BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 6,175: 535 374 716 3,755 3,851 5,006 4,941: 1,169 1,234
Old : 6,175: 535 374 716 3,755 3,851 5,006 4,941: 1,169 1,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,366: -66 -144 -148 -1,018 -967 -1,232 -1,258: -134 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.1 11.6 60.8 62.4 81.1 80.0: 18.9 20.0
Old : 100.0: 8.7 6.1 11.6 60.8 62.4 81.1 80.0: 18.9 20.0
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 : 31: 4 7 8 14 15 23 25:
Old : 31: 4 7 8 14 15 23 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 : 43.3 44.7 65.5 59.1 40.2 43.6 57.6 53.5
Old : 43.3 44.7 65.5 59.1 40.2 43.6 57.6 53.5
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, November 10, 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 : 41,322: 12,576 4,312 7,898 16,674 16,347 37,148 28,556: 4,174 12,766
Old : 41,322: 12,576 4,312 7,898 16,674 16,347 37,148 28,556: 4,174 12,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -6,403: -855 55 -2,784 -2,511 -2,605 -6,150 -5,334: -253 -1,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 10.4 19.1 40.4 39.6 89.9 69.1: 10.1 30.9
Old : 100.0: 30.4 10.4 19.1 40.4 39.6 89.9 69.1: 10.1 30.9
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 : 85: 21 19 31 39 31 73 68:
Old : 85: 21 19 31 39 31 73 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 : 28.4 27.0 44.8 39.8 27.4 25.5 42.1 32.3
Old : 28.4 27.0 44.8 39.8 27.4 25.5 42.1 32.3
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 10, 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 : 9,838: 136 1,002 1,676 7,042 5,904 8,855 8,582: 983 1,256
Old : 9,838: 136 1,002 1,676 7,042 5,904 8,855 8,582: 983 1,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,073: -21 -271 -321 -720 -450 -1,061 -1,042: -12 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 10.2 17.0 71.6 60.0 90.0 87.2: 10.0 12.8
Old : 100.0: 1.4 10.2 17.0 71.6 60.0 90.0 87.2: 10.0 12.8
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 : 40: 4 10 12 23 17 36 30:
Old : 40: 4 10 12 23 17 36 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 : 41.0 35.2 60.1 56.1 33.7 24.9 42.8 34.5
Old : 41.0 35.2 60.1 56.1 33.7 24.9 42.8 34.5
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 10, 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 : 3,164: 232 128 614 1,859 1,089 2,704 1,830: 459 1,334
Old : 3,164: 232 128 614 1,859 1,089 2,704 1,830: 459 1,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -392: -171 -35 -19 -223 -224 -413 -279: 21 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 4.0 19.4 58.8 34.4 85.5 57.8: 14.5 42.2
Old : 100.0: 7.3 4.0 19.4 58.8 34.4 85.5 57.8: 14.5 42.2
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 : 21: 3 4 7 9 7 16 14:
Old : 21: 3 4 7 9 7 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 : 49.9 37.1 72.6 48.2 44.5 28.5 59.2 35.3
Old : 49.9 37.1 72.6 48.2 44.5 28.5 59.2 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 288,358: 71,335 57,413 100,780 89,728 93,398 261,844 251,591: 26,514 36,766
Old : 284,139: 69,532 57,955 98,851 89,473 91,060 257,855 247,866: 26,283 36,273
Other: 4,219: 3,410 1,064 324 255 2,338 3,988 3,725: 230 493
: : :
: : Changes in Commitments from: November 3, 2015 :
: 17,805: 1,803 14,094 14,778 567 -10,269 17,147 18,603: 658 -798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 19.9 34.9 31.1 32.4 90.8 87.2: 9.2 12.8
Old : 100.0: 24.5 20.4 34.8 31.5 32.0 90.7 87.2: 9.3 12.8
Other: 100.0: 80.8 25.2 7.7 6.0 55.4 94.5 88.3: 5.5 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 113 106 121 81 80 257 250:
Old : 321: 113 106 121 81 80 257 250:
Other: 45: 9 10 7 7 24 19 38:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 12.5 20.4 21.6 11.1 11.1 17.9 16.3
Old : 11.9 12.3 20.6 21.5 11.2 11.0 18.2 16.2
