BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,198: 713 1,148 717 3,605 3,203 5,035 5,067: 1,163 1,130
Old : 6,198: 713 1,148 717 3,605 3,203 5,035 5,067: 1,163 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 299: 45 84 23 84 150 151 257: 148 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.5 11.6 58.2 51.7 81.2 81.8: 18.8 18.2
Old : 100.0: 11.5 18.5 11.6 58.2 51.7 81.2 81.8: 18.8 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 : 37: 7 9 12 15 15 28 30:
Old : 37: 7 9 12 15 15 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 43.2 57.8 58.8 33.2 43.0 50.4 55.1
Old : 38.4 43.2 57.8 58.8 33.2 43.0 50.4 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 54,583: 18,025 5,922 12,241 18,412 18,041 48,678 36,204: 5,905 18,379
Old : 54,583: 18,025 5,922 12,241 18,412 18,041 48,678 36,204: 5,905 18,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 5,630: 1,947 578 1,685 1,760 1,590 5,393 3,853: 238 1,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 10.9 22.4 33.7 33.1 89.2 66.3: 10.8 33.7
Old : 100.0: 33.0 10.9 22.4 33.7 33.1 89.2 66.3: 10.8 33.7
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 : 90: 21 27 32 37 26 72 71:
Old : 90: 21 27 32 37 26 72 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 : 32.9 22.2 49.1 34.1 31.9 18.1 43.8 24.2
Old : 32.9 22.2 49.1 34.1 31.9 18.1 43.8 24.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 12,284: 312 2,335 2,298 8,807 6,527 11,418 11,160: 866 1,124
Old : 12,284: 312 2,335 2,298 8,807 6,527 11,418 11,160: 866 1,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 958: 127 321 261 525 603 914 1,185: 44 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 19.0 18.7 71.7 53.1 92.9 90.8: 7.1 9.2
Old : 100.0: 2.5 19.0 18.7 71.7 53.1 92.9 90.8: 7.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 21 18 25 19 44 42:
Old : 52: 3 21 18 25 19 44 42:
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 : 37.6 29.0 58.7 50.6 34.7 17.4 42.1 27.2
Old : 37.6 29.0 58.7 50.6 34.7 17.4 42.1 27.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 3,693: 621 56 642 1,921 1,635 3,184 2,332: 509 1,361
Old : 3,693: 621 56 642 1,921 1,635 3,184 2,332: 509 1,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 396: 64 33 88 277 246 430 366: -33 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 1.5 17.4 52.0 44.3 86.2 63.2: 13.8 36.8
Old : 100.0: 16.8 1.5 17.4 52.0 44.3 86.2 63.2: 13.8 36.8
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 : 25: 6 2 7 11 9 19 16:
Old : 25: 6 2 7 11 9 19 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 : 45.4 39.5 69.6 52.9 36.6 34.5 57.5 41.8
Old : 45.4 39.5 69.6 52.9 36.6 34.5 57.5 41.8
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 228,055: 53,958 54,394 74,971 79,709 68,768 208,638 198,133: 19,417 29,922
Old : 222,374: 52,150 55,264 72,502 78,793 65,188 203,445 192,955: 18,929 29,420
Other: 5,681: 3,050 372 1,227 915 3,579 5,193 5,178: 488 502
: : :
: : Changes in Commitments from: December 15, 2015 :
: -33,301: -1,730 -504 -26,792 -3,884 -6,141 -32,405 -33,437: -896 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 23.9 32.9 35.0 30.2 91.5 86.9: 8.5 13.1
Old : 100.0: 23.5 24.9 32.6 35.4 29.3 91.5 86.8: 8.5 13.2
Other: 100.0: 53.7 6.5 21.6 16.1 63.0 91.4 91.2: 8.6 8.8
: : :
:# Traders : Number of Traders in Each Category :
All : 279: 103 77 105 77 70 221 222:
Old : 279: 101 80 105 77 70 221 222:
Other: 51: 15 4 10 11 26 27 40:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 13.1 23.6 22.9 11.9 11.2 20.7 16.9
