BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 8,987: 756 1,401 895 6,275 5,832 7,926 8,127: 1,060 859
Old : 8,987: 756 1,401 895 6,275 5,832 7,926 8,127: 1,060 859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 400: 38 3 144 266 281 449 429: -49 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 15.6 10.0 69.8 64.9 88.2 90.4: 11.8 9.6
Old : 100.0: 8.4 15.6 10.0 69.8 64.9 88.2 90.4: 11.8 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 10 7 21 23 30 34:
Old : 43: 3 10 7 21 23 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 33.7 62.6 52.7 46.6 31.0 59.5 47.3
Old : 46.7 33.7 62.6 52.7 46.6 31.0 59.5 47.3
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, October 04, 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 : 59,903: 19,234 3,254 18,237 17,767 24,316 55,239 45,808: 4,664 14,095
Old : 59,903: 19,234 3,254 18,237 17,767 24,316 55,239 45,808: 4,664 14,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,941: 1,282 884 478 251 735 2,012 2,097: -70 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 5.4 30.4 29.7 40.6 92.2 76.5: 7.8 23.5
Old : 100.0: 32.1 5.4 30.4 29.7 40.6 92.2 76.5: 7.8 23.5
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 : 90: 25 21 32 35 34 77 70:
Old : 90: 25 21 32 35 34 77 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 24.0 45.8 36.1 30.6 19.5 40.0 26.8
Old : 32.1 24.0 45.8 36.1 30.6 19.5 40.0 26.8
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, October 04, 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 : 6,972: 319 1,214 1,522 4,233 3,347 6,075 6,083: 897 888
Old : 6,972: 319 1,214 1,522 4,233 3,347 6,075 6,083: 897 888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 270: 30 -63 38 138 240 206 214: 63 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 17.4 21.8 60.7 48.0 87.1 87.3: 12.9 12.7
Old : 100.0: 4.6 17.4 21.8 60.7 48.0 87.1 87.3: 12.9 12.7
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 : 40: 5 11 12 24 20 38 34:
Old : 40: 5 11 12 24 20 38 34:
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 37.2 54.1 54.9 30.6 24.8 45.7 36.7
Old : 32.3 37.2 54.1 54.9 30.6 24.8 45.7 36.7
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, October 04, 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 : 6,761: 899 404 2,010 3,217 2,735 6,126 5,149: 635 1,612
Old : 6,761: 899 404 2,010 3,217 2,735 6,126 5,149: 635 1,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 355: -197 0 218 262 94 284 312: 71 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 6.0 29.7 47.6 40.5 90.6 76.2: 9.4 23.8
Old : 100.0: 13.3 6.0 29.7 47.6 40.5 90.6 76.2: 9.4 23.8
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 : 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 : 50.0 49.6 72.5 66.5 40.2 40.6 53.9 44.2
Old : 50.0 49.6 72.5 66.5 40.2 40.6 53.9 44.2
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, October 04, 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 : 312,533: 97,853 61,122 111,603 80,525 101,689 289,981 274,414: 22,552 38,118
Old : 312,268: 97,868 61,087 111,527 80,405 101,617 289,800 274,231: 22,468 38,036
Other: 265: 61 111 0 120 72 181 183: 84 82
: : :
: : Changes in Commitments from: September 27, 2016 :
: 5,843: 5,265 4,194 6,377 -5,013 -2,335 6,630 8,236: -787 -2,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 19.6 35.7 25.8 32.5 92.8 87.8: 7.2 12.2
Old : 100.0: 31.3 19.6 35.7 25.7 32.5 92.8 87.8: 7.2 12.2
Other: 100.0: 23.0 41.9 0.0 45.3 27.2 68.3 69.1: 31.7 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 116 112 121 87 95 261 276:
Old : 345: 116 113 121 87 95 261 276:
Other: 10: 1 3 0 1 6 2 9:
:----------------------------------------------------------------------------------------------------
: 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 : 12.2 13.4 21.4 19.8 10.7 9.2 19.1 14.0
Old : 12.2 13.4 21.4 19.8 10.8 9.2 19.1 14.0
