BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 5,249: 505 1,154 628 2,933 2,467 4,066 4,250: 1,183 999
Old : 5,249: 505 1,154 628 2,933 2,467 4,066 4,250: 1,183 999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 175: 15 -77 26 142 105 183 54: -8 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 22.0 12.0 55.9 47.0 77.5 81.0: 22.5 19.0
Old : 100.0: 9.6 22.0 12.0 55.9 47.0 77.5 81.0: 22.5 19.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 9 9 13 12 23 23:
Old : 29: 3 9 9 13 12 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 44.6 56.9 59.7 32.6 44.2 48.8 54.7
Old : 36.9 44.6 56.9 59.7 32.6 44.2 48.8 54.7
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 12, 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 : 52,490: 18,812 6,613 11,395 15,901 15,459 46,108 33,468: 6,382 19,022
Old : 52,490: 18,812 6,613 11,395 15,901 15,459 46,108 33,468: 6,382 19,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,536: 709 655 253 747 439 1,708 1,347: -173 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 12.6 21.7 30.3 29.5 87.8 63.8: 12.2 36.2
Old : 100.0: 35.8 12.6 21.7 30.3 29.5 87.8 63.8: 12.2 36.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 17 30 29 31 22 63 66:
Old : 81: 17 30 29 31 22 63 66:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 21.9 52.2 34.5 34.7 18.1 46.4 23.6
Old : 35.7 21.9 52.2 34.5 34.7 18.1 46.4 23.6
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 12, 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 : 11,529: 305 1,990 2,024 8,491 6,382 10,820 10,397: 709 1,132
Old : 11,529: 305 1,990 2,024 8,491 6,382 10,820 10,397: 709 1,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,380: 15 197 316 987 762 1,317 1,274: 63 106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 17.3 17.6 73.7 55.4 93.9 90.2: 6.1 9.8
Old : 100.0: 2.6 17.3 17.6 73.7 55.4 93.9 90.2: 6.1 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 : 50: 3 18 18 26 21 45 41:
Old : 50: 3 18 18 26 21 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 25.9 56.8 44.7 34.5 16.7 44.7 25.5
Old : 36.6 25.9 56.8 44.7 34.5 16.7 44.7 25.5
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 12, 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 : 229,442: 49,407 37,045 82,374 77,034 77,768 208,815 197,187: 20,628 32,255
Old : 218,050: 46,045 38,055 77,651 75,011 70,931 198,707 186,637: 19,343 31,413
Other: 11,392: 4,570 198 3,515 2,022 6,837 10,107 10,550: 1,285 842
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,795: -4,211 -8,259 4,411 -1,520 3,395 -1,321 -454: 3,115 2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 16.1 35.9 33.6 33.9 91.0 85.9: 9.0 14.1
Old : 100.0: 21.1 17.5 35.6 34.4 32.5 91.1 85.6: 8.9 14.4
Other: 100.0: 40.1 1.7 30.9 17.8 60.0 88.7 92.6: 11.3 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 85 79 110 76 74 216 217:
Old : 265: 79 85 109 74 74 212 217:
Other: 68: 22 3 12 22 34 45 48:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 12.5 22.9 21.5 11.9 9.3 20.1 14.0
Old : 12.7 11.2 23.1 20.2 12.5 8.6 21.2 13.4
Other: 43.7 46.2 61.6 62.1 34.9 33.0 41.5 41.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 380,249: 63,032 43,466 126,483 158,301 151,716 347,816 321,665: 32,434 58,585
Old : 380,249: 63,032 43,466 126,483 158,301 151,716 347,816 321,665: 32,434 58,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 15,248: 3,189 -1,619 5,653 2,838 7,042 11,680 11,075: 3,568 4,172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 11.4 33.3 41.6 39.9 91.5 84.6: 8.5 15.4
Old : 100.0: 16.6 11.4 33.3 41.6 39.9 91.5 84.6: 8.5 15.4
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 : 416: 101 107 151 147 164 338 355:
Old : 416: 101 107 151 147 164 338 355:
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 13.5 23.2 19.6 16.0 11.2 21.1 15.2
Old : 17.2 13.5 23.2 19.6 16.0 11.2 21.1 15.2
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 12, 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 : 4,575: 1,061 1,970 940 1,401 703 3,402 3,612: 1,173 962
Old : 4,575: 1,061 1,970 940 1,401 703 3,402 3,612: 1,173 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 570: -89 498 240 449 -236 600 502: -31 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 43.1 20.5 30.6 15.4 74.4 79.0: 25.6 21.0
