BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 6,276: 553 398 711 3,745 3,890 5,009 4,999: 1,267 1,276
Old : 6,276: 553 398 711 3,745 3,890 5,009 4,999: 1,267 1,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 100: 17 24 -5 -11 40 2 59: 98 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.3 11.3 59.7 62.0 79.8 79.7: 20.2 20.3
Old : 100.0: 8.8 6.3 11.3 59.7 62.0 79.8 79.7: 20.2 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 7 7 14 16 22 26:
Old : 31: 4 7 7 14 16 22 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 : 42.2 44.6 64.4 58.8 39.3 43.7 56.7 53.6
Old : 42.2 44.6 64.4 58.8 39.3 43.7 56.7 53.6
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, November 17, 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 : 45,029: 14,088 4,625 8,648 17,581 17,362 40,317 30,634: 4,712 14,395
Old : 45,029: 14,088 4,625 8,648 17,581 17,362 40,317 30,634: 4,712 14,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,707: 1,512 313 750 907 1,015 3,169 2,078: 538 1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 10.3 19.2 39.0 38.6 89.5 68.0: 10.5 32.0
Old : 100.0: 31.3 10.3 19.2 39.0 38.6 89.5 68.0: 10.5 32.0
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 : 86: 21 20 30 39 31 72 69:
Old : 86: 21 20 30 39 31 72 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 25.7 45.5 38.0 28.5 23.8 42.7 30.9
Old : 29.2 25.7 45.5 38.0 28.5 23.8 42.7 30.9
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, November 17, 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 : 11,357: 277 1,522 2,044 8,125 6,450 10,445 10,016: 911 1,341
Old : 11,357: 277 1,522 2,044 8,125 6,450 10,445 10,016: 911 1,341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,519: 141 519 368 1,082 546 1,591 1,433: -72 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 13.4 18.0 71.5 56.8 92.0 88.2: 8.0 11.8
Old : 100.0: 2.4 13.4 18.0 71.5 56.8 92.0 88.2: 8.0 11.8
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 : 44: 6 12 15 24 18 40 35:
Old : 44: 6 12 15 24 18 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 32.1 60.5 54.8 34.5 22.4 43.4 32.2
Old : 39.4 32.1 60.5 54.8 34.5 22.4 43.4 32.2
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, November 17, 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 : 3,314: 248 131 654 1,921 1,156 2,823 1,941: 491 1,373
Old : 3,314: 248 131 654 1,921 1,156 2,823 1,941: 491 1,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 150: 16 3 41 62 67 119 111: 31 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.0 19.7 58.0 34.9 85.2 58.6: 14.8 41.4
Old : 100.0: 7.5 4.0 19.7 58.0 34.9 85.2 58.6: 14.8 41.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 4 7 9 8 16 15:
Old : 21: 3 4 7 9 8 16 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 : 49.1 36.6 71.4 48.8 42.5 28.5 58.1 35.1
Old : 49.1 36.6 71.4 48.8 42.5 28.5 58.1 35.1
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, November 17, 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 : 285,681: 68,496 63,059 101,612 91,431 86,623 261,539 251,294: 24,142 34,386
Old : 281,795: 66,719 63,565 99,989 91,118 84,257 257,825 247,811: 23,970 33,985
Other: 3,885: 3,009 726 392 313 2,366 3,713 3,484: 172 402
: : :
: : Changes in Commitments from: November 10, 2015 :
: -2,677: -2,840 5,646 832 1,703 -6,774 -305 -297: -2,372 -2,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 22.1 35.6 32.0 30.3 91.5 88.0: 8.5 12.0
Old : 100.0: 23.7 22.6 35.5 32.3 29.9 91.5 87.9: 8.5 12.1
Other: 100.0: 77.4 18.7 10.1 8.1 60.9 95.6 89.7: 4.4 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 109 99 113 82 77 245 241:
Old : 307: 107 101 112 81 77 244 240:
Other: 45: 9 11 7 8 23 21 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 13.7 21.7 22.7 11.1 11.9 18.1 17.4
Old : 12.7 13.6 21.9 22.6 11.3 11.8 18.4 17.3