Other: 68.3 55.8 68.3 68.7 66.4 55.8 66.4 67.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 357,703: 101,532 66,277 111,687 111,190 133,240 324,409 311,204: 33,294 46,499
Old : 357,703: 101,532 66,277 111,687 111,190 133,240 324,409 311,204: 33,294 46,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 5,064: -3,042 -2,200 6,497 565 2,987 4,020 7,285: 1,043 -2,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 18.5 31.2 31.1 37.2 90.7 87.0: 9.3 13.0
Old : 100.0: 28.4 18.5 31.2 31.1 37.2 90.7 87.0: 9.3 13.0
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 : 405: 126 105 134 135 132 323 316:
Old : 405: 126 105 134 135 132 323 316:
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 : 11.6 10.7 19.0 17.1 11.3 8.9 17.0 14.1
Old : 11.6 10.7 19.0 17.1 11.3 8.9 17.0 14.1
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,324: 2,121 914 451 521 1,813 3,093 3,178: 1,231 1,145
Old : 4,324: 2,121 914 451 521 1,813 3,093 3,178: 1,231 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 363: 238 -130 43 -81 319 200 232: 163 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 21.1 10.4 12.0 41.9 71.5 73.5: 28.5 26.5
Old : 100.0: 49.1 21.1 10.4 12.0 41.9 71.5 73.5: 28.5 26.5
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 : 62: 26 9 11 14 20 47 37:
Old : 62: 26 9 11 14 20 47 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 27.3 35.5 41.1 24.7 26.5 34.4 40.0
Old : 24.8 27.3 35.5 41.1 24.7 26.5 34.4 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 54,610: 18,082 15,342 15,717 12,637 9,460 46,436 40,519: 8,174 14,091
Old : 54,610: 18,082 15,342 15,717 12,637 9,460 46,436 40,519: 8,174 14,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -3,581: 466 131 -2,862 -38 68 -2,434 -2,663: -1,147 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 28.1 28.8 23.1 17.3 85.0 74.2: 15.0 25.8
Old : 100.0: 33.1 28.1 28.8 23.1 17.3 85.0 74.2: 15.0 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 : 194: 50 69 60 55 51 143 149:
Old : 194: 50 69 60 55 51 143 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.0 10.8 28.8 19.3 16.4 8.9 25.6 15.9
Old : 17.0 10.8 28.8 19.3 16.4 8.9 25.6 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,106: 206 3,982 242 3,493 580 3,941 4,804: 1,165 302
Old : 5,106: 206 3,982 242 3,493 580 3,941 4,804: 1,165 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 78.0 4.7 68.4 11.4 77.2 94.1: 22.8 5.9
Old : 100.0: 4.0 78.0 4.7 68.4 11.4 77.2 94.1: 22.8 5.9
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 : 21: 4 7 5 10 4 16 14:
Old : 21: 4 7 5 10 4 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 77.9 67.1 88.3 51.9 77.8 65.4 84.1
Old : 51.9 77.9 67.1 88.3 51.9 77.8 65.4 84.1
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, October 04, 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 : 35,540: 1,733 16,556 4,620 28,460 12,178 34,813 33,354: 727 2,186
Old : 35,540: 1,733 16,556 4,620 28,460 12,178 34,813 33,354: 727 2,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,705: 172 1,094 281 1,220 324 1,674 1,699: 31 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 46.6 13.0 80.1 34.3 98.0 93.8: 2.0 6.2
Old : 100.0: 4.9 46.6 13.0 80.1 34.3 98.0 93.8: 2.0 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 : 73: 11 23 20 31 28 55 58:
Old : 73: 11 23 20 31 28 55 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 44.0 66.5 59.4 47.9 44.0 64.8 57.5
Old : 48.2 44.0 66.5 59.4 47.9 44.0 64.8 57.5
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, October 04, 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 : 44,449: 31,116 13,710 0 12,285 30,131 43,401 43,841: 1,048 608
Old : 44,449: 31,116 13,710 0 12,285 30,131 43,401 43,841: 1,048 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 7,521: 6,978 1,601 0 509 5,885 7,487 7,486: 34 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 30.8 0.0 27.6 67.8 97.6 98.6: 2.4 1.4
