BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 8,679: 748 392 1,231 5,495 6,038 7,474 7,661: 1,205 1,018
Old : 8,679: 748 392 1,231 5,495 6,038 7,474 7,661: 1,205 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -42: -106 59 29 72 -111 -6 -23: -36 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 4.5 14.2 63.3 69.6 86.1 88.3: 13.9 11.7
Old : 100.0: 8.6 4.5 14.2 63.3 69.6 86.1 88.3: 13.9 11.7
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 : 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 45.3 66.5 62.9 38.7 44.3 55.6 56.0
Old : 43.3 45.3 66.5 62.9 38.7 44.3 55.6 56.0
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 22, 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 : 46,006: 12,209 3,440 10,121 19,109 19,533 41,438 33,093: 4,568 12,912
Old : 46,006: 12,209 3,440 10,121 19,109 19,533 41,438 33,093: 4,568 12,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 2,147: 158 486 977 1,017 393 2,153 1,857: -6 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 7.5 22.0 41.5 42.5 90.1 71.9: 9.9 28.1
Old : 100.0: 26.5 7.5 22.0 41.5 42.5 90.1 71.9: 9.9 28.1
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 : 91: 23 20 33 36 35 72 75:
Old : 91: 23 20 33 36 35 72 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 : 28.2 26.6 42.6 40.1 26.7 24.6 39.3 32.3
Old : 28.2 26.6 42.6 40.1 26.7 24.6 39.3 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 9,484: 405 797 1,939 6,037 5,754 8,382 8,490: 1,103 994
Old : 9,484: 405 797 1,939 6,037 5,754 8,382 8,490: 1,103 994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 241: -99 -60 167 231 421 299 528: -58 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 8.4 20.4 63.7 60.7 88.4 89.5: 11.6 10.5
Old : 100.0: 4.3 8.4 20.4 63.7 60.7 88.4 89.5: 11.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 9 12 24 17 37 33:
Old : 42: 8 9 12 24 17 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 35.3 53.5 54.3 29.1 23.2 39.1 36.2
Old : 38.2 35.3 53.5 54.3 29.1 23.2 39.1 36.2
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 22, 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 : 3,182: 1 576 369 2,396 1,292 2,766 2,237: 415 945
Old : 3,182: 1 576 369 2,396 1,292 2,766 2,237: 415 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -40: -15 -428 53 -177 381 -138 6: 99 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.1 11.6 75.3 40.6 86.9 70.3: 13.1 29.7
Old : 100.0: 0.0 18.1 11.6 75.3 40.6 86.9 70.3: 13.1 29.7
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 : 24: 1 6 7 10 10 17 17:
Old : 24: 1 6 7 10 10 17 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 : 50.6 40.4 74.2 57.1 49.7 38.0 66.8 48.6
Old : 50.6 40.4 74.2 57.1 49.7 38.0 66.8 48.6
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 22, 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 : 264,726: 69,089 35,911 93,248 82,108 98,158 244,445 227,318: 20,281 37,409
Old : 54,151: 21,664 10,687 21,404 6,799 15,070 49,867 47,161: 4,283 6,990
Other: 210,576: 57,826 35,625 61,443 75,309 83,089 194,578 180,157: 15,998 30,419
: : :
: : Changes in Commitments from: September 15, 2015 :
: 1,796: -589 -5,353 2,890 1,361 3,079 3,661 615: -1,865 1,181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 13.6 35.2 31.0 37.1 92.3 85.9: 7.7 14.1
Old : 100.0: 40.0 19.7 39.5 12.6 27.8 92.1 87.1: 7.9 12.9
Other: 100.0: 27.5 16.9 29.2 35.8 39.5 92.4 85.6: 7.6 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 109 88 128 77 85 263 233:
Old : 209: 68 62 58 32 67 138 149:
Other: 281: 93 91 110 74 80 232 219:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 10.9 21.8 19.0 11.7 9.3 19.7 14.4
Old : 18.6 18.3 29.9 29.4 17.5 15.5 26.1 20.1