Old : 13.4 12.9 23.9 22.3 12.2 10.8 21.2 16.6
Other: 57.2 47.2 75.5 63.8 50.6 36.7 55.2 45.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 349,831: 63,244 55,595 111,413 145,375 132,658 320,033 299,666: 29,798 50,165
Old : 349,831: 63,244 55,595 111,413 145,375 132,658 320,033 299,666: 29,798 50,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -1,006: -4,215 -3,184 929 2,939 640 -347 -1,614: -659 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 15.9 31.8 41.6 37.9 91.5 85.7: 8.5 14.3
Old : 100.0: 18.1 15.9 31.8 41.6 37.9 91.5 85.7: 8.5 14.3
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 : 382: 101 104 136 136 135 313 315:
Old : 382: 101 104 136 136 135 313 315:
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 : 16.5 14.1 23.3 20.3 15.6 11.8 21.5 16.8
Old : 16.5 14.1 23.3 20.3 15.6 11.8 21.5 16.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,332: 1,335 1,433 836 794 1,026 2,964 3,295: 1,368 1,037
Old : 4,332: 1,335 1,433 836 794 1,026 2,964 3,295: 1,368 1,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -13: 123 -74 -160 -122 152 -160 -83: 147 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 33.1 19.3 18.3 23.7 68.4 76.1: 31.6 23.9
Old : 100.0: 30.8 33.1 19.3 18.3 23.7 68.4 76.1: 31.6 23.9
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 : 61: 21 17 11 15 16 42 40:
Old : 61: 21 17 11 15 16 42 40:
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 : 18.1 26.2 30.3 40.4 14.6 23.6 25.3 34.0
Old : 18.1 26.2 30.3 40.4 14.6 23.6 25.3 34.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 47,199: 12,260 8,252 13,082 12,536 7,902 37,878 29,237: 9,320 17,962
Old : 47,199: 12,260 8,252 13,082 12,536 7,902 37,878 29,237: 9,320 17,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -1,688: -1,071 -1,067 -76 386 -1,054 -761 -2,197: -927 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 17.5 27.7 26.6 16.7 80.3 61.9: 19.7 38.1
Old : 100.0: 26.0 17.5 27.7 26.6 16.7 80.3 61.9: 19.7 38.1
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 : 175: 44 49 52 62 50 137 132:
Old : 175: 44 49 52 62 50 137 132:
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 : 16.7 11.8 25.7 19.3 14.1 7.5 21.0 11.1
Old : 16.7 11.8 25.7 19.3 14.1 7.5 21.0 11.1
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,326: 709 4,411 170 3,447 347 4,326 4,928: 1,001 398
Old : 5,326: 709 4,411 170 3,447 347 4,326 4,928: 1,001 398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 647: 92 709 -46 517 -30 563 633: 84 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 82.8 3.2 64.7 6.5 81.2 92.5: 18.8 7.5
Old : 100.0: 13.3 82.8 3.2 64.7 6.5 81.2 92.5: 18.8 7.5
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 : 23: 7 5 4 11 4 19 12:
Old : 23: 7 5 4 11 4 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 80.6 63.7 90.1 45.1 80.5 58.6 82.8
Old : 45.1 80.6 63.7 90.1 45.1 80.5 58.6 82.8
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 44,952: 2,343 22,224 5,598 36,054 11,960 43,995 39,782: 957 5,170
Old : 44,952: 2,343 22,224 5,598 36,054 11,960 43,995 39,782: 957 5,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 4,201: 356 3,004 404 3,186 344 3,946 3,752: 256 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 49.4 12.5 80.2 26.6 97.9 88.5: 2.1 11.5
Old : 100.0: 5.2 49.4 12.5 80.2 26.6 97.9 88.5: 2.1 11.5
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 : 90: 10 43 31 25 23 61 71:
Old : 90: 10 43 31 25 23 61 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 : 52.7 35.5 70.2 52.7 52.7 35.5 69.5 48.5
Old : 52.7 35.5 70.2 52.7 52.7 35.5 69.5 48.5
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 29,182: 2,492 3,327 0 25,860 25,404 28,352 28,731: 830 451
Old : 29,182: 2,492 3,327 0 25,860 25,404 28,352 28,731: 830 451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -15,930: -760 911 -1,949 -13,292 -14,800 -16,001 -15,838: 71 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 11.4 0.0 88.6 87.1 97.2 98.5: 2.8 1.5
Old : 100.0: 8.5 11.4 0.0 88.6 87.1 97.2 98.5: 2.8 1.5
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 : 24: 6 4 0 10 9 16 13:
Old : 24: 6 4 0 10 9 16 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 : 82.3 79.5 90.9 92.4 82.3 76.6 88.8 88.3
Old : 82.3 79.5 90.9 92.4 82.3 76.6 88.8 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 181,006: 38,955 98,121 11,032 106,160 26,807 156,147 135,960: 24,859 45,046
Old : 181,006: 38,955 98,121 11,032 106,160 26,807 156,147 135,960: 24,859 45,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -24,407: -2,109 2,989 -1,311 -21,702 -26,098 -25,122 -24,420: 715 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 54.2 6.1 58.7 14.8 86.3 75.1: 13.7 24.9
Old : 100.0: 21.5 54.2 6.1 58.7 14.8 86.3 75.1: 13.7 24.9
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 : 98: 23 39 17 24 28 57 74:
Old : 98: 23 39 17 24 28 57 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 39.5 57.8 47.5 47.2 39.5 56.4 45.6
Old : 47.9 39.5 57.8 47.5 47.2 39.5 56.4 45.6
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 52,454: 27,358 24,922 1,514 17,959 5,665 46,830 32,102: 5,624 20,352
Old : 52,454: 27,358 24,922 1,514 17,959 5,665 46,830 32,102: 5,624 20,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -2,525: -1,803 -2,814 -327 154 294 -1,976 -2,847: -550 322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 47.5 2.9 34.2 10.8 89.3 61.2: 10.7 38.8
Old : 100.0: 52.2 47.5 2.9 34.2 10.8 89.3 61.2: 10.7 38.8
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 : 40: 8 14 7 10 12 22 29:
Old : 40: 8 14 7 10 12 22 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 : 54.5 39.5 70.7 46.3 54.4 39.5 70.3 45.8
Old : 54.5 39.5 70.7 46.3 54.4 39.5 70.3 45.8
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 138,247: 28,771 85,218 1,945 104,309 43,880 135,025 131,042: 3,222 7,205
Old : 138,247: 28,771 85,218 1,945 104,309 43,880 135,025 131,042: 3,222 7,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -6,625: -6,022 -9,698 1,016 -1,421 2,368 -6,427 -6,314: -197 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 61.6 1.4 75.5 31.7 97.7 94.8: 2.3 5.2
Old : 100.0: 20.8 61.6 1.4 75.5 31.7 97.7 94.8: 2.3 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 : 118: 22 68 11 14 18 44 89:
Old : 118: 22 68 11 14 18 44 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 45.8 85.6 59.2 77.5 45.8 85.0 59.2
Old : 77.5 45.8 85.6 59.2 77.5 45.8 85.0 59.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 219,773: 42,788 68,262 17,271 141,570 93,864 201,628 179,397: 18,145 40,375
Old : 219,773: 42,788 68,262 17,271 141,570 93,864 201,628 179,397: 18,145 40,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 34,914: 3,912 11,816 4,851 25,140 11,733 33,903 28,400: 1,011 6,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 31.1 7.9 64.4 42.7 91.7 81.6: 8.3 18.4
Old : 100.0: 19.5 31.1 7.9 64.4 42.7 91.7 81.6: 8.3 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 : 110: 30 38 18 26 36 64 84:
Old : 110: 30 38 18 26 36 64 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 26.9 61.7 36.8 49.1 26.3 60.1 34.7
Old : 50.5 26.9 61.7 36.8 49.1 26.3 60.1 34.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 220,581: 35,387 69,066 15,982 152,555 98,222 203,924 183,269: 16,657 37,312
Old : 220,581: 35,387 69,066 15,982 152,555 98,222 203,924 183,269: 16,657 37,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 1,987: -792 3,039 97 6,476 -1,708 5,782 1,427: -3,795 559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 31.3 7.2 69.2 44.5 92.4 83.1: 7.6 16.9
Old : 100.0: 16.0 31.3 7.2 69.2 44.5 92.4 83.1: 7.6 16.9
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 : 125: 26 50 26 27 42 69 102:
Old : 125: 26 50 26 27 42 69 102:
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 : 55.0 28.2 64.5 36.6 54.3 28.1 63.8 35.7
Old : 55.0 28.2 64.5 36.6 54.3 28.1 63.8 35.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 476,418: 70,375 222,139 49,909 295,614 121,617 415,897 393,665: 60,521 82,753
Old : 476,418: 70,375 222,139 49,909 295,614 121,617 415,897 393,665: 60,521 82,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 2,379: -1,048 -2,224 3,407 -910 4,364 1,449 5,547: 930 -3,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 46.6 10.5 62.0 25.5 87.3 82.6: 12.7 17.4
Old : 100.0: 14.8 46.6 10.5 62.0 25.5 87.3 82.6: 12.7 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 : 249: 52 112 62 54 68 144 204:
Old : 249: 52 112 62 54 68 144 204:
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 : 27.7 24.5 43.7 33.9 27.5 24.5 42.7 32.2
Old : 27.7 24.5 43.7 33.9 27.5 24.5 42.7 32.2
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 20,542: 8,968 5,908 421 10,423 12,789 19,812 19,118: 730 1,424
Old : 20,542: 8,968 5,908 421 10,423 12,789 19,812 19,118: 730 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 835: -569 519 2 1,510 346 943 867: -108 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 28.8 2.0 50.7 62.3 96.4 93.1: 3.6 6.9
Old : 100.0: 43.7 28.8 2.0 50.7 62.3 96.4 93.1: 3.6 6.9
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 : 28: 8 15 2 3 3 12 19:
Old : 28: 8 15 2 3 3 12 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 77.4 92.5 86.1 69.8 76.4 92.3 84.1
Old : 69.9 77.4 92.5 86.1 69.8 76.4 92.3 84.1
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 24,057: 14,946 15,167 211 6,207 4,514 21,364 19,892: 2,693 4,165
Old : 24,057: 14,946 15,167 211 6,207 4,514 21,364 19,892: 2,693 4,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 431: -1,400 -60 109 1,494 259 203 308: 228 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 63.0 0.9 25.8 18.8 88.8 82.7: 11.2 17.3
Old : 100.0: 62.1 63.0 0.9 25.8 18.8 88.8 82.7: 11.2 17.3
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 : 59: 21 20 4 11 9 33 32:
Old : 59: 21 20 4 11 9 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 41.2 51.9 55.8 33.2 41.2 51.9 55.8
Old : 33.2 41.2 51.9 55.8 33.2 41.2 51.9 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :16,698,338: 1,202,117 1,269,832 6,888,000 7,891,769 7,413,848 15,981,886 15,571,679: 716,453 1,126,659
Old :16,698,338: 1,202,117 1,269,832 6,888,000 7,891,769 7,413,848 15,981,886 15,571,679: 716,453 1,126,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 288,411: -24,658 80,878 248,798 91,328 -88,232 315,468 241,444: -27,057 46,967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 7.6 41.2 47.3 44.4 95.7 93.3: 4.3 6.7
