BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 7,920: 714 1,270 688 5,530 5,238 6,931 7,197: 989 724
Old : 7,920: 714 1,270 688 5,530 5,238 6,931 7,197: 989 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 451: -4 95 12 487 482 495 589: -44 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 16.0 8.7 69.8 66.1 87.5 90.9: 12.5 9.1
Old : 100.0: 9.0 16.0 8.7 69.8 66.1 87.5 90.9: 12.5 9.1
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 : 39: 3 9 7 19 22 28 32:
Old : 39: 3 9 7 19 22 28 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 : 47.9 37.6 64.9 58.8 47.3 34.8 61.4 52.0
Old : 47.9 37.6 64.9 58.8 47.3 34.8 61.4 52.0
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, September 13, 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 : 51,407: 16,001 3,196 14,511 15,882 21,828 46,394 39,535: 5,013 11,873
Old : 51,407: 16,001 3,196 14,511 15,882 21,828 46,394 39,535: 5,013 11,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -384: -111 -1,064 549 -919 -169 -481 -684: 97 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 6.2 28.2 30.9 42.5 90.2 76.9: 9.8 23.1
Old : 100.0: 31.1 6.2 28.2 30.9 42.5 90.2 76.9: 9.8 23.1
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 : 81: 24 18 31 32 31 72 64:
Old : 81: 24 18 31 32 31 72 64:
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 : 32.3 25.3 46.3 37.4 30.5 20.2 41.1 29.4
Old : 32.3 25.3 46.3 37.4 30.5 20.2 41.1 29.4
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, September 13, 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 : 6,135: 281 1,104 1,258 3,798 3,036 5,337 5,398: 798 737
Old : 6,135: 281 1,104 1,258 3,798 3,036 5,337 5,398: 798 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -38: -62 -7 5 7 -63 -49 -65: 11 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 18.0 20.5 61.9 49.5 87.0 88.0: 13.0 12.0
Old : 100.0: 4.6 18.0 20.5 61.9 49.5 87.0 88.0: 13.0 12.0
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 : 40: 4 13 13 22 19 36 35:
Old : 40: 4 13 13 22 19 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 36.2 55.1 53.1 33.4 26.1 49.9 40.1
Old : 33.8 36.2 55.1 53.1 33.4 26.1 49.9 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 5,901: 850 313 1,772 2,728 2,335 5,350 4,420: 551 1,481
Old : 5,901: 850 313 1,772 2,728 2,335 5,350 4,420: 551 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 123: -35 11 58 303 14 327 84: -204 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 5.3 30.0 46.2 39.6 90.7 74.9: 9.3 25.1
Old : 100.0: 14.4 5.3 30.0 46.2 39.6 90.7 74.9: 9.3 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 2 9 9 7 18 17:
Old : 21: 8 2 9 9 7 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 50.1 71.7 65.6 38.9 40.2 51.6 41.9
Old : 52.3 50.1 71.7 65.6 38.9 40.2 51.6 41.9
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, September 13, 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 : 278,371: 83,555 41,762 87,042 84,417 108,571 255,014 237,375: 23,357 40,996
Old : 77,823: 32,358 18,456 23,765 14,389 23,269 70,512 65,489: 7,311 12,334
Other: 200,548: 62,418 34,528 52,056 70,028 85,302 184,502 171,885: 16,046 28,662
: : :
: : Changes in Commitments from: September 6, 2016 :
: 7,343: 3,904 3,557 2,113 -1,183 816 4,834 6,486: 2,509 857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 15.0 31.3 30.3 39.0 91.6 85.3: 8.4 14.7
Old : 100.0: 41.6 23.7 30.5 18.5 29.9 90.6 84.2: 9.4 15.8
Other: 100.0: 31.1 17.2 26.0 34.9 42.5 92.0 85.7: 8.0 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 97 98 115 84 85 245 240:
Old : 243: 81 72 58 51 67 155 175:
Other: 269: 85 84 79 69 85 199 206:
:----------------------------------------------------------------------------------------------------
: 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 15.7 23.6 22.4 12.7 12.3 21.5 17.3
Old : 15.8 17.6 26.1 26.6 14.2 12.8 21.0 18.8
