BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 8,626: 746 1,606 981 6,011 5,289 7,738 7,876: 888 750
Old : 8,626: 746 1,606 981 6,011 5,289 7,738 7,876: 888 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 36: 97 -42 39 -23 131 113 128: -77 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 18.6 11.4 69.7 61.3 89.7 91.3: 10.3 8.7
Old : 100.0: 8.6 18.6 11.4 69.7 61.3 89.7 91.3: 10.3 8.7
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 : 42: 5 10 9 20 22 32 34:
Old : 42: 5 10 9 20 22 32 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 : 44.9 28.3 59.9 47.9 44.5 25.7 56.3 41.3
Old : 44.9 28.3 59.9 47.9 44.5 25.7 56.3 41.3
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 25, 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 : 56,691: 19,206 5,371 16,274 17,191 21,228 52,670 42,872: 4,020 13,819
Old : 56,691: 19,206 5,371 16,274 17,191 21,228 52,670 42,872: 4,020 13,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,097: 1,147 66 781 340 469 2,268 1,316: -171 781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 9.5 28.7 30.3 37.4 92.9 75.6: 7.1 24.4
Old : 100.0: 33.9 9.5 28.7 30.3 37.4 92.9 75.6: 7.1 24.4
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 : 87: 27 20 31 35 30 75 68:
Old : 87: 27 20 31 35 30 75 68:
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 : 34.6 26.6 48.0 37.9 32.6 19.3 40.5 27.0
Old : 34.6 26.6 48.0 37.9 32.6 19.3 40.5 27.0
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 25, 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 : 7,692: 333 790 1,987 4,604 4,093 6,923 6,869: 769 823
Old : 7,692: 333 790 1,987 4,604 4,093 6,923 6,869: 769 823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 492: -19 115 136 353 69 470 320: 23 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.3 25.8 59.8 53.2 90.0 89.3: 10.0 10.7
Old : 100.0: 4.3 10.3 25.8 59.8 53.2 90.0 89.3: 10.0 10.7
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 : 39: 3 12 12 23 18 36 32:
Old : 39: 3 12 12 23 18 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 39.3 49.5 58.3 25.1 27.9 41.0 36.5
Old : 30.6 39.3 49.5 58.3 25.1 27.9 41.0 36.5
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 25, 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 : 7,091: 243 713 2,366 3,856 2,286 6,465 5,365: 626 1,726
Old : 7,091: 243 713 2,366 3,856 2,286 6,465 5,365: 626 1,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 223: -9 209 -43 269 2 218 167: 5 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 10.0 33.4 54.4 32.2 91.2 75.7: 8.8 24.3
Old : 100.0: 3.4 10.0 33.4 54.4 32.2 91.2 75.7: 8.8 24.3
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 : 22: 5 5 9 9 8 18 18:
Old : 22: 5 5 9 9 8 18 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 : 53.1 47.3 76.4 66.3 49.0 36.6 55.0 40.4
Old : 53.1 47.3 76.4 66.3 49.0 36.6 55.0 40.4
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 25, 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 : 299,883: 97,744 74,995 95,181 84,644 91,223 277,569 261,399: 22,314 38,484
Old : 299,394: 97,709 75,162 94,997 84,454 91,025 277,160 261,184: 22,234 38,210
Other: 489: 219 17 0 190 198 409 215: 80 274
: : :
: : Changes in Commitments from: October 18, 2016 :
: -57: -5,248 3,206 847 3,663 -1,652 -737 2,401: 681 -2,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 25.0 31.7 28.2 30.4 92.6 87.2: 7.4 12.8
Old : 100.0: 32.6 25.1 31.7 28.2 30.4 92.6 87.2: 7.4 12.8
Other: 100.0: 44.8 3.5 0.0 38.9 40.5 83.6 44.0: 16.4 56.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 99 125 125 89 91 260 279:
Old : 339: 99 126 125 89 91 260 279:
Other: 15: 3 4 0 3 7 6 11:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 8.9 22.4 15.4 11.1 6.4 20.1 11.9
