BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 6,333: 755 1,305 684 3,672 3,235 5,112 5,224: 1,221 1,109
Old : 6,333: 755 1,305 684 3,672 3,235 5,112 5,224: 1,221 1,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 135: 42 157 -32 67 32 77 156: 58 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 20.6 10.8 58.0 51.1 80.7 82.5: 19.3 17.5
Old : 100.0: 11.9 20.6 10.8 58.0 51.1 80.7 82.5: 19.3 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 7 10 10 14 15 28 28:
Old : 37: 7 10 10 14 15 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 43.0 57.6 58.6 32.7 42.9 50.0 54.8
Old : 38.4 43.0 57.6 58.6 32.7 42.9 50.0 54.8
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 29, 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 : 55,377: 18,962 6,308 12,297 18,544 18,841 49,803 37,446: 5,574 17,930
Old : 55,377: 18,962 6,308 12,297 18,544 18,841 49,803 37,446: 5,574 17,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 793: 937 386 56 132 800 1,125 1,243: -331 -449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 11.4 22.2 33.5 34.0 89.9 67.6: 10.1 32.4
Old : 100.0: 34.2 11.4 22.2 33.5 34.0 89.9 67.6: 10.1 32.4
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 : 89: 19 27 32 37 26 72 70:
Old : 89: 19 27 32 37 26 72 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 22.3 50.1 34.6 33.0 19.0 45.2 25.1
Old : 34.0 22.3 50.1 34.6 33.0 19.0 45.2 25.1
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 29, 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 : 12,628: 350 2,176 2,385 9,174 6,892 11,909 11,453: 718 1,175
Old : 12,628: 350 2,176 2,385 9,174 6,892 11,909 11,453: 718 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 343: 38 -159 87 367 365 492 293: -148 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 17.2 18.9 72.7 54.6 94.3 90.7: 5.7 9.3
Old : 100.0: 2.8 17.2 18.9 72.7 54.6 94.3 90.7: 5.7 9.3
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 : 52: 3 20 18 26 20 45 42:
Old : 52: 3 20 18 26 20 45 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 : 37.1 26.9 58.0 48.3 34.1 15.8 41.4 25.0
Old : 37.1 26.9 58.0 48.3 34.1 15.8 41.4 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 3,777: 572 56 696 2,002 1,665 3,270 2,418: 506 1,359
Old : 3,777: 572 56 696 2,002 1,665 3,270 2,418: 506 1,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 84: -49 1 54 81 31 87 86: -3 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 1.5 18.4 53.0 44.1 86.6 64.0: 13.4 36.0
Old : 100.0: 15.1 1.5 18.4 53.0 44.1 86.6 64.0: 13.4 36.0
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 : 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 : 44.5 39.7 70.6 53.7 36.7 34.5 57.4 41.6
Old : 44.5 39.7 70.6 53.7 36.7 34.5 57.4 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 226,786: 53,032 50,177 74,171 81,494 72,932 208,696 197,280: 18,090 29,506
Old : 220,278: 51,240 51,050 71,439 80,165 68,908 202,844 191,397: 17,434 28,881
Other: 6,508: 2,849 185 1,674 1,329 4,024 5,852 5,883: 656 625
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,268: -926 -4,217 -800 1,785 4,165 58 -852: -1,327 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 22.1 32.7 35.9 32.2 92.0 87.0: 8.0 13.0
Old : 100.0: 23.3 23.2 32.4 36.4 31.3 92.1 86.9: 7.9 13.1
Other: 100.0: 43.8 2.8 25.7 20.4 61.8 89.9 90.4: 10.1 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 93 77 102 78 70 214 216:
Old : 271: 92 80 102 77 70 213 216:
Other: 53: 17 1 11 16 26 33 38:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 11.5 23.9 21.3 12.2 10.0 21.1 15.4
Old : 13.8 11.1 24.3 20.5 12.6 9.4 21.7 15.0
Other: 48.5 50.0 69.4 66.5 44.2 38.0 49.0 46.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 361,673: 58,975 51,150 118,997 155,489 139,388 333,461 309,536: 28,212 52,137