Old : 100.0: 70.0 30.8 0.0 27.6 67.8 97.6 98.6: 2.4 1.4
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 : 28: 10 4 0 6 9 16 13:
Old : 28: 10 4 0 6 9 16 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 : 88.8 82.0 93.8 94.1 88.8 82.0 93.8 94.1
Old : 88.8 82.0 93.8 94.1 88.8 82.0 93.8 94.1
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, October 04, 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 : 125,891: 32,246 46,132 9,230 57,943 37,897 99,419 93,259: 26,472 32,632
Old : 125,891: 32,246 46,132 9,230 57,943 37,897 99,419 93,259: 26,472 32,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -181: -2,224 748 59 2,362 442 197 1,249: -378 -1,430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 36.6 7.3 46.0 30.1 79.0 74.1: 21.0 25.9
Old : 100.0: 25.6 36.6 7.3 46.0 30.1 79.0 74.1: 21.0 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 : 86: 22 31 17 23 28 57 64:
Old : 86: 22 31 17 23 28 57 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 : 34.4 18.6 46.6 30.5 33.6 18.6 45.4 29.5
Old : 34.4 18.6 46.6 30.5 33.6 18.6 45.4 29.5
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 48,142: 19,227 22,229 384 21,831 3,146 41,442 25,759: 6,700 22,383
Old : 48,142: 19,227 22,229 384 21,831 3,146 41,442 25,759: 6,700 22,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 7,595: 6,464 3,470 -288 1,914 -933 8,089 2,249: -494 5,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 46.2 0.8 45.3 6.5 86.1 53.5: 13.9 46.5
Old : 100.0: 39.9 46.2 0.8 45.3 6.5 86.1 53.5: 13.9 46.5
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 : 39: 11 15 4 10 7 22 25:
Old : 39: 11 15 4 10 7 22 25:
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 : 45.2 25.2 64.6 35.4 45.2 25.2 63.7 35.4
Old : 45.2 25.2 64.6 35.4 45.2 25.2 63.7 35.4
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, October 04, 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 : 159,746: 22,182 108,254 2,976 129,585 40,577 154,742 151,807: 5,004 7,940
Old : 159,746: 22,182 108,254 2,976 129,585 40,577 154,742 151,807: 5,004 7,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -2,165: -2,682 -2,491 80 853 420 -1,749 -1,991: -416 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 67.8 1.9 81.1 25.4 96.9 95.0: 3.1 5.0
Old : 100.0: 13.9 67.8 1.9 81.1 25.4 96.9 95.0: 3.1 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 : 153: 39 82 10 21 17 66 103:
Old : 153: 39 82 10 21 17 66 103:
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 : 61.4 40.0 78.4 53.7 61.4 40.0 78.4 53.7
Old : 61.4 40.0 78.4 53.7 61.4 40.0 78.4 53.7
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, October 04, 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 : 305,374: 52,764 147,047 31,260 191,350 85,677 275,374 263,983: 30,000 41,391
Old : 305,374: 52,764 147,047 31,260 191,350 85,677 275,374 263,983: 30,000 41,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 34,772: 7,542 15,078 8,269 12,261 8,173 28,072 31,519: 6,701 3,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 48.2 10.2 62.7 28.1 90.2 86.4: 9.8 13.6
Old : 100.0: 17.3 48.2 10.2 62.7 28.1 90.2 86.4: 9.8 13.6
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 : 138: 34 52 27 31 45 79 110:
Old : 138: 34 52 27 31 45 79 110:
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 : 50.9 28.7 59.8 39.7 49.3 28.1 56.9 38.2
Old : 50.9 28.7 59.8 39.7 49.3 28.1 56.9 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 197,086: 100,380 31,169 21,354 50,817 107,451 172,551 159,973: 24,536 37,113
Old : 197,086: 100,380 31,169 21,354 50,817 107,451 172,551 159,973: 24,536 37,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 8,165: 3,632 2,972 4,388 4,301 536 12,321 7,896: -4,156 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 15.8 10.8 25.8 54.5 87.6 81.2: 12.4 18.8