Other: 15.8 16.0 28.0 23.2 15.2 13.6 26.4 19.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 341,759: 100,860 73,691 97,801 108,018 123,098 306,678 294,590: 35,081 47,169
Old : 341,759: 100,860 73,691 97,801 108,018 123,098 306,678 294,590: 35,081 47,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -6,643: 514 4,885 -5,723 -1,053 -5,532 -6,262 -6,370: -381 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 21.6 28.6 31.6 36.0 89.7 86.2: 10.3 13.8
Old : 100.0: 29.5 21.6 28.6 31.6 36.0 89.7 86.2: 10.3 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 401: 117 105 134 141 132 322 316:
Old : 401: 117 105 134 141 132 322 316:
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 : 11.3 11.1 18.3 17.4 11.2 9.6 17.4 15.5
Old : 11.3 11.1 18.3 17.4 11.2 9.6 17.4 15.5
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, September 13, 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 : 3,361: 1,743 1,017 276 400 1,122 2,418 2,415: 943 946
Old : 3,361: 1,743 1,017 276 400 1,122 2,418 2,415: 943 946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -440: -282 -81 -45 39 -192 -288 -318: -152 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 30.3 8.2 11.9 33.4 71.9 71.9: 28.1 28.1
Old : 100.0: 51.8 30.3 8.2 11.9 33.4 71.9 71.9: 28.1 28.1
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 : 54: 24 11 10 14 12 43 29:
Old : 54: 24 11 10 14 12 43 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 33.8 38.5 49.2 27.0 33.6 38.5 48.7
Old : 27.0 33.8 38.5 49.2 27.0 33.6 38.5 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 54,027: 16,415 12,970 16,526 12,199 9,309 45,140 38,804: 8,887 15,222
Old : 54,027: 16,415 12,970 16,526 12,199 9,309 45,140 38,804: 8,887 15,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,162: -169 594 627 -970 -1,626 -512 -406: -650 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 24.0 30.6 22.6 17.2 83.6 71.8: 16.4 28.2
Old : 100.0: 30.4 24.0 30.6 22.6 17.2 83.6 71.8: 16.4 28.2
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 : 196: 46 70 65 58 57 150 154:
Old : 196: 46 70 65 58 57 150 154:
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 : 14.4 10.1 25.1 17.8 14.1 6.8 23.0 12.1
Old : 14.4 10.1 25.1 17.8 14.1 6.8 23.0 12.1
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, September 13, 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 : 30,729: 1,120 13,561 4,471 24,318 10,749 29,909 28,781: 819 1,947
Old : 30,729: 1,120 13,561 4,471 24,318 10,749 29,909 28,781: 819 1,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -337: 183 -104 -97 -392 -41 -305 -241: -32 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 44.1 14.6 79.1 35.0 97.3 93.7: 2.7 6.3
Old : 100.0: 3.6 44.1 14.6 79.1 35.0 97.3 93.7: 2.7 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 : 69: 14 19 21 26 26 51 55:
Old : 69: 14 19 21 26 26 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 42.4 65.6 58.8 46.8 42.2 63.8 57.2
Old : 47.2 42.4 65.6 58.8 46.8 42.2 63.8 57.2
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, September 13, 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 : 45,266: 21,869 11,173 3,179 18,898 30,377 43,946 44,729: 1,320 537
Old : 45,266: 21,869 11,173 3,179 18,898 30,377 43,946 44,729: 1,320 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 6,173: 525 78 2,781 2,868 3,310 6,174 6,169: -1 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 24.7 7.0 41.7 67.1 97.1 98.8: 2.9 1.2
Old : 100.0: 48.3 24.7 7.0 41.7 67.1 97.1 98.8: 2.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 9 2 2 9 9 18 13:
Old : 25: 9 2 2 9 9 18 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 : 79.2 78.8 88.9 94.1 72.8 75.4 78.4 82.8
Old : 79.2 78.8 88.9 94.1 72.8 75.4 78.4 82.8
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, September 13, 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 : 139,807: 46,223 28,733 7,255 55,381 74,611 108,859 110,600: 30,949 29,207
