BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 7,204: 509 530 856 4,544 4,741 5,908 6,128: 1,296 1,076
Old : 7,204: 509 530 856 4,544 4,741 5,908 6,128: 1,296 1,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,488: -181 -95 -430 -1,036 -1,115 -1,647 -1,640: 158 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 7.4 11.9 63.1 65.8 82.0 85.1: 18.0 14.9
Old : 100.0: 7.1 7.4 11.9 63.1 65.8 82.0 85.1: 18.0 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 9 9 16 14 26 25:
Old : 31: 3 9 9 16 14 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 47.4 65.1 63.0 39.9 45.5 56.4 56.0
Old : 42.8 47.4 65.1 63.0 39.9 45.5 56.4 56.0
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, October 06, 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 : 40,515: 10,043 3,699 8,798 17,201 16,737 36,042 29,234: 4,473 11,281
Old : 40,515: 10,043 3,699 8,798 17,201 16,737 36,042 29,234: 4,473 11,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -7,128: -2,331 -90 -1,966 -2,566 -3,263 -6,862 -5,319: -265 -1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 9.1 21.7 42.5 41.3 89.0 72.2: 11.0 27.8
Old : 100.0: 24.8 9.1 21.7 42.5 41.3 89.0 72.2: 11.0 27.8
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 : 85: 18 21 31 37 31 70 68:
Old : 85: 18 21 31 37 31 70 68:
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 : 27.4 28.2 42.3 41.7 25.6 26.2 38.8 33.5
Old : 27.4 28.2 42.3 41.7 25.6 26.2 38.8 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 8,965: 154 663 1,916 5,740 5,358 7,811 7,938: 1,154 1,027
Old : 8,965: 154 663 1,916 5,740 5,358 7,811 7,938: 1,154 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -828: -178 -68 -164 -554 -571 -897 -804: 69 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.4 21.4 64.0 59.8 87.1 88.5: 12.9 11.5
Old : 100.0: 1.7 7.4 21.4 64.0 59.8 87.1 88.5: 12.9 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 15 15 20 13 36 31:
Old : 40: 3 15 15 20 13 36 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 : 38.3 39.1 55.5 60.4 29.5 27.3 39.2 37.8
Old : 38.3 39.1 55.5 60.4 29.5 27.3 39.2 37.8
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, October 06, 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 : 3,296: 382 145 585 1,944 1,306 2,911 2,036: 385 1,260
Old : 3,296: 382 145 585 1,944 1,306 2,911 2,036: 385 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -107: 193 -239 106 -364 -101 -65 -234: -42 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.4 17.8 59.0 39.6 88.3 61.8: 11.7 38.2
Old : 100.0: 11.6 4.4 17.8 59.0 39.6 88.3 61.8: 11.7 38.2
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 : 23: 4 3 7 9 9 16 16:
Old : 23: 4 3 7 9 9 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 35.8 72.0 49.4 45.5 29.4 61.0 38.3
Old : 46.1 35.8 72.0 49.4 45.5 29.4 61.0 38.3
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, October 06, 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 : 276,953: 73,614 31,620 96,733 84,291 109,675 254,639 238,029: 22,314 38,924
Old : 274,259: 71,884 31,430 95,867 84,257 108,426 252,008 235,723: 22,251 38,536
Other: 2,694: 2,511 971 86 34 1,249 2,631 2,306: 63 388
: : :
: : Changes in Commitments from: September 29, 2015 :
: 5,508: 2,435 -982 1,071 873 5,222 4,378 5,311: 1,130 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 11.4 34.9 30.4 39.6 91.9 85.9: 8.1 14.1
Old : 100.0: 26.2 11.5 35.0 30.7 39.5 91.9 85.9: 8.1 14.1
Other: 100.0: 93.2 36.0 3.2 1.3 46.4 97.7 85.6: 2.3 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 108 82 119 85 98 264 237:
Old : 308: 110 80 118 85 98 264 236:
Other: 32: 6 7 3 3 18 10 27:
:----------------------------------------------------------------------------------------------------
