BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 8,587: 718 1,398 750 6,009 5,550 7,477 7,699: 1,110 888
Old : 8,587: 718 1,398 750 6,009 5,550 7,477 7,699: 1,110 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 329: 6 223 -2 177 29 181 250: 149 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 16.3 8.7 70.0 64.6 87.1 89.7: 12.9 10.3
Old : 100.0: 8.4 16.3 8.7 70.0 64.6 87.1 89.7: 12.9 10.3
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 : 39: 4 8 7 19 20 28 30:
Old : 39: 4 8 7 19 20 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 35.2 63.6 54.4 47.7 32.7 60.6 48.8
Old : 47.9 35.2 63.6 54.4 47.7 32.7 60.6 48.8
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 27, 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 : 57,962: 17,952 2,371 17,759 17,516 23,582 53,227 43,711: 4,735 14,251
Old : 57,962: 17,952 2,371 17,759 17,516 23,582 53,227 43,711: 4,735 14,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 5,460: 1,905 -599 2,680 910 1,380 5,494 3,460: -35 1,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 4.1 30.6 30.2 40.7 91.8 75.4: 8.2 24.6
Old : 100.0: 31.0 4.1 30.6 30.2 40.7 91.8 75.4: 8.2 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 22 22 32 34 31 75 66:
Old : 85: 22 22 32 34 31 75 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 : 31.5 24.4 45.2 35.6 29.5 19.9 39.4 27.3
Old : 31.5 24.4 45.2 35.6 29.5 19.9 39.4 27.3
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, September 27, 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 : 6,702: 289 1,277 1,484 4,095 3,108 5,868 5,869: 834 833
Old : 6,702: 289 1,277 1,484 4,095 3,108 5,868 5,869: 834 833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 250: 25 100 56 170 98 251 254: -1 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 19.1 22.1 61.1 46.4 87.6 87.6: 12.4 12.4
Old : 100.0: 4.3 19.1 22.1 61.1 46.4 87.6 87.6: 12.4 12.4
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: 4 13 13 23 20 37 36:
Old : 41: 4 13 13 23 20 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 36.9 54.7 52.5 31.1 25.1 46.1 37.3
Old : 32.6 36.9 54.7 52.5 31.1 25.1 46.1 37.3
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 27, 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 : 6,406: 1,096 404 1,792 2,954 2,641 5,842 4,837: 564 1,569
Old : 6,406: 1,096 404 1,792 2,954 2,641 5,842 4,837: 564 1,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 272: 62 19 8 196 240 266 267: 6 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.3 28.0 46.1 41.2 91.2 75.5: 8.8 24.5
Old : 100.0: 17.1 6.3 28.0 46.1 41.2 91.2 75.5: 8.8 24.5
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 : 23: 9 1 9 9 9 18 19:
Old : 23: 9 1 9 9 9 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 50.1 72.5 66.4 40.4 41.7 54.8 45.2
Old : 51.2 50.1 72.5 66.4 40.4 41.7 54.8 45.2
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 27, 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 : 306,690: 92,588 56,928 105,226 85,538 104,024 283,352 266,178: 23,338 40,511
Old : 57,651: 17,583 9,120 28,656 6,931 14,704 53,171 52,480: 4,480 5,171
Other: 249,039: 82,123 54,926 69,451 78,607 89,321 230,181 213,698: 18,858 35,340
: : :
: : Changes in Commitments from: September 20, 2016 :
: 11,666: 5,250 7,617 8,552 -1,603 -3,586 12,200 12,583: -533 -916
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 18.6 34.3 27.9 33.9 92.4 86.8: 7.6 13.2
Old : 100.0: 30.5 15.8 49.7 12.0 25.5 92.2 91.0: 7.8 9.0
Other: 100.0: 33.0 22.1 27.9 31.6 35.9 92.4 85.8: 7.6 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 110 108 124 85 91 263 263:
Old : 200: 63 55 50 41 65 128 148:
Other: 314: 108 99 107 80 87 240 244:
:----------------------------------------------------------------------------------------------------
: 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 : 12.9 13.5 21.6 19.7 11.4 9.8 19.0 14.8
Old : 17.7 20.2 28.3 30.8 9.8 10.9 15.7 14.5
Other: 14.2 12.9 24.2 19.6 13.9 10.9 23.1 16.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 352,640: 104,574 68,478 105,189 110,625 130,252 320,389 303,919: 32,251 48,720
Old : 352,640: 104,574 68,478 105,189 110,625 130,252 320,389 303,919: 32,251 48,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 12,664: 2,048 -2,714 7,115 4,858 6,412 14,020 10,813: -1,356 1,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 19.4 29.8 31.4 36.9 90.9 86.2: 9.1 13.8
Old : 100.0: 29.7 19.4 29.8 31.4 36.9 90.9 86.2: 9.1 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 : 410: 124 108 135 134 137 325 323:
Old : 410: 124 108 135 134 137 325 323:
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 : 11.5 10.4 19.0 16.4 11.4 8.4 17.6 13.5
Old : 11.5 10.4 19.0 16.4 11.4 8.4 17.6 13.5
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 27, 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 : 3,961: 1,883 1,044 408 602 1,494 2,893 2,946: 1,068 1,015
Old : 3,961: 1,883 1,044 408 602 1,494 2,893 2,946: 1,068 1,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 150: 80 -295 147 -143 272 84 124: 66 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 26.4 10.3 15.2 37.7 73.0 74.4: 27.0 25.6
Old : 100.0: 47.5 26.4 10.3 15.2 37.7 73.0 74.4: 27.0 25.6
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 : 59: 24 11 11 16 18 46 37:
Old : 59: 24 11 11 16 18 46 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 : 24.8 28.2 36.8 42.5 24.8 28.0 35.6 41.9
Old : 24.8 28.2 36.8 42.5 24.8 28.0 35.6 41.9
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 27, 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 : 58,191: 17,616 15,211 18,579 12,675 9,392 48,870 43,182: 9,321 15,009
Old : 58,191: 17,616 15,211 18,579 12,675 9,392 48,870 43,182: 9,321 15,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,332: 238 1,471 1,100 398 -204 1,737 2,367: 596 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 26.1 31.9 21.8 16.1 84.0 74.2: 16.0 25.8
Old : 100.0: 30.3 26.1 31.9 21.8 16.1 84.0 74.2: 16.0 25.8
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 : 199: 49 69 62 59 54 147 154:
Old : 199: 49 69 62 59 54 147 154:
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 : 15.0 10.9 25.0 19.1 14.3 8.7 23.0 14.4
Old : 15.0 10.9 25.0 19.1 14.3 8.7 23.0 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 33,835: 1,561 15,463 4,338 27,240 11,854 33,139 31,655: 696 2,180
Old : 33,835: 1,561 15,463 4,338 27,240 11,854 33,139 31,655: 696 2,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,851: 342 1,851 173 2,457 656 2,972 2,680: -121 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 45.7 12.8 80.5 35.0 97.9 93.6: 2.1 6.4
Old : 100.0: 4.6 45.7 12.8 80.5 35.0 97.9 93.6: 2.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 72: 10 24 20 29 27 53 57:
Old : 72: 10 24 20 29 27 53 57:
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 : 48.9 42.8 66.7 58.6 48.5 42.8 65.0 56.6
Old : 48.9 42.8 66.7 58.6 48.5 42.8 65.0 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 36,928: 24,138 12,109 0 11,776 24,246 35,914 36,355: 1,014 573
Old : 36,928: 24,138 12,109 0 11,776 24,246 35,914 36,355: 1,014 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,837: 1,588 -2,702 0 238 4,618 1,826 1,916: 11 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 32.8 0.0 31.9 65.7 97.3 98.4: 2.7 1.6
Old : 100.0: 65.4 32.8 0.0 31.9 65.7 97.3 98.4: 2.7 1.6
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 : 26: 9 3 0 6 9 15 12:
Old : 26: 9 3 0 6 9 15 12:
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 : 87.0 81.3 92.8 94.0 87.0 81.3 92.8 94.0
Old : 87.0 81.3 92.8 94.0 87.0 81.3 92.8 94.0
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 27, 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 : 126,072: 34,470 45,383 9,171 55,581 37,455 99,222 92,009: 26,850 34,062
Old : 126,072: 34,470 45,383 9,171 55,581 37,455 99,222 92,009: 26,850 34,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -28,767: -22,759 4,865 975 -6,525 -39,124 -28,309 -33,284: -458 4,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 36.0 7.3 44.1 29.7 78.7 73.0: 21.3 27.0
Old : 100.0: 27.3 36.0 7.3 44.1 29.7 78.7 73.0: 21.3 27.0
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 : 87: 27 27 16 23 28 61 60:
Old : 87: 27 27 16 23 28 61 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 21.4 42.8 32.2 29.7 21.4 41.7 30.5
Old : 30.6 21.4 42.8 32.2 29.7 21.4 41.7 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 40,547: 12,763 18,759 673 19,917 4,079 33,353 23,510: 7,194 17,037
Old : 40,547: 12,763 18,759 673 19,917 4,079 33,353 23,510: 7,194 17,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -1,888: -14,497 -112 165 11,025 -132 -3,306 -78: 1,418 -1,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 46.3 1.7 49.1 10.1 82.3 58.0: 17.7 42.0
Old : 100.0: 31.5 46.3 1.7 49.1 10.1 82.3 58.0: 17.7 42.0
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 : 35: 10 11 7 9 8 21 24:
Old : 35: 10 11 7 9 8 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 34.5 65.1 43.5 49.4 34.5 63.9 43.5
Old : 49.5 34.5 65.1 43.5 49.4 34.5 63.9 43.5
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 27, 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 : 161,912: 24,864 110,745 2,896 128,732 40,157 156,492 153,798: 5,420 8,114
Old : 161,912: 24,864 110,745 2,896 128,732 40,157 156,492 153,798: 5,420 8,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 7,191: 4,259 615 1,262 782 5,149 6,303 7,027: 888 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 68.4 1.8 79.5 24.8 96.7 95.0: 3.3 5.0
Old : 100.0: 15.4 68.4 1.8 79.5 24.8 96.7 95.0: 3.3 5.0
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 : 162: 44 83 12 23 16 73 105:
Old : 162: 44 83 12 23 16 73 105:
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 : 60.5 42.2 75.3 55.1 60.5 42.2 75.3 55.1
Old : 60.5 42.2 75.3 55.1 60.5 42.2 75.3 55.1
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 27, 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 : 270,602: 45,222 131,968 22,991 179,089 77,504 247,303 232,464: 23,299 38,138
Old : 270,602: 45,222 131,968 22,991 179,089 77,504 247,303 232,464: 23,299 38,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,163: -21,081 8,201 -676 20,685 -3,751 -1,072 3,774: 3,235 -1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 48.8 8.5 66.2 28.6 91.4 85.9: 8.6 14.1
Old : 100.0: 16.7 48.8 8.5 66.2 28.6 91.4 85.9: 8.6 14.1
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 : 132: 31 52 23 27 43 73 103:
Old : 132: 31 52 23 27 43 73 103:
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 : 55.4 30.4 64.8 40.9 53.9 29.6 62.1 40.0
Old : 55.4 30.4 64.8 40.9 53.9 29.6 62.1 40.0
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 27, 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 : 188,921: 96,748 28,196 16,966 46,516 106,915 160,230 152,077: 28,692 36,844
Old : 188,921: 96,748 28,196 16,966 46,516 106,915 160,230 152,077: 28,692 36,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 18,816: 11,975 3,147 1,802 2,359 9,655 16,136 14,605: 2,679 4,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 14.9 9.0 24.6 56.6 84.8 80.5: 15.2 19.5
