BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,074: 489 1,231 602 2,791 2,362 3,883 4,196: 1,192 879
Old : 5,074: 489 1,231 602 2,791 2,362 3,883 4,196: 1,192 879
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,259: -266 -74 -82 -881 -872 -1,229 -1,028: -29 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 24.3 11.9 55.0 46.6 76.5 82.7: 23.5 17.3
Old : 100.0: 9.6 24.3 11.9 55.0 46.6 76.5 82.7: 23.5 17.3
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 : 30: 3 10 9 13 12 23 24:
Old : 30: 3 10 9 13 12 23 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 : 36.4 47.0 56.7 61.6 32.5 46.9 49.4 57.2
Old : 36.4 47.0 56.7 61.6 32.5 46.9 49.4 57.2
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,954: 18,103 5,958 11,142 15,154 15,021 44,400 32,121: 6,555 18,833
Old : 50,954: 18,103 5,958 11,142 15,154 15,021 44,400 32,121: 6,555 18,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -4,422: -858 -350 -1,155 -3,390 -3,820 -5,403 -5,325: 981 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 11.7 21.9 29.7 29.5 87.1 63.0: 12.9 37.0
Old : 100.0: 35.5 11.7 21.9 29.7 29.5 87.1 63.0: 12.9 37.0
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 : 75: 19 24 28 30 20 61 60:
Old : 75: 19 24 28 30 20 61 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 : 35.3 22.2 52.5 35.3 34.4 18.4 46.4 24.2
Old : 35.3 22.2 52.5 35.3 34.4 18.4 46.4 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 10,149: 290 1,793 1,709 7,505 5,620 9,503 9,122: 645 1,026
Old : 10,149: 290 1,793 1,709 7,505 5,620 9,503 9,122: 645 1,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -2,479: -60 -382 -677 -1,669 -1,272 -2,406 -2,331: -73 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 17.7 16.8 73.9 55.4 93.6 89.9: 6.4 10.1
Old : 100.0: 2.9 17.7 16.8 73.9 55.4 93.6 89.9: 6.4 10.1
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 : 49: 3 17 16 25 21 42 40:
Old : 49: 3 17 16 25 21 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 26.0 59.0 44.8 36.9 19.6 45.0 28.3
Old : 39.6 26.0 59.0 44.8 36.9 19.6 45.0 28.3
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 227,648: 53,618 45,304 77,963 78,554 74,373 210,135 197,641: 17,512 30,007
Old : 219,257: 51,431 46,234 74,353 76,717 69,268 202,500 189,854: 16,757 29,403
Other: 8,391: 3,305 188 2,493 1,837 5,105 7,635 7,786: 756 605
: : :
: : Changes in Commitments from: December 29, 2015 :
: 861: 586 -4,873 3,793 -2,940 1,441 1,439 360: -578 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 19.9 34.2 34.5 32.7 92.3 86.8: 7.7 13.2
Old : 100.0: 23.5 21.1 33.9 35.0 31.6 92.4 86.6: 7.6 13.4
Other: 100.0: 39.4 2.2 29.7 21.9 60.8 91.0 92.8: 9.0 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 268: 87 81 108 76 75 217 219:
Old : 268: 84 85 108 75 75 216 219:
Other: 57: 18 2 11 18 27 37 39:
:----------------------------------------------------------------------------------------------------
: 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 : 12.8 12.1 23.7 21.2 12.4 9.2 21.2 15.1
Old : 13.3 10.8 24.0 20.0 12.9 8.4 22.0 14.5
Other: 43.0 54.6 62.5 68.5 34.5 37.3 41.5 43.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 365,002: 59,843 45,085 120,831 155,463 144,674 336,136 310,589: 28,866 54,412
Old : 365,002: 59,843 45,085 120,831 155,463 144,674 336,136 310,589: 28,866 54,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,329: 868 -6,065 1,834 -26 5,285 2,675 1,054: 653 2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 12.4 33.1 42.6 39.6 92.1 85.1: 7.9 14.9
Old : 100.0: 16.4 12.4 33.1 42.6 39.6 92.1 85.1: 7.9 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 403: 96 110 145 141 151 329 335:
Old : 403: 96 110 145 141 151 329 335:
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 14.0 25.0 20.0 16.6 11.6 22.1 15.9
Old : 18.3 14.0 25.0 20.0 16.6 11.6 22.1 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,005: 1,150 1,472 699 952 939 2,801 3,111: 1,204 895
