45.8
Old : 76.5 28.7 87.9 45.8 76.1 28.7 85.9 45.8
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 29, 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 : 182,926: 48,898 48,733 19,761 90,271 81,848 158,930 150,342: 23,996 32,584
Old : 182,926: 48,898 48,733 19,761 90,271 81,848 158,930 150,342: 23,996 32,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 13,692: 5,606 6,126 3,485 1,689 -1,227 10,779 8,384: 2,913 5,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 26.6 10.8 49.3 44.7 86.9 82.2: 13.1 17.8
Old : 100.0: 26.7 26.6 10.8 49.3 44.7 86.9 82.2: 13.1 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 30 33 20 23 31 62 75:
Old : 102: 30 33 20 23 31 62 75:
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 : 44.2 27.4 53.5 39.7 44.2 27.3 52.8 38.0
Old : 44.2 27.4 53.5 39.7 44.2 27.3 52.8 38.0
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 29, 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 : 206,334: 37,836 61,400 20,018 124,540 89,735 182,394 171,153: 23,939 35,180
Old : 206,334: 37,836 61,400 20,018 124,540 89,735 182,394 171,153: 23,939 35,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,075: -9,854 -10,488 1,076 9,619 7,264 841 -2,149: 235 3,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 29.8 9.7 60.4 43.5 88.4 82.9: 11.6 17.1
Old : 100.0: 18.3 29.8 9.7 60.4 43.5 88.4 82.9: 11.6 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 32 48 32 34 46 84 108:
Old : 137: 32 48 32 34 46 84 108:
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 : 44.5 27.9 54.8 37.4 44.4 27.9 54.5 36.3
Old : 44.5 27.9 54.8 37.4 44.4 27.9 54.5 36.3
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 29, 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 : 389,066: 62,609 142,720 48,107 234,752 128,115 345,468 318,942: 43,598 70,124
Old : 389,066: 62,609 142,720 48,107 234,752 128,115 345,468 318,942: 43,598 70,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,354: -523 4,739 -1,969 7,125 -2,262 4,634 508: -3,279 846
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 36.7 12.4 60.3 32.9 88.8 82.0: 11.2 18.0
Old : 100.0: 16.1 36.7 12.4 60.3 32.9 88.8 82.0: 11.2 18.0
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 : 242: 52 107 72 56 59 153 194:
Old : 242: 52 107 72 56 59 153 194:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 17.8 41.2 26.2 27.2 17.1 40.2 24.2
Old : 27.3 17.8 41.2 26.2 27.2 17.1 40.2 24.2
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 29, 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 : 24,643: 11,480 17,477 789 11,366 4,625 23,635 22,891: 1,008 1,752
Old : 24,643: 11,480 17,477 789 11,366 4,625 23,635 22,891: 1,008 1,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 2,834: 276 425 500 2,088 2,174 2,864 3,099: -30 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 70.9 3.2 46.1 18.8 95.9 92.9: 4.1 7.1
Old : 100.0: 46.6 70.9 3.2 46.1 18.8 95.9 92.9: 4.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 15 3 5 4 14 20:
Old : 29: 7 15 3 5 4 14 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 : 54.5 66.9 88.1 83.2 54.3 59.5 73.2 67.0
Old : 54.5 66.9 88.1 83.2 54.3 59.5 73.2 67.0
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 29, 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 : 34,105: 20,995 24,057 201 11,339 4,392 32,535 28,650: 1,570 5,455
Old : 34,105: 20,995 24,057 201 11,339 4,392 32,535 28,650: 1,570 5,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -1,815: -1,995 -2,462 -23 213 1,106 -1,805 -1,379: -10 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 70.5 0.6 33.2 12.9 95.4 84.0: 4.6 16.0
Old : 100.0: 61.6 70.5 0.6 33.2 12.9 95.4 84.0: 4.6 16.0
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 : 73: 14 37 3 13 12 29 50:
Old : 73: 14 37 3 13 12 29 50:
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 : 61.8 31.3 77.4 48.6 61.8 31.3 77.3 48.6
Old : 61.8 31.3 77.4 48.6 61.8 31.3 77.3 48.6
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 29, 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 : 7,149: 2,835 5,142 77 3,852 514 6,764 5,733: 385 1,416
