BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 7,542: 601 518 863 4,774 4,818 6,239 6,199: 1,303 1,343
Old : 7,542: 601 518 863 4,774 4,818 6,239 6,199: 1,303 1,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 176: 58 -36 -8 71 53 121 9: 55 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 6.9 11.4 63.3 63.9 82.7 82.2: 17.3 17.8
Old : 100.0: 8.0 6.9 11.4 63.3 63.9 82.7 82.2: 17.3 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 8 8 16 14 25 24:
Old : 30: 3 8 8 16 14 25 24:
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 44.6 66.0 60.1 39.5 42.8 56.9 53.2
Old : 42.8 44.6 66.0 60.1 39.5 42.8 56.9 53.2
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 47,725: 13,431 4,256 10,682 19,185 18,952 43,298 33,890: 4,427 13,834
Old : 47,725: 13,431 4,256 10,682 19,185 18,952 43,298 33,890: 4,427 13,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 2,903: 1,390 294 733 588 698 2,711 1,724: 192 1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 8.9 22.4 40.2 39.7 90.7 71.0: 9.3 29.0
Old : 100.0: 28.1 8.9 22.4 40.2 39.7 90.7 71.0: 9.3 29.0
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 : 93: 26 21 38 38 32 78 77:
Old : 93: 26 21 38 38 32 78 77:
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 : 26.9 25.5 41.8 38.5 25.8 23.7 39.0 30.8
Old : 26.9 25.5 41.8 38.5 25.8 23.7 39.0 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 10,911: 157 1,273 1,997 7,762 6,354 9,916 9,624: 995 1,287
Old : 10,911: 157 1,273 1,997 7,762 6,354 9,916 9,624: 995 1,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 1,012: -9 286 222 990 448 1,203 956: -191 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 11.7 18.3 71.1 58.2 90.9 88.2: 9.1 11.8
Old : 100.0: 1.4 11.7 18.3 71.1 58.2 90.9 88.2: 9.1 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 18 15 22 16 38 35:
Old : 45: 2 18 15 22 16 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 34.0 59.0 54.4 32.2 19.6 41.4 29.6
Old : 38.7 34.0 59.0 54.4 32.2 19.6 41.4 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 3,556: 403 163 633 2,082 1,313 3,118 2,109: 438 1,447
Old : 3,556: 403 163 633 2,082 1,313 3,118 2,109: 438 1,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 83: 23 3 12 30 39 64 54: 18 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 4.6 17.8 58.6 36.9 87.7 59.3: 12.3 40.7
Old : 100.0: 11.3 4.6 17.8 58.6 36.9 87.7 59.3: 12.3 40.7
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 : 23: 5 2 7 11 9 18 16:
Old : 23: 5 2 7 11 9 18 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 : 45.0 36.6 71.1 48.5 41.4 29.3 59.8 36.8
Old : 45.0 36.6 71.1 48.5 41.4 29.3 59.8 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 270,552: 69,533 43,319 86,003 89,161 103,666 244,697 232,988: 25,855 37,564
Old : 266,746: 67,810 43,981 84,184 89,033 101,619 241,027 229,784: 25,719 36,962
Other: 3,806: 3,335 950 206 129 2,047 3,670 3,204: 136 603
: : :
: : Changes in Commitments from: October 27, 2015 :
: 17,009: 122 14,825 8,135 5,074 -6,845 13,330 16,115: 3,679 894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 16.0 31.8 33.0 38.3 90.4 86.1: 9.6 13.9
Old : 100.0: 25.4 16.5 31.6 33.4 38.1 90.4 86.1: 9.6 13.9
Other: 100.0: 87.6 25.0 5.4 3.4 53.8 96.4 84.2: 3.6 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 303: 116 83 124 84 83 255 240:
Old : 303: 116 83 124 84 83 255 240:
Other: 43: 8 10 6 4 23 14 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 14.3 21.0 23.4 11.6 13.3 19.1 18.7
Old : 12.5 14.2 21.3 23.3 11.7 13.2 19.3 18.6
Other: 88.2 40.1 94.2 55.8 86.7 40.1 88.7 53.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 360,897: 65,555 63,361 116,520 144,046 128,694 326,121 308,575: 34,776 52,322