Old : 100.0: 23.2 43.1 20.5 30.6 15.4 74.4 79.0: 25.6 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 : 67: 24 19 13 21 13 49 42:
Old : 67: 24 19 13 21 13 49 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 : 20.2 32.2 31.4 48.4 12.9 29.4 22.2 39.0
Old : 20.2 32.2 31.4 48.4 12.9 29.4 22.2 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 51,305: 12,967 6,356 15,411 14,124 10,083 42,503 31,851: 8,802 19,454
Old : 51,305: 12,967 6,356 15,411 14,124 10,083 42,503 31,851: 8,802 19,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 3,088: 315 -328 1,744 548 790 2,608 2,206: 481 882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.4 30.0 27.5 19.7 82.8 62.1: 17.2 37.9
Old : 100.0: 25.3 12.4 30.0 27.5 19.7 82.8 62.1: 17.2 37.9
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 : 194: 45 54 58 65 64 147 152:
Old : 194: 45 54 58 65 64 147 152:
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 : 16.9 12.0 26.2 19.7 13.2 6.1 19.7 8.4
Old : 16.9 12.0 26.2 19.7 13.2 6.1 19.7 8.4
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 12, 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 : 43,680: 2,120 21,884 5,563 34,958 11,161 42,641 38,608: 1,039 5,072
Old : 43,680: 2,120 21,884 5,563 34,958 11,161 42,641 38,608: 1,039 5,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,705: 7 599 229 1,466 813 1,702 1,641: 3 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 50.1 12.7 80.0 25.6 97.6 88.4: 2.4 11.6
Old : 100.0: 4.9 50.1 12.7 80.0 25.6 97.6 88.4: 2.4 11.6
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 : 75: 7 33 24 24 21 51 58:
Old : 75: 7 33 24 24 21 51 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 39.7 70.8 57.1 54.0 39.7 69.5 53.2
Old : 54.0 39.7 70.8 57.1 54.0 39.7 69.5 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 29,535: 3,156 3,737 0 25,592 25,174 28,748 28,911: 787 624
Old : 29,535: 3,156 3,737 0 25,592 25,174 28,748 28,911: 787 624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -27: 160 359 0 -74 -430 86 -71: -113 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 12.7 0.0 86.6 85.2 97.3 97.9: 2.7 2.1
Old : 100.0: 10.7 12.7 0.0 86.6 85.2 97.3 97.9: 2.7 2.1
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 : 29: 9 5 0 9 11 18 16:
Old : 29: 9 5 0 9 11 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.9 76.4 90.4 91.5 81.9 73.5 88.2 86.9
Old : 81.9 76.4 90.4 91.5 81.9 73.5 88.2 86.9
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, January 12, 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 : 183,908: 36,030 98,033 10,165 112,109 31,208 158,304 139,407: 25,604 44,501
Old : 183,908: 36,030 98,033 10,165 112,109 31,208 158,304 139,407: 25,604 44,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -2,420: -134 -330 -3,902 1,293 2,161 -2,743 -2,071: 323 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 53.3 5.5 61.0 17.0 86.1 75.8: 13.9 24.2
Old : 100.0: 19.6 53.3 5.5 61.0 17.0 86.1 75.8: 13.9 24.2
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 : 104: 21 45 16 25 29 55 81:
Old : 104: 21 45 16 25 29 55 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 36.0 58.1 43.1 46.5 36.0 56.2 42.1
Old : 47.6 36.0 58.1 43.1 46.5 36.0 56.2 42.1
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 12, 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 : 48,502: 24,294 21,158 1,409 16,909 3,785 42,612 26,351: 5,890 22,150
Old : 48,502: 24,294 21,158 1,409 16,909 3,785 42,612 26,351: 5,890 22,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -4,386: -1,692 -1,644 -466 -2,764 -216 -4,921 -2,326: 536 -2,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 43.6 2.9 34.9 7.8 87.9 54.3: 12.1 45.7
Old : 100.0: 50.1 43.6 2.9 34.9 7.8 87.9 54.3: 12.1 45.7
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 : 36: 8 12 7 11 11 23 26:
Old : 36: 8 12 7 11 11 23 26:
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 : 52.5 37.6 65.9 44.4 52.4 37.6 65.8 44.1
Old : 52.5 37.6 65.9 44.4 52.4 37.6 65.8 44.1
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 12, 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 : 149,209: 29,555 103,404 5,191 111,021 32,345 145,766 140,940: 3,443 8,268
