BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 8,721: 855 333 1,202 5,424 6,149 7,480 7,684: 1,241 1,037
Old : 8,721: 855 333 1,202 5,424 6,149 7,480 7,684: 1,241 1,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 243: -8 -4 29 182 166 203 192: 40 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 3.8 13.8 62.2 70.5 85.8 88.1: 14.2 11.9
Old : 100.0: 9.8 3.8 13.8 62.2 70.5 85.8 88.1: 14.2 11.9
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: 6 7 10 18 17 29 29:
Old : 35: 6 7 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 : 43.3 46.1 65.7 63.9 38.6 45.8 55.1 57.1
Old : 43.3 46.1 65.7 63.9 38.6 45.8 55.1 57.1
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 15, 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 : 43,859: 12,051 2,954 9,143 18,091 19,140 39,285 31,236: 4,573 12,622
Old : 43,859: 12,051 2,954 9,143 18,091 19,140 39,285 31,236: 4,573 12,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 2,790: 528 534 922 1,114 361 2,564 1,818: 226 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 6.7 20.8 41.2 43.6 89.6 71.2: 10.4 28.8
Old : 100.0: 27.5 6.7 20.8 41.2 43.6 89.6 71.2: 10.4 28.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 20 19 32 34 32 69 68:
Old : 85: 20 19 32 34 32 69 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 : 29.3 27.5 44.7 40.3 27.8 24.9 41.6 33.0
Old : 29.3 27.5 44.7 40.3 27.8 24.9 41.6 33.0
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, September 15, 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 : 9,244: 504 857 1,772 5,807 5,333 8,082 7,962: 1,161 1,281
Old : 9,244: 504 857 1,772 5,807 5,333 8,082 7,962: 1,161 1,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 212: -49 -16 120 119 137 190 241: 23 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 9.3 19.2 62.8 57.7 87.4 86.1: 12.6 13.9
Old : 100.0: 5.5 9.3 19.2 62.8 57.7 87.4 86.1: 12.6 13.9
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 : 39: 6 11 11 21 14 34 29:
Old : 39: 6 11 11 21 14 34 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 : 37.3 34.6 53.3 54.1 28.9 22.3 38.9 35.5
Old : 37.3 34.6 53.3 54.1 28.9 22.3 38.9 35.5
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, September 15, 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 : 3,221: 16 1,004 316 2,573 911 2,905 2,231: 317 991
Old : 3,221: 16 1,004 316 2,573 911 2,905 2,231: 317 991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -4: 1 -44 7 -10 12 -2 -24: -3 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 31.2 9.8 79.9 28.3 90.2 69.3: 9.8 30.7
Old : 100.0: 0.5 31.2 9.8 79.9 28.3 90.2 69.3: 9.8 30.7
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 : 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 : 50.0 37.9 74.9 57.4 49.1 36.0 69.5 51.0
Old : 50.0 37.9 74.9 57.4 49.1 36.0 69.5 51.0
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 15, 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 : 262,930: 69,678 41,264 90,359 80,747 95,079 240,784 226,702: 22,146 36,228
Old : 63,509: 25,724 18,103 20,224 10,720 17,510 56,668 55,837: 6,841 7,672
Other: 199,421: 56,384 35,591 57,705 70,027 77,569 184,116 170,866: 15,305 28,556
: : :
: : Changes in Commitments from: September 8, 2015 :
: -112: -103 -2,612 3,226 -3,265 -1,303 -141 -688: 29 576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 15.7 34.4 30.7 36.2 91.6 86.2: 8.4 13.8
Old : 100.0: 40.5 28.5 31.8 16.9 27.6 89.2 87.9: 10.8 12.1
Other: 100.0: 28.3 17.8 28.9 35.1 38.9 92.3 85.7: 7.7 14.3
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 110 93 131 76 84 267 235:
Old : 232: 81 66 61 48 64 163 157:
Other: 278: 94 87 100 71 79 222 212:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 10.9 22.1 19.0 12.0 9.4 20.1 15.4