Other: 79.8 43.0 88.4 61.3 74.4 40.4 78.2 55.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 398,771: 66,405 66,708 137,226 161,899 142,761 365,531 346,695: 33,240 52,076
Old : 398,771: 66,405 66,708 137,226 161,899 142,761 365,531 346,695: 33,240 52,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 8,109: -1,158 725 4,854 4,949 809 8,646 6,389: -536 1,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 16.7 34.4 40.6 35.8 91.7 86.9: 8.3 13.1
Old : 100.0: 16.7 16.7 34.4 40.6 35.8 91.7 86.9: 8.3 13.1
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 : 404: 104 113 145 142 143 327 339:
Old : 404: 104 113 145 142 143 327 339:
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 : 13.9 13.0 21.0 20.0 12.1 10.1 17.5 14.9
Old : 13.9 13.0 21.0 20.0 12.1 10.1 17.5 14.9
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, November 17, 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 : 4,269: 1,336 1,776 704 1,199 573 3,239 3,053: 1,031 1,216
Old : 4,269: 1,336 1,776 704 1,199 573 3,239 3,053: 1,031 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 187: -60 -26 28 287 100 255 102: -67 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 41.6 16.5 28.1 13.4 75.9 71.5: 24.1 28.5
Old : 100.0: 31.3 41.6 16.5 28.1 13.4 75.9 71.5: 24.1 28.5
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 : 63: 15 21 11 22 14 45 41:
Old : 63: 15 21 11 22 14 45 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 : 23.4 28.9 38.8 40.9 20.2 24.5 34.0 33.8
Old : 23.4 28.9 38.8 40.9 20.2 24.5 34.0 33.8
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, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 47,375: 11,169 10,001 13,190 14,090 8,111 38,450 31,302: 8,925 16,073
Old : 47,375: 11,169 10,001 13,190 14,090 8,111 38,450 31,302: 8,925 16,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 442: 1,141 766 223 -288 -327 1,076 663: -634 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 21.1 27.8 29.7 17.1 81.2 66.1: 18.8 33.9
Old : 100.0: 23.6 21.1 27.8 29.7 17.1 81.2 66.1: 18.8 33.9
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 : 193: 45 66 60 61 52 148 146:
Old : 193: 45 66 60 61 52 148 146:
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 : 14.0 11.2 24.5 19.5 12.1 7.2 18.3 10.6
Old : 14.0 11.2 24.5 19.5 12.1 7.2 18.3 10.6
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, November 17, 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 : 4,305: 603 2,939 231 2,382 657 3,216 3,827: 1,090 478
Old : 4,305: 603 2,939 231 2,382 657 3,216 3,827: 1,090 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 297: 5 297 0 251 -32 255 265: 41 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 68.3 5.4 55.3 15.3 74.7 88.9: 25.3 11.1
Old : 100.0: 14.0 68.3 5.4 55.3 15.3 74.7 88.9: 25.3 11.1
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 : 21: 5 7 5 9 4 17 13:
Old : 21: 5 7 5 9 4 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 63.0 61.9 79.1 43.3 61.3 57.6 71.3
Old : 43.9 63.0 61.9 79.1 43.3 61.3 57.6 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 34,286: 1,588 14,236 4,434 27,548 11,028 33,569 29,698: 716 4,588
Old : 34,286: 1,588 14,236 4,434 27,548 11,028 33,569 29,698: 716 4,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,552: 329 1,575 396 2,751 1,287 3,477 3,259: 75 293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 41.5 12.9 80.3 32.2 97.9 86.6: 2.1 13.4
Old : 100.0: 4.6 41.5 12.9 80.3 32.2 97.9 86.6: 2.1 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 : 75: 9 34 29 23 19 57 57:
Old : 75: 9 34 29 23 19 57 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 : 47.1 31.8 66.6 49.4 47.1 31.7 66.2 46.3
Old : 47.1 31.8 66.6 49.4 47.1 31.7 66.2 46.3
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, November 17, 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 : 38,344: 2,160 812 0 35,387 36,752 37,547 37,564: 797 780
