BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 7,305: 522 584 858 4,613 4,749 5,993 6,192: 1,312 1,113
Old : 7,305: 522 584 858 4,613 4,749 5,993 6,192: 1,312 1,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 70: 15 8 -6 73 46 82 49: -13 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.0 11.7 63.2 65.0 82.0 84.8: 18.0 15.2
Old : 100.0: 7.1 8.0 11.7 63.2 65.0 82.0 84.8: 18.0 15.2
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 : 31: 2 10 9 16 13 26 24:
Old : 31: 2 10 9 16 13 26 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 : 42.2 46.7 65.2 62.4 39.3 44.4 56.6 55.3
Old : 42.2 46.7 65.2 62.4 39.3 44.4 56.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 44,228: 11,904 4,045 9,665 18,464 18,210 40,033 31,920: 4,195 12,308
Old : 44,228: 11,904 4,045 9,665 18,464 18,210 40,033 31,920: 4,195 12,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 2,174: 1,061 174 391 609 856 2,061 1,421: 114 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 9.1 21.9 41.7 41.2 90.5 72.2: 9.5 27.8
Old : 100.0: 26.9 9.1 21.9 41.7 41.2 90.5 72.2: 9.5 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 : 87: 22 19 34 38 32 74 71:
Old : 87: 22 19 34 38 32 74 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 : 27.6 26.9 42.6 40.7 26.2 25.0 39.8 32.2
Old : 27.6 26.9 42.6 40.7 26.2 25.0 39.8 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 9,657: 147 997 1,716 6,620 5,728 8,483 8,440: 1,174 1,216
Old : 9,657: 147 997 1,716 6,620 5,728 8,483 8,440: 1,174 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 392: -17 303 -187 563 190 360 307: 32 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 10.3 17.8 68.6 59.3 87.8 87.4: 12.2 12.6
Old : 100.0: 1.5 10.3 17.8 68.6 59.3 87.8 87.4: 12.2 12.6
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 : 39: 2 15 14 20 15 35 31:
Old : 39: 2 15 14 20 15 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 36.7 57.6 57.9 30.9 22.9 40.2 34.0
Old : 37.8 36.7 57.6 57.9 30.9 22.9 40.2 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 3,515: 420 147 617 2,048 1,308 3,085 2,072: 430 1,443
Old : 3,515: 420 147 617 2,048 1,308 3,085 2,072: 430 1,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 119: -34 14 12 76 -29 54 -3: 65 122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 4.2 17.6 58.2 37.2 87.8 59.0: 12.2 41.0
Old : 100.0: 12.0 4.2 17.6 58.2 37.2 87.8 59.0: 12.2 41.0
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 : 23: 5 2 7 9 9 16 16:
Old : 23: 5 2 7 9 9 16 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 : 44.8 35.6 71.4 47.0 42.3 28.7 60.1 37.0
Old : 44.8 35.6 71.4 47.0 42.3 28.7 60.1 37.0
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, October 20, 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 : 251,984: 74,688 29,327 72,920 80,537 112,101 228,146 214,349: 23,838 37,635
Old : 248,300: 72,592 29,549 71,484 80,465 110,242 224,541 211,276: 23,759 37,024
Other: 3,684: 3,350 1,031 183 72 1,858 3,605 3,072: 79 611
: : :
: : Changes in Commitments from: October 13, 2015 :
: -29,270: -1,132 -1,728 -25,971 -2,361 -1,010 -29,465 -28,709: 195 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 11.6 28.9 32.0 44.5 90.5 85.1: 9.5 14.9
Old : 100.0: 29.2 11.9 28.8 32.4 44.4 90.4 85.1: 9.6 14.9
Other: 100.0: 90.9 28.0 5.0 2.0 50.4 97.9 83.4: 2.1 16.6
: : :
:# Traders : Number of Traders in Each Category :
All : 304: 116 72 115 86 91 261 228:
Old : 304: 117 71 115 86 91 261 228:
Other: 40: 9 9 6 3 21 13 35:
:----------------------------------------------------------------------------------------------------
: 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 15.3 21.4 23.3 11.8 14.0 20.2 20.2
Old : 12.6 15.1 21.7 23.2 12.0 13.9 20.5 20.2
Other: 91.1 45.2 96.3 59.8 89.9 45.2 91.2 58.4
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 339,715: 62,636 70,087 102,710 142,551 119,021 307,897 291,818: 31,818 47,897
Old : 339,715: 62,636 70,087 102,710 142,551 119,021 307,897 291,818: 31,818 47,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -6,801: -1,600 -6,121 2,553 -6,397 -4,294 -5,444 -7,862: -1,357 1,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 20.6 30.2 42.0 35.0 90.6 85.9: 9.4 14.1
