BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 6,564: 933 1,142 832 3,598 3,428 5,363 5,401: 1,202 1,163
Old : 6,564: 933 1,142 832 3,598 3,428 5,363 5,401: 1,202 1,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 583: 136 -130 68 295 461 499 399: 83 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 17.4 12.7 54.8 52.2 81.7 82.3: 18.3 17.7
Old : 100.0: 14.2 17.4 12.7 54.8 52.2 81.7 82.3: 18.3 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 7 9 15 15 25 26:
Old : 31: 5 7 9 15 15 25 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 : 35.4 38.9 53.3 56.6 29.4 38.2 45.9 51.0
Old : 35.4 38.9 53.3 56.6 29.4 38.2 45.9 51.0
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 26, 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 : 54,762: 19,241 6,476 12,266 16,631 16,510 48,138 35,252: 6,625 19,511
Old : 54,762: 19,241 6,476 12,266 16,631 16,510 48,138 35,252: 6,625 19,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,533: 377 -65 523 420 388 1,320 846: 213 687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 11.8 22.4 30.4 30.1 87.9 64.4: 12.1 35.6
Old : 100.0: 35.1 11.8 22.4 30.4 30.1 87.9 64.4: 12.1 35.6
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 : 81: 15 31 32 31 23 66 66:
Old : 81: 15 31 32 31 23 66 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 : 34.5 21.3 51.2 34.1 33.4 17.4 44.7 23.3
Old : 34.5 21.3 51.2 34.1 33.4 17.4 44.7 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 13,233: 320 2,249 2,572 9,441 6,964 12,334 11,785: 899 1,448
Old : 13,233: 320 2,249 2,572 9,441 6,964 12,334 11,785: 899 1,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,347: 14 176 460 707 567 1,182 1,204: 165 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 17.0 19.4 71.4 52.6 93.2 89.1: 6.8 10.9
Old : 100.0: 2.4 17.0 19.4 71.4 52.6 93.2 89.1: 6.8 10.9
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 : 49: 3 18 17 26 20 44 40:
Old : 49: 3 18 17 26 20 44 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 : 35.6 28.0 56.0 46.8 32.1 14.6 41.3 23.1
Old : 35.6 28.0 56.0 46.8 32.1 14.6 41.3 23.1
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 26, 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 : 237,602: 53,175 31,151 85,544 78,927 86,691 217,646 203,386: 19,956 34,216
Old : 223,950: 49,001 32,057 80,501 76,160 78,436 205,662 190,993: 18,288 32,956
Other: 13,653: 5,303 224 3,914 2,767 8,255 11,984 12,393: 1,669 1,260
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,524: 2,386 -3,976 -87 729 5,390 3,028 1,327: -504 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 13.1 36.0 33.2 36.5 91.6 85.6: 8.4 14.4
Old : 100.0: 21.9 14.3 35.9 34.0 35.0 91.8 85.3: 8.2 14.7
Other: 100.0: 38.8 1.6 28.7 20.3 60.5 87.8 90.8: 12.2 9.2
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 91 87 112 76 78 233 220:
Old : 283: 89 88 112 74 78 230 220:
Other: 75: 22 3 12 24 40 48 53:
:----------------------------------------------------------------------------------------------------
: 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 : 12.6 12.9 22.9 21.4 11.1 9.1 18.8 14.3
Old : 12.8 11.6 23.2 20.0 11.7 8.2 19.9 13.5
Other: 36.5 42.8 53.4 57.6 28.2 30.3 40.5 38.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 383,390: 61,926 46,483 128,846 157,333 150,624 348,105 325,953: 35,285 57,437
Old : 383,390: 61,926 46,483 128,846 157,333 150,624 348,105 325,953: 35,285 57,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -1,416: -610 2,649 -1,122 -2,493 -1,257 -4,225 271: 2,809 -1,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.1 33.6 41.0 39.3 90.8 85.0: 9.2 15.0
Old : 100.0: 16.2 12.1 33.6 41.0 39.3 90.8 85.0: 9.2 15.0
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 : 416: 110 92 150 148 166 340 353:
Old : 416: 110 92 150 148 166 340 353:
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 : 15.7 13.5 21.5 19.8 14.7 11.3 19.9 15.7
Old : 15.7 13.5 21.5 19.8 14.7 11.3 19.9 15.7
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 26, 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 : 5,677: 1,117 2,694 1,058 1,973 658 4,148 4,410: 1,529 1,267
Old : 5,677: 1,117 2,694 1,058 1,973 658 4,148 4,410: 1,529 1,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 863: 47 550 79 474 2 600 631: 263 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 47.4 18.6 34.8 11.6 73.1 77.7: 26.9 22.3
Old : 100.0: 19.7 47.4 18.6 34.8 11.6 73.1 77.7: 26.9 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 : 70: 20 24 12 21 14 46 47:
Old : 70: 20 24 12 21 14 46 47:
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 : 22.1 29.0 36.2 45.6 17.2 27.7 28.1 37.5
Old : 22.1 29.0 36.2 45.6 17.2 27.7 28.1 37.5
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 26, 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 : 51,319: 12,708 6,622 16,300 13,985 9,807 42,993 32,729: 8,326 18,590
Old : 51,319: 12,708 6,622 16,300 13,985 9,807 42,993 32,729: 8,326 18,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -616: -35 318 112 -263 166 -186 596: -430 -1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 12.9 31.8 27.3 19.1 83.8 63.8: 16.2 36.2
Old : 100.0: 24.8 12.9 31.8 27.3 19.1 83.8 63.8: 16.2 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 : 186: 42 56 56 63 60 139 150:
Old : 186: 42 56 56 63 60 139 150:
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 : 17.3 12.9 27.3 20.3 13.6 5.9 20.4 8.3
Old : 17.3 12.9 27.3 20.3 13.6 5.9 20.4 8.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 5,543: 616 4,696 209 3,573 238 4,398 5,143: 1,145 400
Old : 5,543: 616 4,696 209 3,573 238 4,398 5,143: 1,145 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 84.7 3.8 64.5 4.3 79.3 92.8: 20.7 7.2
Old : 100.0: 11.1 84.7 3.8 64.5 4.3 79.3 92.8: 20.7 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 3 10 4 18 10:
Old : 21: 6 5 3 10 4 18 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 84.7 65.1 91.9 46.6 84.6 62.7 85.2
Old : 46.6 84.7 65.1 91.9 46.6 84.6 62.7 85.2
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 26, 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 : 45,791: 2,435 23,288 5,885 36,451 11,618 44,771 40,790: 1,020 5,000
Old : 45,791: 2,435 23,288 5,885 36,451 11,618 44,771 40,790: 1,020 5,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,422: 282 876 225 961 333 1,468 1,434: -46 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 50.9 12.9 79.6 25.4 97.8 89.1: 2.2 10.9
Old : 100.0: 5.3 50.9 12.9 79.6 25.4 97.8 89.1: 2.2 10.9
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 : 83: 8 39 26 25 22 55 65:
Old : 83: 8 39 26 25 22 55 65:
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 : 53.0 39.0 70.6 55.7 53.0 39.0 69.3 51.8
Old : 53.0 39.0 70.6 55.7 53.0 39.0 69.3 51.8
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 26, 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 : 30,287: 4,255 2,124 0 25,051 27,437 29,306 29,561: 981 726
Old : 30,287: 4,255 2,124 0 25,051 27,437 29,306 29,561: 981 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 889: 823 -597 0 -144 1,363 679 766: 210 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 7.0 0.0 82.7 90.6 96.8 97.6: 3.2 2.4
Old : 100.0: 14.0 7.0 0.0 82.7 90.6 96.8 97.6: 3.2 2.4
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 : 31: 12 3 0 9 12 21 15:
Old : 31: 12 3 0 9 12 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 75.8 87.4 89.1 79.2 73.0 85.7 85.8
Old : 79.2 75.8 87.4 89.1 79.2 73.0 85.7 85.8