Old : 38,344: 2,160 812 0 35,387 36,752 37,547 37,564: 797 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -4,380: -1,374 -451 0 -3,046 -4,210 -4,420 -4,661: 40 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.1 0.0 92.3 95.8 97.9 98.0: 2.1 2.0
Old : 100.0: 5.6 2.1 0.0 92.3 95.8 97.9 98.0: 2.1 2.0
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: 6 2 0 11 8 17 10:
Old : 23: 6 2 0 11 8 17 10:
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 : 75.6 85.1 92.1 96.6 75.6 79.8 87.2 88.8
Old : 75.6 85.1 92.1 96.6 75.6 79.8 87.2 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 154,241: 43,064 73,843 7,446 82,067 29,565 132,577 110,853: 21,665 43,388
Old : 154,241: 43,064 73,843 7,446 82,067 29,565 132,577 110,853: 21,665 43,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 8,858: -826 10,186 1,010 8,562 -6,180 8,746 5,017: 112 3,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 47.9 4.8 53.2 19.2 86.0 71.9: 14.0 28.1
Old : 100.0: 27.9 47.9 4.8 53.2 19.2 86.0 71.9: 14.0 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 : 86: 25 29 18 22 26 55 65:
Old : 86: 25 29 18 22 26 55 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 : 41.3 43.6 53.4 49.7 40.5 43.4 52.5 48.8
Old : 41.3 43.6 53.4 49.7 40.5 43.4 52.5 48.8
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, November 17, 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 : 73,351: 17,776 34,494 4,874 43,052 6,620 65,701 45,988: 7,650 27,363
Old : 73,351: 17,776 34,494 4,874 43,052 6,620 65,701 45,988: 7,650 27,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 8,427: -491 6,200 996 7,870 130 8,375 7,325: 53 1,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 47.0 6.6 58.7 9.0 89.6 62.7: 10.4 37.3
Old : 100.0: 24.2 47.0 6.6 58.7 9.0 89.6 62.7: 10.4 37.3
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 : 46: 11 17 11 12 10 27 34:
Old : 46: 11 17 11 12 10 27 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 35.8 65.2 46.0 46.8 35.8 64.9 44.4
Old : 47.1 35.8 65.2 46.0 46.8 35.8 64.9 44.4
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, November 17, 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 : 181,795: 41,468 79,589 18,033 119,179 77,425 178,680 175,047: 3,115 6,748
Old : 181,795: 41,468 79,589 18,033 119,179 77,425 178,680 175,047: 3,115 6,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 22,962: -2,414 16,987 571 25,480 5,364 23,637 22,921: -675 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 43.8 9.9 65.6 42.6 98.3 96.3: 1.7 3.7
Old : 100.0: 22.8 43.8 9.9 65.6 42.6 98.3 96.3: 1.7 3.7
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 : 115: 25 56 14 15 25 52 85:
Old : 115: 25 56 14 15 25 52 85:
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 : 67.1 37.3 82.8 57.3 66.4 31.1 73.8 46.4
Old : 67.1 37.3 82.8 57.3 66.4 31.1 73.8 46.4
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, November 17, 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 : 197,601: 34,295 60,403 15,639 129,220 83,019 179,155 159,061: 18,446 38,540
Old : 197,601: 34,295 60,403 15,639 129,220 83,019 179,155 159,061: 18,446 38,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,978: -5,085 4,253 622 8,069 -423 3,605 4,452: -1,627 -2,474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 30.6 7.9 65.4 42.0 90.7 80.5: 9.3 19.5
Old : 100.0: 17.4 30.6 7.9 65.4 42.0 90.7 80.5: 9.3 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 : 111: 29 39 23 27 38 71 85:
Old : 111: 29 39 23 27 38 71 85:
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 : 47.6 23.3 55.9 32.6 47.4 23.2 55.5 31.2
Old : 47.6 23.3 55.9 32.6 47.4 23.2 55.5 31.2
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, November 17, 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 : 281,420: 34,310 115,242 21,489 207,442 92,946 263,241 229,678: 18,178 51,742