Other: 82.5 36.7 90.2 55.2 78.8 35.7 81.4 51.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 390,662: 67,563 65,983 132,372 156,950 141,951 356,885 340,306: 33,776 50,356
Old : 390,662: 67,563 65,983 132,372 156,950 141,951 356,885 340,306: 33,776 50,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 29,764: 2,008 2,622 15,852 12,904 13,257 30,764 31,731: -1,000 -1,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 16.9 33.9 40.2 36.3 91.4 87.1: 8.6 12.9
Old : 100.0: 17.3 16.9 33.9 40.2 36.3 91.4 87.1: 8.6 12.9
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 : 415: 116 118 156 144 145 337 352:
Old : 415: 116 118 156 144 145 337 352:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 13.7 20.0 20.5 11.8 10.6 17.3 15.0
Old : 13.3 13.7 20.0 20.5 11.8 10.6 17.3 15.0
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 10, 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 : 4,082: 1,396 1,802 676 912 473 2,984 2,951: 1,098 1,131
Old : 4,082: 1,396 1,802 676 912 473 2,984 2,951: 1,098 1,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -186: -68 60 -5 -87 -414 -160 -360: -27 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 44.1 16.6 22.3 11.6 73.1 72.3: 26.9 27.7
Old : 100.0: 34.2 44.1 16.6 22.3 11.6 73.1 72.3: 26.9 27.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 14 22 9 20 11 42 35:
Old : 58: 14 22 9 20 11 42 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 : 25.4 33.2 38.3 44.4 20.6 27.1 31.5 36.7
Old : 25.4 33.2 38.3 44.4 20.6 27.1 31.5 36.7
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 10, 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: 10,028 9,235 12,967 14,378 8,437 37,374 30,640: 9,559 16,293
Old : 46,933: 10,028 9,235 12,967 14,378 8,437 37,374 30,640: 9,559 16,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,938: -914 1,538 3,681 34 -1,137 2,801 4,082: 1,137 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 19.7 27.6 30.6 18.0 79.6 65.3: 20.4 34.7
Old : 100.0: 21.4 19.7 27.6 30.6 18.0 79.6 65.3: 20.4 34.7
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 : 191: 47 58 63 60 56 146 149:
Old : 191: 47 58 63 60 56 146 149:
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 : 13.8 11.0 23.5 18.9 10.8 7.0 16.8 10.0
Old : 13.8 11.0 23.5 18.9 10.8 7.0 16.8 10.0
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 10, 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 : 4,009: 598 2,642 232 2,131 689 2,961 3,562: 1,048 446
Old : 4,009: 598 2,642 232 2,131 689 2,961 3,562: 1,048 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -482: -165 -53 -84 -181 -206 -430 -343: -52 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 65.9 5.8 53.2 17.2 73.9 88.9: 26.1 11.1
Old : 100.0: 14.9 65.9 5.8 53.2 17.2 73.9 88.9: 26.1 11.1
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: 5 7 5 9 5 17 14:
Old : 21: 5 7 5 9 5 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 61.2 62.0 77.3 42.7 58.5 57.4 69.3
Old : 43.6 61.2 62.0 77.3 42.7 58.5 57.4 69.3
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 10, 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 : 30,734: 1,259 12,661 4,037 24,797 9,740 30,093 26,439: 642 4,295
Old : 30,734: 1,259 12,661 4,037 24,797 9,740 30,093 26,439: 642 4,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,988: -395 -1,125 -431 -2,137 -991 -2,963 -2,547: -26 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 41.2 13.1 80.7 31.7 97.9 86.0: 2.1 14.0
Old : 100.0: 4.1 41.2 13.1 80.7 31.7 97.9 86.0: 2.1 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 : 74: 10 31 27 24 19 56 55:
Old : 74: 10 31 27 24 19 56 55:
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 : 46.3 31.9 66.2 49.8 46.3 31.8 65.9 46.6
Old : 46.3 31.9 66.2 49.8 46.3 31.8 65.9 46.6