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 26, 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 : 189,623: 30,025 101,477 12,866 119,537 33,931 162,428 148,274: 27,195 41,349
Old : 189,623: 30,025 101,477 12,866 119,537 33,931 162,428 148,274: 27,195 41,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,632: -702 2,943 -583 3,173 1,015 1,888 3,375: -256 -1,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 53.5 6.8 63.0 17.9 85.7 78.2: 14.3 21.8
Old : 100.0: 15.8 53.5 6.8 63.0 17.9 85.7 78.2: 14.3 21.8
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 : 92: 19 36 17 28 29 55 74:
Old : 92: 19 36 17 28 29 55 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 36.6 58.4 46.1 45.1 36.5 55.4 44.7
Old : 46.0 36.6 58.4 46.1 45.1 36.5 55.4 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 58,685: 24,448 29,409 2,128 26,139 3,454 52,715 34,991: 5,970 23,695
Old : 58,685: 24,448 29,409 2,128 26,139 3,454 52,715 34,991: 5,970 23,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 7,159: -400 5,193 548 6,886 -678 7,034 5,063: 125 2,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 50.1 3.6 44.5 5.9 89.8 59.6: 10.2 40.4
Old : 100.0: 41.7 50.1 3.6 44.5 5.9 89.8 59.6: 10.2 40.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 8 17 10 11 10 24 32:
Old : 41: 8 17 10 11 10 24 32:
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 : 56.0 40.0 68.1 47.2 55.5 40.0 67.5 46.3
Old : 56.0 40.0 68.1 47.2 55.5 40.0 67.5 46.3
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 26, 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 : 168,614: 28,711 105,094 16,969 119,351 38,513 165,030 160,576: 3,584 8,038
Old : 168,614: 28,711 105,094 16,969 119,351 38,513 165,030 160,576: 3,584 8,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -4,043: -1,828 -1,235 -4,382 2,323 1,617 -3,887 -4,000: -156 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 62.3 10.1 70.8 22.8 97.9 95.2: 2.1 4.8
Old : 100.0: 17.0 62.3 10.1 70.8 22.8 97.9 95.2: 2.1 4.8
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 : 134: 31 69 15 17 21 58 100:
Old : 134: 31 69 15 17 21 58 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 43.4 78.7 61.6 63.0 41.4 72.0 55.2
Old : 67.1 43.4 78.7 61.6 63.0 41.4 72.0 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 307,215: 32,234 77,792 30,643 223,477 153,924 286,354 262,359: 20,861 44,855
Old : 307,215: 32,234 77,792 30,643 223,477 153,924 286,354 262,359: 20,861 44,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 12,990: -2,102 7,283 -217 15,192 6,789 12,873 13,855: 117 -865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 25.3 10.0 72.7 50.1 93.2 85.4: 6.8 14.6
Old : 100.0: 10.5 25.3 10.0 72.7 50.1 93.2 85.4: 6.8 14.6
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 : 118: 24 51 25 23 39 60 102:
Old : 118: 24 51 25 23 39 60 102:
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 : 57.9 34.2 69.0 44.8 56.6 33.7 66.4 43.3
Old : 57.9 34.2 69.0 44.8 56.6 33.7 66.4 43.3
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 26, 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 : 281,013: 92,268 41,164 20,064 135,020 190,694 247,351 251,922: 33,661 29,091
Old : 281,013: 92,268 41,164 20,064 135,020 190,694 247,351 251,922: 33,661 29,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 4,991: 8,959 -4,314 804 -4,136 11,082 5,626 7,572: -635 -2,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 14.6 7.1 48.0 67.9 88.0 89.6: 12.0 10.4
Old : 100.0: 32.8 14.6 7.1 48.0 67.9 88.0 89.6: 12.0 10.4
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 : 140: 51 42 39 29 39 99 101:
Old : 140: 51 42 39 29 39 99 101:
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 47.5 55.8 56.0 47.8 46.9 55.6 53.9
