BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 7,235: 506 576 864 4,541 4,703 5,911 6,143: 1,325 1,092
Old : 7,235: 506 576 864 4,541 4,703 5,911 6,143: 1,325 1,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 31: -2 46 8 -3 -38 2 16: 29 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 8.0 11.9 62.8 65.0 81.7 84.9: 18.3 15.1
Old : 100.0: 7.0 8.0 11.9 62.8 65.0 81.7 84.9: 18.3 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 42.3 46.8 64.8 62.6 39.4 44.7 56.0 55.5
Old : 42.3 46.8 64.8 62.6 39.4 44.7 56.0 55.5
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 13, 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 : 42,053: 10,842 3,871 9,275 17,856 17,354 37,973 30,499: 4,081 11,554
Old : 42,053: 10,842 3,871 9,275 17,856 17,354 37,973 30,499: 4,081 11,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,539: 800 172 477 654 617 1,931 1,266: -393 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 9.2 22.1 42.5 41.3 90.3 72.5: 9.7 27.5
Old : 100.0: 25.8 9.2 22.1 42.5 41.3 90.3 72.5: 9.7 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 : 87: 23 18 34 37 32 73 71:
Old : 87: 23 18 34 37 32 73 71:
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 27.7 42.5 41.6 25.9 26.1 39.4 33.4
Old : 27.4 27.7 42.5 41.6 25.9 26.1 39.4 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 9,265: 164 694 1,903 6,057 5,537 8,123 8,134: 1,142 1,131
Old : 9,265: 164 694 1,903 6,057 5,537 8,123 8,134: 1,142 1,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 300: 9 31 -14 316 179 312 196: -12 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 7.5 20.5 65.4 59.8 87.7 87.8: 12.3 12.2
Old : 100.0: 1.8 7.5 20.5 65.4 59.8 87.7 87.8: 12.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 13 13 21 14 35 31:
Old : 40: 5 13 13 21 14 35 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 : 37.1 38.8 56.1 59.8 29.2 25.7 38.9 35.9
Old : 37.1 38.8 56.1 59.8 29.2 25.7 38.9 35.9
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 13, 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 : 3,396: 454 133 605 1,971 1,337 3,031 2,075: 365 1,321
Old : 3,396: 454 133 605 1,971 1,337 3,031 2,075: 365 1,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 99: 72 -12 20 27 31 119 39: -20 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 3.9 17.8 58.1 39.4 89.2 61.1: 10.8 38.9
Old : 100.0: 13.4 3.9 17.8 58.1 39.4 89.2 61.1: 10.8 38.9
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 : 23: 6 1 7 9 9 16 16:
Old : 23: 6 1 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 36.1 72.2 49.1 45.2 29.3 61.1 38.2
Old : 46.1 36.1 72.2 49.1 45.2 29.3 61.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 281,253: 75,820 31,055 98,892 82,898 113,110 257,610 243,057: 23,643 38,196
Old : 277,615: 73,365 30,871 97,845 82,838 111,158 254,048 239,875: 23,567 37,741
Other: 3,638: 3,343 1,071 159 60 1,952 3,562 3,182: 76 456
: : :
: : Changes in Commitments from: October 6, 2015 :
: 4,300: 2,206 -565 2,158 -1,393 3,435 2,972 5,028: 1,329 -728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.0 35.2 29.5 40.2 91.6 86.4: 8.4 13.6
Old : 100.0: 26.4 11.1 35.2 29.8 40.0 91.5 86.4: 8.5 13.6
Other: 100.0: 91.9 29.4 4.4 1.7 53.7 97.9 87.5: 2.1 12.5
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 118 84 124 87 96 276 243:
Old : 322: 122 80 123 87 96 276 242:
Other: 41: 9 9 6 3 22 13 36:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.4 13.0 20.7 21.5 10.5 11.7 18.1 16.8
Old : 11.6 12.8 21.0 21.5 10.7 11.5 18.4 16.7
Other: 92.2 46.4 96.7 61.6 91.1 46.4 92.1 60.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 346,516: 64,236 76,208 100,158 148,948 123,314 313,341 299,680: 33,175 46,836