Other: 14.0 11.0 24.9 18.9 14.0 8.8 24.1 14.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 370,000: 71,055 73,118 120,597 141,092 124,236 332,744 317,951: 37,256 52,048
Old : 370,000: 71,055 73,118 120,597 141,092 124,236 332,744 317,951: 37,256 52,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 24,910: -629 8,370 12,773 11,888 1,835 24,032 22,979: 878 1,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 19.8 32.6 38.1 33.6 89.9 85.9: 10.1 14.1
Old : 100.0: 19.2 19.8 32.6 38.1 33.6 89.9 85.9: 10.1 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 : 448: 136 111 185 148 148 383 372:
Old : 448: 136 111 185 148 148 383 372:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.1 13.2 18.0 20.0 10.8 11.5 16.9 16.8
Old : 11.1 13.2 18.0 20.0 10.8 11.5 16.9 16.8
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 22, 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 : 6,042: 1,876 3,104 1,020 1,805 505 4,700 4,630: 1,342 1,413
Old : 6,042: 1,876 3,104 1,020 1,805 505 4,700 4,630: 1,342 1,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 113: -99 -83 169 -55 -16 15 69: 99 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 51.4 16.9 29.9 8.4 77.8 76.6: 22.2 23.4
Old : 100.0: 31.0 51.4 16.9 29.9 8.4 77.8 76.6: 22.2 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 22 25 12 25 15 53 48:
Old : 76: 22 25 12 25 15 53 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 : 17.8 28.0 28.8 41.9 14.3 25.4 24.4 36.9
Old : 17.8 28.0 28.8 41.9 14.3 25.4 24.4 36.9
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 22, 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 : 51,380: 9,922 8,920 14,592 16,818 10,158 41,333 33,671: 10,048 17,709
Old : 51,380: 9,922 8,920 14,592 16,818 10,158 41,333 33,671: 10,048 17,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 3,392: -105 782 1,565 1,589 1,133 3,049 3,481: 343 -89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 17.4 28.4 32.7 19.8 80.4 65.5: 19.6 34.5
Old : 100.0: 19.3 17.4 28.4 32.7 19.8 80.4 65.5: 19.6 34.5
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 : 206: 59 53 54 67 64 154 153:
Old : 206: 59 53 54 67 64 154 153:
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 11.5 22.0 18.8 8.9 6.4 15.4 10.4
Old : 12.8 11.5 22.0 18.8 8.9 6.4 15.4 10.4
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 22, 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 : 4,714: 687 2,519 382 2,322 1,250 3,390 4,151: 1,324 563
Old : 4,714: 687 2,519 382 2,322 1,250 3,390 4,151: 1,324 563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -60: 0 179 -18 -21 -63 -39 98: -20 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 53.4 8.1 49.2 26.5 71.9 88.1: 28.1 11.9
Old : 100.0: 14.6 53.4 8.1 49.2 26.5 71.9 88.1: 28.1 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 : 22: 2 9 7 8 6 17 15:
Old : 22: 2 9 7 8 6 17 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 : 42.2 57.9 61.3 73.4 41.9 51.4 55.3 64.5
Old : 42.2 57.9 61.3 73.4 41.9 51.4 55.3 64.5
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 22, 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 : 30,856: 1,815 12,813 3,417 24,878 10,492 30,110 26,722: 746 4,134
Old : 30,856: 1,815 12,813 3,417 24,878 10,492 30,110 26,722: 746 4,134
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 1,884: 38 605 253 1,587 607 1,879 1,464: 5 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 41.5 11.1 80.6 34.0 97.6 86.6: 2.4 13.4
Old : 100.0: 5.9 41.5 11.1 80.6 34.0 97.6 86.6: 2.4 13.4
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 : 77: 10 34 26 21 21 55 57:
Old : 77: 10 34 26 21 21 55 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 : 42.2 34.6 66.5 50.3 42.0 34.4 66.2 47.4
Old : 42.2 34.6 66.5 50.3 42.0 34.4 66.2 47.4
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 22, 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 : 34,353: 1,157 3,700 0 32,549 30,201 33,706 33,901: 647 452
Old : 34,353: 1,157 3,700 0 32,549 30,201 33,706 33,901: 647 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -19,885: -1,604 410 -950 -17,305 -19,254 -19,859 -19,794: -26 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 10.8 0.0 94.7 87.9 98.1 98.7: 1.9 1.3
Old : 100.0: 3.4 10.8 0.0 94.7 87.9 98.1 98.7: 1.9 1.3
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 : 24: 3 5 0 11 9 14 14:
Old : 24: 3 5 0 11 9 14 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 : 82.1 83.7 94.8 94.0 81.6 83.7 93.8 93.0
Old : 82.1 83.7 94.8 94.0 81.6 83.7 93.8 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 148,924: 40,071 79,464 7,753 78,413 20,341 126,237 107,557: 22,688 41,368
Old : 148,924: 40,071 79,464 7,753 78,413 20,341 126,237 107,557: 22,688 41,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -50,033: 12,579 3,586 -18,175 -44,355 -32,262 -49,952 -46,851: -81 -3,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 53.4 5.2 52.7 13.7 84.8 72.2: 15.2 27.8
Old : 100.0: 26.9 53.4 5.2 52.7 13.7 84.8 72.2: 15.2 27.8
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 : 84: 26 27 13 23 22 52 59:
Old : 84: 26 27 13 23 22 52 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 38.7 53.8 47.7 42.1 38.6 53.2 47.1
Old : 42.4 38.7 53.8 47.7 42.1 38.6 53.2 47.1
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 22, 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 : 38,856: 13,413 15,375 1,269 16,717 4,703 31,399 21,346: 7,457 17,510
Old : 38,856: 13,413 15,375 1,269 16,717 4,703 31,399 21,346: 7,457 17,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -637: -5,408 210 188 4,306 124 -914 522: 277 -1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 39.6 3.3 43.0 12.1 80.8 54.9: 19.2 45.1
Old : 100.0: 34.5 39.6 3.3 43.0 12.1 80.8 54.9: 19.2 45.1
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 : 32: 8 9 6 9 10 19 23:
Old : 32: 8 9 6 9 10 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 32.9 65.8 42.3 51.2 32.9 65.3 42.1
Old : 51.2 32.9 65.8 42.3 51.2 32.9 65.3 42.1
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 22, 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 : 126,898: 47,596 59,811 6,589 69,566 52,567 123,751 118,967: 3,147 7,931
Old : 126,898: 47,596 59,811 6,589 69,566 52,567 123,751 118,967: 3,147 7,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -3,972: 25,930 -17,071 4,797 -35,272 7,910 -4,545 -4,364: 573 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 47.1 5.2 54.8 41.4 97.5 93.8: 2.5 6.2
Old : 100.0: 37.5 47.1 5.2 54.8 41.4 97.5 93.8: 2.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 25 56 10 14 23 45 84:
Old : 113: 25 56 10 14 23 45 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 32.0 77.3 49.3 60.7 32.0 76.4 49.1
Old : 61.5 32.0 77.3 49.3 60.7 32.0 76.4 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 169,234: 43,292 42,607 16,277 88,582 83,075 148,151 141,958: 21,083 27,275
Old : 169,234: 43,292 42,607 16,277 88,582 83,075 148,151 141,958: 21,083 27,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 1,649: 1,262 -3,272 1,471 -2,152 5,876 582 4,075: 1,067 -2,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 25.2 9.6 52.3 49.1 87.5 83.9: 12.5 16.1
Old : 100.0: 25.6 25.2 9.6 52.3 49.1 87.5 83.9: 12.5 16.1
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 : 96: 30 26 19 20 34 55 74:
Old : 96: 30 26 19 20 34 55 74:
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 29.4 58.1 42.9 47.7 29.3 57.3 41.2
Old : 47.7 29.4 58.1 42.9 47.7 29.3 57.3 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 205,258: 47,690 71,888 18,942 114,921 82,471 181,554 173,302: 23,705 31,956
Old : 205,258: 47,690 71,888 18,942 114,921 82,471 181,554 173,302: 23,705 31,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 10,196: 11,301 8,514 -150 -3,727 4,322 7,425 12,687: 2,771 -2,492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 35.0 9.2 56.0 40.2 88.5 84.4: 11.5 15.6
Old : 100.0: 23.2 35.0 9.2 56.0 40.2 88.5 84.4: 11.5 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 : 141: 40 48 34 32 43 89 108:
Old : 141: 40 48 34 32 43 89 108:
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 : 43.1 32.7 53.3 41.6 43.1 32.7 53.0 41.3
Old : 43.1 32.7 53.3 41.6 43.1 32.7 53.0 41.3
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 22, 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 : 387,711: 63,132 137,981 50,075 227,627 130,377 340,834 318,434: 46,877 69,277
Old : 387,711: 63,132 137,981 50,075 227,627 130,377 340,834 318,434: 46,877 69,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 11,678: -194 -2,822 2,786 6,899 6,651 9,491 6,615: 2,187 5,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 35.6 12.9 58.7 33.6 87.9 82.1: 12.1 17.9
Old : 100.0: 16.3 35.6 12.9 58.7 33.6 87.9 82.1: 12.1 17.9
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 : 233: 53 99 73 55 58 153 186:
Old : 233: 53 99 73 55 58 153 186:
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 17.4 39.7 26.9 25.9 16.7 38.8 23.7
Old : 26.2 17.4 39.7 26.9 25.9 16.7 38.8 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 21,809: 11,204 17,052 289 9,278 2,451 20,771 19,792: 1,038 2,017
Old : 21,809: 11,204 17,052 289 9,278 2,451 20,771 19,792: 1,038 2,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -306: -1,015 -927 -9 704 700 -320 -236: 14 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 78.2 1.3 42.5 11.2 95.2 90.8: 4.8 9.2
Old : 100.0: 51.4 78.2 1.3 42.5 11.2 95.2 90.8: 4.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 8 13 3 4 2 14 16:
Old : 26: 8 13 3 4 2 14 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 : 62.5 74.1 91.2 85.5 59.6 69.5 80.7 75.7
Old : 62.5 74.1 91.2 85.5 59.6 69.5 80.7 75.7
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 22, 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 : 35,920: 22,990 26,519 224 11,126 3,286 34,340 30,029: 1,580 5,891
Old : 35,920: 22,990 26,519 224 11,126 3,286 34,340 30,029: 1,580 5,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 2,568: 528 1,963 1 2,083 4 2,612 1,968: -44 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 73.8 0.6 31.0 9.1 95.6 83.6: 4.4 16.4
Old : 100.0: 64.0 73.8 0.6 31.0 9.1 95.6 83.6: 4.4 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 : 73: 13 39 3 14 10 29 50:
Old : 73: 13 39 3 14 10 29 50:
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 : 64.1 33.1 78.1 49.9 64.1 33.1 78.1 49.9
Old : 64.1 33.1 78.1 49.9 64.1 33.1 78.1 49.9
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 22, 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 :17,488,891: 1,540,640 1,136,178 6,936,388 8,136,706 8,250,981 16,613,734 16,323,548: 875,156 1,165,343
Old :17,488,891: 1,540,640 1,136,178 6,936,388 8,136,706 8,250,981 16,613,734 16,323,548: 875,156 1,165,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 359,026: -56,535 -8,825 352,073 98,060 70,902 393,598 414,151: -34,572 -55,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.5 39.7 46.5 47.2 95.0 93.3: 5.0 6.7