Old : 100.0: 18.4 20.6 30.2 42.0 35.0 90.6 85.9: 9.4 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 : 425: 104 138 157 143 142 341 356:
Old : 425: 104 138 157 143 142 341 356:
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 : 13.5 13.7 20.5 20.5 13.1 11.9 19.9 17.0
Old : 13.5 13.7 20.5 20.5 13.1 11.9 19.9 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 5,314: 1,491 2,276 1,052 1,439 951 3,981 4,279: 1,333 1,035
Old : 5,314: 1,491 2,276 1,052 1,439 951 3,981 4,279: 1,333 1,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -752: 91 -799 -53 -694 106 -656 -745: -96 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 42.8 19.8 27.1 17.9 74.9 80.5: 25.1 19.5
Old : 100.0: 28.1 42.8 19.8 27.1 17.9 74.9 80.5: 25.1 19.5
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 : 74: 17 26 15 25 20 53 51:
Old : 74: 17 26 15 25 20 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.0 32.0 32.1 42.8 16.5 28.1 27.2 36.7
Old : 20.0 32.0 32.1 42.8 16.5 28.1 27.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 46,143: 9,538 8,534 12,306 14,886 9,532 36,730 30,372: 9,413 15,770
Old : 46,143: 9,538 8,534 12,306 14,886 9,532 36,730 30,372: 9,413 15,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -790: 69 -552 198 -974 -401 -707 -755: -84 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 18.5 26.7 32.3 20.7 79.6 65.8: 20.4 34.2
Old : 100.0: 20.7 18.5 26.7 32.3 20.7 79.6 65.8: 20.4 34.2
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 : 207: 58 57 58 67 67 157 157:
Old : 207: 58 57 58 67 67 157 157:
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 : 15.2 12.9 24.5 21.1 11.2 7.2 18.0 11.0
Old : 15.2 12.9 24.5 21.1 11.2 7.2 18.0 11.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 4,243: 715 2,380 288 2,242 1,056 3,245 3,724: 999 519
Old : 4,243: 715 2,380 288 2,242 1,056 3,245 3,724: 999 519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 162: 7 174 -17 148 101 137 258: 25 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 56.1 6.8 52.8 24.9 76.5 87.8: 23.5 12.2
Old : 100.0: 16.8 56.1 6.8 52.8 24.9 76.5 87.8: 23.5 12.2
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 : 23: 4 8 8 9 7 20 16:
Old : 23: 4 8 8 9 7 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 : 41.9 56.5 62.1 72.3 41.9 48.7 57.9 62.4
Old : 41.9 56.5 62.1 72.3 41.9 48.7 57.9 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 31,050: 1,509 12,216 3,882 24,992 10,608 30,383 26,706: 666 4,344
Old : 31,050: 1,509 12,216 3,882 24,992 10,608 30,383 26,706: 666 4,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,499: 23 754 85 1,367 504 1,476 1,343: 23 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 39.3 12.5 80.5 34.2 97.9 86.0: 2.1 14.0
Old : 100.0: 4.9 39.3 12.5 80.5 34.2 97.9 86.0: 2.1 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 11 29 27 22 21 56 54:
Old : 74: 11 29 27 22 21 56 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 32.9 65.8 48.3 42.9 31.9 65.3 44.7
Old : 43.1 32.9 65.8 48.3 42.9 31.9 65.3 44.7
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, October 20, 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 : 33,595: 3,802 1,728 0 29,184 31,454 32,986 33,182: 609 413
Old : 33,595: 3,802 1,728 0 29,184 31,454 32,986 33,182: 609 413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -6,438: 96 -807 0 -6,601 -5,623 -6,505 -6,430: 67 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 5.1 0.0 86.9 93.6 98.2 98.8: 1.8 1.2
Old : 100.0: 11.3 5.1 0.0 86.9 93.6 98.2 98.8: 1.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 3 0 11 8 16 11:
Old : 24: 5 3 0 11 8 16 11:
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 : 74.6 84.5 91.4 96.3 74.6 84.1 91.4 94.7
Old : 74.6 84.5 91.4 96.3 74.6 84.1 91.4 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 133,356: 31,076 58,702 6,582 68,966 33,815 106,623 99,099: 26,733 34,257
Old : 133,356: 31,076 58,702 6,582 68,966 33,815 106,623 99,099: 26,733 34,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 5,526: 3,163 -3,727 340 934 11,060 4,436 7,673: 1,090 -2,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 44.0 4.9 51.7 25.4 80.0 74.3: 20.0 25.7
Old : 100.0: 23.3 44.0 4.9 51.7 25.4 80.0 74.3: 20.0 25.7