Old : 12.5 8.9 22.4 15.4 11.1 6.4 20.2 11.9
Other: 80.0 35.4 83.6 42.7 78.9 35.4 80.6 40.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 344,908: 105,985 68,051 91,730 115,509 136,093 313,225 295,874: 31,684 49,035
Old : 344,908: 105,985 68,051 91,730 115,509 136,093 313,225 295,874: 31,684 49,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 6,146: 3,032 -4,623 1,400 4,111 7,699 8,543 4,476: -2,397 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 19.7 26.6 33.5 39.5 90.8 85.8: 9.2 14.2
Old : 100.0: 30.7 19.7 26.6 33.5 39.5 90.8 85.8: 9.2 14.2
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 : 404: 122 114 138 136 131 327 318:
Old : 404: 122 114 138 136 131 327 318:
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 10.9 18.8 16.9 11.5 9.1 17.5 14.6
Old : 11.6 10.9 18.8 16.9 11.5 9.1 17.5 14.6
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 25, 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 : 4,245: 1,982 987 311 614 1,933 2,907 3,230: 1,339 1,015
Old : 4,245: 1,982 987 311 614 1,933 2,907 3,230: 1,339 1,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -671: -429 134 -232 -47 -499 -709 -597: 38 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 23.2 7.3 14.5 45.5 68.5 76.1: 31.5 23.9
Old : 100.0: 46.7 23.2 7.3 14.5 45.5 68.5 76.1: 31.5 23.9
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 : 60: 24 12 10 16 18 46 36:
Old : 60: 24 12 10 16 18 46 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 : 27.0 29.2 36.7 44.0 26.9 28.9 35.6 41.0
Old : 27.0 29.2 36.7 44.0 26.9 28.9 35.6 41.0
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 25, 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 : 58,099: 18,704 15,384 18,233 12,060 9,205 48,997 42,822: 9,102 15,277
Old : 58,099: 18,704 15,384 18,233 12,060 9,205 48,997 42,822: 9,102 15,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 95: 617 87 -546 615 405 686 -54: -591 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 26.5 31.4 20.8 15.8 84.3 73.7: 15.7 26.3
Old : 100.0: 32.2 26.5 31.4 20.8 15.8 84.3 73.7: 15.7 26.3
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 : 204: 53 67 66 58 58 152 158:
Old : 204: 53 67 66 58 58 152 158:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 11.4 27.8 19.4 15.9 8.6 24.2 15.2
Old : 16.3 11.4 27.8 19.4 15.9 8.6 24.2 15.2
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 25, 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 : 5,016: 244 3,824 160 3,521 611 3,925 4,595: 1,090 421
Old : 5,016: 244 3,824 160 3,521 611 3,925 4,595: 1,090 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 163: 12 109 -16 346 0 341 93: -178 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 76.2 3.2 70.2 12.2 78.3 91.6: 21.7 8.4
Old : 100.0: 4.9 76.2 3.2 70.2 12.2 78.3 91.6: 21.7 8.4
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: 4 6 6 10 4 16 14:
Old : 21: 4 6 6 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 : 50.1 78.5 66.9 87.2 50.1 78.5 66.8 83.3
Old : 50.1 78.5 66.9 87.2 50.1 78.5 66.8 83.3
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 25, 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 : 33,642: 1,842 16,184 4,291 26,823 10,989 32,956 31,464: 686 2,178
Old : 33,642: 1,842 16,184 4,291 26,823 10,989 32,956 31,464: 686 2,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,735: 189 659 593 946 311 1,729 1,563: 6 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 48.1 12.8 79.7 32.7 98.0 93.5: 2.0 6.5
Old : 100.0: 5.5 48.1 12.8 79.7 32.7 98.0 93.5: 2.0 6.5
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 : 71: 12 22 18 28 26 51 55:
Old : 71: 12 22 18 28 26 51 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 46.5 68.6 61.8 50.7 46.3 66.3 59.9
Old : 51.1 46.5 68.6 61.8 50.7 46.3 66.3 59.9
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 25, 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 : 44,672: 32,755 416 0 10,785 43,601 43,540 44,017: 1,132 655
Old : 44,672: 32,755 416 0 10,785 43,601 43,540 44,017: 1,132 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -15: 203 -238 0 -133 153 70 -85: -85 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 0.9 0.0 24.1 97.6 97.5 98.5: 2.5 1.5
Old : 100.0: 73.3 0.9 0.0 24.1 97.6 97.5 98.5: 2.5 1.5
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 : 28: 10 3 0 6 10 16 13:
Old : 28: 10 3 0 6 10 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 : 88.7 84.0 93.6 95.2 88.7 84.0 93.6 94.8
Old : 88.7 84.0 93.6 95.2 88.7 84.0 93.6 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 133,461: 32,786 44,841 9,017 61,626 41,268 103,429 95,126: 30,032 38,335
Old : 133,461: 32,786 44,841 9,017 61,626 41,268 103,429 95,126: 30,032 38,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 19,406: 9,436 7,848 1,593 8,018 2,723 19,047 12,164: 359 7,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 33.6 6.8 46.2 30.9 77.5 71.3: 22.5 28.7
Old : 100.0: 24.6 33.6 6.8 46.2 30.9 77.5 71.3: 22.5 28.7
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 : 89: 22 36 12 21 27 50 68:
Old : 89: 22 36 12 21 27 50 68:
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 : 29.6 16.9 44.4 27.3 28.3 16.2 42.7 25.7
Old : 29.6 16.9 44.4 27.3 28.3 16.2 42.7 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 69,370: 18,779 37,657 578 44,321 5,002 63,678 43,237: 5,693 26,134
Old : 69,370: 18,779 37,657 578 44,321 5,002 63,678 43,237: 5,693 26,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 4,263: 463 2,978 -562 5,602 157 5,503 2,573: -1,240 1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 54.3 0.8 63.9 7.2 91.8 62.3: 8.2 37.7
Old : 100.0: 27.1 54.3 0.8 63.9 7.2 91.8 62.3: 8.2 37.7
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 : 50: 10 21 5 16 10 29 33:
Old : 50: 10 21 5 16 10 29 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 34.1 72.4 43.9 57.1 34.1 71.9 43.9
Old : 57.6 34.1 72.4 43.9 57.1 34.1 71.9 43.9
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 25, 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 : 142,584: 28,744 54,828 15,752 91,376 65,988 135,872 136,568: 6,712 6,016
Old : 142,584: 28,744 54,828 15,752 91,376 65,988 135,872 136,568: 6,712 6,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 9,878: -4,685 -10,067 11,979 1,900 8,362 9,194 10,274: 684 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 38.5 11.0 64.1 46.3 95.3 95.8: 4.7 4.2
Old : 100.0: 20.2 38.5 11.0 64.1 46.3 95.3 95.8: 4.7 4.2
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 : 146: 49 62 14 20 20 79 88:
Old : 146: 49 62 14 20 20 79 88:
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 38.7 64.6 52.4 47.9 34.6 61.4 46.3
Old : 47.9 38.7 64.6 52.4 47.9 34.6 61.4 46.3
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 25, 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 : 321,362: 62,999 141,268 36,894 189,708 98,139 289,601 276,302: 31,761 45,060
Old : 321,362: 62,999 141,268 36,894 189,708 98,139 289,601 276,302: 31,761 45,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 16,306: 9,914 661 5,390 3,084 7,729 18,388 13,780: -2,082 2,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 44.0 11.5 59.0 30.5 90.1 86.0: 9.9 14.0
Old : 100.0: 19.6 44.0 11.5 59.0 30.5 90.1 86.0: 9.9 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 : 150: 41 59 33 27 46 89 117:
Old : 150: 41 59 33 27 46 89 117:
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 : 49.9 27.2 58.8 36.6 47.7 26.6 54.4 34.8
Old : 49.9 27.2 58.8 36.6 47.7 26.6 54.4 34.8
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 25, 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 : 206,138: 80,352 38,025 22,333 78,838 103,980 181,522 164,338: 24,616 41,800
Old : 206,138: 80,352 38,025 22,333 78,838 103,980 181,522 164,338: 24,616 41,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 8,022: 6,436 -476 2,235 2,049 2,081 10,720 3,841: -2,698 4,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 18.4 10.8 38.2 50.4 88.1 79.7: 11.9 20.3
Old : 100.0: 39.0 18.4 10.8 38.2 50.4 88.1 79.7: 11.9 20.3
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 : 125: 32 41 23 35 41 81 93:
Old : 125: 32 41 23 35 41 81 93:
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 : 29.2 31.5 43.1 40.9 28.3 27.7 41.2 34.6
Old : 29.2 31.5 43.1 40.9 28.3 27.7 41.2 34.6
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 25, 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 : 525,971: 140,034 265,326 44,195 286,043 147,198 470,272 456,718: 55,698 69,253
Old : 525,971: 140,034 265,326 44,195 286,043 147,198 470,272 456,718: 55,698 69,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 47,154: 16,063 29,280 4,132 21,216 10,463 41,411 43,875: 5,743 3,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 50.4 8.4 54.4 28.0 89.4 86.8: 10.6 13.2
Old : 100.0: 26.6 50.4 8.4 54.4 28.0 89.4 86.8: 10.6 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 73 99 61 62 64 162 199:
Old : 257: 73 99 61 62 64 162 199:
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 : 31.1 24.7 41.5 35.7 28.3 24.7 38.2 33.7
Old : 31.1 24.7 41.5 35.7 28.3 24.7 38.2 33.7
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 25, 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 : 31,043: 22,590 5,243 244 6,516 24,752 29,350 30,239: 1,693 804
Old : 31,043: 22,590 5,243 244 6,516 24,752 29,350 30,239: 1,693 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,341: 2,510 2,254 -249 220 505 2,481 2,510: -140 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 16.9 0.8 21.0 79.7 94.5 97.4: 5.5 2.6
Old : 100.0: 72.8 16.9 0.8 21.0 79.7 94.5 97.4: 5.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 19 9 2 4 5 23 16:
Old : 37: 19 9 2 4 5 23 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 : 78.5 82.2 86.4 91.6 78.5 82.2 86.4 91.6
Old : 78.5 82.2 86.4 91.6 78.5 82.2 86.4 91.6
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 25, 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 : 47,257: 29,504 29,924 116 12,928 13,816 42,548 43,856: 4,709 3,401
Old : 47,257: 29,504 29,924 116 12,928 13,816 42,548 43,856: 4,709 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -156: -9 258 -42 123 87 72 303: -228 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 63.3 0.2 27.4 29.2 90.0 92.8: 10.0 7.2
Old : 100.0: 62.4 63.3 0.2 27.4 29.2 90.0 92.8: 10.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 42 20 5 10 14 54 37:
Old : 82: 42 20 5 10 14 54 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 : 30.4 65.5 49.2 75.7 29.5 65.5 47.5 75.7
Old : 30.4 65.5 49.2 75.7 29.5 65.5 47.5 75.7
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 25, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,190,377: 720,420 2,259,869 7,995,952 9,719,131 7,743,200 18,435,503 17,999,020: 754,874 1,191,357
Old :19,190,377: 720,420 2,259,869 7,995,952 9,719,131 7,743,200 18,435,503 17,999,020: 754,874 1,191,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 631,830: 11,527 27,260 362,741 244,664 246,396 618,932 636,397: 12,898 -4,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 11.8 41.7 50.6 40.3 96.1 93.8: 3.9 6.2