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 10, 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 : 42,724: 3,534 1,263 0 38,433 40,962 41,967 42,225: 757 499
Old : 42,724: 3,534 1,263 0 38,433 40,962 41,967 42,225: 757 499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,863: 39 -179 0 3,869 4,033 3,908 3,854: -45 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.0 0.0 90.0 95.9 98.2 98.8: 1.8 1.2
Old : 100.0: 8.3 3.0 0.0 90.0 95.9 98.2 98.8: 1.8 1.2
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 : 25: 5 3 0 12 11 17 14:
Old : 25: 5 3 0 12 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 78.4 90.1 93.7 58.3 67.6 71.6 74.9
Old : 71.3 78.4 90.1 93.7 58.3 67.6 71.6 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 145,383: 43,891 63,656 6,435 73,504 35,745 123,830 105,836: 21,553 39,547
Old : 145,383: 43,891 63,656 6,435 73,504 35,745 123,830 105,836: 21,553 39,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 13,207: 13,477 12,693 -1,538 2,163 -1,589 14,102 9,566: -895 3,642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 43.8 4.4 50.6 24.6 85.2 72.8: 14.8 27.2
Old : 100.0: 30.2 43.8 4.4 50.6 24.6 85.2 72.8: 14.8 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 : 82: 25 23 16 22 27 53 60:
Old : 82: 25 23 16 22 27 53 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 43.6 54.7 50.2 42.3 43.5 53.7 49.7
Old : 43.1 43.6 54.7 50.2 42.3 43.5 53.7 49.7
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 10, 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 : 64,924: 18,267 28,294 3,879 35,181 6,490 57,327 38,663: 7,597 26,261
Old : 64,924: 18,267 28,294 3,879 35,181 6,490 57,327 38,663: 7,597 26,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 8,643: 788 3,312 1,131 6,223 491 8,142 4,934: 502 3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 43.6 6.0 54.2 10.0 88.3 59.6: 11.7 40.4
Old : 100.0: 28.1 43.6 6.0 54.2 10.0 88.3 59.6: 11.7 40.4
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 : 45: 11 16 11 12 10 27 33:
Old : 45: 11 16 11 12 10 27 33:
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 32.8 63.8 42.9 43.2 32.8 63.6 41.9
Old : 43.4 32.8 63.8 42.9 43.2 32.8 63.6 41.9
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 10, 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 : 158,833: 43,882 62,603 17,462 93,698 72,061 155,043 152,126: 3,790 6,707
Old : 158,833: 43,882 62,603 17,462 93,698 72,061 155,043 152,126: 3,790 6,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 9,618: -8,297 9,725 293 18,437 -1,213 10,434 8,805: -815 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 39.4 11.0 59.0 45.4 97.6 95.8: 2.4 4.2
Old : 100.0: 27.6 39.4 11.0 59.0 45.4 97.6 95.8: 2.4 4.2
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 : 111: 23 54 9 16 28 47 84:
Old : 111: 23 54 9 16 28 47 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 37.2 80.4 54.4 61.7 29.9 70.1 40.5
Old : 62.6 37.2 80.4 54.4 61.7 29.9 70.1 40.5
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 10, 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 : 195,623: 39,381 56,150 15,017 121,152 83,441 175,549 154,609: 20,073 41,014
Old : 195,623: 39,381 56,150 15,017 121,152 83,441 175,549 154,609: 20,073 41,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 23,554: -5,073 11,117 880 28,823 -14 24,630 11,982: -1,075 11,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 28.7 7.7 61.9 42.7 89.7 79.0: 10.3 21.0
Old : 100.0: 20.1 28.7 7.7 61.9 42.7 89.7 79.0: 10.3 21.0
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 : 110: 27 40 27 27 38 73 86:
Old : 110: 27 40 27 27 38 73 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 24.4 53.2 35.2 44.2 23.7 52.8 33.2
Old : 44.5 24.4 53.2 35.2 44.2 23.7 52.8 33.2
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 10, 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 : 264,476: 35,254 104,629 20,144 190,930 90,001 246,329 214,774: 18,147 49,701