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 : 80: 21 28 15 21 25 51 59:
Old : 80: 21 28 15 21 25 51 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 : 44.8 39.4 53.5 48.5 44.5 39.4 52.5 48.3
Old : 44.8 39.4 53.5 48.5 44.5 39.4 52.5 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 37,568: 11,627 11,033 1,626 15,130 8,263 28,383 20,921: 9,185 16,647
Old : 37,568: 11,627 11,033 1,626 15,130 8,263 28,383 20,921: 9,185 16,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,081: 1,127 -1,821 250 -979 4,356 399 2,785: 682 -1,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 29.4 4.3 40.3 22.0 75.6 55.7: 24.4 44.3
Old : 100.0: 30.9 29.4 4.3 40.3 22.0 75.6 55.7: 24.4 44.3
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 : 33: 9 10 8 9 9 21 24:
Old : 33: 9 10 8 9 9 21 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 : 46.5 28.7 61.2 41.0 46.5 28.5 60.1 40.7
Old : 46.5 28.7 61.2 41.0 46.5 28.5 60.1 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 120,159: 50,586 51,166 4,770 61,076 57,933 116,432 113,869: 3,727 6,290
Old : 120,159: 50,586 51,166 4,770 61,076 57,933 116,432 113,869: 3,727 6,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 3,533: 3,225 -313 84 39 4,226 3,348 3,997: 185 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 42.6 4.0 50.8 48.2 96.9 94.8: 3.1 5.2
Old : 100.0: 42.1 42.6 4.0 50.8 48.2 96.9 94.8: 3.1 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 : 112: 28 49 11 15 27 50 81:
Old : 112: 28 49 11 15 27 50 81:
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 : 68.5 37.6 82.1 55.1 68.5 37.6 80.4 55.1
Old : 68.5 37.6 82.1 55.1 68.5 37.6 80.4 55.1
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, October 20, 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 : 179,634: 51,664 44,377 16,323 90,264 90,232 158,252 150,933: 21,382 28,701
Old : 179,634: 51,664 44,377 16,323 90,264 90,232 158,252 150,933: 21,382 28,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 8,330: 7,668 -6,739 2,466 -2,177 19,600 7,957 15,326: 374 -6,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 24.7 9.1 50.2 50.2 88.1 84.0: 11.9 16.0
Old : 100.0: 28.8 24.7 9.1 50.2 50.2 88.1 84.0: 11.9 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 29 32 24 22 33 65 75:
Old : 100: 29 32 24 22 33 65 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 : 48.0 31.9 57.8 44.3 48.0 30.5 56.7 42.9
Old : 48.0 31.9 57.8 44.3 48.0 30.5 56.7 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 212,897: 47,985 52,731 18,601 121,824 107,295 188,409 178,626: 24,488 34,271
Old : 212,897: 47,985 52,731 18,601 121,824 107,295 188,409 178,626: 24,488 34,271
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 17,438: 10,794 1,065 1,556 4,823 13,093 17,173 15,714: 265 1,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 24.8 8.7 57.2 50.4 88.5 83.9: 11.5 16.1
Old : 100.0: 22.5 24.8 8.7 57.2 50.4 88.5 83.9: 11.5 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 : 138: 39 47 32 31 42 90 101:
Old : 138: 39 47 32 31 42 90 101:
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 : 44.3 35.3 52.0 44.4 44.3 34.3 51.9 43.0
Old : 44.3 35.3 52.0 44.4 44.3 34.3 51.9 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 415,041: 76,573 132,713 43,743 246,434 171,866 366,750 348,322: 48,291 66,719
Old : 415,041: 76,573 132,713 43,743 246,434 171,866 366,750 348,322: 48,291 66,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 10,291: 5,516 -11,016 1,208 5,011 21,500 11,735 11,691: -1,444 -1,400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 32.0 10.5 59.4 41.4 88.4 83.9: 11.6 16.1
Old : 100.0: 18.4 32.0 10.5 59.4 41.4 88.4 83.9: 11.6 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 : 242: 60 98 64 55 62 154 186:
Old : 242: 60 98 64 55 62 154 186:
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 : 27.8 26.3 42.3 34.4 27.6 25.6 41.4 33.4
Old : 27.8 26.3 42.3 34.4 27.6 25.6 41.4 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 23,634: 18,647 18,705 317 3,801 3,072 22,765 22,094: 869 1,540
Old : 23,634: 18,647 18,705 317 3,801 3,072 22,765 22,094: 869 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -753: -637 -490 119 -243 -455 -761 -826: 8 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 79.1 1.3 16.1 13.0 96.3 93.5: 3.7 6.5