: 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 : 11.3 11.6 20.5 20.6 10.6 10.6 18.4 16.7
Old : 11.4 11.5 20.7 20.5 10.7 10.5 18.6 16.6
Other: 93.3 53.7 97.2 67.2 92.4 53.7 93.6 67.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 349,343: 66,312 70,058 100,770 148,286 132,654 315,369 303,483: 33,974 45,860
Old : 349,343: 66,312 70,058 100,770 148,286 132,654 315,369 303,483: 33,974 45,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -35,616: -2,078 -2,100 -27,718 -4,134 -459 -33,930 -30,277: -1,687 -5,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.1 28.8 42.4 38.0 90.3 86.9: 9.7 13.1
Old : 100.0: 19.0 20.1 28.8 42.4 38.0 90.3 86.9: 9.7 13.1
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 : 427: 114 127 163 142 143 350 356:
Old : 427: 114 127 163 142 143 350 356:
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 : 14.3 15.5 21.2 22.5 13.7 13.4 20.2 18.6
Old : 14.3 15.5 21.2 22.5 13.7 13.4 20.2 18.6
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, October 06, 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 : 7,365: 1,546 3,858 1,361 2,543 632 5,449 5,851: 1,916 1,514
Old : 7,365: 1,546 3,858 1,361 2,543 632 5,449 5,851: 1,916 1,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 320: 31 225 193 -90 -15 135 403: 186 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 52.4 18.5 34.5 8.6 74.0 79.4: 26.0 20.6
Old : 100.0: 21.0 52.4 18.5 34.5 8.6 74.0 79.4: 26.0 20.6
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: 18 33 16 27 16 56 59:
Old : 85: 18 33 16 27 16 56 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 : 18.7 25.9 28.6 39.7 15.5 24.2 24.3 36.0
Old : 18.7 25.9 28.6 39.7 15.5 24.2 24.3 36.0
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, October 06, 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 : 47,315: 9,686 9,666 11,786 15,387 9,852 36,858 31,303: 10,457 16,013
Old : 47,315: 9,686 9,666 11,786 15,387 9,852 36,858 31,303: 10,457 16,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -202: 169 670 -403 -341 432 -575 699: 373 -901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 20.4 24.9 32.5 20.8 77.9 66.2: 22.1 33.8
Old : 100.0: 20.5 20.4 24.9 32.5 20.8 77.9 66.2: 22.1 33.8
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 : 202: 55 57 51 69 62 154 147:
Old : 202: 55 57 51 69 62 154 147:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 12.0 24.7 20.2 10.7 7.0 17.3 11.6
Old : 14.9 12.0 24.7 20.2 10.7 7.0 17.3 11.6
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, October 06, 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 : 3,941: 708 2,149 277 1,984 887 2,969 3,313: 972 628
Old : 3,941: 708 2,149 277 1,984 887 2,969 3,313: 972 628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -799: 21 -359 -96 -428 -369 -503 -824: -296 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 54.5 7.0 50.4 22.5 75.3 84.1: 24.7 15.9
Old : 100.0: 18.0 54.5 7.0 50.4 22.5 75.3 84.1: 24.7 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 8 6 8 6 17 14:
Old : 21: 3 8 6 8 6 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 56.0 61.5 72.3 41.2 48.7 57.8 63.0
Old : 41.5 56.0 61.5 72.3 41.2 48.7 57.8 63.0
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, October 06, 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 : 28,626: 1,499 11,123 3,497 23,036 9,873 28,032 24,493: 594 4,133
Old : 28,626: 1,499 11,123 3,497 23,036 9,873 28,032 24,493: 594 4,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,566: -453 -2,097 -272 -2,757 -984 -3,482 -3,353: -84 -213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 38.9 12.2 80.5 34.5 97.9 85.6: 2.1 14.4
Old : 100.0: 5.2 38.9 12.2 80.5 34.5 97.9 85.6: 2.1 14.4
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 : 71: 11 28 25 22 19 54 51:
Old : 71: 11 28 25 22 19 54 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 : 42.3 33.1 65.4 48.8 42.1 32.2 65.1 45.1
Old : 42.3 33.1 65.4 48.8 42.1 32.2 65.1 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 38,859: 1,487 1,615 0 36,358 36,718 37,845 38,333: 1,014 526
Old : 38,859: 1,487 1,615 0 36,358 36,718 37,845 38,333: 1,014 526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 4,430: 330 -1,322 0 3,937 5,739 4,267 4,417: 163 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.2 0.0 93.6 94.5 97.4 98.6: 2.6 1.4
Old : 100.0: 3.8 4.2 0.0 93.6 94.5 97.4 98.6: 2.6 1.4
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 : 23: 4 3 0 12 10 16 13:
Old : 23: 4 3 0 12 10 16 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 : 76.9 79.5 92.1 92.7 71.4 73.7 81.9 83.9
Old : 76.9 79.5 92.1 92.7 71.4 73.7 81.9 83.9
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, October 06, 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 : 134,977: 28,041 65,084 7,547 75,977 22,416 111,566 95,047: 23,411 39,930
Old : 134,977: 28,041 65,084 7,547 75,977 22,416 111,566 95,047: 23,411 39,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -16,827: -7,044 -13,057 -288 -8,095 1,271 -15,427 -12,075: -1,400 -4,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 48.2 5.6 56.3 16.6 82.7 70.4: 17.3 29.6
Old : 100.0: 20.8 48.2 5.6 56.3 16.6 82.7 70.4: 17.3 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 : 78: 18 32 14 19 24 46 61:
Old : 78: 18 32 14 19 24 46 61:
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 : 45.6 33.8 55.8 42.4 45.2 33.7 54.5 41.9
Old : 45.6 33.8 55.8 42.4 45.2 33.7 54.5 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 40,737: 12,073 16,216 1,375 19,316 3,963 32,764 21,553: 7,973 19,184
Old : 40,737: 12,073 16,216 1,375 19,316 3,963 32,764 21,553: 7,973 19,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 575: -849 443 47 802 -273 -1 217: 576 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 39.8 3.4 47.4 9.7 80.4 52.9: 19.6 47.1
Old : 100.0: 29.6 39.8 3.4 47.4 9.7 80.4 52.9: 19.6 47.1
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 : 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 : 47.8 34.7 63.0 42.1 47.3 34.7 62.4 41.8
Old : 47.8 34.7 63.0 42.1 47.3 34.7 62.4 41.8
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, October 06, 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 : 119,747: 50,934 56,097 4,585 61,262 52,213 116,781 112,895: 2,966 6,852
Old : 119,747: 50,934 56,097 4,585 61,262 52,213 116,781 112,895: 2,966 6,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -23,152: 19,673 -19,460 -677 -41,510 -2,996 -22,513 -23,132: -638 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 46.8 3.8 51.2 43.6 97.5 94.3: 2.5 5.7
Old : 100.0: 42.5 46.8 3.8 51.2 43.6 97.5 94.3: 2.5 5.7
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 : 119: 32 54 13 16 24 57 83:
Old : 119: 32 54 13 16 24 57 83:
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 : 67.6 35.5 81.2 53.4 67.6 35.5 79.7 53.4
Old : 67.6 35.5 81.2 53.4 67.6 35.5 79.7 53.4
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, October 06, 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 : 184,779: 46,090 49,569 17,896 99,394 82,194 163,379 149,658: 21,400 35,121
Old : 184,779: 46,090 49,569 17,896 99,394 82,194 163,379 149,658: 21,400 35,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,853: -2,808 836 -1,866 9,123 346 4,449 -684: -2,596 2,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 26.8 9.7 53.8 44.5 88.4 81.0: 11.6 19.0
Old : 100.0: 24.9 26.8 9.7 53.8 44.5 88.4 81.0: 11.6 19.0
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 : 102: 29 33 23 24 33 66 76:
Old : 102: 29 33 23 24 33 66 76:
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 : 45.2 27.3 56.4 38.0 44.2 27.2 54.6 37.5
Old : 45.2 27.3 56.4 38.0 44.2 27.2 54.6 37.5
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, October 06, 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 : 200,918: 37,830 55,188 19,710 120,840 89,309 178,380 164,207: 22,539 36,711
Old : 200,918: 37,830 55,188 19,710 120,840 89,309 178,380 164,207: 22,539 36,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -5,415: -6 -6,212 -308 -3,700 -426 -4,014 -6,946: -1,401 1,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 27.5 9.8 60.1 44.5 88.8 81.7: 11.2 18.3
Old : 100.0: 18.8 27.5 9.8 60.1 44.5 88.8 81.7: 11.2 18.3
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 : 140: 37 51 34 31 43 87 109:
Old : 140: 37 51 34 31 43 87 109:
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 : 45.6 28.2 54.3 36.8 45.5 26.7 53.8 34.7
Old : 45.6 28.2 54.3 36.8 45.5 26.7 53.8 34.7
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, October 06, 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 : 401,381: 65,939 147,380 48,275 241,393 137,984 355,606 333,639: 45,774 67,741
Old : 401,381: 65,939 147,380 48,275 241,393 137,984 355,606 333,639: 45,774 67,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 12,315: 3,330 4,660 168 6,641 9,869 10,139 14,697: 2,176 -2,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 36.7 12.0 60.1 34.4 88.6 83.1: 11.4 16.9
Old : 100.0: 16.4 36.7 12.0 60.1 34.4 88.6 83.1: 11.4 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 : 239: 55 100 74 54 61 155 190:
Old : 239: 55 100 74 54 61 155 190:
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 : 26.7 19.4 41.3 28.0 26.6 18.9 40.2 26.8
Old : 26.7 19.4 41.3 28.0 26.6 18.9 40.2 26.8
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, October 06, 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 : 27,787: 20,376 22,183 193 6,215 3,759 26,784 26,135: 1,003 1,652
Old : 27,787: 20,376 22,183 193 6,215 3,759 26,784 26,135: 1,003 1,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 3,144: 8,896 4,706 -596 -5,151 -866 3,149 3,244: -5 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 79.8 0.7 22.4 13.5 96.4 94.1: 3.6 5.9
Old : 100.0: 73.3 79.8 0.7 22.4 13.5 96.4 94.1: 3.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 13 3 4 4 13 19:
Old : 27: 8 13 3 4 4 13 19:
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 : 76.1 76.5 93.7 87.2 74.6 75.9 89.7 84.0
Old : 76.1 76.5 93.7 87.2 74.6 75.9 89.7 84.0
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, October 06, 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 : 31,930: 18,357 19,328 200 11,860 6,426 30,417 25,954: 1,513 5,976
Old : 31,930: 18,357 19,328 200 11,860 6,426 30,417 25,954: 1,513 5,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,175: -2,638 -4,729 -1 521 2,034 -2,118 -2,696: -57 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 60.5 0.6 37.1 20.1 95.3 81.3: 4.7 18.7
Old : 100.0: 57.5 60.5 0.6 37.1 20.1 95.3 81.3: 4.7 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 14 28 3 15 10 30 40:
Old : 64: 14 28 3 15 10 30 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 : 64.6 35.8 77.1 53.6 64.6 35.8 77.1 53.5
Old : 64.6 35.8 77.1 53.6 64.6 35.8 77.1 53.5
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, October 06, 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 :18,028,429: 1,416,987 1,009,115 7,557,669 8,193,094 8,335,464 17,167,750 16,902,248: 860,678 1,126,181
Old :18,028,429: 1,416,987 1,009,115 7,557,669 8,193,094 8,335,464 17,167,750 16,902,248: 860,678 1,126,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 107,850: -69,592 -24,231 171,745 22,756 25,699 124,908 173,213: -17,059 -65,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.6 41.9 45.4 46.2 95.2 93.8: 4.8 6.2