Old : 139,807: 46,223 28,733 7,255 55,381 74,611 108,859 110,600: 30,949 29,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -3,784: 4,068 6,170 -4,808 523 -9,016 -217 -7,654: -3,567 3,870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 20.6 5.2 39.6 53.4 77.9 79.1: 22.1 20.9
Old : 100.0: 33.1 20.6 5.2 39.6 53.4 77.9 79.1: 22.1 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 25 23 17 27 27 60 59:
Old : 85: 25 23 17 27 27 60 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 36.5 45.2 44.8 32.2 35.8 43.9 43.6
Old : 32.8 36.5 45.2 44.8 32.2 35.8 43.9 43.6
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, September 13, 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 : 46,326: 20,838 19,512 2,805 15,253 4,608 38,896 26,926: 7,430 19,400
Old : 46,326: 20,838 19,512 2,805 15,253 4,608 38,896 26,926: 7,430 19,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,496: -1,824 -2,257 1,635 -521 -1,900 -711 -2,522: -786 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 42.1 6.1 32.9 9.9 84.0 58.1: 16.0 41.9
Old : 100.0: 45.0 42.1 6.1 32.9 9.9 84.0 58.1: 16.0 41.9
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 : 36: 7 14 9 11 9 23 28:
Old : 36: 7 14 9 11 9 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 29.8 67.7 38.2 52.3 28.8 65.2 36.5
Old : 53.0 29.8 67.7 38.2 52.3 28.8 65.2 36.5
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, September 13, 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 : 169,458: 20,085 85,629 14,430 131,368 62,404 165,883 162,462: 3,574 6,995
Old : 169,458: 20,085 85,629 14,430 131,368 62,404 165,883 162,462: 3,574 6,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 6,324: 3,231 10,338 -515 4,721 -4,854 7,437 4,969: -1,114 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 50.5 8.5 77.5 36.8 97.9 95.9: 2.1 4.1
Old : 100.0: 11.9 50.5 8.5 77.5 36.8 97.9 95.9: 2.1 4.1
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 : 140: 33 68 19 25 23 69 102:
Old : 140: 33 68 19 25 23 69 102:
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 : 58.9 37.5 71.8 51.9 54.5 30.7 62.7 43.0
Old : 58.9 37.5 71.8 51.9 54.5 30.7 62.7 43.0
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, September 13, 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 : 278,301: 37,981 119,953 32,107 186,453 86,172 256,542 238,232: 21,759 40,069
Old : 278,301: 37,981 119,953 32,107 186,453 86,172 256,542 238,232: 21,759 40,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -16,446: 1,525 -4,647 -66 -13,717 -9,323 -12,259 -14,037: -4,188 -2,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 43.1 11.5 67.0 31.0 92.2 85.6: 7.8 14.4
Old : 100.0: 13.6 43.1 11.5 67.0 31.0 92.2 85.6: 7.8 14.4
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 : 127: 21 54 31 28 45 73 109:
Old : 127: 21 54 31 28 45 73 109:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 29.2 63.9 38.4 53.0 28.5 61.3 37.3
Old : 54.4 29.2 63.9 38.4 53.0 28.5 61.3 37.3
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, September 13, 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 : 196,747: 85,574 27,887 25,978 57,528 107,119 169,080 160,984: 27,667 35,763
Old : 196,747: 85,574 27,887 25,978 57,528 107,119 169,080 160,984: 27,667 35,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -9,661: 5,132 852 -3,173 -8,003 -5,258 -6,044 -7,579: -3,617 -2,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 14.2 13.2 29.2 54.4 85.9 81.8: 14.1 18.2
Old : 100.0: 43.5 14.2 13.2 29.2 54.4 85.9 81.8: 14.1 18.2
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 : 114: 32 37 26 30 37 74 89:
Old : 114: 32 37 26 30 37 74 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 : 33.0 35.5 42.9 44.6 31.0 31.7 39.8 37.1
Old : 33.0 35.5 42.9 44.6 31.0 31.7 39.8 37.1
