BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,478: 863 336 1,173 5,242 5,983 7,277 7,492: 1,201 986
Old : 8,478: 863 336 1,173 5,242 5,983 7,277 7,492: 1,201 986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,203: -230 -123 -22 -697 -863 -949 -1,009: -254 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 4.0 13.8 61.8 70.6 85.8 88.4: 14.2 11.6
Old : 100.0: 10.2 4.0 13.8 61.8 70.6 85.8 88.4: 14.2 11.6
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 : 35: 5 8 10 18 17 29 29:
Old : 35: 5 8 10 18 17 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 47.4 65.6 64.4 39.8 47.4 55.0 57.9
Old : 43.5 47.4 65.6 64.4 39.8 47.4 55.0 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,069: 11,523 2,419 8,222 16,977 18,778 36,722 29,419: 4,347 11,650
Old : 41,069: 11,523 2,419 8,222 16,977 18,778 36,722 29,419: 4,347 11,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -5,213: -1,410 -404 -1,176 -2,566 -2,444 -5,152 -4,023: -61 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.9 20.0 41.3 45.7 89.4 71.6: 10.6 28.4
Old : 100.0: 28.1 5.9 20.0 41.3 45.7 89.4 71.6: 10.6 28.4
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 : 82: 19 17 30 34 31 67 64:
Old : 82: 19 17 30 34 31 67 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 : 30.9 28.6 45.4 41.5 29.0 26.1 42.3 34.8
Old : 30.9 28.6 45.4 41.5 29.0 26.1 42.3 34.8
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 9,032: 553 873 1,652 5,688 5,197 7,893 7,722: 1,139 1,310
Old : 9,032: 553 873 1,652 5,688 5,197 7,893 7,722: 1,139 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,968: -20 -281 -693 -1,098 -797 -1,811 -1,771: -157 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 9.7 18.3 63.0 57.5 87.4 85.5: 12.6 14.5
Old : 100.0: 6.1 9.7 18.3 63.0 57.5 87.4 85.5: 12.6 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 : 40: 6 12 12 21 13 35 29:
Old : 40: 6 12 12 21 13 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 35.5 52.5 54.7 28.9 22.6 39.4 36.1
Old : 37.5 35.5 52.5 54.7 28.9 22.6 39.4 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,226: 15 1,047 309 2,583 899 2,907 2,255: 319 970
Old : 3,226: 15 1,047 309 2,583 899 2,907 2,255: 319 970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -603: -68 -189 -75 -437 -178 -581 -441: -22 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 32.5 9.6 80.1 27.9 90.1 69.9: 9.9 30.1
Old : 100.0: 0.5 32.5 9.6 80.1 27.9 90.1 69.9: 9.9 30.1
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 : 23: 2 6 8 10 8 18 16:
Old : 23: 2 6 8 10 8 18 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 : 50.1 39.0 75.1 58.1 49.2 36.8 69.6 51.7
Old : 50.1 39.0 75.1 58.1 49.2 36.8 69.6 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 263,042: 69,781 43,876 87,133 84,012 96,382 240,925 227,391: 22,117 35,651
Old : 86,849: 34,090 31,968 22,192 21,852 22,782 78,135 76,941: 8,714 9,907
Other: 176,193: 51,150 27,368 49,481 62,160 73,601 162,790 150,449: 13,403 25,744
: : :
: : Changes in Commitments from: September 1, 2015 :
: 5,436: 2,435 -1,295 1,444 -1,195 4,081 2,683 4,229: 2,752 1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 16.7 33.1 31.9 36.6 91.6 86.4: 8.4 13.6
Old : 100.0: 39.3 36.8 25.6 25.2 26.2 90.0 88.6: 10.0 11.4
Other: 100.0: 29.0 15.5 28.1 35.3 41.8 92.4 85.4: 7.6 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 100 107 121 73 82 253 234:
Old : 260: 79 96 70 47 67 170 189:
Other: 263: 97 72 84 70 76 209 192:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 11.0 22.9 19.7 13.0 10.0 21.1 15.7
Old : 14.8 15.0 25.6 24.8 14.4 15.0 25.0 23.3
Other: 14.8 12.6 25.4 21.7 14.6 10.5 23.3 17.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 331,005: 69,384 59,440 102,836 122,509 122,142 294,729 284,418: 36,276 46,587
Old : 331,005: 69,384 59,440 102,836 122,509 122,142 294,729 284,418: 36,276 46,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 990: -3,076 2,139 1,737 -590 -4,267 -1,930 -391: 2,920 1,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.0 31.1 37.0 36.9 89.0 85.9: 11.0 14.1
Old : 100.0: 21.0 18.0 31.1 37.0 36.9 89.0 85.9: 11.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 121 104 156 137 146 340 343:
Old : 413: 121 104 156 137 146 340 343:
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 : 10.4 14.8 17.8 22.1 10.2 13.1 17.2 18.8
Old : 10.4 14.8 17.8 22.1 10.2 13.1 17.2 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,863: 2,056 3,776 894 2,498 636 5,448 5,306: 1,415 1,557
Old : 6,863: 2,056 3,776 894 2,498 636 5,448 5,306: 1,415 1,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 4: 97 96 3 95 40 195 139: -191 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 55.0 13.0 36.4 9.3 79.4 77.3: 20.6 22.7
Old : 100.0: 30.0 55.0 13.0 36.4 9.3 79.4 77.3: 20.6 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 21 29 13 28 17 59 53:
Old : 84: 21 29 13 28 17 59 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 29.4 33.1 41.8 19.5 27.6 30.0 38.0
Old : 21.5 29.4 33.1 41.8 19.5 27.6 30.0 38.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,624: 10,801 8,168 11,055 14,015 8,796 35,872 28,019: 9,753 17,606
Old : 45,624: 10,801 8,168 11,055 14,015 8,796 35,872 28,019: 9,753 17,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,190: 360 274 1,309 -795 -318 874 1,265: 316 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 17.9 24.2 30.7 19.3 78.6 61.4: 21.4 38.6
Old : 100.0: 23.7 17.9 24.2 30.7 19.3 78.6 61.4: 21.4 38.6
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 : 190: 54 52 50 57 61 138 143:
Old : 190: 54 52 50 57 61 138 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.2 10.5 24.3 17.1 11.5 6.7 19.3 11.0
Old : 14.2 10.5 24.3 17.1 11.5 6.7 19.3 11.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,688: 806 2,289 397 2,274 1,329 3,477 4,015: 1,212 674
Old : 4,688: 806 2,289 397 2,274 1,329 3,477 4,015: 1,212 674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -634: -168 -481 -24 -337 -173 -529 -677: -105 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 48.8 8.5 48.5 28.3 74.2 85.6: 25.8 14.4
Old : 100.0: 17.2 48.8 8.5 48.5 28.3 74.2 85.6: 25.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 7 6 8 6 17 14:
Old : 22: 4 7 6 8 6 17 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 : 41.4 58.7 60.9 73.6 41.1 52.1 56.6 64.6
Old : 41.4 58.7 60.9 73.6 41.1 52.1 56.6 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,327: 1,770 11,949 2,995 22,887 9,879 27,652 24,823: 674 3,504
Old : 28,327: 1,770 11,949 2,995 22,887 9,879 27,652 24,823: 674 3,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,381: -384 -2,086 -691 -3,199 -1,443 -4,274 -4,220: -107 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 42.2 10.6 80.8 34.9 97.6 87.6: 2.4 12.4
Old : 100.0: 6.2 42.2 10.6 80.8 34.9 97.6 87.6: 2.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 10 30 25 21 22 54 54:
Old : 73: 10 30 25 21 22 54 54:
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 : 40.9 36.5 66.0 52.7 40.7 36.3 65.6 49.6
Old : 40.9 36.5 66.0 52.7 40.7 36.3 65.6 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,401: 2,732 3,539 535 50,466 49,881 53,733 53,955: 668 446
Old : 54,401: 2,732 3,539 535 50,466 49,881 53,733 53,955: 668 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -439: 166 -2,423 0 -646 2,056 -480 -367: 41 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 6.5 1.0 92.8 91.7 98.8 99.2: 1.2 0.8
Old : 100.0: 5.0 6.5 1.0 92.8 91.7 98.8 99.2: 1.2 0.8
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 : 28: 6 3 1 15 12 21 16:
Old : 28: 6 3 1 15 12 21 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 : 69.4 78.8 83.8 94.3 68.7 73.9 81.6 88.3
Old : 69.4 78.8 83.8 94.3 68.7 73.9 81.6 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 169,663: 29,106 78,367 13,582 102,648 33,735 145,336 125,684: 24,327 43,979
Old : 169,663: 29,106 78,367 13,582 102,648 33,735 145,336 125,684: 24,327 43,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -13,012: 942 -5,413 2,131 -14,717 -7,501 -11,644 -10,782: -1,368 -2,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 46.2 8.0 60.5 19.9 85.7 74.1: 14.3 25.9
Old : 100.0: 17.2 46.2 8.0 60.5 19.9 85.7 74.1: 14.3 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 : 90: 21 36 18 22 23 53 69:
Old : 90: 21 36 18 22 23 53 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 35.0 52.4 45.2 38.1 35.0 51.8 44.0
Old : 38.7 35.0 52.4 45.2 38.1 35.0 51.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,037: 5,447 12,481 4,027 25,489 6,761 34,963 23,269: 8,075 19,769
Old : 43,037: 5,447 12,481 4,027 25,489 6,761 34,963 23,269: 8,075 19,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 3,918: 257 -957 1,865 1,799 475 3,921 1,383: -3 2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 29.0 9.4 59.2 15.7 81.2 54.1: 18.8 45.9
Old : 100.0: 12.7 29.0 9.4 59.2 15.7 81.2 54.1: 18.8 45.9
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 : 35: 8 9 9 13 11 24 27:
Old : 35: 8 9 9 13 11 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 23.5 55.0 34.2 41.5 20.8 54.1 29.9
Old : 41.9 23.5 55.0 34.2 41.5 20.8 54.1 29.9
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 188,528: 22,801 93,722 19,843 143,040 67,333 185,684 180,897: 2,844 7,630
Old : 188,528: 22,801 93,722 19,843 143,040 67,333 185,684 180,897: 2,844 7,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -3,077: 1,503 -4,589 2,074 -6,760 315 -3,184 -2,201: 107 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 49.7 10.5 75.9 35.7 98.5 96.0: 1.5 4.0
Old : 100.0: 12.1 49.7 10.5 75.9 35.7 98.5 96.0: 1.5 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 : 133: 25 72 15 18 25 51 106:
Old : 133: 25 72 15 18 25 51 106:
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 : 66.6 34.0 81.6 49.5 60.4 30.4 68.4 42.6
Old : 66.6 34.0 81.6 49.5 60.4 30.4 68.4 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 207,307: 42,149 61,236 21,385 122,620 90,624 186,155 173,245: 21,152 34,062
Old : 207,307: 42,149 61,236 21,385 122,620 90,624 186,155 173,245: 21,152 34,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 7,802: -5,351 3,751 485 14,425 -3,144 9,559 1,091: -1,756 6,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 29.5 10.3 59.1 43.7 89.8 83.6: 10.2 16.4
Old : 100.0: 20.3 29.5 10.3 59.1 43.7 89.8 83.6: 10.2 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 25 38 28 29 38 72 89:
Old : 113: 25 38 28 29 38 72 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 24.1 51.3 37.7 36.0 23.9 49.5 36.6
Old : 37.4 24.1 51.3 37.7 36.0 23.9 49.5 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 307,142: 63,077 69,755 22,714 196,755 175,259 282,546 267,728: 24,596 39,414
Old : 307,142: 63,077 69,755 22,714 196,755 175,259 282,546 267,728: 24,596 39,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -10,208: 776 -13,491 -10,023 -1,021 11,560 -10,268 -11,954: 60 1,746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 22.7 7.4 64.1 57.1 92.0 87.2: 8.0 12.8
Old : 100.0: 20.5 22.7 7.4 64.1 57.1 92.0 87.2: 8.0 12.8
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 : 138: 35 50 28 29 43 80 106:
Old : 138: 35 50 28 29 43 80 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 48.8 63.3 55.6 52.5 48.2 63.3 54.1
Old : 52.5 48.8 63.3 55.6 52.5 48.2 63.3 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 448,984: 74,921 149,068 55,740 274,358 171,262 405,019 376,070: 43,965 72,914
Old : 448,984: 74,921 149,068 55,740 274,358 171,262 405,019 376,070: 43,965 72,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -22,325: 3,152 17,608 -25,896 5,319 -15,717 -17,424 -24,005: -4,901 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 33.2 12.4 61.1 38.1 90.2 83.8: 9.8 16.2
Old : 100.0: 16.7 33.2 12.4 61.1 38.1 90.2 83.8: 9.8 16.2
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 : 245: 57 103 78 57 64 158 203:
Old : 245: 57 103 78 57 64 158 203:
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 : 27.4 21.0 39.7 29.3 27.1 20.1 37.7 27.4
Old : 27.4 21.0 39.7 29.3 27.1 20.1 37.7 27.4
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 19,217: 10,172 16,017 300 7,624 1,027 18,096 17,344: 1,121 1,873
Old : 19,217: 10,172 16,017 300 7,624 1,027 18,096 17,344: 1,121 1,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -14,716: -1,378 -2,165 -8,524 -4,656 -3,823 -14,558 -14,512: -158 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 83.3 1.6 39.7 5.3 94.2 90.3: 5.8 9.7