Old : 281,420: 34,310 115,242 21,489 207,442 92,946 263,241 229,678: 18,178 51,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 16,944: -944 10,613 1,345 16,512 2,946 16,913 14,904: 31 2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 41.0 7.6 73.7 33.0 93.5 81.6: 6.5 18.4
Old : 100.0: 12.2 41.0 7.6 73.7 33.0 93.5 81.6: 6.5 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 28 64 32 31 37 79 113:
Old : 143: 28 64 32 31 37 79 113:
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 : 59.2 28.3 68.4 37.4 58.7 28.2 67.0 37.2
Old : 59.2 28.3 68.4 37.4 58.7 28.2 67.0 37.2
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, November 17, 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 : 549,229: 81,112 237,693 65,891 351,414 151,970 498,418 455,554: 50,812 93,676
Old : 549,229: 81,112 237,693 65,891 351,414 151,970 498,418 455,554: 50,812 93,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 24,174: -258 17,913 6,631 15,403 -863 21,777 23,681: 2,397 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 43.3 12.0 64.0 27.7 90.7 82.9: 9.3 17.1
Old : 100.0: 14.8 43.3 12.0 64.0 27.7 90.7 82.9: 9.3 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 60 122 70 58 64 158 218:
Old : 269: 60 122 70 58 64 158 218:
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 : 24.6 20.8 38.8 28.8 23.2 20.5 34.7 25.9
Old : 24.6 20.8 38.8 28.8 23.2 20.5 34.7 25.9
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, November 17, 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 : 26,585: 21,561 18,982 35 4,015 6,236 25,611 25,253: 974 1,332
Old : 26,585: 21,561 18,982 35 4,015 6,236 25,611 25,253: 974 1,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,880: 3,607 3,461 -23 195 443 3,779 3,881: 101 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 71.4 0.1 15.1 23.5 96.3 95.0: 3.7 5.0
Old : 100.0: 81.1 71.4 0.1 15.1 23.5 96.3 95.0: 3.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 17 2 3 5 10 22:
Old : 29: 5 17 2 3 5 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 : 91.9 61.2 96.2 80.5 91.9 61.2 96.1 80.4
Old : 91.9 61.2 96.2 80.5 91.9 61.2 96.1 80.4
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, November 17, 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 : 34,899: 22,219 16,971 478 10,212 11,113 32,909 28,562: 1,990 6,337
Old : 34,899: 22,219 16,971 478 10,212 11,113 32,909 28,562: 1,990 6,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,180: 952 1,268 113 414 -900 1,479 481: -299 699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 48.6 1.4 29.3 31.8 94.3 81.8: 5.7 18.2
Old : 100.0: 63.7 48.6 1.4 29.3 31.8 94.3 81.8: 5.7 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 17 30 7 13 12 32 47:
Old : 69: 17 30 7 13 12 32 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 40.0 73.4 53.0 60.5 40.0 73.4 53.0
Old : 60.5 40.0 73.4 53.0 60.5 40.0 73.4 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 7,782: 2,463 5,398 23 4,859 672 7,345 6,093: 437 1,689
Old : 7,782: 2,463 5,398 23 4,859 672 7,345 6,093: 437 1,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 28: -36 -289 0 65 81 29 -208: -1 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 69.4 0.3 62.4 8.6 94.4 78.3: 5.6 21.7
Old : 100.0: 31.6 69.4 0.3 62.4 8.6 94.4 78.3: 5.6 21.7
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 : 22: 2 13 1 7 3 10 16:
Old : 22: 2 13 1 7 3 10 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.0 47.2 94.1 62.1 77.1 46.9 92.9 61.5
Old : 78.0 47.2 94.1 62.1 77.1 46.9 92.9 61.5
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, November 17, 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 :18,874,193: 1,318,280 1,471,129 8,014,824 8,840,357 8,273,425 18,173,461 17,759,378: 700,732 1,114,814