Old : 4,005: 1,150 1,472 699 952 939 2,801 3,111: 1,204 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -137: -112 -31 -53 58 -49 -107 -133: -30 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 36.8 17.5 23.8 23.4 69.9 77.7: 30.1 22.3
Old : 100.0: 28.7 36.8 17.5 23.8 23.4 69.9 77.7: 30.1 22.3
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 : 57: 19 16 11 16 13 41 36:
Old : 57: 19 16 11 16 13 41 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 : 21.5 32.0 34.9 47.5 15.6 27.2 27.3 37.2
Old : 21.5 32.0 34.9 47.5 15.6 27.2 27.3 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,217: 12,652 6,684 13,667 13,576 9,294 39,895 29,645: 8,321 18,572
Old : 48,217: 12,652 6,684 13,667 13,576 9,294 39,895 29,645: 8,321 18,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 987: 708 -700 166 920 1,403 1,795 870: -809 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 13.9 28.3 28.2 19.3 82.7 61.5: 17.3 38.5
Old : 100.0: 26.2 13.9 28.3 28.2 19.3 82.7 61.5: 17.3 38.5
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 : 191: 50 47 55 68 61 149 144:
Old : 191: 50 47 55 68 61 149 144:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.5 11.9 25.3 19.3 13.5 6.8 20.3 9.3
Old : 16.5 11.9 25.3 19.3 13.5 6.8 20.3 9.3
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,975: 2,113 21,286 5,333 33,492 10,347 40,938 36,966: 1,036 5,009
Old : 41,975: 2,113 21,286 5,333 33,492 10,347 40,938 36,966: 1,036 5,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -3,675: -278 -1,462 -480 -3,045 -1,680 -3,803 -3,622: 128 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 50.7 12.7 79.8 24.7 97.5 88.1: 2.5 11.9
Old : 100.0: 5.0 50.7 12.7 79.8 24.7 97.5 88.1: 2.5 11.9
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 : 78: 8 35 24 24 21 52 60:
Old : 78: 8 35 24 24 21 52 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 : 54.4 38.6 70.9 56.1 54.4 38.6 69.4 51.7
Old : 54.4 38.6 70.9 56.1 54.4 38.6 69.4 51.7
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,562: 2,996 3,378 0 25,666 25,604 28,662 28,982: 900 580
Old : 29,562: 2,996 3,378 0 25,666 25,604 28,662 28,982: 900 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 203: 59 -215 0 -33 366 26 151: 177 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 11.4 0.0 86.8 86.6 97.0 98.0: 3.0 2.0
Old : 100.0: 10.1 11.4 0.0 86.8 86.6 97.0 98.0: 3.0 2.0
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 : 28: 9 3 0 10 11 19 14:
Old : 28: 9 3 0 10 11 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.7 79.9 89.2 92.5 80.7 76.9 87.0 87.3
Old : 80.7 79.9 89.2 92.5 80.7 76.9 87.0 87.3
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 186,328: 36,164 98,364 14,067 110,816 29,048 161,047 141,478: 25,281 44,849
Old : 186,328: 36,164 98,364 14,067 110,816 29,048 161,047 141,478: 25,281 44,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -2,711: -6,806 -8,629 3,166 -116 1,904 -3,755 -3,559: 1,045 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 52.8 7.5 59.5 15.6 86.4 75.9: 13.6 24.1
Old : 100.0: 19.4 52.8 7.5 59.5 15.6 86.4 75.9: 13.6 24.1
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 : 103: 26 41 17 25 29 58 80:
Old : 103: 26 41 17 25 29 58 80:
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 : 46.9 37.7 58.1 45.2 46.2 37.1 55.7 43.5
Old : 46.9 37.7 58.1 45.2 46.2 37.1 55.7 43.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,887: 25,986 22,802 1,874 19,673 4,001 47,533 28,677: 5,354 24,210
Old : 52,887: 25,986 22,802 1,874 19,673 4,001 47,533 28,677: 5,354 24,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,600: -561 -492 332 1,722 -1,535 1,493 -1,695: 108 3,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 43.1 3.5 37.2 7.6 89.9 54.2: 10.1 45.8
Old : 100.0: 49.1 43.1 3.5 37.2 7.6 89.9 54.2: 10.1 45.8
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 : 38: 7 14 9 11 11 22 30:
Old : 38: 7 14 9 11 11 22 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 : 54.3 35.8 69.1 42.8 54.2 35.8 68.7 41.8
Old : 54.3 35.8 69.1 42.8 54.2 35.8 68.7 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 143,844: 33,938 95,689 998 105,839 39,785 140,774 136,472: 3,070 7,372
Old : 143,844: 33,938 95,689 998 105,839 39,785 140,774 136,472: 3,070 7,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,655: 3,312 7,944 -219 639 -4,059 3,732 3,666: -76 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 66.5 0.7 73.6 27.7 97.9 94.9: 2.1 5.1
Old : 100.0: 23.6 66.5 0.7 73.6 27.7 97.9 94.9: 2.1 5.1
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 : 121: 27 64 8 15 19 48 85:
Old : 121: 27 64 8 15 19 48 85:
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 49.1 84.2 63.3 74.7 49.1 84.2 63.3
Old : 74.7 49.1 84.2 63.3 74.7 49.1 84.2 63.3
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 256,752: 40,597 69,705 27,681 169,567 117,943 237,845 215,328: 18,906 41,423
Old : 256,752: 40,597 69,705 27,681 169,567 117,943 237,845 215,328: 18,906 41,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 27,017: 27 -769 9,622 17,922 17,185 27,572 26,038: -555 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 27.1 10.8 66.0 45.9 92.6 83.9: 7.4 16.1
Old : 100.0: 15.8 27.1 10.8 66.0 45.9 92.6 83.9: 7.4 16.1
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 : 113: 26 43 21 27 38 64 91:
Old : 113: 26 43 21 27 38 64 91:
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 : 49.8 29.9 61.3 39.3 48.3 28.7 58.4 36.2
Old : 49.8 29.9 61.3 39.3 48.3 28.7 58.4 36.2
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 251,021: 63,039 64,669 21,592 141,911 131,460 226,541 217,720: 24,480 33,301
Old : 251,021: 63,039 64,669 21,592 141,911 131,460 226,541 217,720: 24,480 33,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 30,151: 21,280 1,356 4,825 -607 27,997 25,498 34,177: 4,654 -4,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 25.8 8.6 56.5 52.4 90.2 86.7: 9.8 13.3
Old : 100.0: 25.1 25.8 8.6 56.5 52.4 90.2 86.7: 9.8 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 36 45 26 28 38 79 94:
Old : 126: 36 45 26 28 38 79 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 33.7 56.1 47.2 48.0 33.0 55.7 46.3
Old : 48.0 33.7 56.1 47.2 48.0 33.0 55.7 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 477,926: 64,623 220,470 47,998 300,927 125,611 413,548 394,080: 64,378 83,846
Old : 477,926: 64,623 220,470 47,998 300,927 125,611 413,548 394,080: 64,378 83,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 11,111: -1,801 2,025 920 7,221 4,699 6,340 7,644: 4,771 3,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 46.1 10.0 63.0 26.3 86.5 82.5: 13.5 17.5
Old : 100.0: 13.5 46.1 10.0 63.0 26.3 86.5 82.5: 13.5 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 : 245: 51 110 65 58 65 148 201:
Old : 245: 51 110 65 58 65 148 201:
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 : 28.2 25.3 43.8 34.0 27.9 25.3 42.7 32.0
Old : 28.2 25.3 43.8 34.0 27.9 25.3 42.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,320: 6,360 8,430 400 6,749 4,054 13,509 12,884: 811 1,436
Old : 14,320: 6,360 8,430 400 6,749 4,054 13,509 12,884: 811 1,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -15,013: -3,498 1,123 -3,079 -8,363 -13,150 -14,940 -15,106: -73 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 58.9 2.8 47.1 28.3 94.3 90.0: 5.7 10.0
Old : 100.0: 44.4 58.9 2.8 47.1 28.3 94.3 90.0: 5.7 10.0
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 : 23: 5 12 1 3 4 9 16:
Old : 23: 5 12 1 3 4 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 : 77.4 65.3 93.5 79.6 74.0 62.5 88.2 76.0
Old : 77.4 65.3 93.5 79.6 74.0 62.5 88.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,928: 16,842 15,263 111 5,142 5,078 22,095 20,452: 2,833 4,476