Old : 100.0: 8.8 6.5 39.7 46.5 47.2 95.0 93.3: 5.0 6.7
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 : 312: 60 91 119 135 150 268 293:
Old : 312: 60 91 119 135 150 268 293:
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 : 19.7 20.5 32.0 31.3 8.1 8.7 14.0 11.3
Old : 19.7 20.5 32.0 31.3 8.1 8.7 14.0 11.3
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 22, 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 : 864,821: 73,989 113,078 81,281 579,021 537,419 734,291 731,778: 130,529 133,043
Old : 864,821: 73,989 113,078 81,281 579,021 537,419 734,291 731,778: 130,529 133,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -298,745: -3,947 284 -34,732 -200,639 -203,036 -239,318 -237,483: -59,427 -61,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 13.1 9.4 67.0 62.1 84.9 84.6: 15.1 15.4
Old : 100.0: 8.6 13.1 9.4 67.0 62.1 84.9 84.6: 15.1 15.4
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 : 644: 130 161 147 244 269 454 498:
Old : 644: 130 161 147 244 269 454 498:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.0 12.7 26.0 19.9 11.6 8.7 19.6 13.6
Old : 16.0 12.7 26.0 19.9 11.6 8.7 19.6 13.6
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 22, 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 : 159,551: 11,555 3,860 17,891 93,778 66,630 123,224 88,382: 36,326 71,169
Old : 159,551: 11,555 3,860 17,891 93,778 66,630 123,224 88,382: 36,326 71,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -131,108: -6,343 2,570 -10,548 -110,689 -68,626 -127,579 -76,603: -3,529 -54,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.4 11.2 58.8 41.8 77.2 55.4: 22.8 44.6
Old : 100.0: 7.2 2.4 11.2 58.8 41.8 77.2 55.4: 22.8 44.6
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 : 82: 17 14 24 45 39 74 65:
Old : 82: 17 14 24 45 39 74 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.1 19.2 35.8 29.7 18.4 12.7 25.7 16.8
Old : 24.1 19.2 35.8 29.7 18.4 12.7 25.7 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 3,526,351: 329,074 562,990 300,047 2,426,215 2,353,943 3,055,336 3,216,980: 471,015 309,370
Old : 3,526,351: 329,074 562,990 300,047 2,426,215 2,353,943 3,055,336 3,216,980: 471,015 309,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -838,184: -15,022 -38,434 -93,918 -449,753 -672,049 -558,693 -804,400: -279,491 -33,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 16.0 8.5 68.8 66.8 86.6 91.2: 13.4 8.8
Old : 100.0: 9.3 16.0 8.5 68.8 66.8 86.6 91.2: 13.4 8.8
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 : 621: 121 158 136 236 260 433 478:
Old : 621: 121 158 136 236 260 433 478:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.8 13.0 26.7 21.2 13.1 10.5 21.1 16.3
Old : 16.8 13.0 26.7 21.2 13.1 10.5 21.1 16.3
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 22, 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 : 82,018: 7,711 3,444 307 65,716 73,361 73,734 77,112: 8,284 4,906
Old : 82,018: 7,711 3,444 307 65,716 73,361 73,734 77,112: 8,284 4,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -6,701: -298 -218 -528 -5,302 -6,248 -6,128 -6,994: -573 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 4.2 0.4 80.1 89.4 89.9 94.0: 10.1 6.0
Old : 100.0: 9.4 4.2 0.4 80.1 89.4 89.9 94.0: 10.1 6.0
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 : 80: 11 5 2 43 34 54 41:
Old : 80: 11 5 2 43 34 54 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 48.9 54.3 70.6 37.1 48.8 53.6 70.1
Old : 37.7 48.9 54.3 70.6 37.1 48.8 53.6 70.1
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 22, 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 : 54,500: 13,222 11,315 1,099 36,105 37,397 50,426 49,811: 4,073 4,688