Old :18,874,193: 1,318,280 1,471,129 8,014,824 8,840,357 8,273,425 18,173,461 17,759,378: 700,732 1,114,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -474,350: -49,288 -92,363 -252,877 -111,729 -87,530 -413,895 -432,770: -60,456 -41,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.8 42.5 46.8 43.8 96.3 94.1: 3.7 5.9
Old : 100.0: 7.0 7.8 42.5 46.8 43.8 96.3 94.1: 3.7 5.9
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 : 325: 66 88 120 142 161 278 305:
Old : 325: 66 88 120 142 161 278 305:
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 20.9 34.3 33.2 9.8 8.5 15.1 11.3
Old : 21.2 20.9 34.3 33.2 9.8 8.5 15.1 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, November 17, 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 : 893,934: 71,292 87,988 101,778 607,946 588,943 781,016 778,708: 112,918 115,225
Old : 893,934: 71,292 87,988 101,778 607,946 588,943 781,016 778,708: 112,918 115,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,981: -1,596 -8,740 3,735 -7,237 4,074 -5,098 -931: 7,079 2,912
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.8 11.4 68.0 65.9 87.4 87.1: 12.6 12.9
Old : 100.0: 8.0 9.8 11.4 68.0 65.9 87.4 87.1: 12.6 12.9
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 : 638: 144 147 157 251 268 475 493:
Old : 638: 144 147 157 251 268 475 493:
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 : 15.3 12.0 25.6 18.5 11.6 7.6 18.4 12.5
Old : 15.3 12.0 25.6 18.5 11.6 7.6 18.4 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 176,931: 13,689 4,515 26,205 96,042 98,681 135,936 129,402: 40,995 47,529
Old : 176,931: 13,689 4,515 26,205 96,042 98,681 135,936 129,402: 40,995 47,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,907: 2,091 -2,985 -1,137 -436 580 519 -3,541: 1,388 5,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 2.6 14.8 54.3 55.8 76.8 73.1: 23.2 26.9
Old : 100.0: 7.7 2.6 14.8 54.3 55.8 76.8 73.1: 23.2 26.9
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 : 83: 20 11 27 44 39 76 66:
Old : 83: 20 11 27 44 39 76 66:
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 : 19.1 21.4 30.7 35.1 12.5 13.7 20.2 22.2
Old : 19.1 21.4 30.7 35.1 12.5 13.7 20.2 22.2
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, November 17, 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 : 3,585,011: 313,587 442,937 352,289 2,559,519 2,451,306 3,225,396 3,246,533: 359,615 338,479
Old : 3,585,011: 313,587 442,937 352,289 2,559,519 2,451,306 3,225,396 3,246,533: 359,615 338,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 372: -20,066 -30,409 25,990 -34,009 17,466 -28,085 13,047: 28,457 -12,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 12.4 9.8 71.4 68.4 90.0 90.6: 10.0 9.4
Old : 100.0: 8.7 12.4 9.8 71.4 68.4 90.0 90.6: 10.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 617: 137 143 147 242 259 453 475:
Old : 617: 137 143 147 242 259 453 475:
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 11.5 27.2 18.7 14.2 9.8 22.5 15.6
Old : 16.8 11.5 27.2 18.7 14.2 9.8 22.5 15.6
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, November 17, 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 : 86,488: 5,654 3,805 398 69,877 77,890 75,929 82,093: 10,559 4,395
Old : 86,488: 5,654 3,805 398 69,877 77,890 75,929 82,093: 10,559 4,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 846: -323 -903 -697 1,536 2,221 516 621: 330 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 4.4 0.5 80.8 90.1 87.8 94.9: 12.2 5.1
Old : 100.0: 6.5 4.4 0.5 80.8 90.1 87.8 94.9: 12.2 5.1
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 : 85: 10 6 1 49 39 59 46:
Old : 85: 10 6 1 49 39 59 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 42.1 55.8 65.1 37.2 42.0 55.5 65.1
Old : 37.4 42.1 55.8 65.1 37.2 42.0 55.5 65.1