Old : 100.0: 51.2 14.9 9.0 24.6 56.6 84.8 80.5: 15.2 19.5
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 : 122: 36 38 24 29 40 75 92:
Old : 122: 36 38 24 29 40 75 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 36.9 46.4 43.8 36.0 34.2 44.8 39.7
Old : 36.0 36.9 46.4 43.8 36.0 34.2 44.8 39.7
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 27, 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 : 382,409: 95,205 177,726 32,586 206,874 112,233 334,665 322,545: 47,744 59,864
Old : 382,409: 95,205 177,726 32,586 206,874 112,233 334,665 322,545: 47,744 59,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 6,883: 5,955 -3,989 2,197 -1,659 11,693 6,493 9,901: 390 -3,018
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 46.5 8.5 54.1 29.3 87.5 84.3: 12.5 15.7
Old : 100.0: 24.9 46.5 8.5 54.1 29.3 87.5 84.3: 12.5 15.7
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 : 227: 64 81 52 60 64 151 172:
Old : 227: 64 81 52 60 64 151 172:
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 : 28.0 21.2 39.9 32.1 27.7 21.2 38.2 30.9
Old : 28.0 21.2 39.9 32.1 27.7 21.2 38.2 30.9
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 27, 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 : 29,630: 12,748 2,440 337 7,152 23,230 20,237 26,007: 9,393 3,623
Old : 29,630: 12,748 2,440 337 7,152 23,230 20,237 26,007: 9,393 3,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 943: 1,287 -3,289 115 -433 3,648 969 474: -26 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 8.2 1.1 24.1 78.4 68.3 87.8: 31.7 12.2
Old : 100.0: 43.0 8.2 1.1 24.1 78.4 68.3 87.8: 31.7 12.2
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: 8 3 3 6 7 14 13:
Old : 21: 8 3 3 6 7 14 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 : 47.1 75.0 58.5 85.7 43.2 75.0 54.1 82.9
Old : 47.1 75.0 58.5 85.7 43.2 75.0 54.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 28,194: 18,624 8,451 561 7,324 18,224 26,509 27,236: 1,685 958
Old : 28,194: 18,624 8,451 561 7,324 18,224 26,509 27,236: 1,685 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,770: 2,463 1,647 561 -204 535 2,820 2,743: -50 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 30.0 2.0 26.0 64.6 94.0 96.6: 6.0 3.4
Old : 100.0: 66.1 30.0 2.0 26.0 64.6 94.0 96.6: 6.0 3.4
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 : 34: 13 12 4 4 4 20 19:
Old : 34: 13 12 4 4 4 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 75.6 86.1 88.7 77.0 72.6 84.1 85.7
Old : 77.0 75.6 86.1 88.7 77.0 72.6 84.1 85.7
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 27, 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 : 49,416: 34,159 40,952 75 9,649 4,995 43,883 46,022: 5,533 3,394
Old : 49,416: 34,159 40,952 75 9,649 4,995 43,883 46,022: 5,533 3,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -110: -619 -1,742 2 570 1,839 -47 99: -63 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 82.9 0.2 19.5 10.1 88.8 93.1: 11.2 6.9
Old : 100.0: 69.1 82.9 0.2 19.5 10.1 88.8 93.1: 11.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 47 22 6 9 13 60 37:
Old : 87: 47 22 6 9 13 60 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 : 34.9 64.1 51.1 74.6 33.6 64.1 49.5 74.5
Old : 34.9 64.1 51.1 74.6 33.6 64.1 49.5 74.5
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 27, 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 :18,314,483: 889,145 1,899,547 7,578,719 9,074,112 7,664,348 17,541,977 17,142,614: 772,506 1,171,870
Old :18,314,483: 889,145 1,899,547 7,578,719 9,074,112 7,664,348 17,541,977 17,142,614: 772,506 1,171,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 91,954: -23,812 27,422 -16,735 151,921 72,361 111,375 83,048: -19,421 8,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 10.4 41.4 49.5 41.8 95.8 93.6: 4.2 6.4