Old : 7,149: 2,835 5,142 77 3,852 514 6,764 5,733: 385 1,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 71.9 1.1 53.9 7.2 94.6 80.2: 5.4 19.8
Old : 100.0: 39.7 71.9 1.1 53.9 7.2 94.6 80.2: 5.4 19.8
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 : 20: 3 11 2 4 2 9 13:
Old : 20: 3 11 2 4 2 9 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 : 75.0 55.7 94.3 69.9 75.0 55.4 93.5 69.4
Old : 75.0 55.7 94.3 69.9 75.0 55.4 93.5 69.4
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, September 29, 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 :17,920,579: 1,486,579 1,033,346 7,385,924 8,170,339 8,309,765 17,042,842 16,729,035: 877,737 1,191,544
Old :17,920,579: 1,486,579 1,033,346 7,385,924 8,170,339 8,309,765 17,042,842 16,729,035: 877,737 1,191,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 431,689: -54,061 -102,832 449,536 33,633 58,783 429,108 405,487: 2,581 26,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 5.8 41.2 45.6 46.4 95.1 93.4: 4.9 6.6
Old : 100.0: 8.3 5.8 41.2 45.6 46.4 95.1 93.4: 4.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 71 82 124 142 158 280 303:
Old : 322: 71 82 124 142 158 280 303:
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 20.9 32.4 32.1 8.1 8.5 14.0 11.0
Old : 20.1 20.9 32.4 32.1 8.1 8.5 14.0 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 922,821: 81,716 110,379 103,048 606,775 579,467 791,540 792,895: 131,282 129,927
Old : 922,821: 81,716 110,379 103,048 606,775 579,467 791,540 792,895: 131,282 129,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 58,001: 7,727 -2,699 21,767 27,754 42,049 57,248 61,117: 752 -3,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 12.0 11.2 65.8 62.8 85.8 85.9: 14.2 14.1
Old : 100.0: 8.9 12.0 11.2 65.8 62.8 85.8 85.9: 14.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 657: 144 154 155 252 273 477 503:
Old : 657: 144 154 155 252 273 477 503:
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 : 16.3 12.9 25.9 20.2 11.1 8.0 18.4 12.8
Old : 16.3 12.9 25.9 20.2 11.1 8.0 18.4 12.8
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 29, 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 : 175,931: 14,584 1,814 23,117 101,745 82,413 139,446 107,344: 36,485 68,587
Old : 175,931: 14,584 1,814 23,117 101,745 82,413 139,446 107,344: 36,485 68,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 16,380: 3,029 -2,046 5,225 7,967 15,782 16,222 18,962: 159 -2,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 1.0 13.1 57.8 46.8 79.3 61.0: 20.7 39.0
Old : 100.0: 8.3 1.0 13.1 57.8 46.8 79.3 61.0: 20.7 39.0
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 : 86: 25 8 27 47 41 79 69:
Old : 86: 25 8 27 47 41 79 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.9 18.5 33.1 30.3 15.8 11.7 22.4 15.8
Old : 21.9 18.5 33.1 30.3 15.8 11.7 22.4 15.8
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 29, 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 : 3,734,451: 348,710 555,872 386,609 2,525,150 2,485,274 3,260,469 3,427,755: 473,982 306,696
Old : 3,734,451: 348,710 555,872 386,609 2,525,150 2,485,274 3,260,469 3,427,755: 473,982 306,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 208,100: 19,636 -7,118 86,562 98,935 131,331 205,133 210,774: 2,967 -2,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 14.9 10.4 67.6 66.5 87.3 91.8: 12.7 8.2
Old : 100.0: 9.3 14.9 10.4 67.6 66.5 87.3 91.8: 12.7 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 635: 132 155 145 243 263 456 483:
Old : 635: 132 155 145 243 263 456 483:
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 : 17.1 13.1 26.7 21.0 12.5 10.1 20.2 15.5
Old : 17.1 13.1 26.7 21.0 12.5 10.1 20.2 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 88,674: 8,509 4,077 264 70,839 80,240 79,612 84,581: 9,062 4,093
Old : 88,674: 8,509 4,077 264 70,839 80,240 79,612 84,581: 9,062 4,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 6,656: 798 633 -43 5,123 6,879 5,878 7,469: 778 -813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 4.6 0.3 79.9 90.5 89.8 95.4: 10.2 4.6