Old : 100.0: 3.8 11.8 41.7 50.6 40.3 96.1 93.8: 3.9 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 : 314: 57 102 130 136 142 279 298:
Old : 314: 57 102 130 136 142 279 298:
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 : 25.9 18.4 38.5 30.5 18.9 9.5 22.7 12.2
Old : 25.9 18.4 38.5 30.5 18.9 9.5 22.7 12.2
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 25, 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 : 851,697: 102,982 97,520 125,642 510,582 506,906 739,205 730,068: 112,491 121,628
Old : 851,697: 102,982 97,520 125,642 510,582 506,906 739,205 730,068: 112,491 121,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -795: -6,300 7,514 -10,259 17,220 -4,167 661 -6,913: -1,456 6,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.5 14.8 59.9 59.5 86.8 85.7: 13.2 14.3
Old : 100.0: 12.1 11.5 14.8 59.9 59.5 86.8 85.7: 13.2 14.3
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 : 662: 156 172 166 247 253 490 505:
Old : 662: 156 172 166 247 253 490 505:
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 : 12.9 16.2 21.0 23.7 9.4 12.3 15.4 17.7
Old : 12.9 16.2 21.0 23.7 9.4 12.3 15.4 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, October 25, 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 : 135,730: 7,889 4,360 29,776 64,792 52,405 102,456 86,541: 33,274 49,189
Old : 135,730: 7,889 4,360 29,776 64,792 52,405 102,456 86,541: 33,274 49,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 5,564: -2,660 2,116 -1,205 8,859 353 4,995 1,263: 569 4,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 3.2 21.9 47.7 38.6 75.5 63.8: 24.5 36.2
Old : 100.0: 5.8 3.2 21.9 47.7 38.6 75.5 63.8: 24.5 36.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 22 14 26 36 31 71 59:
Old : 78: 22 14 26 36 31 71 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 : 20.1 22.3 35.0 33.6 17.5 17.5 24.9 22.8
Old : 20.1 22.3 35.0 33.6 17.5 17.5 24.9 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 3,579,834: 498,839 489,175 455,956 2,228,951 2,272,506 3,183,746 3,217,638: 396,087 362,196
Old : 3,579,834: 498,839 489,175 455,956 2,228,951 2,272,506 3,183,746 3,217,638: 396,087 362,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -31,798: -18,755 26,435 -44,718 41,802 -22,600 -21,671 -40,882: -10,128 9,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.7 12.7 62.3 63.5 88.9 89.9: 11.1 10.1
Old : 100.0: 13.9 13.7 12.7 62.3 63.5 88.9 89.9: 11.1 10.1
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 : 637: 145 165 153 241 245 465 484:
Old : 637: 145 165 153 241 245 465 484:
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 : 13.8 17.6 21.6 25.4 10.4 14.3 16.8 20.8
Old : 13.8 17.6 21.6 25.4 10.4 14.3 16.8 20.8
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 25, 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 : 84,010: 21,499 2,242 95 50,120 78,344 71,714 80,681: 12,296 3,329
Old : 84,010: 21,499 2,242 95 50,120 78,344 71,714 80,681: 12,296 3,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -318: -830 -703 -31 641 237 -220 -497: -98 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 2.7 0.1 59.7 93.3 85.4 96.0: 14.6 4.0
Old : 100.0: 25.6 2.7 0.1 59.7 93.3 85.4 96.0: 14.6 4.0
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 : 81: 15 5 2 44 36 59 43:
Old : 81: 15 5 2 44 36 59 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 : 37.8 42.0 49.5 68.0 37.6 41.9 48.5 66.7
Old : 37.8 42.0 49.5 68.0 37.6 41.9 48.5 66.7
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 25, 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 : 65,451: 38,467 5,699 1,506 19,064 52,170 59,037 59,375: 6,414 6,076