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, September 13, 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 : 428,594: 86,810 175,198 47,373 246,110 134,783 380,294 357,354: 48,300 71,239
Old : 428,594: 86,810 175,198 47,373 246,110 134,783 380,294 357,354: 48,300 71,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -15,317: -4,140 -18,037 4,330 -14,529 -2,156 -14,339 -15,864: -978 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 40.9 11.1 57.4 31.4 88.7 83.4: 11.3 16.6
Old : 100.0: 20.3 40.9 11.1 57.4 31.4 88.7 83.4: 11.3 16.6
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 : 214: 50 80 52 65 65 142 174:
Old : 214: 50 80 52 65 65 142 174:
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 : 23.3 19.3 36.3 31.0 22.9 18.8 34.5 29.1
Old : 23.3 19.3 36.3 31.0 22.9 18.8 34.5 29.1
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, September 13, 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 : 31,737: 11,532 3,855 1,859 7,866 22,382 21,257 28,096: 10,480 3,641
Old : 31,737: 11,532 3,855 1,859 7,866 22,382 21,257 28,096: 10,480 3,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 12.1 5.9 24.8 70.5 67.0 88.5: 33.0 11.5
Old : 100.0: 36.3 12.1 5.9 24.8 70.5 67.0 88.5: 33.0 11.5
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 : 21: 6 4 5 7 9 16 15:
Old : 21: 6 4 5 7 9 16 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 : 44.8 71.5 56.1 83.3 40.9 71.5 50.7 77.1
Old : 44.8 71.5 56.1 83.3 40.9 71.5 50.7 77.1
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, September 13, 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 : 26,578: 17,591 7,630 0 7,055 18,103 24,646 25,733: 1,932 845
Old : 26,578: 17,591 7,630 0 7,055 18,103 24,646 25,733: 1,932 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -752: -801 -170 0 -42 -613 -843 -783: 91 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 28.7 0.0 26.5 68.1 92.7 96.8: 7.3 3.2
Old : 100.0: 66.2 28.7 0.0 26.5 68.1 92.7 96.8: 7.3 3.2
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 : 33: 15 11 0 4 5 19 16:
Old : 33: 15 11 0 4 5 19 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 : 73.8 79.2 86.2 90.0 73.8 75.0 83.0 85.8
Old : 73.8 79.2 86.2 90.0 73.8 75.0 83.0 85.8
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, September 13, 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 : 61,941: 34,900 29,771 10,545 10,563 18,029 56,008 58,345: 5,933 3,596
Old : 61,941: 34,900 29,771 10,545 10,563 18,029 56,008 58,345: 5,933 3,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 10,002: -2,343 -1,344 10,468 2,088 1,643 10,213 10,767: -211 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 48.1 17.0 17.1 29.1 90.4 94.2: 9.6 5.8
Old : 100.0: 56.3 48.1 17.0 17.1 29.1 90.4 94.2: 9.6 5.8
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 : 89: 50 17 10 14 16 70 37:
Old : 89: 50 17 10 14 16 70 37:
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 : 31.2 54.1 47.1 68.9 27.9 46.9 38.6 55.5
Old : 31.2 54.1 47.1 68.9 27.9 46.9 38.6 55.5
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, September 13, 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 : 5,305: 1,493 2,792 693 2,281 950 4,467 4,435: 838 870
Old : 5,305: 1,493 2,792 693 2,281 950 4,467 4,435: 838 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 52.6 13.1 43.0 17.9 84.2 83.6: 15.8 16.4
Old : 100.0: 28.1 52.6 13.1 43.0 17.9 84.2 83.6: 15.8 16.4
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 : 20: 5 6 4 6 4 13 13:
Old : 20: 5 6 4 6 4 13 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 : 55.3 50.0 77.5 69.8 53.8 49.1 69.6 65.4
Old : 55.3 50.0 77.5 69.8 53.8 49.1 69.6 65.4
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, September 13, 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 :19,842,406: 909,593 1,600,181 8,530,953 9,600,003 8,481,775 19,040,549 18,612,909: 801,857 1,229,497