Old : 18.0 16.9 28.9 27.0 17.8 16.1 27.2 23.5
Other: 14.4 11.4 25.3 19.9 14.4 9.6 24.4 15.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 345,090: 71,684 64,748 107,824 129,203 122,401 308,712 294,973: 36,378 50,117
Old : 345,090: 71,684 64,748 107,824 129,203 122,401 308,712 294,973: 36,378 50,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 14,085: 2,300 5,307 4,988 6,694 259 13,983 10,554: 102 3,531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 18.8 31.2 37.4 35.5 89.5 85.5: 10.5 14.5
Old : 100.0: 20.8 18.8 31.2 37.4 35.5 89.5 85.5: 10.5 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 : 432: 132 92 171 146 149 369 353:
Old : 432: 132 92 171 146 149 369 353:
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 : 10.8 14.7 17.6 21.0 10.7 13.0 17.3 18.1
Old : 10.8 14.7 17.6 21.0 10.7 13.0 17.3 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 5,929: 1,975 3,187 852 1,859 521 4,686 4,560: 1,243 1,369
Old : 5,929: 1,975 3,187 852 1,859 521 4,686 4,560: 1,243 1,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -934: -81 -589 -43 -638 -114 -763 -746: -172 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 53.8 14.4 31.4 8.8 79.0 76.9: 21.0 23.1
Old : 100.0: 33.3 53.8 14.4 31.4 8.8 79.0 76.9: 21.0 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 : 75: 20 24 10 26 17 52 47:
Old : 75: 20 24 10 26 17 52 47:
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 31.1 33.5 45.0 18.1 28.4 29.3 39.9
Old : 21.5 31.1 33.5 45.0 18.1 28.4 29.3 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 47,989: 10,028 8,138 13,027 15,229 9,025 38,283 30,191: 9,705 17,798
Old : 47,989: 10,028 8,138 13,027 15,229 9,025 38,283 30,191: 9,705 17,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 2,364: -774 -30 1,972 1,213 229 2,412 2,172: -48 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 17.0 27.1 31.7 18.8 79.8 62.9: 20.2 37.1
Old : 100.0: 20.9 17.0 27.1 31.7 18.8 79.8 62.9: 20.2 37.1
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 : 194: 56 49 54 62 60 146 144:
Old : 194: 56 49 54 62 60 146 144:
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 10.9 23.5 17.9 10.4 6.7 17.4 10.2
Old : 13.8 10.9 23.5 17.9 10.4 6.7 17.4 10.2
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, September 15, 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 : 4,774: 687 2,340 400 2,343 1,313 3,430 4,053: 1,344 721
Old : 4,774: 687 2,340 400 2,343 1,313 3,430 4,053: 1,344 721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 86: -119 51 3 69 -15 -47 38: 133 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 49.0 8.4 49.1 27.5 71.8 84.9: 28.2 15.1
Old : 100.0: 14.4 49.0 8.4 49.1 27.5 71.8 84.9: 28.2 15.1
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 : 20: 2 7 5 8 6 15 13:
Old : 20: 2 7 5 8 6 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 57.9 61.3 73.8 42.1 51.4 55.2 63.7
Old : 42.3 57.9 61.3 73.8 42.1 51.4 55.2 63.7
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 15, 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 : 28,972: 1,777 12,209 3,164 23,291 9,886 28,231 25,258: 741 3,714
Old : 28,972: 1,777 12,209 3,164 23,291 9,886 28,231 25,258: 741 3,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 645: 7 260 168 403 7 579 435: 66 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 42.1 10.9 80.4 34.1 97.4 87.2: 2.6 12.8
Old : 100.0: 6.1 42.1 10.9 80.4 34.1 97.4 87.2: 2.6 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 : 75: 10 32 26 21 22 54 57:
Old : 75: 10 32 26 21 22 54 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 : 40.6 35.8 65.6 51.6 40.5 35.7 65.3 48.7
Old : 40.6 35.8 65.6 51.6 40.5 35.7 65.3 48.7