Old : 361,673: 58,975 51,150 118,997 155,489 139,388 333,461 309,536: 28,212 52,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 11,842: -4,269 -4,444 7,584 10,113 6,731 13,428 9,870: -1,586 1,973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 14.1 32.9 43.0 38.5 92.2 85.6: 7.8 14.4
Old : 100.0: 16.3 14.1 32.9 43.0 38.5 92.2 85.6: 7.8 14.4
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 : 401: 102 110 142 142 145 327 330:
Old : 401: 102 110 142 142 145 327 330:
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 : 18.6 13.9 25.3 19.8 17.3 11.6 22.9 15.8
Old : 18.6 13.9 25.3 19.8 17.3 11.6 22.9 15.8
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 29, 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 : 4,142: 1,263 1,504 752 894 988 2,909 3,244: 1,233 898
Old : 4,142: 1,263 1,504 752 894 988 2,909 3,244: 1,233 898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -190: -72 71 -83 100 -39 -55 -51: -135 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 36.3 18.2 21.6 23.8 70.2 78.3: 29.8 21.7
Old : 100.0: 30.5 36.3 18.2 21.6 23.8 70.2 78.3: 29.8 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 : 59: 18 19 11 16 14 42 38:
Old : 59: 18 19 11 16 14 42 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.1 28.3 32.5 44.6 15.6 25.3 27.2 36.7
Old : 19.1 28.3 32.5 44.6 15.6 25.3 27.2 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 47,230: 11,944 7,384 13,501 12,656 7,890 38,100 28,775: 9,130 18,455
Old : 47,230: 11,944 7,384 13,501 12,656 7,890 38,100 28,775: 9,130 18,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 31: -316 -868 418 120 -12 222 -462: -191 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 15.6 28.6 26.8 16.7 80.7 60.9: 19.3 39.1
Old : 100.0: 25.3 15.6 28.6 26.8 16.7 80.7 60.9: 19.3 39.1
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 : 177: 45 48 49 63 53 136 133:
Old : 177: 45 48 49 63 53 136 133:
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 : 16.4 11.9 25.3 19.5 13.6 7.3 20.5 10.3
Old : 16.4 11.9 25.3 19.5 13.6 7.3 20.5 10.3
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 29, 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 : 5,635: 770 4,706 199 3,624 341 4,593 5,246: 1,043 390
Old : 5,635: 770 4,706 199 3,624 341 4,593 5,246: 1,043 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 309: 61 295 29 177 -6 267 318: 42 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 83.5 3.5 64.3 6.0 81.5 93.1: 18.5 6.9
Old : 100.0: 13.7 83.5 3.5 64.3 6.0 81.5 93.1: 18.5 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 : 24: 8 5 5 11 5 20 14:
Old : 24: 8 5 5 11 5 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 81.0 61.0 90.3 42.7 80.9 57.1 83.5
Old : 42.7 81.0 61.0 90.3 42.7 80.9 57.1 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 45,650: 2,391 22,747 5,814 36,536 12,027 44,741 40,588: 909 5,062
Old : 45,650: 2,391 22,747 5,814 36,536 12,027 44,741 40,588: 909 5,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 698: 49 523 215 482 68 746 806: -48 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 49.8 12.7 80.0 26.3 98.0 88.9: 2.0 11.1
Old : 100.0: 5.2 49.8 12.7 80.0 26.3 98.0 88.9: 2.0 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 : 90: 10 43 30 25 23 60 71:
Old : 90: 10 43 30 25 23 60 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 : 52.6 37.0 70.6 54.2 52.6 37.0 69.5 50.5
Old : 52.6 37.0 70.6 54.2 52.6 37.0 69.5 50.5
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 29, 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 : 29,359: 2,937 3,593 0 25,699 25,238 28,636 28,831: 723 528