Old : 100.0: 52.9 83.3 1.6 39.7 5.3 94.2 90.3: 5.8 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 7 13 2 4 2 12 16:
Old : 25: 7 13 2 4 2 12 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 : 67.3 73.0 88.3 83.8 62.7 73.0 83.6 79.7
Old : 67.3 73.0 88.3 83.8 62.7 73.0 83.6 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,325: 11,677 23,497 2,285 22,252 6,572 36,214 32,354: 2,111 5,971
Old : 38,325: 11,677 23,497 2,285 22,252 6,572 36,214 32,354: 2,111 5,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 3,986: -1,866 1,675 1,949 3,960 545 4,043 4,169: -57 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 61.3 6.0 58.1 17.1 94.5 84.4: 5.5 15.6
Old : 100.0: 30.5 61.3 6.0 58.1 17.1 94.5 84.4: 5.5 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 : 77: 14 37 8 14 14 32 57:
Old : 77: 14 37 8 14 14 32 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 29.9 68.9 45.8 48.6 29.9 66.3 45.8
Old : 48.6 29.9 68.9 45.8 48.6 29.9 66.3 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 :19,737,189: 1,416,767 1,274,219 8,043,041 9,423,387 9,113,364 18,883,195 18,430,625: 853,994 1,306,564
Old :19,737,189: 1,416,767 1,274,219 8,043,041 9,423,387 9,113,364 18,883,195 18,430,625: 853,994 1,306,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -87,243: -25,004 -16,865 -96,174 30,067 39,006 -91,111 -74,034: 3,868 -13,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 6.5 40.8 47.7 46.2 95.7 93.4: 4.3 6.6
Old : 100.0: 7.2 6.5 40.8 47.7 46.2 95.7 93.4: 4.3 6.6
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 : 327: 52 101 118 150 161 280 307:
Old : 327: 52 101 118 150 161 280 307:
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 : 20.7 21.1 32.3 30.2 8.4 8.4 14.6 11.1
Old : 20.7 21.1 32.3 30.2 8.4 8.4 14.6 11.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 1,097,084: 83,218 113,038 109,511 712,363 672,692 905,092 895,242: 191,992 201,842
Old : 1,097,084: 83,218 113,038 109,511 712,363 672,692 905,092 895,242: 191,992 201,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -12,221: -2,472 3,416 -16,141 1,058 -14,614 -17,555 -27,338: 5,334 15,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.3 10.0 64.9 61.3 82.5 81.6: 17.5 18.4
Old : 100.0: 7.6 10.3 10.0 64.9 61.3 82.5 81.6: 17.5 18.4
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 : 633: 122 152 151 255 275 462 494:
Old : 633: 122 152 151 255 275 462 494:
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 : 13.1 12.2 22.8 19.9 8.4 5.6 14.6 9.5
Old : 13.1 12.2 22.8 19.9 8.4 5.6 14.6 9.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 271,046: 17,169 3,025 24,963 190,926 109,959 233,059 137,947: 37,987 133,099
Old : 271,046: 17,169 3,025 24,963 190,926 109,959 233,059 137,947: 37,987 133,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 3,952: 1,557 -4,004 -3,381 9,704 -5,206 7,880 -12,591: -3,929 16,542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.1 9.2 70.4 40.6 86.0 50.9: 14.0 49.1
Old : 100.0: 6.3 1.1 9.2 70.4 40.6 86.0 50.9: 14.0 49.1
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 : 89: 14 13 21 55 41 81 64:
Old : 89: 14 13 21 55 41 81 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 : 26.3 19.4 38.8 27.6 22.4 14.1 31.0 18.4
Old : 26.3 19.4 38.8 27.6 22.4 14.1 31.0 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 4,130,190: 373,863 593,691 379,117 2,607,184 2,813,667 3,360,165 3,786,475: 770,025 343,715
Old : 4,130,190: 373,863 593,691 379,117 2,607,184 2,813,667 3,360,165 3,786,475: 770,025 343,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -80,863: -33,648 23,598 -50,298 -43,230 -47,039 -127,176 -73,739: 46,313 -7,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 14.4 9.2 63.1 68.1 81.4 91.7: 18.6 8.3
Old : 100.0: 9.1 14.4 9.2 63.1 68.1 81.4 91.7: 18.6 8.3
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 : 613: 118 147 144 244 265 442 476:
Old : 613: 118 147 144 244 265 442 476:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 12.7 24.4 21.0 11.3 9.2 18.3 14.5
Old : 14.5 12.7 24.4 21.0 11.3 9.2 18.3 14.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 87,709: 7,078 3,575 286 71,621 79,441 78,985 83,302: 8,724 4,407