Old : 360,897: 65,555 63,361 116,520 144,046 128,694 326,121 308,575: 34,776 52,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 12,980: 1,843 -23 7,698 904 4,394 10,445 12,070: 2,535 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 17.6 32.3 39.9 35.7 90.4 85.5: 9.6 14.5
Old : 100.0: 18.2 17.6 32.3 39.9 35.7 90.4 85.5: 9.6 14.5
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 : 430: 117 124 164 146 150 350 363:
Old : 430: 117 124 164 146 150 350 363:
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 : 12.4 13.6 18.8 19.5 11.7 11.2 17.8 15.6
Old : 12.4 13.6 18.8 19.5 11.7 11.2 17.8 15.6
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, November 03, 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 : 4,268: 1,464 1,742 681 998 887 3,143 3,311: 1,125 958
Old : 4,268: 1,464 1,742 681 998 887 3,143 3,311: 1,125 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -559: -147 -134 -160 -56 -155 -362 -448: -197 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 40.8 16.0 23.4 20.8 73.6 77.6: 26.4 22.4
Old : 100.0: 34.3 40.8 16.0 23.4 20.8 73.6 77.6: 26.4 22.4
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 : 66: 18 21 11 21 16 46 43:
Old : 66: 18 21 11 21 16 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 31.7 36.6 45.4 19.7 28.3 30.2 37.6
Old : 24.3 31.7 36.6 45.4 19.7 28.3 30.2 37.6
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, November 03, 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 : 42,995: 10,942 7,697 9,286 14,344 9,575 34,573 26,558: 8,422 16,437
Old : 42,995: 10,942 7,697 9,286 14,344 9,575 34,573 26,558: 8,422 16,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -4,404: 295 -90 -2,909 -836 -650 -3,451 -3,650: -953 -754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 17.9 21.6 33.4 22.3 80.4 61.8: 19.6 38.2
Old : 100.0: 25.5 17.9 21.6 33.4 22.3 80.4 61.8: 19.6 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 : 192: 49 52 51 64 68 143 146:
Old : 192: 49 52 51 64 68 143 146:
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 : 14.0 10.5 23.1 17.4 11.8 7.8 19.2 11.5
Old : 14.0 10.5 23.1 17.4 11.8 7.8 19.2 11.5
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, November 03, 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 : 4,490: 763 2,695 316 2,312 895 3,391 3,905: 1,100 585
Old : 4,490: 763 2,695 316 2,312 895 3,391 3,905: 1,100 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 219: 49 274 30 58 -100 137 204: 82 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 60.0 7.0 51.5 19.9 75.5 87.0: 24.5 13.0
Old : 100.0: 17.0 60.0 7.0 51.5 19.9 75.5 87.0: 24.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 8 9 9 5 21 15:
Old : 22: 5 8 9 9 5 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 58.0 62.8 74.1 43.6 51.6 58.7 63.7
Old : 43.6 58.0 62.8 74.1 43.6 51.6 58.7 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 33,723: 1,654 13,787 4,468 26,933 10,732 33,055 28,987: 668 4,736
Old : 33,723: 1,654 13,787 4,468 26,933 10,732 33,055 28,987: 668 4,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 1,898: 135 910 423 1,303 273 1,861 1,605: 37 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 40.9 13.2 79.9 31.8 98.0 86.0: 2.0 14.0
Old : 100.0: 4.9 40.9 13.2 79.9 31.8 98.0 86.0: 2.0 14.0
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 : 77: 13 30 27 23 21 57 57:
Old : 77: 13 30 27 23 21 57 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 30.9 65.5 46.5 43.4 29.4 65.1 43.1
Old : 43.4 30.9 65.5 46.5 43.4 29.4 65.1 43.1
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, November 03, 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 : 38,861: 3,495 1,442 0 34,564 36,929 38,059 38,371: 802 490
Old : 38,861: 3,495 1,442 0 34,564 36,929 38,059 38,371: 802 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 5,421: 62 99 0 5,253 5,514 5,315 5,613: 106 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 3.7 0.0 88.9 95.0 97.9 98.7: 2.1 1.3