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, November 17, 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 : 73,758: 19,601 5,731 2,777 45,276 60,845 67,655 69,353: 6,103 4,404
Old : 73,758: 19,601 5,731 2,777 45,276 60,845 67,655 69,353: 6,103 4,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -2,930: -3,436 -911 572 357 -2,222 -2,507 -2,561: -423 -369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 7.8 3.8 61.4 82.5 91.7 94.0: 8.3 6.0
Old : 100.0: 26.6 7.8 3.8 61.4 82.5 91.7 94.0: 8.3 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 : 235: 70 40 22 79 73 160 126:
Old : 235: 70 40 22 79 73 160 126:
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 : 35.4 34.6 46.8 50.2 35.4 34.3 46.8 49.6
Old : 35.4 34.6 46.8 50.2 35.4 34.3 46.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 368,788: 98,005 28,656 13,886 226,382 304,225 338,274 346,766: 30,514 22,022
Old : 368,788: 98,005 28,656 13,886 226,382 304,225 338,274 346,766: 30,514 22,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -14,650: -17,180 -4,557 2,859 1,787 -11,108 -12,534 -12,805: -2,116 -1,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 7.8 3.8 61.4 82.5 91.7 94.0: 8.3 6.0
Old : 100.0: 26.6 7.8 3.8 61.4 82.5 91.7 94.0: 8.3 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 : 235: 70 40 22 79 73 160 126:
Old : 235: 70 40 22 79 73 160 126:
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 : 35.4 34.6 46.8 50.2 35.4 34.3 46.8 49.6
Old : 35.4 34.6 46.8 50.2 35.4 34.3 46.8 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 175,947: 46,037 112,568 6,277 107,507 18,808 159,821 137,653: 16,126 38,293
Old : 175,947: 46,037 112,568 6,277 107,507 18,808 159,821 137,653: 16,126 38,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 5,781: -1,438 12,286 -991 6,730 -1,960 4,301 9,336: 1,480 -3,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 64.0 3.6 61.1 10.7 90.8 78.2: 9.2 21.8
Old : 100.0: 26.2 64.0 3.6 61.1 10.7 90.8 78.2: 9.2 21.8
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 : 103: 26 50 19 20 20 53 82:
Old : 103: 26 50 19 20 20 53 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 41.2 68.9 48.8 52.7 41.1 67.9 48.7
Old : 52.9 41.2 68.9 48.8 52.7 41.1 67.9 48.7
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, November 17, 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 : 52,575: 21,053 19,636 569 22,067 24,369 43,689 44,574: 8,886 8,001
Old : 52,575: 21,053 19,636 569 22,067 24,369 43,689 44,574: 8,886 8,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -20: -613 -1,582 418 56 205 -139 -959: 119 939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 37.3 1.1 42.0 46.4 83.1 84.8: 16.9 15.2
Old : 100.0: 40.0 37.3 1.1 42.0 46.4 83.1 84.8: 16.9 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 : 66: 22 15 5 22 10 45 29:
Old : 66: 22 15 5 22 10 45 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 : 36.8 55.2 50.7 70.3 36.8 55.2 50.7 70.3
Old : 36.8 55.2 50.7 70.3 36.8 55.2 50.7 70.3
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, November 17, 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 : 98,084: 47,820 12,839 1,011 39,691 28,829 88,522 42,679: 9,562 55,405
Old : 98,084: 47,820 12,839 1,011 39,691 28,829 88,522 42,679: 9,562 55,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 6,923: 1,576 1,156 305 4,681 -1,098 6,562 363: 361 6,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 13.1 1.0 40.5 29.4 90.3 43.5: 9.7 56.5
Old : 100.0: 48.8 13.1 1.0 40.5 29.4 90.3 43.5: 9.7 56.5
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 : 99: 39 13 7 35 24 77 41:
Old : 99: 39 13 7 35 24 77 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 : 27.0 24.5 40.3 29.8 26.3 23.8 39.4 29.0
Old : 27.0 24.5 40.3 29.8 26.3 23.8 39.4 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2015