Old : 48.0 47.5 55.8 56.0 47.8 46.9 55.6 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 459,832: 71,796 196,853 36,861 290,124 148,051 398,781 381,765: 61,052 78,067
Old : 459,832: 71,796 196,853 36,861 290,124 148,051 398,781 381,765: 61,052 78,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 4,762: 1,228 -7,170 846 4,556 7,683 6,630 1,358: -1,868 3,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 42.8 8.0 63.1 32.2 86.7 83.0: 13.3 17.0
Old : 100.0: 15.6 42.8 8.0 63.1 32.2 86.7 83.0: 13.3 17.0
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 : 230: 52 99 62 54 60 139 189:
Old : 230: 52 99 62 54 60 139 189:
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 : 28.7 25.3 45.4 35.6 28.6 24.8 44.6 33.6
Old : 28.7 25.3 45.4 35.6 28.6 24.8 44.6 33.6
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 26, 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 : 31,847: 7,326 793 0 7,784 26,373 15,110 27,166: 16,737 4,681
Old : 31,847: 7,326 793 0 7,784 26,373 15,110 27,166: 16,737 4,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 531: 806 -1,152 0 -755 1,526 51 374: 480 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 2.5 0.0 24.4 82.8 47.4 85.3: 52.6 14.7
Old : 100.0: 23.0 2.5 0.0 24.4 82.8 47.4 85.3: 52.6 14.7
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 : 20: 6 1 0 9 8 15 9:
Old : 20: 6 1 0 9 8 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 79.3 37.5 84.9 26.0 79.3 35.5 83.4
Old : 26.9 79.3 37.5 84.9 26.0 79.3 35.5 83.4
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 26, 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 : 18,670: 6,761 10,474 1,504 9,775 5,538 18,040 17,516: 630 1,154
Old : 18,670: 6,761 10,474 1,504 9,775 5,538 18,040 17,516: 630 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 3,876: 677 1,074 1,062 2,173 1,764 3,912 3,900: -36 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 56.1 8.1 52.4 29.7 96.6 93.8: 3.4 6.2
Old : 100.0: 36.2 56.1 8.1 52.4 29.7 96.6 93.8: 3.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 17 3 3 4 12 21:
Old : 28: 6 17 3 3 4 12 21:
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 : 72.2 60.2 92.0 76.3 59.7 45.9 73.0 58.4
Old : 72.2 60.2 92.0 76.3 59.7 45.9 73.0 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 30,437: 15,166 20,566 335 12,538 4,207 28,039 25,108: 2,398 5,329
Old : 30,437: 15,166 20,566 335 12,538 4,207 28,039 25,108: 2,398 5,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,323: 228 2,674 -9 2,140 -188 2,359 2,477: -36 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 67.6 1.1 41.2 13.8 92.1 82.5: 7.9 17.5
Old : 100.0: 49.8 67.6 1.1 41.2 13.8 92.1 82.5: 7.9 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 19 24 5 13 12 33 40:
Old : 64: 19 24 5 13 12 33 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 : 38.9 41.4 58.4 54.8 38.8 41.4 58.3 54.3
Old : 38.9 41.4 58.4 54.8 38.8 41.4 58.3 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 5,370: 3,147 3,575 23 1,816 552 4,986 4,150: 384 1,220
Old : 5,370: 3,147 3,575 23 1,816 552 4,986 4,150: 384 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 66.6 0.4 33.8 10.3 92.8 77.3: 7.2 22.7
Old : 100.0: 58.6 66.6 0.4 33.8 10.3 92.8 77.3: 7.2 22.7
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 : 20: 4 11 1 3 2 8 13:
Old : 20: 4 11 1 3 2 8 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.6 51.4 92.8 66.0 83.6 51.0 92.4 65.6
Old : 83.6 51.4 92.8 66.0 83.6 51.0 92.4 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 :18,895,774: 1,388,149 1,137,051 8,331,622 8,365,449 8,231,595 18,085,219 17,700,268: 810,554 1,195,506
Old :18,895,774: 1,388,149 1,137,051 8,331,622 8,365,449 8,231,595 18,085,219 17,700,268: 810,554 1,195,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 265,688: 17,199 -146,028 353,395 -156,577 17,414 214,018 224,781: 51,670 40,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.0 44.1 44.3 43.6 95.7 93.7: 4.3 6.3