Old : 100.0: 7.2 7.6 41.2 47.3 44.4 95.7 93.3: 4.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 56 87 115 127 141 255 278:
Old : 294: 56 87 115 127 141 255 278:
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 : 21.6 19.5 34.7 31.2 12.0 8.3 19.6 11.4
Old : 21.6 19.5 34.7 31.2 12.0 8.3 19.6 11.4
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 727,611: 68,923 77,597 77,972 466,494 462,070 613,389 617,640: 114,222 109,972
Old : 727,611: 68,923 77,597 77,972 466,494 462,070 613,389 617,640: 114,222 109,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -232,209: -7,791 -213 -39,744 -167,487 -177,871 -215,023 -217,829: -17,186 -14,381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 10.7 10.7 64.1 63.5 84.3 84.9: 15.7 15.1
Old : 100.0: 9.5 10.7 10.7 64.1 63.5 84.3 84.9: 15.7 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 : 604: 135 136 143 237 248 454 447:
Old : 604: 135 136 143 237 248 454 447:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 11.0 22.8 18.3 11.6 9.0 18.4 14.3
Old : 14.5 11.0 22.8 18.3 11.6 9.0 18.4 14.3
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 121,960: 12,269 2,261 16,864 61,223 50,256 90,355 69,381: 31,605 52,579
Old : 121,960: 12,269 2,261 16,864 61,223 50,256 90,355 69,381: 31,605 52,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -77,394: -5,480 -3,016 -11,609 -40,809 -70,261 -57,898 -84,885: -19,497 7,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.9 13.8 50.2 41.2 74.1 56.9: 25.9 43.1
Old : 100.0: 10.1 1.9 13.8 50.2 41.2 74.1 56.9: 25.9 43.1
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 : 79: 17 14 25 42 36 75 61:
Old : 79: 17 14 25 42 36 75 61:
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 : 20.3 21.2 30.0 31.4 17.2 15.4 24.3 20.8
Old : 20.3 21.2 30.0 31.4 17.2 15.4 24.3 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,028,253: 300,660 394,069 288,153 2,026,355 2,059,070 2,615,168 2,741,293: 413,085 286,960
Old : 3,028,253: 300,660 394,069 288,153 2,026,355 2,059,070 2,615,168 2,741,293: 413,085 286,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -774,074: -38,192 -12,620 -114,044 -633,391 -538,053 -785,626 -664,717: 11,553 -109,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 13.0 9.5 66.9 68.0 86.4 90.5: 13.6 9.5
Old : 100.0: 9.9 13.0 9.5 66.9 68.0 86.4 90.5: 13.6 9.5
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 : 578: 125 130 130 228 240 427 426:
Old : 578: 125 130 130 228 240 427 426:
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 11.9 24.5 19.5 12.9 10.4 20.9 16.8
Old : 15.2 11.9 24.5 19.5 12.9 10.4 20.9 16.8
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 86,384: 10,035 3,708 790 65,689 77,807 76,514 82,305: 9,870 4,079
Old : 86,384: 10,035 3,708 790 65,689 77,807 76,514 82,305: 9,870 4,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -6,680: 551 903 380 -7,437 -7,806 -6,506 -6,523: -174 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 4.3 0.9 76.0 90.1 88.6 95.3: 11.4 4.7
Old : 100.0: 11.6 4.3 0.9 76.0 90.1 88.6 95.3: 11.4 4.7
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 : 86: 11 5 3 51 36 63 43:
Old : 86: 11 5 3 51 36 63 43:
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 44.3 49.9 66.4 37.5 44.3 49.0 66.0
Old : 37.8 44.3 49.9 66.4 37.5 44.3 49.0 66.0
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 62,944: 16,844 7,248 1,325 38,931 50,973 57,099 59,546: 5,845 3,398