Old : 100.0: 9.0 3.7 0.0 88.9 95.0 97.9 98.7: 2.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 3 0 11 11 16 14:
Old : 24: 5 3 0 11 11 16 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 : 74.7 76.2 91.2 93.2 65.0 72.7 77.0 81.5
Old : 74.7 76.2 91.2 93.2 65.0 72.7 77.0 81.5
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, November 03, 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 : 132,176: 30,414 50,963 7,973 71,341 37,334 109,728 96,271: 22,448 35,905
Old : 132,176: 30,414 50,963 7,973 71,341 37,334 109,728 96,271: 22,448 35,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -3,946: -2,102 -276 -1,042 101 -2,154 -3,042 -3,471: -903 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 38.6 6.0 54.0 28.2 83.0 72.8: 17.0 27.2
Old : 100.0: 23.0 38.6 6.0 54.0 28.2 83.0 72.8: 17.0 27.2
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: 24 24 16 23 26 54 59:
Old : 81: 24 24 16 23 26 54 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 : 45.1 39.7 55.0 47.3 44.2 39.6 53.4 46.7
Old : 45.1 39.7 55.0 47.3 44.2 39.6 53.4 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 56,281: 17,479 24,982 2,748 28,958 5,999 49,185 33,729: 7,096 22,552
Old : 56,281: 17,479 24,982 2,748 28,958 5,999 49,185 33,729: 7,096 22,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 14,539: 3,824 12,535 673 11,335 1,002 15,833 14,209: -1,294 329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 44.4 4.9 51.5 10.7 87.4 59.9: 12.6 40.1
Old : 100.0: 31.1 44.4 4.9 51.5 10.7 87.4 59.9: 12.6 40.1
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 : 48: 11 18 11 13 11 29 35:
Old : 48: 11 18 11 13 11 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 30.7 59.2 40.5 41.4 30.7 58.8 40.0
Old : 41.8 30.7 59.2 40.5 41.4 30.7 58.8 40.0
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, November 03, 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 : 149,215: 52,179 52,878 17,169 75,261 73,274 144,609 143,321: 4,605 5,893
Old : 149,215: 52,179 52,878 17,169 75,261 73,274 144,609 143,321: 4,605 5,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 12,315: 129 824 6,662 4,784 5,010 11,575 12,496: 740 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 35.4 11.5 50.4 49.1 96.9 96.1: 3.1 3.9
Old : 100.0: 35.0 35.4 11.5 50.4 49.1 96.9 96.1: 3.1 3.9
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 : 111: 35 44 11 14 27 55 77:
Old : 111: 35 44 11 14 27 55 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 38.8 76.0 59.3 57.4 31.2 64.7 45.2
Old : 61.7 38.8 76.0 59.3 57.4 31.2 64.7 45.2
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, November 03, 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 : 172,069: 44,454 45,033 14,137 92,328 83,456 150,920 142,627: 21,149 29,442
Old : 172,069: 44,454 45,033 14,137 92,328 83,456 150,920 142,627: 21,149 29,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -2,177: -3,399 2,269 -1,111 1,087 -1,189 -3,424 -32: 1,247 -2,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 26.2 8.2 53.7 48.5 87.7 82.9: 12.3 17.1
Old : 100.0: 25.8 26.2 8.2 53.7 48.5 87.7 82.9: 12.3 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 32 30 24 24 33 69 74:
Old : 100: 32 30 24 24 33 69 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 32.2 55.2 43.2 46.6 30.9 54.2 41.8
Old : 46.6 32.2 55.2 43.2 46.6 30.9 54.2 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 231,228: 41,071 84,918 19,663 152,189 86,282 212,923 190,863: 18,305 40,365
Old : 231,228: 41,071 84,918 19,663 152,189 86,282 212,923 190,863: 18,305 40,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 9,699: 5,449 14,349 -3,849 9,830 464 11,430 10,964: -1,730 -1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 36.7 8.5 65.8 37.3 92.1 82.5: 7.9 17.5