Old : 24,928: 16,842 15,263 111 5,142 5,078 22,095 20,452: 2,833 4,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 341: 1,871 146 8 -862 -70 1,017 84: -676 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 61.2 0.4 20.6 20.4 88.6 82.0: 11.4 18.0
Old : 100.0: 67.6 61.2 0.4 20.6 20.4 88.6 82.0: 11.4 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 23 18 2 9 10 33 29:
Old : 58: 23 18 2 9 10 33 29:
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 : 38.6 37.9 53.7 52.0 38.6 37.7 53.7 51.8
Old : 38.6 37.9 53.7 52.0 38.6 37.7 53.7 51.8
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,184,435: 1,113,911 1,415,549 7,065,173 8,313,981 7,591,439 16,493,065 16,072,160: 691,370 1,112,275
Old :17,184,435: 1,113,911 1,415,549 7,065,173 8,313,981 7,591,439 16,493,065 16,072,160: 691,370 1,112,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -35,039: -110,645 40,226 -155,215 236,050 83,209 -29,810 -31,779: -5,229 -3,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.2 41.1 48.4 44.2 96.0 93.5: 4.0 6.5
Old : 100.0: 6.5 8.2 41.1 48.4 44.2 96.0 93.5: 4.0 6.5
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 : 299: 54 90 119 129 143 260 282:
Old : 299: 54 90 119 129 143 260 282:
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 : 21.8 19.3 34.9 31.2 12.5 7.9 20.2 10.9
Old : 21.8 19.3 34.9 31.2 12.5 7.9 20.2 10.9
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 744,886: 62,697 80,106 85,311 473,816 462,024 621,824 627,441: 123,061 117,444
Old : 744,886: 62,697 80,106 85,311 473,816 462,024 621,824 627,441: 123,061 117,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 25,873: -2,738 3,660 6,613 6,650 3,380 10,524 13,653: 15,348 12,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.8 11.5 63.6 62.0 83.5 84.2: 16.5 15.8
Old : 100.0: 8.4 10.8 11.5 63.6 62.0 83.5 84.2: 16.5 15.8
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 : 588: 131 126 145 238 251 443 450:
Old : 588: 131 126 145 238 251 443 450:
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 10.7 22.3 17.7 11.5 9.0 18.2 14.1
Old : 14.0 10.7 22.3 17.7 11.5 9.0 18.2 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 137,707: 12,927 6,175 17,431 75,820 57,936 106,178 81,542: 31,529 56,165
Old : 137,707: 12,927 6,175 17,431 75,820 57,936 106,178 81,542: 31,529 56,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 14,955: 1,250 3,087 -260 15,525 1,590 16,515 4,417: -1,560 10,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 4.5 12.7 55.1 42.1 77.1 59.2: 22.9 40.8
Old : 100.0: 9.4 4.5 12.7 55.1 42.1 77.1 59.2: 22.9 40.8
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 : 88: 21 13 26 46 41 80 69:
Old : 88: 21 13 26 46 41 80 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 21.4 32.2 31.0 19.6 15.3 27.3 21.4
Old : 21.7 21.4 32.2 31.0 19.6 15.3 27.3 21.4
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,035,892: 280,260 401,062 307,995 1,989,978 2,020,437 2,578,233 2,729,494: 457,659 306,398
Old : 3,035,892: 280,260 401,062 307,995 1,989,978 2,020,437 2,578,233 2,729,494: 457,659 306,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 54,590: -8,890 13,912 23,315 -44,377 8,954 -29,953 46,181: 84,543 8,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 13.2 10.1 65.5 66.6 84.9 89.9: 15.1 10.1
Old : 100.0: 9.2 13.2 10.1 65.5 66.6 84.9 89.9: 15.1 10.1
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 : 563: 122 122 132 226 242 414 430:
Old : 563: 122 122 132 226 242 414 430:
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 : 15.0 11.5 24.1 19.6 12.7 10.9 20.1 17.2
Old : 15.0 11.5 24.1 19.6 12.7 10.9 20.1 17.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 86,550: 9,361 3,451 550 67,297 77,720 77,208 81,721: 9,342 4,829
Old : 86,550: 9,361 3,451 550 67,297 77,720 77,208 81,721: 9,342 4,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,219: 663 -363 -206 2,715 3,352 3,172 2,783: 47 436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 4.0 0.6 77.8 89.8 89.2 94.4: 10.8 5.6