Old :19,842,406: 909,593 1,600,181 8,530,953 9,600,003 8,481,775 19,040,549 18,612,909: 801,857 1,229,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 461,853: -94,723 -81,443 426,070 104,844 79,004 436,191 423,631: 25,663 38,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.1 43.0 48.4 42.7 96.0 93.8: 4.0 6.2
Old : 100.0: 4.6 8.1 43.0 48.4 42.7 96.0 93.8: 4.0 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 : 328: 52 118 134 137 146 287 308:
Old : 328: 52 118 134 137 146 287 308:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 19.7 37.5 31.1 16.4 9.3 20.2 12.1
Old : 24.8 19.7 37.5 31.1 16.4 9.3 20.2 12.1
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, September 13, 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 : 1,067,085: 117,679 94,067 175,130 653,178 674,795 945,987 943,992: 121,098 123,093
Old : 1,067,085: 117,679 94,067 175,130 653,178 674,795 945,987 943,992: 121,098 123,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 91,495: -13,986 4,670 12,417 70,904 58,925 69,336 76,013: 22,159 15,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 8.8 16.4 61.2 63.2 88.7 88.5: 11.3 11.5
Old : 100.0: 11.0 8.8 16.4 61.2 63.2 88.7 88.5: 11.3 11.5
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 : 672: 165 162 184 268 272 520 533:
Old : 672: 165 162 184 268 272 520 533:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 13.7 20.9 22.2 6.9 7.5 11.6 11.4
Old : 12.4 13.7 20.9 22.2 6.9 7.5 11.6 11.4
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, September 13, 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 : 196,965: 16,174 15,043 36,129 103,148 106,790 155,452 157,963: 41,513 39,002
Old : 196,965: 16,174 15,043 36,129 103,148 106,790 155,452 157,963: 41,513 39,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -10,111: -1,094 2,289 -12,350 2,777 -16,146 -10,667 -26,206: 556 16,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 7.6 18.3 52.4 54.2 78.9 80.2: 21.1 19.8
Old : 100.0: 8.2 7.6 18.3 52.4 54.2 78.9 80.2: 21.1 19.8
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 : 85: 21 16 31 37 35 74 69:
Old : 85: 21 16 31 37 35 74 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.1 22.8 34.3 39.0 17.7 17.6 25.2 30.0
Old : 21.1 22.8 34.3 39.0 17.7 17.6 25.2 30.0
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, September 13, 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 : 4,350,603: 612,728 500,325 589,799 2,750,148 2,840,022 3,952,675 3,930,146: 397,928 420,457
Old : 4,350,603: 612,728 500,325 589,799 2,750,148 2,840,022 3,952,675 3,930,146: 397,928 420,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 508,030: -44,852 31,512 104,230 340,637 375,356 400,015 511,098: 108,015 -3,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 11.5 13.6 63.2 65.3 90.9 90.3: 9.1 9.7
Old : 100.0: 14.1 11.5 13.6 63.2 65.3 90.9 90.3: 9.1 9.7
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 : 653: 158 157 171 261 265 498 514:
Old : 653: 158 157 171 261 265 498 514:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 14.5 21.8 22.1 8.2 9.2 13.5 14.0
Old : 12.8 14.5 21.8 22.1 8.2 9.2 13.5 14.0
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, September 13, 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 : 85,747: 20,587 1,851 2,039 50,961 78,361 73,587 82,251: 12,160 3,496
Old : 85,747: 20,587 1,851 2,039 50,961 78,361 73,587 82,251: 12,160 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 955: -5,137 -351 1,881 4,942 -455 1,686 1,075: -731 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.2 2.4 59.4 91.4 85.8 95.9: 14.2 4.1
Old : 100.0: 24.0 2.2 2.4 59.4 91.4 85.8 95.9: 14.2 4.1
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 : 85: 14 4 6 51 36 67 45:
Old : 85: 14 4 6 51 36 67 45:
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 : 34.9 37.0 46.8 60.9 34.4 36.9 44.2 60.5