Old : 149,209: 29,555 103,404 5,191 111,021 32,345 145,766 140,940: 3,443 8,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 5,365: -4,383 7,715 4,193 5,182 -7,439 4,992 4,469: 373 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 69.3 3.5 74.4 21.7 97.7 94.5: 2.3 5.5
Old : 100.0: 19.8 69.3 3.5 74.4 21.7 97.7 94.5: 2.3 5.5
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 : 128: 28 68 13 19 18 55 92:
Old : 128: 28 68 13 19 18 55 92:
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 : 71.5 48.9 80.0 61.8 71.5 48.9 78.8 61.8
Old : 71.5 48.9 80.0 61.8 71.5 48.9 78.8 61.8
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 12, 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 : 267,052: 31,982 63,776 21,514 193,190 134,216 246,685 219,505: 20,367 47,547
Old : 267,052: 31,982 63,776 21,514 193,190 134,216 246,685 219,505: 20,367 47,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 10,300: -8,615 -5,929 -6,167 23,623 16,274 8,840 4,177: 1,460 6,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 23.9 8.1 72.3 50.3 92.4 82.2: 7.6 17.8
Old : 100.0: 12.0 23.9 8.1 72.3 50.3 92.4 82.2: 7.6 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 24 43 19 25 39 60 90:
Old : 111: 24 43 19 25 39 60 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 32.7 67.7 43.0 55.5 32.2 65.3 41.5
Old : 56.9 32.7 67.7 43.0 55.5 32.2 65.3 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 266,593: 77,818 52,102 15,992 141,053 165,059 234,863 233,154: 31,730 33,439
Old : 266,593: 77,818 52,102 15,992 141,053 165,059 234,863 233,154: 31,730 33,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 15,572: 14,780 -12,566 -5,599 -858 33,600 8,322 15,434: 7,250 138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 19.5 6.0 52.9 61.9 88.1 87.5: 11.9 12.5
Old : 100.0: 29.2 19.5 6.0 52.9 61.9 88.1 87.5: 11.9 12.5
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 : 127: 40 39 23 27 40 80 89:
Old : 127: 40 39 23 27 40 80 89:
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 : 48.8 41.4 56.5 54.5 48.8 41.0 56.0 53.3
Old : 48.8 41.4 56.5 54.5 48.8 41.0 56.0 53.3
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 12, 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 : 452,544: 64,036 206,977 36,004 290,897 131,728 390,936 374,709: 61,608 77,835
Old : 452,544: 64,036 206,977 36,004 290,897 131,728 390,936 374,709: 61,608 77,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -25,382: -588 -13,493 -11,994 -10,030 6,117 -22,612 -19,370: -2,770 -6,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 45.7 8.0 64.3 29.1 86.4 82.8: 13.6 17.2
Old : 100.0: 14.2 45.7 8.0 64.3 29.1 86.4 82.8: 13.6 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 53 91 59 57 61 141 180:
Old : 225: 53 91 59 57 61 141 180:
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 : 29.7 25.9 46.3 34.5 29.6 25.6 45.5 33.3
Old : 29.7 25.9 46.3 34.5 29.6 25.6 45.5 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 30,332: 5,496 2,219 485 8,682 22,809 14,663 25,513: 15,669 4,819
Old : 30,332: 5,496 2,219 485 8,682 22,809 14,663 25,513: 15,669 4,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 7.3 1.6 28.6 75.2 48.3 84.1: 51.7 15.9
Old : 100.0: 18.1 7.3 1.6 28.6 75.2 48.3 84.1: 51.7 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 3 1 8 8 14 11:
Old : 20: 5 3 1 8 8 14 11:
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 : 27.0 70.4 37.7 80.9 24.7 70.4 34.1 77.4
Old : 27.0 70.4 37.7 80.9 24.7 70.4 34.1 77.4
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 12, 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 : 14,588: 5,737 9,281 403 7,698 3,507 13,838 13,191: 750 1,397
Old : 14,588: 5,737 9,281 403 7,698 3,507 13,838 13,191: 750 1,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 268: -623 851 3 949 -547 329 307: -61 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 63.6 2.8 52.8 24.0 94.9 90.4: 5.1 9.6
Old : 100.0: 39.3 63.6 2.8 52.8 24.0 94.9 90.4: 5.1 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 6 15 2 3 4 11 19:
Old : 27: 6 15 2 3 4 11 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 60.6 93.4 75.0 74.4 57.9 88.3 72.0
Old : 77.5 60.6 93.4 75.0 74.4 57.9 88.3 72.0