Old : 100.0: 17.8 36.7 8.5 65.8 37.3 92.1 82.5: 7.9 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 : 147: 35 61 34 32 38 89 111:
Old : 147: 35 61 34 32 38 89 111:
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 : 49.6 29.9 61.2 37.5 48.5 29.7 58.7 36.9
Old : 49.6 29.9 61.2 37.5 48.5 29.7 58.7 36.9
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, November 03, 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 : 508,356: 74,285 196,905 64,203 323,532 164,354 462,020 425,461: 46,336 82,895
Old : 508,356: 74,285 196,905 64,203 323,532 164,354 462,020 425,461: 46,336 82,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 40,694: 2,338 28,369 7,162 32,473 262 41,972 35,793: -1,278 4,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 38.7 12.6 63.6 32.3 90.9 83.7: 9.1 16.3
Old : 100.0: 14.6 38.7 12.6 63.6 32.3 90.9 83.7: 9.1 16.3
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 : 260: 58 116 79 59 60 167 206:
Old : 260: 58 116 79 59 60 167 206:
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 : 25.7 22.3 39.7 30.5 25.2 20.9 37.9 27.7
Old : 25.7 22.3 39.7 30.5 25.2 20.9 37.9 27.7
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, November 03, 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 : 20,277: 16,160 14,460 13 3,294 4,216 19,467 18,689: 810 1,588
Old : 20,277: 16,160 14,460 13 3,294 4,216 19,467 18,689: 810 1,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -3,005: -2,483 -4,252 -378 -87 1,423 -2,948 -3,207: -57 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 71.3 0.1 16.2 20.8 96.0 92.2: 4.0 7.8
Old : 100.0: 79.7 71.3 0.1 16.2 20.8 96.0 92.2: 4.0 7.8
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 : 22: 3 14 2 3 3 8 17:
Old : 22: 3 14 2 3 3 8 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 95.1 61.1 96.0 80.5 95.1 61.1 95.9 80.4
Old : 95.1 61.1 96.0 80.5 95.1 61.1 95.9 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 32,539: 21,266 14,648 102 9,013 13,079 30,381 27,829: 2,158 4,710
Old : 32,539: 21,266 14,648 102 9,013 13,079 30,381 27,829: 2,158 4,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 796: 927 -102 0 -110 927 817 825: -21 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 45.0 0.3 27.7 40.2 93.4 85.5: 6.6 14.5
Old : 100.0: 65.4 45.0 0.3 27.7 40.2 93.4 85.5: 6.6 14.5
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: 16 26 2 10 14 27 41:
Old : 62: 16 26 2 10 14 27 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 46.6 76.7 59.0 63.8 46.6 76.7 59.0
Old : 63.8 46.6 76.7 59.0 63.8 46.6 76.7 59.0
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, November 03, 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 : 7,353: 2,319 5,474 23 4,627 560 6,969 6,057: 384 1,296
Old : 7,353: 2,319 5,474 23 4,627 560 6,969 6,057: 384 1,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 74.4 0.3 62.9 7.6 94.8 82.4: 5.2 17.6
Old : 100.0: 31.5 74.4 0.3 62.9 7.6 94.8 82.4: 5.2 17.6
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 : 21: 2 13 1 6 3 9 16:
Old : 21: 2 13 1 6 3 9 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 : 83.1 51.2 94.8 66.2 82.5 50.9 93.5 65.9
Old : 83.1 51.2 94.8 66.2 82.5 50.9 93.5 65.9
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,237,525: 1,527,336 1,438,690 8,189,363 8,691,461 8,431,150 18,408,160 18,059,203: 829,366 1,178,323
Old :19,237,525: 1,527,336 1,438,690 8,189,363 8,691,461 8,431,150 18,408,160 18,059,203: 829,366 1,178,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 466,656: -8,977 290,579 182,115 344,661 10,005 517,799 482,699: -51,143 -16,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 7.5 42.6 45.2 43.8 95.7 93.9: 4.3 6.1