Old : 264,476: 35,254 104,629 20,144 190,930 90,001 246,329 214,774: 18,147 49,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 33,248: -5,816 19,711 482 38,741 3,718 33,406 23,911: -158 9,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 39.6 7.6 72.2 34.0 93.1 81.2: 6.9 18.8
Old : 100.0: 13.3 39.6 7.6 72.2 34.0 93.1 81.2: 6.9 18.8
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 : 138: 23 65 30 30 39 75 112:
Old : 138: 23 65 30 30 39 75 112:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 26.8 68.7 35.6 58.2 26.7 67.2 35.2
Old : 58.6 26.8 68.7 35.6 58.2 26.7 67.2 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 525,055: 81,370 219,780 59,260 336,011 152,833 476,641 431,873: 48,414 93,183
Old : 525,055: 81,370 219,780 59,260 336,011 152,833 476,641 431,873: 48,414 93,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 16,699: 7,085 22,876 -4,943 12,479 -11,521 14,621 6,412: 2,078 10,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 41.9 11.3 64.0 29.1 90.8 82.3: 9.2 17.7
Old : 100.0: 15.5 41.9 11.3 64.0 29.1 90.8 82.3: 9.2 17.7
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 : 269: 60 120 69 61 66 160 217:
Old : 269: 60 120 69 61 66 160 217:
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 : 25.0 20.6 39.0 28.2 24.4 20.0 36.7 25.9
Old : 25.0 20.6 39.0 28.2 24.4 20.0 36.7 25.9
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 10, 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 : 22,705: 17,954 15,521 58 3,820 5,793 21,832 21,372: 873 1,333
Old : 22,705: 17,954 15,521 58 3,820 5,793 21,832 21,372: 873 1,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 2,428: 1,794 1,061 45 526 1,577 2,365 2,683: 63 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 68.4 0.3 16.8 25.5 96.2 94.1: 3.8 5.9
Old : 100.0: 79.1 68.4 0.3 16.8 25.5 96.2 94.1: 3.8 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 16 3 3 4 12 20:
Old : 28: 6 16 3 3 4 12 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.9 58.8 95.8 81.8 90.9 58.8 95.8 81.5
Old : 90.9 58.8 95.8 81.8 90.9 58.8 95.8 81.5
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 10, 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 : 33,719: 21,267 15,703 365 9,798 12,013 31,430 28,081: 2,289 5,638
Old : 33,719: 21,267 15,703 365 9,798 12,013 31,430 28,081: 2,289 5,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 1,180: 1 1,055 263 785 -1,066 1,049 252: 131 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 46.6 1.1 29.1 35.6 93.2 83.3: 6.8 16.7
Old : 100.0: 63.1 46.6 1.1 29.1 35.6 93.2 83.3: 6.8 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 : 63: 15 26 7 13 12 31 42:
Old : 63: 15 26 7 13 12 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 44.3 73.5 58.0 62.0 44.3 73.5 58.0
Old : 62.0 44.3 73.5 58.0 62.0 44.3 73.5 58.0
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 10, 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 : 7,754: 2,499 5,687 23 4,794 591 7,316 6,301: 438 1,453
Old : 7,754: 2,499 5,687 23 4,794 591 7,316 6,301: 438 1,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 401: 180 213 0 167 31 347 244: 54 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 73.3 0.3 61.8 7.6 94.4 81.3: 5.6 18.7
Old : 100.0: 32.2 73.3 0.3 61.8 7.6 94.4 81.3: 5.6 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 14 1 7 3 10 17:
Old : 23: 2 14 1 7 3 10 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 : 78.8 48.6 94.0 63.7 78.0 48.3 92.4 63.3
Old : 78.8 48.6 94.0 63.7 78.0 48.3 92.4 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 :19,348,543: 1,367,568 1,563,491 8,267,701 8,952,086 8,360,956 18,587,355 18,192,148: 761,188 1,156,395