Old : 100.0: 9.6 4.6 0.3 79.9 90.5 89.8 95.4: 10.2 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 : 82: 13 5 1 42 34 55 40:
Old : 82: 13 5 1 42 34 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 : 38.2 48.5 55.7 71.3 37.7 48.4 55.1 70.8
Old : 38.2 48.5 55.7 71.3 37.7 48.4 55.1 70.8
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 29, 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 : 54,175: 11,227 10,667 1,189 36,901 37,574 49,317 49,431: 4,858 4,744
Old : 54,175: 11,227 10,667 1,189 36,901 37,574 49,317 49,431: 4,858 4,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -325: -1,996 -648 90 796 177 -1,109 -381: 784 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 19.7 2.2 68.1 69.4 91.0 91.2: 9.0 8.8
Old : 100.0: 20.7 19.7 2.2 68.1 69.4 91.0 91.2: 9.0 8.8
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 : 215: 50 50 19 63 75 120 137:
Old : 215: 50 50 19 63 75 120 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 27.3 50.6 42.7 43.5 27.1 50.5 42.5
Old : 43.5 27.3 50.6 42.7 43.5 27.1 50.5 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 270,874: 56,134 53,335 5,947 184,504 187,872 246,585 247,154: 24,289 23,720
Old : 270,874: 56,134 53,335 5,947 184,504 187,872 246,585 247,154: 24,289 23,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -1,625: -9,978 -3,242 452 3,979 886 -5,547 -1,904: 3,922 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 19.7 2.2 68.1 69.4 91.0 91.2: 9.0 8.8
Old : 100.0: 20.7 19.7 2.2 68.1 69.4 91.0 91.2: 9.0 8.8
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 : 215: 50 50 19 63 75 120 137:
Old : 215: 50 50 19 63 75 120 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 27.3 50.6 42.7 43.5 27.1 50.5 42.5
Old : 43.5 27.3 50.6 42.7 43.5 27.1 50.5 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 159,977: 45,397 93,538 7,532 90,445 21,853 143,374 122,923: 16,602 37,054
Old : 159,977: 45,397 93,538 7,532 90,445 21,853 143,374 122,923: 16,602 37,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -4,394: 1,510 -2,737 -384 -6,282 871 -5,156 -2,250: 762 -2,144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 58.5 4.7 56.5 13.7 89.6 76.8: 10.4 23.2
Old : 100.0: 28.4 58.5 4.7 56.5 13.7 89.6 76.8: 10.4 23.2
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 : 91: 20 45 16 20 19 46 74:
Old : 91: 20 45 16 20 19 46 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 : 56.2 36.1 69.1 44.2 56.2 36.1 66.7 43.8
Old : 56.2 36.1 69.1 44.2 56.2 36.1 66.7 43.8
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 29, 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 : 46,703: 18,299 19,788 20 19,838 19,408 38,157 39,216: 8,546 7,487
Old : 46,703: 18,299 19,788 20 19,838 19,408 38,157 39,216: 8,546 7,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -1,476: -390 -1,145 20 -1,438 -219 -1,808 -1,344: 332 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 42.4 0.0 42.5 41.6 81.7 84.0: 18.3 16.0
Old : 100.0: 39.2 42.4 0.0 42.5 41.6 81.7 84.0: 18.3 16.0
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 : 59: 16 18 1 17 10 34 28:
Old : 59: 16 18 1 17 10 34 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 : 44.3 57.8 57.8 69.2 44.3 57.8 57.7 69.2
Old : 44.3 57.8 57.8 69.2 44.3 57.8 57.7 69.2
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 29, 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 : 85,230: 44,313 7,317 683 31,087 20,670 76,083 28,670: 9,147 56,560
Old : 85,230: 44,313 7,317 683 31,087 20,670 76,083 28,670: 9,147 56,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,486: 3,276 -680 -407 -1,855 -7,610 1,014 -8,697: 472 10,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 8.6 0.8 36.5 24.3 89.3 33.6: 10.7 66.4
Old : 100.0: 52.0 8.6 0.8 36.5 24.3 89.3 33.6: 10.7 66.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 39 9 5 22 20 61 34:
Old : 83: 39 9 5 22 20 61 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 : 30.4 15.7 43.9 21.9 30.4 15.7 43.8 21.6
Old : 30.4 15.7 43.9 21.9 30.4 15.7 43.8 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015