Old : 346,516: 64,236 76,208 100,158 148,948 123,314 313,341 299,680: 33,175 46,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -2,827: -2,077 6,149 -613 661 -9,340 -2,028 -3,803: -799 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 22.0 28.9 43.0 35.6 90.4 86.5: 9.6 13.5
Old : 100.0: 18.5 22.0 28.9 43.0 35.6 90.4 86.5: 9.6 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 : 423: 116 129 162 136 137 340 354:
Old : 423: 116 129 162 136 137 340 354:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 15.4 20.7 22.0 13.3 13.4 20.1 18.8
Old : 13.6 15.4 20.7 22.0 13.3 13.4 20.1 18.8
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 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 6,065: 1,400 3,074 1,104 2,133 846 4,637 5,024: 1,429 1,041
Old : 6,065: 1,400 3,074 1,104 2,133 846 4,637 5,024: 1,429 1,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,299: -146 -784 -257 -410 213 -812 -827: -487 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 50.7 18.2 35.2 13.9 76.4 82.8: 23.6 17.2
Old : 100.0: 23.1 50.7 18.2 35.2 13.9 76.4 82.8: 23.6 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 14 29 14 29 20 54 54:
Old : 77: 14 29 14 29 20 54 54:
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 : 20.9 31.2 32.2 43.2 17.7 28.8 28.0 38.4
Old : 20.9 31.2 32.2 43.2 17.7 28.8 28.0 38.4
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 13, 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 : 46,933: 9,469 9,086 12,108 15,860 9,933 37,436 31,127: 9,497 15,806
Old : 46,933: 9,469 9,086 12,108 15,860 9,933 37,436 31,127: 9,497 15,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -382: -217 -579 322 473 81 578 -176: -960 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.4 25.8 33.8 21.2 79.8 66.3: 20.2 33.7
Old : 100.0: 20.2 19.4 25.8 33.8 21.2 79.8 66.3: 20.2 33.7
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 : 203: 60 53 50 68 62 152 148:
Old : 203: 60 53 50 68 62 152 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 12.4 24.4 20.5 11.1 6.9 17.5 11.4
Old : 14.9 12.4 24.4 20.5 11.1 6.9 17.5 11.4
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 13, 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 : 4,081: 708 2,206 305 2,094 955 3,107 3,466: 974 615
Old : 4,081: 708 2,206 305 2,094 955 3,107 3,466: 974 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 140: 0 57 28 110 67 138 153: 2 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 54.1 7.5 51.3 23.4 76.1 84.9: 23.9 15.1
Old : 100.0: 17.3 54.1 7.5 51.3 23.4 76.1 84.9: 23.9 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 8 7 9 6 19 14:
Old : 21: 3 8 7 9 6 19 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 : 41.0 56.4 61.1 72.9 39.7 47.9 56.5 61.6
Old : 41.0 56.4 61.1 72.9 39.7 47.9 56.5 61.6
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 13, 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 : 29,550: 1,486 11,463 3,796 23,625 10,104 28,907 25,363: 643 4,188
Old : 29,550: 1,486 11,463 3,796 23,625 10,104 28,907 25,363: 643 4,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 924: -13 340 299 589 230 875 869: 49 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 38.8 12.8 79.9 34.2 97.8 85.8: 2.2 14.2
Old : 100.0: 5.0 38.8 12.8 79.9 34.2 97.8 85.8: 2.2 14.2
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 : 72: 10 30 27 22 19 55 53:
Old : 72: 10 30 27 22 19 55 53:
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 : 41.8 33.6 65.4 49.0 41.6 32.7 64.7 45.2
Old : 41.8 33.6 65.4 49.0 41.6 32.7 64.7 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 40,033: 3,706 2,535 0 35,785 37,077 39,491 39,612: 542 421