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 15, 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 : 54,238: 2,761 3,290 950 49,854 49,455 53,565 53,695: 673 543
Old : 54,238: 2,761 3,290 950 49,854 49,455 53,565 53,695: 673 543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -163: 29 -249 415 -612 -426 -168 -260: 5 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.1 1.8 91.9 91.2 98.8 99.0: 1.2 1.0
Old : 100.0: 5.1 6.1 1.8 91.9 91.2 98.8 99.0: 1.2 1.0
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 : 26: 6 2 2 14 12 20 16:
Old : 26: 6 2 2 14 12 20 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 : 69.3 79.0 83.7 93.9 68.3 74.2 81.2 88.3
Old : 69.3 79.0 83.7 93.9 68.3 74.2 81.2 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 15, 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 : 198,958: 27,492 75,878 25,928 122,769 52,603 176,188 154,408: 22,769 44,550
Old : 198,958: 27,492 75,878 25,928 122,769 52,603 176,188 154,408: 22,769 44,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 29,294: -1,614 -2,490 12,346 20,121 18,868 30,853 28,724: -1,558 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 38.1 13.0 61.7 26.4 88.6 77.6: 11.4 22.4
Old : 100.0: 13.8 38.1 13.0 61.7 26.4 88.6 77.6: 11.4 22.4
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 : 85: 22 31 16 24 24 54 64:
Old : 85: 22 31 16 24 24 54 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 : 38.8 37.8 56.4 52.5 31.5 31.1 43.0 38.7
Old : 38.8 37.8 56.4 52.5 31.5 31.1 43.0 38.7
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, September 15, 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 : 39,493: 18,821 15,165 1,080 12,411 4,578 32,313 20,824: 7,180 18,669
Old : 39,493: 18,821 15,165 1,080 12,411 4,578 32,313 20,824: 7,180 18,669
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -3,544: 13,374 2,684 -2,946 -13,078 -2,182 -2,650 -2,445: -894 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 38.4 2.7 31.4 11.6 81.8 52.7: 18.2 47.3
Old : 100.0: 47.7 38.4 2.7 31.4 11.6 81.8 52.7: 18.2 47.3
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 : 34: 10 9 7 9 10 20 25:
Old : 34: 10 9 7 9 10 20 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 31.5 66.9 40.0 53.6 31.5 66.0 40.0
Old : 53.6 31.5 66.9 40.0 53.6 31.5 66.0 40.0
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 15, 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 : 130,871: 21,666 76,882 1,792 104,838 44,658 128,296 123,332: 2,574 7,539
Old : 130,871: 21,666 76,882 1,792 104,838 44,658 128,296 123,332: 2,574 7,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -57,657: -1,135 -16,840 -18,051 -38,202 -22,675 -57,387 -57,566: -270 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 58.7 1.4 80.1 34.1 98.0 94.2: 2.0 5.8
Old : 100.0: 16.6 58.7 1.4 80.1 34.1 98.0 94.2: 2.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 19 69 9 13 26 38 100:
Old : 123: 19 69 9 13 26 38 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 27.8 90.9 43.1 81.7 27.8 90.1 43.0
Old : 82.4 27.8 90.9 43.1 81.7 27.8 90.1 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 167,585: 42,030 45,879 14,806 90,734 77,199 147,569 137,883: 20,016 29,702
Old : 167,585: 42,030 45,879 14,806 90,734 77,199 147,569 137,883: 20,016 29,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -39,722: -119 -15,357 -6,580 -31,887 -13,426 -38,586 -35,362: -1,137 -4,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 27.4 8.8 54.1 46.1 88.1 82.3: 11.9 17.7
Old : 100.0: 25.1 27.4 8.8 54.1 46.1 88.1 82.3: 11.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 31 30 18 22 34 59 76:
Old : 101: 31 30 18 22 34 59 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 29.9 55.9 40.8 45.7 29.8 55.8 40.3