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 12, 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 : 25,434: 17,149 15,608 197 5,297 4,977 22,643 20,782: 2,791 4,652
Old : 25,434: 17,149 15,608 197 5,297 4,977 22,643 20,782: 2,791 4,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 506: 307 345 86 155 -101 548 330: -42 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 61.4 0.8 20.8 19.6 89.0 81.7: 11.0 18.3
Old : 100.0: 67.4 61.4 0.8 20.8 19.6 89.0 81.7: 11.0 18.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 24 24 3 10 10 35 36:
Old : 66: 24 24 3 10 10 35 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 : 32.2 40.4 47.5 54.2 32.2 40.2 47.5 54.0
Old : 32.2 40.4 47.5 54.2 32.2 40.2 47.5 54.0
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 12, 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 :17,906,196: 1,216,023 1,264,266 7,448,716 8,495,775 8,051,201 17,160,514 16,764,183: 745,683 1,142,013
Old :17,906,196: 1,216,023 1,264,266 7,448,716 8,495,775 8,051,201 17,160,514 16,764,183: 745,683 1,142,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 721,761: 102,111 -151,282 383,543 181,794 459,763 667,448 692,024: 54,313 29,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 7.1 41.6 47.4 45.0 95.8 93.6: 4.2 6.4
Old : 100.0: 6.8 7.1 41.6 47.4 45.0 95.8 93.6: 4.2 6.4
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 : 306: 52 101 124 136 146 274 288:
Old : 306: 52 101 124 136 146 274 288:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 19.4 34.4 31.4 12.2 7.8 20.2 10.6
Old : 21.4 19.4 34.4 31.4 12.2 7.8 20.2 10.6
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 12, 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 : 847,449: 68,329 90,264 107,223 534,083 521,185 709,635 718,672: 137,814 128,776
Old : 847,449: 68,329 90,264 107,223 534,083 521,185 709,635 718,672: 137,814 128,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 102,563: 5,632 10,158 21,911 60,268 59,161 87,811 91,231: 14,752 11,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 10.7 12.7 63.0 61.5 83.7 84.8: 16.3 15.2
Old : 100.0: 8.1 10.7 12.7 63.0 61.5 83.7 84.8: 16.3 15.2
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 : 608: 145 123 152 249 258 465 463:
Old : 608: 145 123 152 249 258 465 463:
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 : 13.2 10.5 21.2 17.6 9.7 7.7 16.6 12.6
Old : 13.2 10.5 21.2 17.6 9.7 7.7 16.6 12.6
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 12, 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 : 164,974: 15,095 6,103 22,844 95,435 70,393 133,374 99,340: 31,600 65,634
Old : 164,974: 15,095 6,103 22,844 95,435 70,393 133,374 99,340: 31,600 65,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 27,266: 2,168 -72 5,412 19,615 12,457 27,196 17,797: 71 9,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 3.7 13.8 57.8 42.7 80.8 60.2: 19.2 39.8
Old : 100.0: 9.1 3.7 13.8 57.8 42.7 80.8 60.2: 19.2 39.8
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 : 83: 19 13 25 45 40 76 67:
Old : 83: 19 13 25 45 40 76 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 18.7 31.2 27.8 17.9 11.8 26.6 16.6
Old : 20.3 18.7 31.2 27.8 17.9 11.8 26.6 16.6
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 12, 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 : 3,412,374: 297,366 452,004 390,700 2,193,240 2,253,959 2,881,306 3,096,663: 531,068 315,711
Old : 3,412,374: 297,366 452,004 390,700 2,193,240 2,253,959 2,881,306 3,096,663: 531,068 315,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 376,482: 17,107 50,942 82,704 203,262 233,522 303,073 367,169: 73,409 9,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 13.2 11.4 64.3 66.1 84.4 90.7: 15.6 9.3
Old : 100.0: 8.7 13.2 11.4 64.3 66.1 84.4 90.7: 15.6 9.3
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 : 588: 135 121 142 239 252 442 447:
Old : 588: 135 121 142 239 252 442 447:
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 : 14.1 11.0 23.4 18.9 11.3 9.8 18.7 15.7
Old : 14.1 11.0 23.4 18.9 11.3 9.8 18.7 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, January 12, 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 : 96,298: 9,043 6,232 688 77,933 84,627 87,664 91,547: 8,634 4,751