Old : 40,033: 3,706 2,535 0 35,785 37,077 39,491 39,612: 542 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,174: 2,219 920 0 -573 359 1,646 1,279: -472 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.3 0.0 89.4 92.6 98.6 98.9: 1.4 1.1
Old : 100.0: 9.3 6.3 0.0 89.4 92.6 98.6 98.9: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 3 0 12 10 17 13:
Old : 24: 5 3 0 12 10 17 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 : 73.8 78.5 91.3 93.2 68.5 73.0 82.6 84.6
Old : 73.8 78.5 91.3 93.2 68.5 73.0 82.6 84.6
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 13, 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 : 127,830: 27,913 62,429 6,242 68,032 22,755 102,187 91,426: 25,643 36,404
Old : 127,830: 27,913 62,429 6,242 68,032 22,755 102,187 91,426: 25,643 36,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -7,147: -128 -2,654 -1,305 -7,945 339 -9,379 -3,621: 2,232 -3,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 48.8 4.9 53.2 17.8 79.9 71.5: 20.1 28.5
Old : 100.0: 21.8 48.8 4.9 53.2 17.8 79.9 71.5: 20.1 28.5
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 : 74: 18 27 16 19 25 47 58:
Old : 74: 18 27 16 19 25 47 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 : 47.1 38.4 55.7 46.2 46.7 38.3 54.5 45.9
Old : 47.1 38.4 55.7 46.2 46.7 38.3 54.5 45.9
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 13, 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 : 36,487: 10,500 12,853 1,375 16,109 3,907 27,985 18,136: 8,503 18,351
Old : 36,487: 10,500 12,853 1,375 16,109 3,907 27,985 18,136: 8,503 18,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -4,250: -1,573 -3,363 1 -3,207 -55 -4,780 -3,417: 530 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 35.2 3.8 44.1 10.7 76.7 49.7: 23.3 50.3
Old : 100.0: 28.8 35.2 3.8 44.1 10.7 76.7 49.7: 23.3 50.3
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 : 32: 8 10 7 9 8 19 23:
Old : 32: 8 10 7 9 8 19 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 : 49.1 27.6 63.6 36.9 49.1 27.6 62.4 36.6
Old : 49.1 27.6 63.6 36.9 49.1 27.6 62.4 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 116,626: 47,361 51,480 4,685 61,038 53,707 113,084 109,872: 3,542 6,754
Old : 116,626: 47,361 51,480 4,685 61,038 53,707 113,084 109,872: 3,542 6,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -3,122: -3,573 -4,618 101 -225 1,494 -3,697 -3,023: 576 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 44.1 4.0 52.3 46.1 97.0 94.2: 3.0 5.8
Old : 100.0: 40.6 44.1 4.0 52.3 46.1 97.0 94.2: 3.0 5.8
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 : 110: 32 44 10 17 25 54 75:
Old : 110: 32 44 10 17 25 54 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 : 68.2 37.6 82.2 55.4 68.2 37.6 80.4 55.4
Old : 68.2 37.6 82.2 55.4 68.2 37.6 80.4 55.4
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 13, 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 : 171,303: 43,996 51,116 13,858 92,440 70,633 150,295 135,607: 21,009 35,697
Old : 171,303: 43,996 51,116 13,858 92,440 70,633 150,295 135,607: 21,009 35,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -13,476: -2,094 1,547 -4,038 -6,953 -11,561 -13,084 -14,052: -392 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 29.8 8.1 54.0 41.2 87.7 79.2: 12.3 20.8
Old : 100.0: 25.7 29.8 8.1 54.0 41.2 87.7 79.2: 12.3 20.8
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 : 101: 28 32 19 23 35 61 76:
Old : 101: 28 32 19 23 35 61 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 : 49.4 27.4 59.6 38.7 48.7 27.2 58.0 38.0
Old : 49.4 27.4 59.6 38.7 48.7 27.2 58.0 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, October 13, 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 : 195,459: 37,191 51,666 17,044 117,001 94,202 171,236 162,911: 24,223 32,547