Old : 45.7 29.9 55.9 40.8 45.7 29.8 55.8 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 195,063: 36,389 63,374 19,092 118,648 78,149 174,129 160,615: 20,934 34,448
Old : 195,063: 36,389 63,374 19,092 118,648 78,149 174,129 160,615: 20,934 34,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -112,079: -26,689 -6,381 -3,622 -78,107 -97,110 -108,417 -107,113: -3,662 -4,966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 32.5 9.8 60.8 40.1 89.3 82.3: 10.7 17.7
Old : 100.0: 18.7 32.5 9.8 60.8 40.1 89.3 82.3: 10.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 32 52 27 27 38 77 99:
Old : 131: 32 52 27 27 38 77 99:
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 : 47.7 28.7 57.9 37.6 47.7 28.6 57.6 36.3
Old : 47.7 28.7 57.9 37.6 47.7 28.6 57.6 36.3
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 15, 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 : 376,033: 63,325 140,803 47,290 220,727 123,726 331,343 311,818: 44,691 64,215
Old : 376,033: 63,325 140,803 47,290 220,727 123,726 331,343 311,818: 44,691 64,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -72,951: -11,596 -8,265 -8,450 -53,631 -47,536 -73,676 -64,252: 725 -8,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 37.4 12.6 58.7 32.9 88.1 82.9: 11.9 17.1
Old : 100.0: 16.8 37.4 12.6 58.7 32.9 88.1 82.9: 11.9 17.1
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 : 231: 47 100 68 56 60 147 185:
Old : 231: 47 100 68 56 60 147 185:
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 : 26.8 17.3 40.6 26.3 26.6 17.0 39.4 24.1
Old : 26.8 17.3 40.6 26.3 26.6 17.0 39.4 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 22,115: 12,219 17,979 298 8,574 1,751 21,091 20,028: 1,024 2,087
Old : 22,115: 12,219 17,979 298 8,574 1,751 21,091 20,028: 1,024 2,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 2,898: 2,047 1,962 -2 950 724 2,995 2,684: -97 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 81.3 1.3 38.8 7.9 95.4 90.6: 4.6 9.4
Old : 100.0: 55.3 81.3 1.3 38.8 7.9 95.4 90.6: 4.6 9.4
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 : 27: 8 14 2 4 2 13 17:
Old : 27: 8 14 2 4 2 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 72.1 89.5 83.9 56.5 70.6 80.9 77.6
Old : 60.0 72.1 89.5 83.9 56.5 70.6 80.9 77.6
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, September 15, 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 : 33,352: 22,462 24,556 223 9,043 3,282 31,728 28,061: 1,624 5,291
Old : 33,352: 22,462 24,556 223 9,043 3,282 31,728 28,061: 1,624 5,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -4,973: 10,785 1,059 -2,062 -13,209 -3,290 -4,486 -4,293: -487 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 73.6 0.7 27.1 9.8 95.1 84.1: 4.9 15.9
Old : 100.0: 67.3 73.6 0.7 27.1 9.8 95.1 84.1: 4.9 15.9
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 : 69: 14 37 3 10 9 25 48:
Old : 69: 14 37 3 10 9 25 48:
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 : 64.4 35.6 77.6 53.1 64.4 35.6 77.6 53.1
Old : 64.4 35.6 77.6 53.1 64.4 35.6 77.6 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 7,274: 4,376 5,401 24 2,548 576 6,948 6,001: 326 1,273
Old : 7,274: 4,376 5,401 24 2,548 576 6,948 6,001: 326 1,273
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 74.3 0.3 35.0 7.9 95.5 82.5: 4.5 17.5
Old : 100.0: 60.2 74.3 0.3 35.0 7.9 95.5 82.5: 4.5 17.5
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 : 20: 4 11 2 3 3 8 15:
Old : 20: 4 11 2 3 3 8 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 57.5 95.5 73.4 78.6 57.2 94.9 73.1
Old : 78.6 57.5 95.5 73.4 78.6 57.2 94.9 73.1
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 15, 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 :17,129,865: 1,597,174 1,145,003 6,584,315 8,038,646 8,180,079 16,220,136 15,909,397: 909,729 1,220,468