Old : 65,451: 38,467 5,699 1,506 19,064 52,170 59,037 59,375: 6,414 6,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,205: 1,380 414 -96 665 1,294 1,949 1,613: 257 593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 8.7 2.3 29.1 79.7 90.2 90.7: 9.8 9.3
Old : 100.0: 58.8 8.7 2.3 29.1 79.7 90.2 90.7: 9.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 89 48 24 65 72 164 134:
Old : 248: 89 48 24 65 72 164 134:
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 : 25.4 36.0 38.9 53.2 25.4 35.8 38.9 53.0
Old : 25.4 36.0 38.9 53.2 25.4 35.8 38.9 53.0
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 25, 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 : 327,255: 192,334 28,496 7,531 95,318 260,848 295,183 296,875: 32,072 30,380
Old : 327,255: 192,334 28,496 7,531 95,318 260,848 295,183 296,875: 32,072 30,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 11,026: 6,898 2,072 -479 3,324 6,470 9,743 8,063: 1,283 2,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 8.7 2.3 29.1 79.7 90.2 90.7: 9.8 9.3
Old : 100.0: 58.8 8.7 2.3 29.1 79.7 90.2 90.7: 9.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 89 48 24 65 72 164 134:
Old : 248: 89 48 24 65 72 164 134:
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 : 25.4 36.0 38.9 53.2 25.4 35.8 38.9 53.0
Old : 25.4 36.0 38.9 53.2 25.4 35.8 38.9 53.0
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 25, 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 : 145,277: 81,451 51,451 13,461 19,825 57,704 114,736 122,615: 30,541 22,662
Old : 145,277: 81,451 51,451 13,461 19,825 57,704 114,736 122,615: 30,541 22,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,792: 1,931 557 430 235 2,428 2,596 3,415: 196 -622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 35.4 9.3 13.6 39.7 79.0 84.4: 21.0 15.6
Old : 100.0: 56.1 35.4 9.3 13.6 39.7 79.0 84.4: 21.0 15.6
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 : 99: 42 29 22 21 25 78 61:
Old : 99: 42 29 22 21 25 78 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 : 31.1 38.3 40.6 50.1 30.3 36.9 39.0 47.1
Old : 31.1 38.3 40.6 50.1 30.3 36.9 39.0 47.1
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 25, 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 : 34,701: 11,445 3,363 60 14,325 26,263 25,830 29,686: 8,871 5,015
Old : 34,701: 11,445 3,363 60 14,325 26,263 25,830 29,686: 8,871 5,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,585: 285 28 52 -310 1,178 27 1,258: 1,558 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 9.7 0.2 41.3 75.7 74.4 85.5: 25.6 14.5
Old : 100.0: 33.0 9.7 0.2 41.3 75.7 74.4 85.5: 25.6 14.5
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 : 42: 15 6 2 12 11 27 19:
Old : 42: 15 6 2 12 11 27 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 : 40.4 69.8 52.9 78.2 40.4 69.8 52.9 78.2
Old : 40.4 69.8 52.9 78.2 40.4 69.8 52.9 78.2
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 25, 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 : 56,883: 12,335 9,901 2,011 33,261 34,626 47,607 46,538: 9,276 10,345
Old : 56,883: 12,335 9,901 2,011 33,261 34,626 47,607 46,538: 9,276 10,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,783: -992 3,227 242 3,269 4,874 2,519 8,343: 264 -5,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 17.4 3.5 58.5 60.9 83.7 81.8: 16.3 18.2
Old : 100.0: 21.7 17.4 3.5 58.5 60.9 83.7 81.8: 16.3 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 20 21 7 26 34 51 57:
Old : 92: 20 21 7 26 34 51 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 : 30.4 26.7 44.9 38.7 30.4 24.3 44.5 35.3
Old : 30.4 26.7 44.9 38.7 30.4 24.3 44.5 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2016