Old : 195,459: 37,191 51,666 17,044 117,001 94,202 171,236 162,911: 24,223 32,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -5,460: -639 -3,522 -2,666 -3,838 4,893 -7,144 -1,296: 1,684 -4,164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 26.4 8.7 59.9 48.2 87.6 83.3: 12.4 16.7
Old : 100.0: 19.0 26.4 8.7 59.9 48.2 87.6 83.3: 12.4 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 : 130: 34 45 31 30 42 82 100:
Old : 130: 34 45 31 30 42 82 100:
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 : 47.7 32.5 55.7 42.4 47.7 31.5 55.5 40.9
Old : 47.7 32.5 55.7 42.4 47.7 31.5 55.5 40.9
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 13, 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 : 404,750: 71,057 143,730 42,536 241,422 150,366 355,015 336,631: 49,735 68,119
Old : 404,750: 71,057 143,730 42,536 241,422 150,366 355,015 336,631: 49,735 68,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 3,369: 5,118 -3,651 -5,739 30 12,381 -591 2,992: 3,960 378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 35.5 10.5 59.6 37.2 87.7 83.2: 12.3 16.8
Old : 100.0: 17.6 35.5 10.5 59.6 37.2 87.7 83.2: 12.3 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 52 96 62 54 59 145 179:
Old : 231: 52 96 62 54 59 145 179:
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 22.9 41.2 30.8 27.0 22.3 40.6 30.0
Old : 27.1 22.9 41.2 30.8 27.0 22.3 40.6 30.0
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 13, 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 : 24,387: 19,284 19,195 198 4,044 3,527 23,526 22,920: 861 1,467
Old : 24,387: 19,284 19,195 198 4,044 3,527 23,526 22,920: 861 1,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -3,400: -1,092 -2,988 5 -2,171 -232 -3,258 -3,215: -142 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 78.7 0.8 16.6 14.5 96.5 94.0: 3.5 6.0
Old : 100.0: 79.1 78.7 0.8 16.6 14.5 96.5 94.0: 3.5 6.0
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 : 27: 6 16 3 2 4 11 20:
Old : 27: 6 16 3 2 4 11 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 : 83.3 70.7 95.7 82.0 83.3 70.7 92.0 80.6
Old : 83.3 70.7 95.7 82.0 83.3 70.7 92.0 80.6
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 13, 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 : 29,038: 18,344 17,652 75 8,794 5,958 27,213 23,685: 1,825 5,353
Old : 29,038: 18,344 17,652 75 8,794 5,958 27,213 23,685: 1,825 5,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -2,892: -13 -1,676 -125 -3,066 -468 -3,204 -2,269: 312 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 60.8 0.3 30.3 20.5 93.7 81.6: 6.3 18.4
Old : 100.0: 63.2 60.8 0.3 30.3 20.5 93.7 81.6: 6.3 18.4
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 : 60: 13 28 2 12 9 26 38:
Old : 60: 13 28 2 12 9 26 38:
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 : 68.2 33.8 79.7 50.7 68.2 33.8 79.7 50.7
Old : 68.2 33.8 79.7 50.7 68.2 33.8 79.7 50.7
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, October 13, 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 : 7,241: 2,583 5,399 23 4,220 509 6,826 5,931: 415 1,310
Old : 7,241: 2,583 5,399 23 4,220 509 6,826 5,931: 415 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 74.6 0.3 58.3 7.0 94.3 81.9: 5.7 18.1
Old : 100.0: 35.7 74.6 0.3 58.3 7.0 94.3 81.9: 5.7 18.1
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 : 20: 2 12 1 6 2 9 14:
Old : 20: 2 12 1 6 2 9 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 : 78.5 52.6 94.3 68.0 78.5 52.3 93.4 67.6
Old : 78.5 52.6 94.3 68.0 78.5 52.3 93.4 67.6
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 13, 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 :18,316,657: 1,442,846 970,196 7,686,211 8,322,676 8,430,186 17,451,734 17,086,593: 864,923 1,230,064