Old : 100.0: 50.9 15.8 10.8 25.8 54.5 87.6 81.2: 12.4 18.8
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 : 132: 36 45 25 32 41 83 96:
Old : 132: 36 45 25 32 41 83 96:
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 32.8 40.2 40.6 29.4 28.7 39.9 34.1
Old : 29.4 32.8 40.2 40.6 29.4 28.7 39.9 34.1
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, October 04, 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 : 408,599: 98,701 187,580 37,073 223,147 118,610 358,921 343,263: 49,677 65,336
Old : 408,599: 98,701 187,580 37,073 223,147 118,610 358,921 343,263: 49,677 65,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 26,190: 3,497 9,854 4,487 16,273 6,377 24,257 20,718: 1,933 5,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 45.9 9.1 54.6 29.0 87.8 84.0: 12.2 16.0
Old : 100.0: 24.2 45.9 9.1 54.6 29.0 87.8 84.0: 12.2 16.0
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 : 228: 68 80 55 60 60 152 173:
Old : 228: 68 80 55 60 60 152 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 22.7 38.7 33.8 26.3 22.7 36.2 31.9
Old : 26.7 22.7 38.7 33.8 26.3 22.7 36.2 31.9
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, October 04, 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 : 31,348: 13,476 2,057 422 7,783 24,991 21,681 27,470: 9,667 3,878
Old : 31,348: 13,476 2,057 422 7,783 24,991 21,681 27,470: 9,667 3,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,718: 728 -383 85 631 1,761 1,444 1,463: 274 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 6.6 1.3 24.8 79.7 69.2 87.6: 30.8 12.4
Old : 100.0: 43.0 6.6 1.3 24.8 79.7 69.2 87.6: 30.8 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 : 21: 8 3 4 6 7 15 13:
Old : 21: 8 3 4 6 7 15 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 : 47.8 78.1 59.6 85.6 45.4 78.1 57.0 84.4
Old : 47.8 78.1 59.6 85.6 45.4 78.1 57.0 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 28,894: 20,723 5,955 375 6,264 21,745 27,362 28,075: 1,532 819
Old : 28,894: 20,723 5,955 375 6,264 21,745 27,362 28,075: 1,532 819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 700: 2,099 -2,496 -186 -1,060 3,521 853 839: -153 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 20.6 1.3 21.7 75.3 94.7 97.2: 5.3 2.8
Old : 100.0: 71.7 20.6 1.3 21.7 75.3 94.7 97.2: 5.3 2.8
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 : 31: 14 10 2 3 4 19 15:
Old : 31: 14 10 2 3 4 19 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 : 81.7 84.6 88.4 92.3 81.7 83.6 88.1 91.4
Old : 81.7 84.6 88.4 92.3 81.7 83.6 88.1 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 49,242: 32,224 40,054 78 10,859 5,712 43,161 45,844: 6,081 3,398
Old : 49,242: 32,224 40,054 78 10,859 5,712 43,161 45,844: 6,081 3,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -174: -1,935 -898 3 1,210 717 -722 -178: 548 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 81.3 0.2 22.1 11.6 87.7 93.1: 12.3 6.9
Old : 100.0: 65.4 81.3 0.2 22.1 11.6 87.7 93.1: 12.3 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 : 91: 46 23 7 10 15 60 41:
Old : 91: 46 23 7 10 15 60 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 : 33.0 64.5 48.4 74.3 31.4 64.4 46.8 74.2
Old : 33.0 64.5 48.4 74.3 31.4 64.4 46.8 74.2
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, October 04, 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 :18,945,704: 951,414 2,055,771 7,895,738 9,355,956 7,800,148 18,203,108 17,751,658: 742,596 1,194,046
Old :18,945,704: 951,414 2,055,771 7,895,738 9,355,956 7,800,148 18,203,108 17,751,658: 742,596 1,194,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 631,221: 62,269 156,224 317,019 281,843 135,800 661,132 609,044: -29,911 22,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 10.9 41.7 49.4 41.2 96.1 93.7: 3.9 6.3