Old : 100.0: 7.9 7.5 42.6 45.2 43.8 95.7 93.9: 4.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 65 91 121 146 163 282 308:
Old : 327: 65 91 121 146 163 282 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.6 20.6 33.6 32.9 8.6 8.8 13.8 11.5
Old : 20.6 20.6 33.6 32.9 8.6 8.8 13.8 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, November 03, 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 : 892,585: 70,633 105,035 100,083 624,490 575,046 795,206 780,164: 97,380 112,421
Old : 892,585: 70,633 105,035 100,083 624,490 575,046 795,206 780,164: 97,380 112,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 35,731: -6,874 -1,452 17,260 30,190 23,324 40,577 39,131: -4,846 -3,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 11.8 11.2 70.0 64.4 89.1 87.4: 10.9 12.6
Old : 100.0: 7.9 11.8 11.2 70.0 64.4 89.1 87.4: 10.9 12.6
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 : 643: 128 163 150 253 270 470 495:
Old : 643: 128 163 150 253 270 470 495:
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 : 15.6 12.6 26.3 19.0 12.3 7.1 19.2 11.9
Old : 15.6 12.6 26.3 19.0 12.3 7.1 19.2 11.9
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, November 03, 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 : 183,327: 11,017 8,697 29,070 102,645 107,577 142,732 145,344: 40,595 37,983
Old : 183,327: 11,017 8,697 29,070 102,645 107,577 142,732 145,344: 40,595 37,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 19,280: -2,005 2,359 8,916 9,328 14,280 16,240 25,556: 3,040 -6,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 4.7 15.9 56.0 58.7 77.9 79.3: 22.1 20.7
Old : 100.0: 6.0 4.7 15.9 56.0 58.7 77.9 79.3: 22.1 20.7
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 : 84: 13 17 25 45 42 76 67:
Old : 84: 13 17 25 45 42 76 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 23.1 30.6 36.4 12.2 13.8 18.7 23.1
Old : 20.0 23.1 30.6 36.4 12.2 13.8 18.7 23.1
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, November 03, 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 : 3,546,291: 318,503 502,114 334,641 2,609,225 2,337,347 3,262,370 3,174,102: 283,921 372,189
Old : 3,546,291: 318,503 502,114 334,641 2,609,225 2,337,347 3,262,370 3,174,102: 283,921 372,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 82,256: -28,446 -23,160 45,821 104,310 45,218 121,685 67,879: -39,430 14,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 14.2 9.4 73.6 65.9 92.0 89.5: 8.0 10.5
Old : 100.0: 9.0 14.2 9.4 73.6 65.9 92.0 89.5: 8.0 10.5
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 : 620: 122 156 138 242 262 443 477:
Old : 620: 122 156 138 242 262 443 477:
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 : 18.3 11.6 28.9 19.2 15.2 9.3 24.1 14.9
Old : 18.3 11.6 28.9 19.2 15.2 9.3 24.1 14.9
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, November 03, 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 : 85,299: 6,112 3,604 1,742 67,268 75,311 75,122 80,657: 10,177 4,642
Old : 85,299: 6,112 3,604 1,742 67,268 75,311 75,122 80,657: 10,177 4,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 1,282: 92 -3,676 1,015 1,244 3,105 2,351 444: -1,069 838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 4.2 2.0 78.9 88.3 88.1 94.6: 11.9 5.4
Old : 100.0: 7.2 4.2 2.0 78.9 88.3 88.1 94.6: 11.9 5.4
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 : 81: 12 5 2 42 38 55 44:
Old : 81: 12 5 2 42 38 55 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 : 37.7 40.9 56.2 64.2 37.5 40.8 56.0 63.8
Old : 37.7 40.9 56.2 64.2 37.5 40.8 56.0 63.8
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, November 03, 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 : 71,868: 20,161 6,190 2,110 43,884 58,067 66,156 66,368: 5,713 5,501