Old :18,316,657: 1,442,846 970,196 7,686,211 8,322,676 8,430,186 17,451,734 17,086,593: 864,923 1,230,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 288,228: 25,859 -38,919 128,542 129,582 94,723 283,983 184,345: 4,245 103,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.3 42.0 45.4 46.0 95.3 93.3: 4.7 6.7
Old : 100.0: 7.9 5.3 42.0 45.4 46.0 95.3 93.3: 4.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 67 80 121 145 157 279 297:
Old : 315: 67 80 121 145 157 279 297:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 22.0 32.9 34.1 8.1 8.9 13.3 11.5
Old : 20.4 22.0 32.9 34.1 8.1 8.9 13.3 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 13, 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 : 882,760: 69,763 112,303 82,320 606,172 553,470 758,255 748,093: 124,505 134,667
Old : 882,760: 69,763 112,303 82,320 606,172 553,470 758,255 748,093: 124,505 134,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -1,421: 697 -1,628 1,925 829 6,904 3,450 7,201: -4,872 -8,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 12.7 9.3 68.7 62.7 85.9 84.7: 14.1 15.3
Old : 100.0: 7.9 12.7 9.3 68.7 62.7 85.9 84.7: 14.1 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 660: 130 164 164 249 281 475 514:
Old : 660: 130 164 164 249 281 475 514:
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 : 15.8 12.1 26.4 19.5 12.2 7.5 20.0 12.7
Old : 15.8 12.1 26.4 19.5 12.2 7.5 20.0 12.7
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 13, 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 : 164,681: 12,128 3,365 19,094 94,889 77,041 126,111 99,500: 38,570 65,181
Old : 164,681: 12,128 3,365 19,094 94,889 77,041 126,111 99,500: 38,570 65,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -5,023: -294 2,171 -401 -5,039 2,441 -5,734 4,211: 711 -9,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.0 11.6 57.6 46.8 76.6 60.4: 23.4 39.6
Old : 100.0: 7.4 2.0 11.6 57.6 46.8 76.6 60.4: 23.4 39.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 17 17 27 45 41 79 68:
Old : 86: 17 17 27 45 41 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 : 20.8 20.8 34.9 32.1 16.6 13.6 25.1 18.9
Old : 20.8 20.8 34.9 32.1 16.6 13.6 25.1 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 3,590,395: 303,533 560,053 300,768 2,556,416 2,382,141 3,160,717 3,242,962: 429,678 347,433
Old : 3,590,395: 303,533 560,053 300,768 2,556,416 2,382,141 3,160,717 3,242,962: 429,678 347,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 18,010: 3,399 -20,549 13,186 29,336 22,312 45,921 14,949: -27,911 3,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 15.6 8.4 71.2 66.3 88.0 90.3: 12.0 9.7
Old : 100.0: 8.5 15.6 8.4 71.2 66.3 88.0 90.3: 12.0 9.7
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 : 637: 123 158 153 240 273 451 496:
Old : 637: 123 158 153 240 273 451 496:
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 : 18.0 12.0 28.3 20.2 14.3 10.1 23.0 16.2
Old : 18.0 12.0 28.3 20.2 14.3 10.1 23.0 16.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 85,894: 6,365 6,834 392 70,708 74,088 77,465 81,314: 8,429 4,580
Old : 85,894: 6,365 6,834 392 70,708 74,088 77,465 81,314: 8,429 4,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -2,686: -1,104 963 -767 -588 -2,881 -2,459 -2,685: -227 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.0 0.5 82.3 86.3 90.2 94.7: 9.8 5.3
Old : 100.0: 7.4 8.0 0.5 82.3 86.3 90.2 94.7: 9.8 5.3
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 : 84: 11 7 2 44 36 56 44:
Old : 84: 11 7 2 44 36 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 45.7 55.3 66.4 35.4 45.6 55.0 66.1
Old : 35.7 45.7 55.3 66.4 35.4 45.6 55.0 66.1