Old : 34.9 37.0 46.8 60.9 34.4 36.9 44.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 69,504: 26,634 7,601 3,623 33,166 53,067 63,423 64,291: 6,081 5,213
Old : 69,504: 26,634 7,601 3,623 33,166 53,067 63,423 64,291: 6,081 5,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 3,079: -9,175 506 759 11,435 2,519 3,019 3,784: 60 -704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 10.9 5.2 47.7 76.4 91.3 92.5: 8.7 7.5
Old : 100.0: 38.3 10.9 5.2 47.7 76.4 91.3 92.5: 8.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 79 66 30 81 90 170 176:
Old : 267: 79 66 30 81 90 170 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 27.6 32.5 42.4 15.7 25.2 26.0 36.7
Old : 18.9 27.6 32.5 42.4 15.7 25.2 26.0 36.7
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, September 13, 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 : 347,518: 133,170 38,005 18,114 165,830 265,336 317,114 321,455: 30,404 26,063
Old : 347,518: 133,170 38,005 18,114 165,830 265,336 317,114 321,455: 30,404 26,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 15,397: -45,874 2,528 3,796 57,175 12,594 15,097 18,918: 300 -3,522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 10.9 5.2 47.7 76.4 91.3 92.5: 8.7 7.5
Old : 100.0: 38.3 10.9 5.2 47.7 76.4 91.3 92.5: 8.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 79 66 30 81 90 170 176:
Old : 267: 79 66 30 81 90 170 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.9 27.6 32.5 42.4 15.7 25.2 26.0 36.7
Old : 18.9 27.6 32.5 42.4 15.7 25.2 26.0 36.7
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, September 13, 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 : 131,947: 62,088 26,898 19,038 24,434 61,467 105,560 107,403: 26,387 24,544
Old : 131,947: 62,088 26,898 19,038 24,434 61,467 105,560 107,403: 26,387 24,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 3,278: -4,490 394 4,192 8,449 1,109 8,150 5,695: -4,872 -2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 20.4 14.4 18.5 46.6 80.0 81.4: 20.0 18.6
Old : 100.0: 47.1 20.4 14.4 18.5 46.6 80.0 81.4: 20.0 18.6
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 : 94: 38 28 26 23 22 76 61:
Old : 94: 38 28 26 23 22 76 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 27.6 34.6 39.8 22.9 24.3 32.2 33.7
Old : 24.1 27.6 34.6 39.8 22.9 24.3 32.2 33.7
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, September 13, 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 : 32,801: 10,697 3,351 18 14,997 24,001 25,712 27,370: 7,089 5,431
Old : 32,801: 10,697 3,351 18 14,997 24,001 25,712 27,370: 7,089 5,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -16,964: 53 351 -190 -13,992 -15,525 -14,129 -15,364: -2,835 -1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 10.2 0.1 45.7 73.2 78.4 83.4: 21.6 16.6
Old : 100.0: 32.6 10.2 0.1 45.7 73.2 78.4 83.4: 21.6 16.6
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 : 37: 12 4 1 13 10 25 15:
Old : 37: 12 4 1 13 10 25 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 : 45.3 68.1 59.4 77.9 45.3 68.1 59.3 77.9
Old : 45.3 68.1 59.4 77.9 45.3 68.1 59.3 77.9
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, September 13, 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 : 50,716: 11,847 5,188 630 29,489 17,921 41,966 23,739: 8,750 26,977
Old : 50,716: 11,847 5,188 630 29,489 17,921 41,966 23,739: 8,750 26,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -27,509: -6,064 -2,097 -2,552 -13,738 -14,560 -22,354 -19,209: -5,155 -8,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 10.2 1.2 58.1 35.3 82.7 46.8: 17.3 53.2
Old : 100.0: 23.4 10.2 1.2 58.1 35.3 82.7 46.8: 17.3 53.2
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 : 70: 21 8 5 27 22 50 33:
Old : 70: 21 8 5 27 22 50 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 22.4 40.2 30.5 25.1 21.8 40.2 28.5
Old : 25.1 22.4 40.2 30.5 25.1 21.8 40.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2016