Old : 100.0: 7.9 5.6 41.9 45.4 46.2 95.2 93.8: 4.8 6.2
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 : 319: 64 84 121 142 159 276 302:
Old : 319: 64 84 121 142 159 276 302:
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 : 20.2 21.9 32.5 33.8 7.9 8.9 13.5 11.5
Old : 20.2 21.9 32.5 33.8 7.9 8.9 13.5 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 884,181: 69,066 113,931 80,395 605,344 546,566 754,804 740,892: 129,377 143,289
Old : 884,181: 69,066 113,931 80,395 605,344 546,566 754,804 740,892: 129,377 143,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -38,640: -12,650 3,552 -22,653 -1,432 -32,901 -36,735 -52,003: -1,905 13,363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.9 9.1 68.5 61.8 85.4 83.8: 14.6 16.2
Old : 100.0: 7.8 12.9 9.1 68.5 61.8 85.4 83.8: 14.6 16.2
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 : 648: 120 167 152 251 277 466 502:
Old : 648: 120 167 152 251 277 466 502:
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 : 15.7 12.3 25.7 19.5 12.1 7.9 19.6 13.1
Old : 15.7 12.3 25.7 19.5 12.1 7.9 19.6 13.1
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, October 06, 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 : 169,704: 12,422 1,193 19,495 99,928 74,600 131,845 95,289: 37,859 74,415
Old : 169,704: 12,422 1,193 19,495 99,928 74,600 131,845 95,289: 37,859 74,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,227: -2,162 -621 -3,621 -1,818 -7,812 -7,601 -12,054: 1,374 5,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.7 11.5 58.9 44.0 77.7 56.2: 22.3 43.8
Old : 100.0: 7.3 0.7 11.5 58.9 44.0 77.7 56.2: 22.3 43.8
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 : 86: 16 17 27 47 40 79 68:
Old : 86: 16 17 27 47 40 79 68:
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 : 21.4 18.9 35.1 30.3 17.7 12.9 25.3 18.2
Old : 21.4 18.9 35.1 30.3 17.7 12.9 25.3 18.2
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, October 06, 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 : 3,572,385: 300,134 580,602 287,582 2,527,080 2,359,829 3,114,796 3,228,013: 457,589 344,372
Old : 3,572,385: 300,134 580,602 287,582 2,527,080 2,359,829 3,114,796 3,228,013: 457,589 344,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -162,066: -48,576 24,730 -99,027 1,930 -125,445 -145,673 -199,742: -16,393 37,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.3 8.1 70.7 66.1 87.2 90.4: 12.8 9.6
Old : 100.0: 8.4 16.3 8.1 70.7 66.1 87.2 90.4: 12.8 9.6
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 : 625: 113 163 142 241 267 444 482:
Old : 625: 113 163 142 241 267 444 482:
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 12.6 27.4 20.6 13.9 10.6 22.3 17.0
Old : 17.1 12.6 27.4 20.6 13.9 10.6 22.3 17.0
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, October 06, 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 : 88,580: 7,469 5,871 1,159 71,296 76,969 79,924 83,999: 8,656 4,581
Old : 88,580: 7,469 5,871 1,159 71,296 76,969 79,924 83,999: 8,656 4,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -94: -1,040 1,794 895 457 -3,271 312 -582: -406 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 6.6 1.3 80.5 86.9 90.2 94.8: 9.8 5.2
Old : 100.0: 8.4 6.6 1.3 80.5 86.9 90.2 94.8: 9.8 5.2
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 : 81: 11 7 2 42 34 54 42:
Old : 81: 11 7 2 42 34 54 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 : 33.3 47.7 53.3 69.2 32.8 47.7 52.8 68.8
Old : 33.3 47.7 53.3 69.2 32.8 47.7 52.8 68.8
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, October 06, 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 : 54,024: 11,851 9,951 1,223 37,077 37,746 50,150 48,920: 3,874 5,104