Old : 62,944: 16,844 7,248 1,325 38,931 50,973 57,099 59,546: 5,845 3,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -17,128: -2,809 317 -1,501 -14,241 -16,873 -18,550 -18,056: 1,422 928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 11.5 2.1 61.8 81.0 90.7 94.6: 9.3 5.4
Old : 100.0: 26.8 11.5 2.1 61.8 81.0 90.7 94.6: 9.3 5.4
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 : 208: 61 37 17 68 57 138 102:
Old : 208: 61 37 17 68 57 138 102:
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 28.9 52.1 46.0 43.9 28.9 51.9 45.8
Old : 43.9 28.9 52.1 46.0 43.9 28.9 51.9 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 314,720: 84,218 36,242 6,624 194,653 254,864 285,495 297,730: 29,225 16,990
Old : 314,720: 84,218 36,242 6,624 194,653 254,864 285,495 297,730: 29,225 16,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -85,641: -14,043 1,587 -7,503 -71,206 -84,365 -92,751 -90,281: 7,110 4,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 11.5 2.1 61.8 81.0 90.7 94.6: 9.3 5.4
Old : 100.0: 26.8 11.5 2.1 61.8 81.0 90.7 94.6: 9.3 5.4
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 : 208: 61 37 17 68 57 138 102:
Old : 208: 61 37 17 68 57 138 102:
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 28.9 52.1 46.0 43.9 28.9 51.9 45.8
Old : 43.9 28.9 52.1 46.0 43.9 28.9 51.9 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 116,448: 49,026 70,323 5,174 46,737 12,320 100,936 87,817: 15,511 28,631
Old : 116,448: 49,026 70,323 5,174 46,737 12,320 100,936 87,817: 15,511 28,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -5,873: -13,415 -2,959 -375 10,736 -1,611 -3,054 -4,945: -2,818 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 60.4 4.4 40.1 10.6 86.7 75.4: 13.3 24.6
Old : 100.0: 42.1 60.4 4.4 40.1 10.6 86.7 75.4: 13.3 24.6
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 : 88: 19 44 11 20 18 46 66:
Old : 88: 19 44 11 20 18 46 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 : 52.4 36.7 63.1 43.8 52.0 36.6 62.2 43.7
Old : 52.4 36.7 63.1 43.8 52.0 36.6 62.2 43.7
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 48,555: 18,358 7,725 133 19,734 37,348 38,225 45,206: 10,330 3,349
Old : 48,555: 18,358 7,725 133 19,734 37,348 38,225 45,206: 10,330 3,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -273: -666 -78 -6 -330 -10 -1,002 -94: 729 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 15.9 0.3 40.6 76.9 78.7 93.1: 21.3 6.9
Old : 100.0: 37.8 15.9 0.3 40.6 76.9 78.7 93.1: 21.3 6.9
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 : 55: 20 10 1 14 12 34 23:
Old : 55: 20 10 1 14 12 34 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 70.3 58.4 82.3 42.6 70.3 58.2 82.3
Old : 42.6 70.3 58.4 82.3 42.6 70.3 58.2 82.3
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, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 68,106: 20,377 7,820 1,408 37,748 12,415 59,533 21,643: 8,573 46,463
Old : 68,106: 20,377 7,820 1,408 37,748 12,415 59,533 21,643: 8,573 46,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: 513: -625 -1,550 1,253 658 482 1,286 185: -773 328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 11.5 2.1 55.4 18.2 87.4 31.8: 12.6 68.2
Old : 100.0: 29.9 11.5 2.1 55.4 18.2 87.4 31.8: 12.6 68.2
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 : 76: 29 8 3 31 17 62 26:
Old : 76: 29 8 3 31 17 62 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 : 25.8 14.9 40.2 21.8 24.2 14.9 38.1 20.8
Old : 25.8 14.9 40.2 21.8 24.2 14.9 38.1 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015