Old : 100.0: 7.3 6.0 44.1 44.3 43.6 95.7 93.7: 4.3 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 : 317: 57 97 123 144 155 286 293:
Old : 317: 57 97 123 144 155 286 293:
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 : 22.8 22.6 35.9 34.3 11.7 8.5 18.6 11.1
Old : 22.8 22.6 35.9 34.3 11.7 8.5 18.6 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 870,811: 77,610 98,643 103,199 551,327 536,546 732,137 738,388: 138,674 132,423
Old : 870,811: 77,610 98,643 103,199 551,327 536,546 732,137 738,388: 138,674 132,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -491: 2,751 -6,044 -861 6,934 6,702 8,824 -204: -9,315 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 11.3 11.9 63.3 61.6 84.1 84.8: 15.9 15.2
Old : 100.0: 8.9 11.3 11.9 63.3 61.6 84.1 84.8: 15.9 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 : 629: 147 138 149 249 263 472 474:
Old : 629: 147 138 149 249 263 472 474:
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 : 13.5 11.0 21.6 18.2 10.1 7.2 17.5 12.3
Old : 13.5 11.0 21.6 18.2 10.1 7.2 17.5 12.3
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 26, 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 : 161,317: 15,082 7,004 19,307 93,338 66,491 127,727 92,802: 33,590 68,515
Old : 161,317: 15,082 7,004 19,307 93,338 66,491 127,727 92,802: 33,590 68,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -6,135: -2,276 474 -1,840 -2,536 -2,108 -6,652 -3,474: 518 -2,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 4.3 12.0 57.9 41.2 79.2 57.5: 20.8 42.5
Old : 100.0: 9.3 4.3 12.0 57.9 41.2 79.2 57.5: 20.8 42.5
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 : 77: 17 12 21 43 39 70 62:
Old : 77: 17 12 21 43 39 70 62:
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 : 22.9 20.3 35.7 28.8 21.3 14.1 31.0 18.8
Old : 22.9 20.3 35.7 28.8 21.3 14.1 31.0 18.8
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 26, 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 : 3,547,471: 357,347 502,903 374,753 2,289,947 2,350,273 3,022,047 3,227,929: 525,424 319,542
Old : 3,547,471: 357,347 502,903 374,753 2,289,947 2,350,273 3,022,047 3,227,929: 525,424 319,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 28,216: 33,459 -24,267 -3,430 47,350 44,050 77,379 16,354: -49,163 11,862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.2 10.6 64.6 66.3 85.2 91.0: 14.8 9.0
Old : 100.0: 10.1 14.2 10.6 64.6 66.3 85.2 91.0: 14.8 9.0
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 : 613: 142 134 142 240 256 454 460:
Old : 613: 142 134 142 240 256 454 460:
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 : 14.5 11.0 23.8 19.2 11.5 9.5 20.0 15.6
Old : 14.5 11.0 23.8 19.2 11.5 9.5 20.0 15.6
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 26, 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 : 103,435: 8,098 9,756 439 87,538 87,754 96,075 97,949: 7,360 5,486
Old : 103,435: 8,098 9,756 439 87,538 87,754 96,075 97,949: 7,360 5,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -1,497: -2,048 -696 -64 1,651 -1,087 -461 -1,847: -1,036 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 9.4 0.4 84.6 84.8 92.9 94.7: 7.1 5.3
Old : 100.0: 7.8 9.4 0.4 84.6 84.8 92.9 94.7: 7.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 10 9 3 52 38 64 48:
Old : 93: 10 9 3 52 38 64 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 43.3 52.5 66.4 33.7 43.3 51.9 65.9
Old : 34.2 43.3 52.5 66.4 33.7 43.3 51.9 65.9
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 26, 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 : 58,308: 14,182 8,159 2,648 36,835 42,940 53,665 53,746: 4,644 4,562