Old : 100.0: 4.9 10.4 41.4 49.5 41.8 95.8 93.6: 4.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 310: 51 106 132 132 141 274 296:
Old : 310: 51 106 132 132 141 274 296:
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 : 24.9 19.7 37.7 31.8 17.6 10.6 21.7 13.6
Old : 24.9 19.7 37.7 31.8 17.6 10.6 21.7 13.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 821,074: 113,066 90,065 129,874 482,392 498,745 725,331 718,683: 95,743 102,391
Old : 821,074: 113,066 90,065 129,874 482,392 498,745 725,331 718,683: 95,743 102,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -2,605: -578 3,499 -5,128 3,197 -2,787 -2,509 -4,416: -96 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.0 15.8 58.8 60.7 88.3 87.5: 11.7 12.5
Old : 100.0: 13.8 11.0 15.8 58.8 60.7 88.3 87.5: 11.7 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 661: 152 174 171 248 254 494 505:
Old : 661: 152 174 171 248 254 494 505:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.3 15.2 21.5 23.6 9.3 11.3 15.7 17.7
Old : 13.3 15.2 21.5 23.6 9.3 11.3 15.7 17.7
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 27, 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 : 118,040: 10,178 3,663 28,845 45,835 54,925 84,857 87,432: 33,183 30,608
Old : 118,040: 10,178 3,663 28,845 45,835 54,925 84,857 87,432: 33,183 30,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 5,011: 760 -2,988 969 2,915 6,670 4,644 4,651: 367 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.1 24.4 38.8 46.5 71.9 74.1: 28.1 25.9
Old : 100.0: 8.6 3.1 24.4 38.8 46.5 71.9 74.1: 28.1 25.9
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 : 80: 24 14 29 35 34 72 64:
Old : 80: 24 14 29 35 34 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 : 22.3 25.9 31.7 40.0 8.9 20.3 14.9 26.3
Old : 22.3 25.9 31.7 40.0 8.9 20.3 14.9 26.3
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 27, 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 : 3,515,169: 530,217 447,790 489,365 2,182,785 2,219,099 3,202,367 3,156,254: 312,802 358,915
Old : 3,515,169: 530,217 447,790 489,365 2,182,785 2,219,099 3,202,367 3,156,254: 312,802 358,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -38,078: -13,178 25,947 -24,000 1,413 -47,283 -35,765 -45,335: -2,313 7,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.7 13.9 62.1 63.1 91.1 89.8: 8.9 10.2
Old : 100.0: 15.1 12.7 13.9 62.1 63.1 91.1 89.8: 8.9 10.2
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 : 637: 138 171 157 239 245 467 483:
Old : 637: 138 171 157 239 245 467 483:
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 : 13.9 15.9 22.0 25.0 10.5 13.0 17.4 19.9
Old : 13.9 15.9 22.0 25.0 10.5 13.0 17.4 19.9
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 27, 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 : 82,981: 22,918 1,995 355 47,248 77,887 70,521 80,237: 12,460 2,744
Old : 82,981: 22,918 1,995 355 47,248 77,887 70,521 80,237: 12,460 2,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,905: 1,384 -422 150 270 1,989 1,804 1,717: 101 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 2.4 0.4 56.9 93.9 85.0 96.7: 15.0 3.3
Old : 100.0: 27.6 2.4 0.4 56.9 93.9 85.0 96.7: 15.0 3.3
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 : 82: 16 4 3 46 34 62 41:
Old : 82: 16 4 3 46 34 62 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 39.1 47.7 64.2 35.3 39.0 45.6 63.8
Old : 36.1 39.1 47.7 64.2 35.3 39.0 45.6 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 61,821: 33,505 5,769 2,124 19,985 48,347 55,614 56,240: 6,207 5,580