Old : 100.0: 78.9 79.1 1.3 16.1 13.0 96.3 93.5: 3.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 18 4 2 4 10 22:
Old : 27: 4 18 4 2 4 10 22:
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 : 85.7 69.1 96.1 80.0 85.7 69.1 92.3 79.3
Old : 85.7 69.1 96.1 80.0 85.7 69.1 92.3 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 30,142: 19,447 15,688 67 8,216 9,634 27,730 25,389: 2,412 4,753
Old : 30,142: 19,447 15,688 67 8,216 9,634 27,730 25,389: 2,412 4,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,104: 1,103 -1,964 -8 -578 3,676 517 1,704: 587 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 52.0 0.2 27.3 32.0 92.0 84.2: 8.0 15.8
Old : 100.0: 64.5 52.0 0.2 27.3 32.0 92.0 84.2: 8.0 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 : 64: 14 33 3 8 10 23 45:
Old : 64: 14 33 3 8 10 23 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 39.2 80.2 53.1 67.8 39.2 80.2 53.1
Old : 67.8 39.2 80.2 53.1 67.8 39.2 80.2 53.1
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, October 20, 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 :18,025,240: 1,427,253 923,065 7,568,180 8,152,310 8,350,290 17,147,743 16,841,535: 877,497 1,183,705
Old :18,025,240: 1,427,253 923,065 7,568,180 8,152,310 8,350,290 17,147,743 16,841,535: 877,497 1,183,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -291,417: -15,593 -47,130 -118,032 -170,366 -79,897 -303,991 -245,059: 12,574 -46,358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.1 42.0 45.2 46.3 95.1 93.4: 4.9 6.6
Old : 100.0: 7.9 5.1 42.0 45.2 46.3 95.1 93.4: 4.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 69 84 121 142 160 279 302:
Old : 321: 69 84 121 142 160 279 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 22.2 33.2 34.5 7.9 9.2 13.4 11.6
Old : 20.5 22.2 33.2 34.5 7.9 9.2 13.4 11.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 863,268: 76,804 117,946 74,147 592,252 540,817 743,202 732,910: 120,066 130,358
Old : 863,268: 76,804 117,946 74,147 592,252 540,817 743,202 732,910: 120,066 130,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -19,492: 7,041 5,643 -8,173 -13,920 -12,652 -15,052 -15,182: -4,439 -4,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 13.7 8.6 68.6 62.6 86.1 84.9: 13.9 15.1
Old : 100.0: 8.9 13.7 8.6 68.6 62.6 86.1 84.9: 13.9 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 : 641: 125 160 140 246 276 456 491:
Old : 641: 125 160 140 246 276 456 491:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 11.9 26.8 19.3 13.1 7.8 21.4 13.2
Old : 16.3 11.9 26.8 19.3 13.1 7.8 21.4 13.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 155,735: 13,804 4,175 16,599 86,993 73,389 117,396 94,164: 38,339 61,572
Old : 155,735: 13,804 4,175 16,599 86,993 73,389 117,396 94,164: 38,339 61,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -8,946: 1,676 811 -2,495 -7,895 -3,652 -8,715 -5,337: -231 -3,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 2.7 10.7 55.9 47.1 75.4 60.5: 24.6 39.5
Old : 100.0: 8.9 2.7 10.7 55.9 47.1 75.4 60.5: 24.6 39.5
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 : 83: 18 14 23 44 39 75 63:
Old : 83: 18 14 23 44 39 75 63:
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 : 21.2 22.5 35.1 33.8 15.8 14.7 24.6 21.1
Old : 21.2 22.5 35.1 33.8 15.8 14.7 24.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 3,537,665: 340,547 594,400 262,193 2,526,292 2,337,142 3,129,031 3,193,734: 408,634 343,930
Old : 3,537,665: 340,547 594,400 262,193 2,526,292 2,337,142 3,129,031 3,193,734: 408,634 343,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -52,730: 37,013 34,347 -38,575 -30,125 -44,999 -31,686 -49,227: -21,043 -3,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.8 7.4 71.4 66.1 88.4 90.3: 11.6 9.7
Old : 100.0: 9.6 16.8 7.4 71.4 66.1 88.4 90.3: 11.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 620: 117 155 129 237 269 433 474:
Old : 620: 117 155 129 237 269 433 474:
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 : 19.0 12.0 29.4 19.9 15.3 10.2 24.6 16.6
Old : 19.0 12.0 29.4 19.9 15.3 10.2 24.6 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 83,327: 6,374 6,404 286 67,228 72,871 73,888 79,561: 9,439 3,766