Old :19,348,543: 1,367,568 1,563,491 8,267,701 8,952,086 8,360,956 18,587,355 18,192,148: 761,188 1,156,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 111,018: -159,768 124,801 78,338 260,625 -70,194 179,195 132,946: -68,178 -21,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.1 42.7 46.3 43.2 96.1 94.0: 3.9 6.0
Old : 100.0: 7.1 8.1 42.7 46.3 43.2 96.1 94.0: 3.9 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 : 321: 67 85 117 143 159 276 301:
Old : 321: 67 85 117 143 159 276 301:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 20.9 34.1 33.0 9.4 8.7 14.4 11.1
Old : 21.2 20.9 34.1 33.0 9.4 8.7 14.4 11.1
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 10, 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 : 891,953: 72,888 96,728 98,043 615,183 584,869 786,114 779,640: 105,839 112,313
Old : 891,953: 72,888 96,728 98,043 615,183 584,869 786,114 779,640: 105,839 112,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -633: 2,255 -8,307 -2,040 -9,307 9,823 -9,092 -524: 8,459 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.8 11.0 69.0 65.6 88.1 87.4: 11.9 12.6
Old : 100.0: 8.2 10.8 11.0 69.0 65.6 88.1 87.4: 11.9 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 : 656: 138 162 163 253 275 482 511:
Old : 656: 138 162 163 253 275 482 511:
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 : 15.5 11.9 25.6 18.3 11.8 7.5 19.3 12.5
Old : 15.5 11.9 25.6 18.3 11.8 7.5 19.3 12.5
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 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 175,025: 11,598 7,500 27,342 96,478 98,101 135,418 132,943: 39,607 42,082
Old : 175,025: 11,598 7,500 27,342 96,478 98,101 135,418 132,943: 39,607 42,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -8,302: 581 -1,197 -1,728 -6,167 -9,476 -7,314 -12,401: -988 4,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 4.3 15.6 55.1 56.0 77.4 76.0: 22.6 24.0
Old : 100.0: 6.6 4.3 15.6 55.1 56.0 77.4 76.0: 22.6 24.0
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 : 83: 14 16 26 44 40 75 67:
Old : 83: 14 16 26 44 40 75 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 : 19.8 22.3 31.9 35.5 12.7 14.1 21.2 22.5
Old : 19.8 22.3 31.9 35.5 12.7 14.1 21.2 22.5
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 10, 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 : 3,584,639: 333,653 473,346 326,300 2,593,528 2,433,840 3,253,481 3,233,485: 331,159 351,154
Old : 3,584,639: 333,653 473,346 326,300 2,593,528 2,433,840 3,253,481 3,233,485: 331,159 351,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 38,349: 15,150 -28,768 -8,342 -15,697 96,493 -8,889 59,383: 47,238 -21,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 13.2 9.1 72.4 67.9 90.8 90.2: 9.2 9.8
Old : 100.0: 9.3 13.2 9.1 72.4 67.9 90.8 90.2: 9.2 9.8
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 : 634: 135 153 152 244 267 458 493:
Old : 634: 135 153 152 244 267 458 493:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 11.6 27.9 18.7 14.7 9.8 23.7 15.7
Old : 17.2 11.6 27.9 18.7 14.7 9.8 23.7 15.7
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 10, 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 : 85,642: 5,977 4,708 1,095 68,341 75,669 75,413 81,472: 10,229 4,170
Old : 85,642: 5,977 4,708 1,095 68,341 75,669 75,413 81,472: 10,229 4,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 343: -135 1,104 -647 1,073 358 291 815: 52 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 5.5 1.3 79.8 88.4 88.1 95.1: 11.9 4.9
Old : 100.0: 7.0 5.5 1.3 79.8 88.4 88.1 95.1: 11.9 4.9
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 : 85: 11 7 2 45 38 57 46:
Old : 85: 11 7 2 45 38 57 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 41.1 56.7 64.6 38.1 41.0 56.5 64.2
Old : 38.3 41.1 56.7 64.6 38.1 41.0 56.5 64.2
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 10, 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 : 76,688: 23,037 6,643 2,205 44,919 63,066 70,162 71,914: 6,526 4,773