Old : 87,709: 7,078 3,575 286 71,621 79,441 78,985 83,302: 8,724 4,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -251: -1,463 -7 -1 1,965 -834 501 -842: -752 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.1 0.3 81.7 90.6 90.1 95.0: 9.9 5.0
Old : 100.0: 8.1 4.1 0.3 81.7 90.6 90.1 95.0: 9.9 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 : 83: 7 6 1 46 39 53 46:
Old : 83: 7 6 1 46 39 53 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 46.3 50.3 66.5 32.1 46.2 49.7 65.8
Old : 32.6 46.3 50.3 66.5 32.1 46.2 49.7 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,870: 9,289 10,184 2,201 46,073 44,279 57,563 56,664: 4,306 5,206
Old : 61,870: 9,289 10,184 2,201 46,073 44,279 57,563 56,664: 4,306 5,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -411: -491 -462 -158 645 -417 -4 -1,037: -407 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.5 3.6 74.5 71.6 93.0 91.6: 7.0 8.4
Old : 100.0: 15.0 16.5 3.6 74.5 71.6 93.0 91.6: 7.0 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 : 219: 47 51 18 74 80 130 142:
Old : 219: 47 51 18 74 80 130 142:
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 : 39.6 28.6 47.4 42.4 39.5 28.4 46.8 42.2
Old : 39.6 28.6 47.4 42.4 39.5 28.4 46.8 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 309,350: 46,445 50,918 11,007 230,365 221,396 287,817 283,321: 21,532 26,029
Old : 309,350: 46,445 50,918 11,007 230,365 221,396 287,817 283,321: 21,532 26,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,057: -2,454 -2,309 -790 3,224 -2,083 -20 -5,183: -2,037 3,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 16.5 3.6 74.5 71.6 93.0 91.6: 7.0 8.4
Old : 100.0: 15.0 16.5 3.6 74.5 71.6 93.0 91.6: 7.0 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 : 219: 47 51 18 74 80 130 142:
Old : 219: 47 51 18 74 80 130 142:
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 : 39.6 28.6 47.4 42.4 39.5 28.4 46.8 42.2
Old : 39.6 28.6 47.4 42.4 39.5 28.4 46.8 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 204,446: 50,591 102,276 16,458 121,618 38,494 188,667 157,228: 15,778 47,217
Old : 204,446: 50,591 102,276 16,458 121,618 38,494 188,667 157,228: 15,778 47,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 6,860: 240 -3,289 3,541 4,893 3,527 8,674 3,780: -1,814 3,081
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 50.0 8.1 59.5 18.8 92.3 76.9: 7.7 23.1
Old : 100.0: 24.7 50.0 8.1 59.5 18.8 92.3 76.9: 7.7 23.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 20 47 24 24 22 55 82:
Old : 97: 20 47 24 24 22 55 82:
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 : 53.7 33.8 67.3 44.0 53.2 33.4 65.7 41.6
Old : 53.7 33.8 67.3 44.0 53.2 33.4 65.7 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 56,966: 17,981 11,082 2,445 27,157 38,600 47,583 52,127: 9,383 4,839
Old : 56,966: 17,981 11,082 2,445 27,157 38,600 47,583 52,127: 9,383 4,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 5,130: 2,297 1,706 1,987 1,586 1,925 5,870 5,618: -740 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 19.5 4.3 47.7 67.8 83.5 91.5: 16.5 8.5
Old : 100.0: 31.6 19.5 4.3 47.7 67.8 83.5 91.5: 16.5 8.5
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 : 61: 18 15 10 24 10 49 29:
Old : 61: 18 15 10 24 10 49 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 64.6 49.8 75.7 34.8 64.2 49.2 74.0
Old : 34.8 64.6 49.8 75.7 34.8 64.2 49.2 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 125,037: 38,201 11,705 3,546 73,503 27,964 115,250 43,215: 9,787 81,822
Old : 125,037: 38,201 11,705 3,546 73,503 27,964 115,250 43,215: 9,787 81,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,631: 1,795 440 -118 1,580 12,210 3,257 12,532: -1,626 -10,901
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 9.4 2.8 58.8 22.4 92.2 34.6: 7.8 65.4
Old : 100.0: 30.6 9.4 2.8 58.8 22.4 92.2 34.6: 7.8 65.4
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 : 96: 35 16 14 34 26 74 52:
Old : 96: 35 16 14 34 26 74 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 11.6 47.5 18.3 31.6 10.4 45.2 15.3
Old : 32.8 11.6 47.5 18.3 31.6 10.4 45.2 15.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2015