Old : 71,868: 20,161 6,190 2,110 43,884 58,067 66,156 66,368: 5,713 5,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 4,027: 2,014 -563 257 1,435 4,331 3,707 4,026: 320 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 8.6 2.9 61.1 80.8 92.1 92.3: 7.9 7.7
Old : 100.0: 28.1 8.6 2.9 61.1 80.8 92.1 92.3: 7.9 7.7
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 : 238: 70 42 23 72 80 153 134:
Old : 238: 70 42 23 72 80 153 134:
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 : 36.6 32.3 47.1 46.1 36.6 32.2 47.1 45.6
Old : 36.6 32.3 47.1 46.1 36.6 32.2 47.1 45.6
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, November 03, 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 : 359,342: 100,806 30,951 10,551 219,421 290,336 330,778 331,838: 28,564 27,504
Old : 359,342: 100,806 30,951 10,551 219,421 290,336 330,778 331,838: 28,564 27,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 20,133: 10,071 -2,813 1,286 7,177 21,656 18,534 20,129: 1,599 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 8.6 2.9 61.1 80.8 92.1 92.3: 7.9 7.7
Old : 100.0: 28.1 8.6 2.9 61.1 80.8 92.1 92.3: 7.9 7.7
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 : 238: 70 42 23 72 80 153 134:
Old : 238: 70 42 23 72 80 153 134:
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 : 36.6 32.3 47.1 46.1 36.6 32.2 47.1 45.6
Old : 36.6 32.3 47.1 46.1 36.6 32.2 47.1 45.6
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, November 03, 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 : 164,552: 48,601 88,327 10,437 92,364 31,403 151,402 130,167: 13,149 34,384
Old : 164,552: 48,601 88,327 10,437 92,364 31,403 151,402 130,167: 13,149 34,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 7,311: 3,822 6,921 2,930 5,278 -6,088 12,030 3,763: -4,719 3,549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 53.7 6.3 56.1 19.1 92.0 79.1: 8.0 20.9
Old : 100.0: 29.5 53.7 6.3 56.1 19.1 92.0 79.1: 8.0 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 24 45 15 22 23 53 76:
Old : 100: 24 45 15 22 23 53 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 : 56.8 39.5 69.6 48.8 56.4 39.1 66.8 48.0
Old : 56.8 39.5 69.6 48.8 56.4 39.1 66.8 48.0
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, November 03, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 51,565: 19,557 22,138 588 23,131 21,713 43,276 44,439: 8,289 7,126
Old : 51,565: 19,557 22,138 588 23,131 21,713 43,276 44,439: 8,289 7,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: -981: -1,259 -1,581 255 -375 1,472 -1,379 146: 398 -1,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 42.9 1.1 44.9 42.1 83.9 86.2: 16.1 13.8
Old : 100.0: 37.9 42.9 1.1 44.9 42.1 83.9 86.2: 16.1 13.8
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 : 61: 17 14 3 23 11 40 28:
Old : 61: 17 14 3 23 11 40 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 : 36.4 61.1 50.9 73.4 36.4 61.1 50.9 73.4
Old : 36.4 61.1 50.9 73.4 36.4 61.1 50.9 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 03, 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 : 94,069: 47,465 16,363 1,055 34,850 26,500 83,370 43,918: 10,699 50,151
Old : 94,069: 47,465 16,363 1,055 34,850 26,500 83,370 43,918: 10,699 50,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2015 :
: 800: -1,101 2,058 345 1,713 1,141 957 3,544: -157 -2,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 17.4 1.1 37.0 28.2 88.6 46.7: 11.4 53.3
Old : 100.0: 50.5 17.4 1.1 37.0 28.2 88.6 46.7: 11.4 53.3
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 : 92: 42 12 6 32 17 78 31:
Old : 92: 42 12 6 32 17 78 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 : 29.4 30.7 40.0 36.2 29.4 28.9 40.0 34.1
Old : 29.4 30.7 40.0 36.2 29.4 28.9 40.0 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2015