Old : 100.0: 5.0 10.9 41.7 49.4 41.2 96.1 93.7: 3.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 317: 50 114 133 134 142 278 303:
Old : 317: 50 114 133 134 142 278 303:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 18.9 38.1 31.0 17.4 10.1 21.3 12.7
Old : 25.3 18.9 38.1 31.0 17.4 10.1 21.3 12.7
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, October 04, 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 : 839,745: 109,365 93,977 130,906 495,191 500,991 735,461 725,873: 104,284 113,872
Old : 839,745: 109,365 93,977 130,906 495,191 500,991 735,461 725,873: 104,284 113,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 18,671: -3,701 3,912 1,032 12,799 2,246 10,130 7,190: 8,540 11,481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 11.2 15.6 59.0 59.7 87.6 86.4: 12.4 13.6
Old : 100.0: 13.0 11.2 15.6 59.0 59.7 87.6 86.4: 12.4 13.6
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 : 665: 165 164 171 251 256 500 507:
Old : 665: 165 164 171 251 256 500 507:
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 : 12.7 14.9 21.1 22.8 9.0 10.9 15.3 17.1
Old : 12.7 14.9 21.1 22.8 9.0 10.9 15.3 17.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 126,524: 9,921 7,647 27,945 55,584 51,194 93,450 86,787: 33,074 39,738
Old : 126,524: 9,921 7,647 27,945 55,584 51,194 93,450 86,787: 33,074 39,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 8,484: -257 3,985 -899 9,750 -3,731 8,593 -646: -109 9,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 6.0 22.1 43.9 40.5 73.9 68.6: 26.1 31.4
Old : 100.0: 7.8 6.0 22.1 43.9 40.5 73.9 68.6: 26.1 31.4
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 : 76: 24 13 26 34 31 69 59:
Old : 76: 24 13 26 34 31 69 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 : 23.9 23.2 34.8 35.1 15.1 19.4 21.8 25.5
Old : 23.9 23.2 34.8 35.1 15.1 19.4 21.8 25.5
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, October 04, 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 : 3,566,103: 531,047 465,474 480,974 2,198,033 2,248,984 3,210,054 3,195,431: 356,049 370,673
Old : 3,566,103: 531,047 465,474 480,974 2,198,033 2,248,984 3,210,054 3,195,431: 356,049 370,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 50,935: 830 17,683 -8,391 15,248 29,885 7,687 39,176: 43,248 11,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 13.1 13.5 61.6 63.1 90.0 89.6: 10.0 10.4
Old : 100.0: 14.9 13.1 13.5 61.6 63.1 90.0 89.6: 10.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 641: 149 163 158 244 246 475 485:
Old : 641: 149 163 158 244 246 475 485:
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 : 13.6 15.8 21.2 24.4 10.1 12.9 16.4 19.7
Old : 13.6 15.8 21.2 24.4 10.1 12.9 16.4 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 83,072: 22,481 1,989 120 49,118 77,863 71,719 79,972: 11,353 3,100
Old : 83,072: 22,481 1,989 120 49,118 77,863 71,719 79,972: 11,353 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 91: -437 -6 -235 1,870 -24 1,198 -265: -1,107 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 2.4 0.1 59.1 93.7 86.3 96.3: 13.7 3.7
Old : 100.0: 27.1 2.4 0.1 59.1 93.7 86.3 96.3: 13.7 3.7
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 : 84: 15 4 2 49 34 64 40:
Old : 84: 15 4 2 49 34 64 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 : 36.9 39.3 48.4 65.8 36.5 39.2 46.9 65.3
Old : 36.9 39.3 48.4 65.8 36.5 39.2 46.9 65.3
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, October 04, 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 : 61,515: 33,444 5,625 1,909 20,144 48,334 55,497 55,868: 6,017 5,647
Old : 61,515: 33,444 5,625 1,909 20,144 48,334 55,497 55,868: 6,017 5,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -306: -61 -145 -215 159 -13 -117 -372: -189 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 9.1 3.1 32.7 78.6 90.2 90.8: 9.8 9.2
Old : 100.0: 54.4 9.1 3.1 32.7 78.6 90.2 90.8: 9.8 9.2