Old : 61,821: 33,505 5,769 2,124 19,985 48,347 55,614 56,240: 6,207 5,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 4,608: 3,607 -170 598 -89 3,961 4,116 4,389: 493 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 9.3 3.4 32.3 78.2 90.0 91.0: 10.0 9.0
Old : 100.0: 54.2 9.3 3.4 32.3 78.2 90.0 91.0: 10.0 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 : 254: 85 56 21 66 72 162 139:
Old : 254: 85 56 21 66 72 162 139:
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 : 25.8 36.7 41.2 55.1 25.8 36.6 41.1 55.1
Old : 25.8 36.7 41.2 55.1 25.8 36.6 41.1 55.1
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 27, 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 : 309,103: 167,527 28,847 10,618 99,925 241,737 278,070 281,202: 31,033 27,901
Old : 309,103: 167,527 28,847 10,618 99,925 241,737 278,070 281,202: 31,033 27,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 23,041: 18,036 -849 2,988 -446 19,805 20,579 21,944: 2,463 1,097
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 9.3 3.4 32.3 78.2 90.0 91.0: 10.0 9.0
Old : 100.0: 54.2 9.3 3.4 32.3 78.2 90.0 91.0: 10.0 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 : 254: 85 56 21 66 72 162 139:
Old : 254: 85 56 21 66 72 162 139:
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 : 25.8 36.7 41.2 55.1 25.8 36.6 41.1 55.1
Old : 25.8 36.7 41.2 55.1 25.8 36.6 41.1 55.1
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 27, 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 : 118,854: 64,096 48,012 13,717 15,283 34,050 93,096 95,780: 25,758 23,074
Old : 118,854: 64,096 48,012 13,717 15,283 34,050 93,096 95,780: 25,758 23,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 12,422: 16,203 6,553 -413 -5,281 4,776 10,509 10,917: 1,912 1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 40.4 11.5 12.9 28.6 78.3 80.6: 21.7 19.4
Old : 100.0: 53.9 40.4 11.5 12.9 28.6 78.3 80.6: 21.7 19.4
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 : 99: 38 30 21 25 24 77 61:
Old : 99: 38 30 21 25 24 77 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 : 29.4 23.4 38.5 36.2 29.4 22.6 37.7 34.5
Old : 29.4 23.4 38.5 36.2 29.4 22.6 37.7 34.5
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 27, 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 : 34,218: 11,313 2,830 9 15,064 25,680 26,386 28,519: 7,832 5,699
Old : 34,218: 11,313 2,830 9 15,064 25,680 26,386 28,519: 7,832 5,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 976: 921 -467 -9 -1,106 689 -194 213: 1,170 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 8.3 0.0 44.0 75.0 77.1 83.3: 22.9 16.7
Old : 100.0: 33.1 8.3 0.0 44.0 75.0 77.1 83.3: 22.9 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 3 2 13 11 25 16:
Old : 37: 12 3 2 13 11 25 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 : 44.6 69.1 58.0 78.5 44.6 69.1 58.0 78.5
Old : 44.6 69.1 58.0 78.5 44.6 69.1 58.0 78.5
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 27, 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 : 51,862: 11,106 9,036 1,217 30,609 23,298 42,932 33,551: 8,930 18,311
Old : 51,862: 11,106 9,036 1,217 30,609 23,298 42,932 33,551: 8,930 18,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 6,808: 4,291 3,236 522 1,902 4,988 6,715 8,746: 93 -1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 17.4 2.3 59.0 44.9 82.8 64.7: 17.2 35.3
Old : 100.0: 21.4 17.4 2.3 59.0 44.9 82.8 64.7: 17.2 35.3
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 : 71: 13 16 5 28 22 44 40:
Old : 71: 13 16 5 28 22 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 : 30.6 27.1 46.1 38.4 30.6 25.1 45.7 34.2
Old : 30.6 27.1 46.1 38.4 30.6 25.1 45.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016