Old : 58,308: 14,182 8,159 2,648 36,835 42,940 53,665 53,746: 4,644 4,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -1,121: -330 -487 192 -475 -1,323 -612 -1,617: -509 496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.0 4.5 63.2 73.6 92.0 92.2: 8.0 7.8
Old : 100.0: 24.3 14.0 4.5 63.2 73.6 92.0 92.2: 8.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 58 41 22 66 62 133 116:
Old : 208: 58 41 22 66 62 133 116:
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 : 40.5 25.6 48.5 41.6 40.1 25.3 47.4 41.3
Old : 40.5 25.6 48.5 41.6 40.1 25.3 47.4 41.3
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 26, 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 : 291,541: 70,910 40,793 13,239 184,174 214,700 268,323 268,731: 23,219 22,811
Old : 291,541: 70,910 40,793 13,239 184,174 214,700 268,323 268,731: 23,219 22,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -5,605: -1,649 -2,433 962 -2,375 -6,613 -3,062 -8,084: -2,543 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 14.0 4.5 63.2 73.6 92.0 92.2: 8.0 7.8
Old : 100.0: 24.3 14.0 4.5 63.2 73.6 92.0 92.2: 8.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 58 41 22 66 62 133 116:
Old : 208: 58 41 22 66 62 133 116:
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 : 40.5 25.6 48.5 41.6 40.1 25.3 47.4 41.3
Old : 40.5 25.6 48.5 41.6 40.1 25.3 47.4 41.3
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 26, 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 : 141,905: 45,964 79,246 8,574 69,339 18,014 123,878 105,834: 18,028 36,071
Old : 141,905: 45,964 79,246 8,574 69,339 18,014 123,878 105,834: 18,028 36,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -8,639: 392 -2,717 -773 -9,912 -715 -10,294 -4,205: 1,654 -4,434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 55.8 6.0 48.9 12.7 87.3 74.6: 12.7 25.4
Old : 100.0: 32.4 55.8 6.0 48.9 12.7 87.3 74.6: 12.7 25.4
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 : 94: 23 44 20 22 20 55 74:
Old : 94: 23 44 20 22 20 55 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 30.5 65.2 38.0 51.5 30.5 62.9 37.8
Old : 53.1 30.5 65.2 38.0 51.5 30.5 62.9 37.8
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 26, 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 : 43,211: 11,034 8,952 160 21,709 28,412 32,903 37,524: 10,308 5,687
Old : 43,211: 11,034 8,952 160 21,709 28,412 32,903 37,524: 10,308 5,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -752: -5,359 1,682 160 4,239 -3,599 -960 -1,757: 208 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 20.7 0.4 50.2 65.8 76.1 86.8: 23.9 13.2
Old : 100.0: 25.5 20.7 0.4 50.2 65.8 76.1 86.8: 23.9 13.2
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 : 48: 10 11 2 17 12 29 23:
Old : 48: 10 11 2 17 12 29 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 : 41.1 64.2 57.3 75.4 40.7 64.2 57.0 75.1
Old : 41.1 64.2 57.3 75.4 40.7 64.2 57.0 75.1
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 26, 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 : 102,466: 34,055 9,041 500 57,086 19,896 91,641 29,437: 10,825 73,029
Old : 102,466: 34,055 9,041 500 57,086 19,896 91,641 29,437: 10,825 73,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 14,697: 5,933 -4,571 -360 9,524 3,249 15,097 -1,682: -400 16,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 8.8 0.5 55.7 19.4 89.4 28.7: 10.6 71.3
Old : 100.0: 33.2 8.8 0.5 55.7 19.4 89.4 28.7: 10.6 71.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 34 11 4 36 22 71 36:
Old : 93: 34 11 4 36 22 71 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 : 25.3 15.9 37.6 20.7 25.3 14.1 37.3 18.8
Old : 25.3 15.9 37.6 20.7 25.3 14.1 37.3 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016