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 : 252: 91 52 23 65 69 164 136:
Old : 252: 91 52 23 65 69 164 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 36.8 41.7 55.6 26.1 36.7 41.5 55.5
Old : 26.2 36.8 41.7 55.6 26.1 36.7 41.5 55.5
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, October 04, 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 : 307,574: 167,220 28,123 9,545 100,722 241,672 277,487 279,341: 30,087 28,233
Old : 307,574: 167,220 28,123 9,545 100,722 241,672 277,487 279,341: 30,087 28,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -1,529: -307 -723 -1,073 797 -65 -583 -1,861: -947 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 9.1 3.1 32.7 78.6 90.2 90.8: 9.8 9.2
Old : 100.0: 54.4 9.1 3.1 32.7 78.6 90.2 90.8: 9.8 9.2
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 : 252: 91 52 23 65 69 164 136:
Old : 252: 91 52 23 65 69 164 136:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 36.8 41.7 55.6 26.1 36.7 41.5 55.5
Old : 26.2 36.8 41.7 55.6 26.1 36.7 41.5 55.5
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, October 04, 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 : 132,594: 73,251 48,883 15,174 16,853 45,118 105,277 109,174: 27,317 23,419
Old : 132,594: 73,251 48,883 15,174 16,853 45,118 105,277 109,174: 27,317 23,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 13,740: 9,155 871 1,456 1,570 11,067 12,181 13,394: 1,559 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 36.9 11.4 12.7 34.0 79.4 82.3: 20.6 17.7
Old : 100.0: 55.2 36.9 11.4 12.7 34.0 79.4 82.3: 20.6 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 39 33 24 23 25 78 66:
Old : 101: 39 33 24 23 25 78 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 : 30.0 25.0 39.7 39.1 30.0 24.6 39.1 36.2
Old : 30.0 25.0 39.7 39.1 30.0 24.6 39.1 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 32,644: 11,857 2,589 15 14,336 25,456 26,208 28,060: 6,436 4,584
Old : 32,644: 11,857 2,589 15 14,336 25,456 26,208 28,060: 6,436 4,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -1,574: 544 -241 6 -728 -224 -178 -459: -1,396 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 7.9 0.0 43.9 78.0 80.3 86.0: 19.7 14.0
Old : 100.0: 36.3 7.9 0.0 43.9 78.0 80.3 86.0: 19.7 14.0
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 : 39: 15 3 3 12 12 27 18:
Old : 39: 15 3 3 12 12 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 70.9 57.2 80.7 43.2 70.9 57.2 80.7
Old : 43.2 70.9 57.2 80.7 43.2 70.9 57.2 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 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 : 49,712: 9,647 6,318 1,519 29,207 29,015 40,373 36,852: 9,339 12,860
Old : 49,712: 9,647 6,318 1,519 29,207 29,015 40,373 36,852: 9,339 12,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -2,150: -1,459 -2,718 302 -1,402 5,717 -2,559 3,301: 409 -5,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 12.7 3.1 58.8 58.4 81.2 74.1: 18.8 25.9
Old : 100.0: 19.4 12.7 3.1 58.8 58.4 81.2 74.1: 18.8 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 : 74: 17 17 6 25 24 46 43:
Old : 74: 17 17 6 25 24 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 29.2 43.3 43.9 28.5 27.9 42.4 39.6
Old : 28.5 29.2 43.3 43.9 28.5 27.9 42.4 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,946: 8,748 7,460 29 5,078 7,278 13,855 14,767: 1,091 179
Old : 14,946: 8,748 7,460 29 5,078 7,278 13,855 14,767: 1,091 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 49.9 0.2 34.0 48.7 92.7 98.8: 7.3 1.2
Old : 100.0: 58.5 49.9 0.2 34.0 48.7 92.7 98.8: 7.3 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 : 20: 7 7 1 5 1 12 9:
Old : 20: 7 7 1 5 1 12 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 90.7 89.8 98.6 82.4 90.7 89.6 98.6
Old : 82.4 90.7 89.8 98.6 82.4 90.7 89.6 98.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2016