Old : 96,298: 9,043 6,232 688 77,933 84,627 87,664 91,547: 8,634 4,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 9,748: -318 2,781 138 10,636 6,907 10,456 9,826: -708 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 6.5 0.7 80.9 87.9 91.0 95.1: 9.0 4.9
Old : 100.0: 9.4 6.5 0.7 80.9 87.9 91.0 95.1: 9.0 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 : 87: 10 8 3 51 34 63 43:
Old : 87: 10 8 3 51 34 63 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 : 35.5 46.7 48.5 70.3 34.9 46.7 48.0 69.8
Old : 35.5 46.7 48.5 70.3 34.9 46.7 48.0 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 64,706: 17,073 10,428 3,008 38,938 47,154 59,019 60,590: 5,688 4,117
Old : 64,706: 17,073 10,428 3,008 38,938 47,154 59,019 60,590: 5,688 4,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,583: 219 772 546 341 132 1,106 1,449: 477 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.1 4.6 60.2 72.9 91.2 93.6: 8.8 6.4
Old : 100.0: 26.4 16.1 4.6 60.2 72.9 91.2 93.6: 8.8 6.4
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 : 209: 61 39 22 67 59 133 115:
Old : 209: 61 39 22 67 59 133 115:
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 : 38.4 25.7 46.5 43.4 38.4 25.5 45.3 43.3
Old : 38.4 25.7 46.5 43.4 38.4 25.5 45.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 323,532: 85,366 52,140 15,039 194,689 235,770 295,094 302,949: 28,438 20,583
Old : 323,532: 85,366 52,140 15,039 194,689 235,770 295,094 302,949: 28,438 20,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 7,913: 1,093 3,858 2,731 1,706 658 5,531 7,247: 2,383 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.1 4.6 60.2 72.9 91.2 93.6: 8.8 6.4
Old : 100.0: 26.4 16.1 4.6 60.2 72.9 91.2 93.6: 8.8 6.4
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 : 209: 61 39 22 67 59 133 115:
Old : 209: 61 39 22 67 59 133 115:
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 : 38.4 25.7 46.5 43.4 38.4 25.5 45.3 43.3
Old : 38.4 25.7 46.5 43.4 38.4 25.5 45.3 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 135,964: 48,420 71,797 6,814 63,220 15,869 118,455 94,480: 17,510 41,485
Old : 135,964: 48,420 71,797 6,814 63,220 15,869 118,455 94,480: 17,510 41,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 24,462: 2,484 11,342 857 22,132 1,748 25,473 13,947: -1,011 10,516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 52.8 5.0 46.5 11.7 87.1 69.5: 12.9 30.5
Old : 100.0: 35.6 52.8 5.0 46.5 11.7 87.1 69.5: 12.9 30.5
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 : 92: 21 45 16 19 21 51 71:
Old : 92: 21 45 16 19 21 51 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 26.3 64.0 33.4 52.2 26.3 61.8 33.2
Old : 52.9 26.3 64.0 33.4 52.2 26.3 61.8 33.2
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 12, 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 : 48,178: 18,873 7,149 0 20,321 37,316 39,194 44,465: 8,984 3,713
Old : 48,178: 18,873 7,149 0 20,321 37,316 39,194 44,465: 8,984 3,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 1,117: -1,248 1,281 -139 404 -225 -983 917: 2,100 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 14.8 0.0 42.2 77.5 81.4 92.3: 18.6 7.7
Old : 100.0: 39.2 14.8 0.0 42.2 77.5 81.4 92.3: 18.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 19 7 0 17 11 36 18:
Old : 53: 19 7 0 17 11 36 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 : 40.4 70.7 57.7 83.7 40.4 70.7 57.7 83.7
Old : 40.4 70.7 57.7 83.7 40.4 70.7 57.7 83.7
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 12, 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 : 81,591: 24,299 11,881 562 47,347 13,551 72,208 25,994: 9,383 55,597
Old : 81,591: 24,299 11,881 562 47,347 13,551 72,208 25,994: 9,383 55,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: 7,887: 4,926 4,866 -170 4,949 1,004 9,705 5,700: -1,818 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 14.6 0.7 58.0 16.6 88.5 31.9: 11.5 68.1
Old : 100.0: 29.8 14.6 0.7 58.0 16.6 88.5 31.9: 11.5 68.1
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 : 87: 24 19 3 33 20 59 40:
Old : 87: 24 19 3 33 20 59 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 : 28.1 8.6 43.3 14.8 28.1 8.6 42.0 14.1
Old : 28.1 8.6 43.3 14.8 28.1 8.6 42.0 14.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2016