Old : 54,500: 13,222 11,315 1,099 36,105 37,397 50,426 49,811: 4,073 4,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -12,645: 2,557 738 -1,052 -13,853 -11,878 -12,348 -12,192: -297 -453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 20.8 2.0 66.2 68.6 92.5 91.4: 7.5 8.6
Old : 100.0: 24.3 20.8 2.0 66.2 68.6 92.5 91.4: 7.5 8.6
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 : 223: 47 59 18 63 76 117 146:
Old : 223: 47 59 18 63 76 117 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 27.2 52.4 41.9 44.2 27.0 52.2 41.8
Old : 44.2 27.2 52.4 41.9 44.2 27.0 52.2 41.8
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 22, 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 : 272,499: 66,111 56,577 5,495 180,525 186,986 252,132 249,057: 20,367 23,441
Old : 272,499: 66,111 56,577 5,495 180,525 186,986 252,132 249,057: 20,367 23,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -63,225: 12,785 3,690 -5,261 -69,266 -59,388 -61,741 -60,959: -1,483 -2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 20.8 2.0 66.2 68.6 92.5 91.4: 7.5 8.6
Old : 100.0: 24.3 20.8 2.0 66.2 68.6 92.5 91.4: 7.5 8.6
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 : 223: 47 59 18 63 76 117 146:
Old : 223: 47 59 18 63 76 117 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 27.2 52.4 41.9 44.2 27.0 52.2 41.8
Old : 44.2 27.2 52.4 41.9 44.2 27.0 52.2 41.8
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 22, 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 : 164,371: 43,887 96,275 7,916 96,727 20,982 148,531 125,173: 15,840 39,198
Old : 164,371: 43,887 96,275 7,916 96,727 20,982 148,531 125,173: 15,840 39,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -9,574: -16,909 -4,191 -436 6,488 -3,716 -10,858 -8,344: 1,284 -1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 58.6 4.8 58.8 12.8 90.4 76.2: 9.6 23.8
Old : 100.0: 26.7 58.6 4.8 58.8 12.8 90.4 76.2: 9.6 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 19 45 17 21 19 45 76:
Old : 91: 19 45 17 21 19 45 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 : 54.7 36.7 68.2 44.1 54.7 36.6 66.9 44.1
Old : 54.7 36.7 68.2 44.1 54.7 36.6 66.9 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 48,179: 18,689 20,933 0 21,276 19,627 39,965 40,560: 8,214 7,619
Old : 48,179: 18,689 20,933 0 21,276 19,627 39,965 40,560: 8,214 7,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: 2,093: 2,303 2,673 -520 27 27 1,810 2,180: 283 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 43.4 0.0 44.2 40.7 83.0 84.2: 17.0 15.8
Old : 100.0: 38.8 43.4 0.0 44.2 40.7 83.0 84.2: 17.0 15.8
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 : 63: 17 18 0 19 11 36 29:
Old : 63: 17 18 0 19 11 36 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 : 43.0 56.1 56.8 68.4 43.0 56.1 56.7 68.4
Old : 43.0 56.1 56.8 68.4 43.0 56.1 56.7 68.4
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 22, 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 : 83,744: 41,037 7,997 1,090 32,942 28,280 75,069 37,367: 8,675 46,377
Old : 83,744: 41,037 7,997 1,090 32,942 28,280 75,069 37,367: 8,675 46,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -9,370: 1,361 1,685 40 -10,410 3,803 -9,009 5,528: -361 -14,898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 9.5 1.3 39.3 33.8 89.6 44.6: 10.4 55.4
Old : 100.0: 49.0 9.5 1.3 39.3 33.8 89.6 44.6: 10.4 55.4
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 : 91: 39 11 4 26 24 66 38:
Old : 91: 39 11 4 26 24 66 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 21.8 46.8 29.5 31.8 20.8 46.7 28.5
Old : 31.9 21.8 46.8 29.5 31.8 20.8 46.7 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2015