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 13, 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 : 55,573: 12,391 9,980 1,067 37,575 39,617 51,032 50,663: 4,540 4,909
Old : 55,573: 12,391 9,980 1,067 37,575 39,617 51,032 50,663: 4,540 4,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,548: 540 29 -156 498 1,871 882 1,744: 666 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 18.0 1.9 67.6 71.3 91.8 91.2: 8.2 8.8
Old : 100.0: 22.3 18.0 1.9 67.6 71.3 91.8 91.2: 8.2 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 : 214: 51 52 20 66 70 126 133:
Old : 214: 51 52 20 66 70 126 133:
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 29.7 50.8 43.8 44.3 29.7 50.6 43.6
Old : 44.3 29.7 50.8 43.8 44.3 29.7 50.6 43.6
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 13, 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 : 277,864: 61,954 49,899 5,333 187,876 198,086 255,162 253,317: 22,701 24,546
Old : 277,864: 61,954 49,899 5,333 187,876 198,086 255,162 253,317: 22,701 24,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 7,742: 2,701 144 -780 2,490 9,354 4,411 8,718: 3,331 -976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 18.0 1.9 67.6 71.3 91.8 91.2: 8.2 8.8
Old : 100.0: 22.3 18.0 1.9 67.6 71.3 91.8 91.2: 8.2 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 : 214: 51 52 20 66 70 126 133:
Old : 214: 51 52 20 66 70 126 133:
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 29.7 50.8 43.8 44.3 29.7 50.6 43.6
Old : 44.3 29.7 50.8 43.8 44.3 29.7 50.6 43.6
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 13, 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 : 160,298: 41,847 76,440 9,936 90,537 41,724 142,320 128,100: 17,978 32,197
Old : 160,298: 41,847 76,440 9,936 90,537 41,724 142,320 128,100: 17,978 32,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 4,042: -1,628 -6,779 2,726 654 13,806 1,752 9,753: 2,290 -5,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 47.7 6.2 56.5 26.0 88.8 79.9: 11.2 20.1
Old : 100.0: 26.1 47.7 6.2 56.5 26.0 88.8 79.9: 11.2 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 16 44 15 19 18 42 70:
Old : 86: 16 44 15 19 18 42 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 42.6 70.4 51.5 56.2 42.3 67.4 50.4
Old : 56.5 42.6 70.4 51.5 56.2 42.3 67.4 50.4
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 13, 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 : 47,905: 19,384 20,742 131 20,621 18,656 40,136 39,529: 7,769 8,376
Old : 47,905: 19,384 20,742 131 20,621 18,656 40,136 39,529: 7,769 8,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 1,269: 960 1,007 131 538 -454 1,629 684: -360 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 43.3 0.3 43.0 38.9 83.8 82.5: 16.2 17.5
Old : 100.0: 40.5 43.3 0.3 43.0 38.9 83.8 82.5: 16.2 17.5
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 : 62: 18 19 3 18 10 38 30:
Old : 62: 18 19 3 18 10 38 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 56.2 54.9 67.1 42.2 56.2 54.9 66.9
Old : 42.2 56.2 54.9 67.1 42.2 56.2 54.9 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 90,435: 46,169 12,175 754 32,210 13,050 79,133 25,979: 11,302 64,456
Old : 90,435: 46,169 12,175 754 32,210 13,050 79,133 25,979: 11,302 64,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: -416: 269 903 218 -2,617 -235 -2,130 886: 1,714 -1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 13.5 0.8 35.6 14.4 87.5 28.7: 12.5 71.3
Old : 100.0: 51.1 13.5 0.8 35.6 14.4 87.5 28.7: 12.5 71.3
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 : 89: 43 10 4 28 15 72 28:
Old : 89: 43 10 4 28 15 72 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 : 26.0 16.3 38.8 21.3 25.9 16.3 38.6 20.6
Old : 26.0 16.3 38.8 21.3 25.9 16.3 38.6 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2015