Old : 83,327: 6,374 6,404 286 67,228 72,871 73,888 79,561: 9,439 3,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -2,567: 9 -430 -106 -3,480 -1,217 -3,577 -1,753: 1,010 -814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.7 0.3 80.7 87.5 88.7 95.5: 11.3 4.5
Old : 100.0: 7.6 7.7 0.3 80.7 87.5 88.7 95.5: 11.3 4.5
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 : 82: 10 8 1 43 36 53 45:
Old : 82: 10 8 1 43 36 53 45:
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 : 34.9 45.9 54.8 67.2 34.7 45.8 54.6 66.8
Old : 34.9 45.9 54.8 67.2 34.7 45.8 54.6 66.8
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, October 20, 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 : 59,419: 15,291 9,249 999 38,064 44,209 54,354 54,457: 5,065 4,962
Old : 59,419: 15,291 9,249 999 38,064 44,209 54,354 54,457: 5,065 4,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 3,846: 2,900 -731 -67 488 4,591 3,321 3,793: 524 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.6 1.7 64.1 74.4 91.5 91.6: 8.5 8.4
Old : 100.0: 25.7 15.6 1.7 64.1 74.4 91.5 91.6: 8.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 52 56 20 65 77 129 141:
Old : 225: 52 56 20 65 77 129 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 31.5 48.8 44.5 41.0 31.4 48.8 44.3
Old : 41.0 31.5 48.8 44.5 41.0 31.4 48.8 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 297,093: 76,454 46,244 4,997 190,318 221,043 271,769 272,284: 25,323 24,809
Old : 297,093: 76,454 46,244 4,997 190,318 221,043 271,769 272,284: 25,323 24,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 19,229: 14,500 -3,655 -335 2,442 22,957 16,607 18,967: 2,622 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 15.6 1.7 64.1 74.4 91.5 91.6: 8.5 8.4
Old : 100.0: 25.7 15.6 1.7 64.1 74.4 91.5 91.6: 8.5 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 52 56 20 65 77 129 141:
Old : 225: 52 56 20 65 77 129 141:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 31.5 48.8 44.5 41.0 31.4 48.8 44.3
Old : 41.0 31.5 48.8 44.5 41.0 31.4 48.8 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 158,060: 43,505 81,979 8,721 88,443 37,367 140,668 128,066: 17,391 29,994
Old : 158,060: 43,505 81,979 8,721 88,443 37,367 140,668 128,066: 17,391 29,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -2,238: 1,657 5,539 -1,216 -2,094 -4,357 -1,652 -35: -586 -2,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 51.9 5.5 56.0 23.6 89.0 81.0: 11.0 19.0
Old : 100.0: 27.5 51.9 5.5 56.0 23.6 89.0 81.0: 11.0 19.0
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 : 95: 21 47 14 20 21 48 75:
Old : 95: 21 47 14 20 21 48 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 : 57.7 42.5 70.2 52.1 57.4 42.3 67.4 51.4
Old : 57.7 42.5 70.2 52.1 57.4 42.3 67.4 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 49,486: 20,831 21,440 460 20,632 18,960 41,923 40,860: 7,563 8,626
Old : 49,486: 20,831 21,440 460 20,632 18,960 41,923 40,860: 7,563 8,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,581: 1,447 698 329 11 304 1,787 1,331: -206 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 43.3 0.9 41.7 38.3 84.7 82.6: 15.3 17.4
Old : 100.0: 42.1 43.3 0.9 41.7 38.3 84.7 82.6: 15.3 17.4
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 : 62: 20 17 3 18 10 39 29:
Old : 62: 20 17 3 18 10 39 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 : 40.8 58.6 54.2 68.2 40.8 58.6 54.2 68.2
Old : 40.8 58.6 54.2 68.2 40.8 58.6 54.2 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 87,798: 46,473 11,920 1,066 29,379 22,835 76,918 35,821: 10,880 51,977
Old : 87,798: 46,473 11,920 1,066 29,379 22,835 76,918 35,821: 10,880 51,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -2,637: 304 -255 312 -2,831 9,785 -2,215 9,842: -422 -12,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 13.6 1.2 33.5 26.0 87.6 40.8: 12.4 59.2
Old : 100.0: 52.9 13.6 1.2 33.5 26.0 87.6 40.8: 12.4 59.2
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 : 83: 41 8 5 27 15 70 26:
Old : 83: 41 8 5 27 15 70 26:
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 : 29.9 25.9 41.6 32.6 29.8 24.6 41.4 30.6
Old : 29.9 25.9 41.6 32.6 29.8 24.6 41.4 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2015