Old : 100.0: 10.8 4.0 0.6 77.8 89.8 89.2 94.4: 10.8 5.6
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 : 84: 11 5 2 50 37 62 43:
Old : 84: 11 5 2 50 37 62 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 : 38.3 45.1 51.8 66.1 37.9 45.0 51.2 65.5
Old : 38.3 45.1 51.8 66.1 37.9 45.0 51.2 65.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,124: 16,855 9,657 2,461 38,597 47,022 57,913 59,140: 5,211 3,983
Old : 63,124: 16,855 9,657 2,461 38,597 47,022 57,913 59,140: 5,211 3,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,978: -2,405 2,679 1,224 -345 -6,104 -1,525 -2,201: -453 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 15.3 3.9 61.1 74.5 91.7 93.7: 8.3 6.3
Old : 100.0: 26.7 15.3 3.9 61.1 74.5 91.7 93.7: 8.3 6.3
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 : 216: 62 43 23 69 58 142 113:
Old : 216: 62 43 23 69 58 142 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 26.2 50.2 45.1 42.2 26.1 49.7 44.9
Old : 42.2 26.2 50.2 45.1 42.2 26.1 49.7 44.9
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 315,619: 84,273 48,283 12,307 192,983 235,112 289,563 295,702: 26,056 19,917
Old : 315,619: 84,273 48,283 12,307 192,983 235,112 289,563 295,702: 26,056 19,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -9,890: -12,023 13,394 6,122 -1,726 -30,521 -7,627 -11,005: -2,263 1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 15.3 3.9 61.1 74.5 91.7 93.7: 8.3 6.3
Old : 100.0: 26.7 15.3 3.9 61.1 74.5 91.7 93.7: 8.3 6.3
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 : 216: 62 43 23 69 58 142 113:
Old : 216: 62 43 23 69 58 142 113:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 26.2 50.2 45.1 42.2 26.1 49.7 44.9
Old : 42.2 26.2 50.2 45.1 42.2 26.1 49.7 44.9
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 111,502: 45,937 60,455 5,957 41,088 14,121 92,982 80,533: 18,520 30,969
Old : 111,502: 45,937 60,455 5,957 41,088 14,121 92,982 80,533: 18,520 30,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,561: 1,012 -2,216 900 67 2,009 1,980 693: 1,581 2,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 54.2 5.3 36.8 12.7 83.4 72.2: 16.6 27.8
Old : 100.0: 41.2 54.2 5.3 36.8 12.7 83.4 72.2: 16.6 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 21 45 15 18 20 49 70:
Old : 91: 21 45 15 18 20 49 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 25.9 60.8 33.5 51.4 25.8 58.9 33.3
Old : 52.2 25.9 60.8 33.5 51.4 25.8 58.9 33.3
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 47,061: 20,121 5,868 139 19,917 37,541 40,177 43,548: 6,884 3,513
Old : 47,061: 20,121 5,868 139 19,917 37,541 40,177 43,548: 6,884 3,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,021: 254 -1,294 6 -15 39 245 -1,249: -1,266 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 12.5 0.3 42.3 79.8 85.4 92.5: 14.6 7.5
Old : 100.0: 42.8 12.5 0.3 42.3 79.8 85.4 92.5: 14.6 7.5
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 : 48: 17 5 1 15 12 32 18:
Old : 48: 17 5 1 15 12 32 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 72.4 64.0 85.4 45.6 72.4 64.0 85.4
Old : 45.6 72.4 64.0 85.4 45.6 72.4 64.0 85.4
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 73,704: 19,373 7,015 732 42,398 12,547 62,503 20,294: 11,201 53,410
Old : 73,704: 19,373 7,015 732 42,398 12,547 62,503 20,294: 11,201 53,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,137: -1,587 -330 -246 1,686 -777 -147 -1,353: 3,284 4,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 9.5 1.0 57.5 17.0 84.8 27.5: 15.2 72.5
Old : 100.0: 26.3 9.5 1.0 57.5 17.0 84.8 27.5: 15.2 72.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 25 11 2 33 20 58 33:
Old : 79: 25 11 2 33 20 58 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 : 27.1 9.7 40.4 15.5 26.2 8.0 39.0 12.9
Old : 27.1 9.7 40.4 15.5 26.2 8.0 39.0 12.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016