Old : 54,024: 11,851 9,951 1,223 37,077 37,746 50,150 48,920: 3,874 5,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -150: 624 -716 33 176 172 833 -511: -984 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.4 2.3 68.6 69.9 92.8 90.6: 7.2 9.4
Old : 100.0: 21.9 18.4 2.3 68.6 69.9 92.8 90.6: 7.2 9.4
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 : 222: 54 54 21 63 73 128 137:
Old : 222: 54 54 21 63 73 128 137:
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 : 44.7 27.7 51.0 42.5 44.7 27.6 50.9 42.3
Old : 44.7 27.7 51.0 42.5 44.7 27.6 50.9 42.3
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, October 06, 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 : 270,122: 59,253 49,755 6,113 185,386 188,732 250,752 244,600: 19,370 25,522
Old : 270,122: 59,253 49,755 6,113 185,386 188,732 250,752 244,600: 19,370 25,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -752: 3,119 -3,580 166 882 860 4,167 -2,554: -4,919 1,802
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 18.4 2.3 68.6 69.9 92.8 90.6: 7.2 9.4
Old : 100.0: 21.9 18.4 2.3 68.6 69.9 92.8 90.6: 7.2 9.4
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 : 222: 54 54 21 63 73 128 137:
Old : 222: 54 54 21 63 73 128 137:
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 : 44.7 27.7 51.0 42.5 44.7 27.6 50.9 42.3
Old : 44.7 27.7 51.0 42.5 44.7 27.6 50.9 42.3
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, October 06, 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 : 156,256: 43,475 83,219 7,210 89,883 27,918 140,568 118,347: 15,688 37,908
Old : 156,256: 43,475 83,219 7,210 89,883 27,918 140,568 118,347: 15,688 37,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,721: -1,922 -10,318 -322 -562 6,065 -2,806 -4,575: -915 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 53.3 4.6 57.5 17.9 90.0 75.7: 10.0 24.3
Old : 100.0: 27.8 53.3 4.6 57.5 17.9 90.0 75.7: 10.0 24.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 17 43 18 21 19 45 73:
Old : 87: 17 43 18 21 19 45 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 : 57.6 37.5 70.2 46.3 57.6 37.3 68.4 46.0
Old : 57.6 37.5 70.2 46.3 57.6 37.3 68.4 46.0
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, October 06, 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 : 46,636: 18,424 19,735 0 20,083 19,110 38,507 38,845: 8,129 7,791
Old : 46,636: 18,424 19,735 0 20,083 19,110 38,507 38,845: 8,129 7,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -67: 125 -53 -20 245 -298 350 -371: -417 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 42.3 0.0 43.1 41.0 82.6 83.3: 17.4 16.7
Old : 100.0: 39.5 42.3 0.0 43.1 41.0 82.6 83.3: 17.4 16.7
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 : 58: 16 18 0 17 9 33 27:
Old : 58: 16 18 0 17 9 33 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 : 44.5 57.8 57.6 69.0 44.5 57.8 57.6 69.0
Old : 44.5 57.8 57.6 69.0 44.5 57.8 57.6 69.0
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, October 06, 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 : 90,851: 45,900 11,272 536 34,827 13,285 81,263 25,093: 9,588 65,758
Old : 90,851: 45,900 11,272 536 34,827 13,285 81,263 25,093: 9,588 65,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 5,621: 1,587 3,955 -147 3,740 -7,385 5,180 -3,577: 441 9,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 12.4 0.6 38.3 14.6 89.4 27.6: 10.6 72.4
Old : 100.0: 50.5 12.4 0.6 38.3 14.6 89.4 27.6: 10.6 72.4
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 : 92: 41 11 5 31 18 72 34:
Old : 92: 41 11 5 31 18 72 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 : 26.4 15.0 38.5 18.9 26.4 15.0 38.0 18.5
Old : 26.4 15.0 38.5 18.9 26.4 15.0 38.0 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2015