Old :17,129,865: 1,597,174 1,145,003 6,584,315 8,038,646 8,180,079 16,220,136 15,909,397: 909,729 1,220,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
:-2,607,324: 180,407 -129,216 -1,458,726 -1,384,740 -933,285 -2,663,059 -2,521,228: 55,735 -86,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 6.7 38.4 46.9 47.8 94.7 92.9: 5.3 7.1
Old : 100.0: 9.3 6.7 38.4 46.9 47.8 94.7 92.9: 5.3 7.1
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 : 307: 58 89 114 140 150 267 289:
Old : 307: 58 89 114 140 150 267 289:
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 : 19.3 20.2 31.4 29.5 8.5 9.0 14.3 11.7
Old : 19.3 20.2 31.4 29.5 8.5 9.0 14.3 11.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,163,566: 77,936 112,794 116,013 779,660 740,455 973,609 969,261: 189,956 194,305
Old : 1,163,566: 77,936 112,794 116,013 779,660 740,455 973,609 969,261: 189,956 194,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 66,482: -5,282 -245 6,502 67,297 67,762 68,518 74,019: -2,035 -7,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 9.7 10.0 67.0 63.6 83.7 83.3: 16.3 16.7
Old : 100.0: 6.7 9.7 10.0 67.0 63.6 83.7 83.3: 16.3 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 642: 123 165 162 263 282 481 517:
Old : 642: 123 165 162 263 282 481 517:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 12.2 22.7 20.0 8.4 6.2 14.3 10.0
Old : 12.8 12.2 22.7 20.0 8.4 6.2 14.3 10.0
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 15, 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 : 290,659: 17,898 1,290 28,439 204,467 135,256 250,803 164,985: 39,855 125,674
Old : 290,659: 17,898 1,290 28,439 204,467 135,256 250,803 164,985: 39,855 125,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 19,613: 729 -1,735 3,476 13,541 25,297 17,745 27,038: 1,868 -7,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.4 9.8 70.3 46.5 86.3 56.8: 13.7 43.2
Old : 100.0: 6.2 0.4 9.8 70.3 46.5 86.3 56.8: 13.7 43.2
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 : 94: 17 13 27 57 44 89 71:
Old : 94: 17 13 27 57 44 89 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 21.1 41.3 30.2 23.1 14.5 31.3 19.4
Old : 26.2 21.1 41.3 30.2 23.1 14.5 31.3 19.4
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 15, 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 : 4,364,534: 344,096 601,424 393,965 2,875,968 3,025,992 3,614,029 4,021,380: 750,505 343,154
Old : 4,364,534: 344,096 601,424 393,965 2,875,968 3,025,992 3,614,029 4,021,380: 750,505 343,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 234,345: -29,767 7,732 14,848 268,784 212,325 253,864 234,905: -19,520 -560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 13.8 9.0 65.9 69.3 82.8 92.1: 17.2 7.9
Old : 100.0: 7.9 13.8 9.0 65.9 69.3 82.8 92.1: 17.2 7.9
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 : 619: 115 161 149 252 274 455 497:
Old : 619: 115 161 149 252 274 455 497:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 12.9 24.3 21.1 11.7 8.6 18.4 13.9
Old : 14.4 12.9 24.3 21.1 11.7 8.6 18.4 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 88,719: 8,009 3,662 835 71,018 79,609 79,862 84,106: 8,857 4,613
Old : 88,719: 8,009 3,662 835 71,018 79,609 79,862 84,106: 8,857 4,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 1,010: 931 87 549 -603 168 877 804: 133 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.1 0.9 80.0 89.7 90.0 94.8: 10.0 5.2
Old : 100.0: 9.0 4.1 0.9 80.0 89.7 90.0 94.8: 10.0 5.2
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 : 86: 10 6 3 46 43 57 52:
Old : 86: 10 6 3 46 43 57 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 : 33.2 44.1 49.7 64.4 32.7 44.0 49.1 63.8