Old : 76,688: 23,037 6,643 2,205 44,919 63,066 70,162 71,914: 6,526 4,773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 4,819: 2,876 452 95 1,035 4,999 4,006 5,547: 813 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 8.7 2.9 58.6 82.2 91.5 93.8: 8.5 6.2
Old : 100.0: 30.0 8.7 2.9 58.6 82.2 91.5 93.8: 8.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 75 44 23 74 79 160 135:
Old : 244: 75 44 23 74 79 160 135:
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 : 34.1 33.9 45.0 49.2 34.1 33.8 45.0 48.4
Old : 34.1 33.9 45.0 49.2 34.1 33.8 45.0 48.4
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 10, 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 : 383,438: 115,186 33,213 11,026 224,595 315,332 350,808 359,571: 32,631 23,867
Old : 383,438: 115,186 33,213 11,026 224,595 315,332 350,808 359,571: 32,631 23,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 24,096: 14,380 2,261 475 5,175 24,996 20,030 27,733: 4,066 -3,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 8.7 2.9 58.6 82.2 91.5 93.8: 8.5 6.2
Old : 100.0: 30.0 8.7 2.9 58.6 82.2 91.5 93.8: 8.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 75 44 23 74 79 160 135:
Old : 244: 75 44 23 74 79 160 135:
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 : 34.1 33.9 45.0 49.2 34.1 33.8 45.0 48.4
Old : 34.1 33.9 45.0 49.2 34.1 33.8 45.0 48.4
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 10, 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 : 170,165: 47,475 100,281 7,268 100,777 20,768 155,520 128,317: 14,646 41,848
Old : 170,165: 47,475 100,281 7,268 100,777 20,768 155,520 128,317: 14,646 41,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 5,614: -1,126 11,954 -3,169 8,413 -10,635 4,117 -1,850: 1,496 7,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 58.9 4.3 59.2 12.2 91.4 75.4: 8.6 24.6
Old : 100.0: 27.9 58.9 4.3 59.2 12.2 91.4 75.4: 8.6 24.6
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 : 99: 24 47 18 19 21 51 78:
Old : 99: 24 47 18 19 21 51 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 40.6 68.7 46.4 53.8 40.5 67.4 46.3
Old : 54.3 40.6 68.7 46.4 53.8 40.5 67.4 46.3
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 10, 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 : 52,595: 21,666 21,218 151 22,011 24,164 43,828 45,533: 8,767 7,062
Old : 52,595: 21,666 21,218 151 22,011 24,164 43,828 45,533: 8,767 7,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 1,030: 2,109 -920 -437 -1,120 2,451 552 1,094: 478 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 40.3 0.3 41.8 45.9 83.3 86.6: 16.7 13.4
Old : 100.0: 41.2 40.3 0.3 41.8 45.9 83.3 86.6: 16.7 13.4
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 : 64: 19 15 3 23 11 43 28:
Old : 64: 19 15 3 23 11 43 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 : 38.5 57.6 53.0 72.8 38.5 57.6 53.0 72.8
Old : 38.5 57.6 53.0 72.8 38.5 57.6 53.0 72.8
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 10, 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 : 91,161: 46,244 11,683 706 35,010 29,927 81,960 42,316: 9,201 48,845
Old : 91,161: 46,244 11,683 706 35,010 29,927 81,960 42,316: 9,201 48,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,908: -1,221 -4,680 -349 160 3,427 -1,410 -1,602: -1,498 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 12.8 0.8 38.4 32.8 89.9 46.4: 10.1 53.6
Old : 100.0: 50.7 12.8 0.8 38.4 32.8 89.9 46.4: 10.1 53.6
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 : 89: 37 11 6 30 21 69 36:
Old : 89: 37 11 6 30 21 69 36:
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 28.4 42.2 34.3 29.4 27.3 41.4 33.2
Old : 29.4 28.4 42.2 34.3 29.4 27.3 41.4 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2015