Old : 33.2 44.1 49.7 64.4 32.7 44.0 49.1 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 67,145: 10,665 10,577 2,151 49,958 49,275 62,775 62,003: 4,370 5,141
Old : 67,145: 10,665 10,577 2,151 49,958 49,275 62,775 62,003: 4,370 5,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 5,275: 1,376 394 -50 3,885 4,996 5,211 5,339: 64 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.8 3.2 74.4 73.4 93.5 92.3: 6.5 7.7
Old : 100.0: 15.9 15.8 3.2 74.4 73.4 93.5 92.3: 6.5 7.7
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 : 218: 44 55 20 75 79 130 144:
Old : 218: 44 55 20 75 79 130 144:
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 : 39.9 25.3 49.3 38.8 36.2 24.7 43.2 37.6
Old : 39.9 25.3 49.3 38.8 36.2 24.7 43.2 37.6
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 15, 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 : 335,723: 53,326 52,887 10,756 249,791 246,374 313,873 310,016: 21,850 25,707
Old : 335,723: 53,326 52,887 10,756 249,791 246,374 313,873 310,016: 21,850 25,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 26,373: 6,881 1,969 -251 19,426 24,978 26,055 26,696: 318 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.8 3.2 74.4 73.4 93.5 92.3: 6.5 7.7
Old : 100.0: 15.9 15.8 3.2 74.4 73.4 93.5 92.3: 6.5 7.7
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 : 218: 44 55 20 75 79 130 144:
Old : 218: 44 55 20 75 79 130 144:
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 : 39.9 25.3 49.3 38.8 36.2 24.7 43.2 37.6
Old : 39.9 25.3 49.3 38.8 36.2 24.7 43.2 37.6
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 15, 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 : 173,944: 60,797 100,466 8,352 90,239 24,698 159,388 133,517: 14,556 40,427
Old : 173,944: 60,797 100,466 8,352 90,239 24,698 159,388 133,517: 14,556 40,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -30,501: 10,205 -1,810 -8,106 -31,379 -13,796 -29,279 -23,712: -1,222 -6,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 57.8 4.8 51.9 14.2 91.6 76.8: 8.4 23.2
Old : 100.0: 35.0 57.8 4.8 51.9 14.2 91.6 76.8: 8.4 23.2
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 : 90: 20 43 19 19 20 46 75:
Old : 90: 20 43 19 19 20 46 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 38.4 68.6 46.3 54.4 38.3 68.1 46.2
Old : 54.4 38.4 68.6 46.3 54.4 38.3 68.1 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 46,086: 16,386 18,260 520 21,249 19,600 38,155 38,380: 7,931 7,706
Old : 46,086: 16,386 18,260 520 21,249 19,600 38,155 38,380: 7,931 7,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -10,880: -1,595 7,178 -1,925 -5,908 -19,000 -9,428 -13,747: -1,452 2,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 39.6 1.1 46.1 42.5 82.8 83.3: 17.2 16.7
Old : 100.0: 35.6 39.6 1.1 46.1 42.5 82.8 83.3: 17.2 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 13 16 1 19 8 33 24:
Old : 54: 13 16 1 19 8 33 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 56.7 57.6 69.7 43.9 56.7 57.5 69.7
Old : 43.9 56.7 57.6 69.7 43.9 56.7 57.5 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 93,114: 39,676 6,312 1,050 43,352 24,477 84,078 31,839: 9,036 61,275
Old : 93,114: 39,676 6,312 1,050 43,352 24,477 84,078 31,839: 9,036 61,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: -31,923: 1,475 -5,393 -2,496 -30,151 -3,487 -31,172 -11,376: -751 -20,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 6.8 1.1 46.6 26.3 90.3 34.2: 9.7 65.8
Old : 100.0: 42.6 6.8 1.1 46.6 26.3 90.3 34.2: 9.7 65.8
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 : 77: 31 6 3 30 19 61 28:
Old : 77: 31 6 3 30 19 61 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 18.1 48.4 25.5 33.9 17.1 48.1 23.2
Old : 34.3 18.1 48.4 25.5 33.9 17.1 48.1 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2015