Old : 29,359: 2,937 3,593 0 25,699 25,238 28,636 28,831: 723 528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 177: 445 266 0 -161 -166 284 100: -107 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.2 0.0 87.5 86.0 97.5 98.2: 2.5 1.8
Old : 100.0: 10.0 12.2 0.0 87.5 86.0 97.5 98.2: 2.5 1.8
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 : 28: 9 4 0 10 10 19 14:
Old : 28: 9 4 0 10 10 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 80.6 90.0 93.3 81.4 77.6 87.7 88.0
Old : 81.4 80.6 90.0 93.3 81.4 77.6 87.7 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 189,038: 42,969 106,992 10,901 110,932 27,144 164,802 145,037: 24,236 44,001
Old : 189,038: 42,969 106,992 10,901 110,932 27,144 164,802 145,037: 24,236 44,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 8,033: 4,014 8,872 -130 4,772 336 8,656 9,078: -623 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 56.6 5.8 58.7 14.4 87.2 76.7: 12.8 23.3
Old : 100.0: 22.7 56.6 5.8 58.7 14.4 87.2 76.7: 12.8 23.3
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 : 105: 26 41 17 26 31 61 80:
Old : 105: 26 41 17 26 31 61 80:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 40.7 57.0 48.4 45.5 40.6 55.7 47.5
Old : 46.1 40.7 57.0 48.4 45.5 40.6 55.7 47.5
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 29, 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 : 51,287: 26,547 23,294 1,543 17,951 5,536 46,041 30,373: 5,246 20,914
Old : 51,287: 26,547 23,294 1,543 17,951 5,536 46,041 30,373: 5,246 20,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -1,167: -810 -1,628 29 -8 -129 -790 -1,729: -377 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 45.4 3.0 35.0 10.8 89.8 59.2: 10.2 40.8
Old : 100.0: 51.8 45.4 3.0 35.0 10.8 89.8 59.2: 10.2 40.8
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 : 39: 9 12 8 10 12 22 29:
Old : 39: 9 12 8 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 38.9 70.8 46.0 54.5 38.9 70.5 45.6
Old : 54.5 38.9 70.8 46.0 54.5 38.9 70.5 45.6
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 29, 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 : 140,189: 30,626 87,745 1,217 105,200 43,844 137,043 132,806: 3,146 7,383
Old : 140,189: 30,626 87,745 1,217 105,200 43,844 137,043 132,806: 3,146 7,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 1,941: 1,855 2,527 -728 891 -36 2,018 1,764: -76 178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 62.6 0.9 75.0 31.3 97.8 94.7: 2.2 5.3
Old : 100.0: 21.8 62.6 0.9 75.0 31.3 97.8 94.7: 2.2 5.3
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 : 119: 25 66 12 14 18 47 88:
Old : 119: 25 66 12 14 18 47 88:
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 : 76.3 45.8 85.6 61.3 76.3 45.8 85.6 61.3
Old : 76.3 45.8 85.6 61.3 76.3 45.8 85.6 61.3
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 29, 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 : 229,735: 40,570 70,474 18,059 151,645 100,758 210,273 189,290: 19,462 40,445
Old : 229,735: 40,570 70,474 18,059 151,645 100,758 210,273 189,290: 19,462 40,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 9,962: -2,218 2,212 788 10,075 6,893 8,645 9,893: 1,317 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 30.7 7.9 66.0 43.9 91.5 82.4: 8.5 17.6
Old : 100.0: 17.7 30.7 7.9 66.0 43.9 91.5 82.4: 8.5 17.6
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 : 109: 27 39 19 27 36 63 85:
Old : 109: 27 39 19 27 36 63 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 : 50.3 28.7 61.7 38.3 49.0 28.1 60.3 36.1
Old : 50.3 28.7 61.7 38.3 49.0 28.1 60.3 36.1
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 29, 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 : 220,870: 41,758 63,313 16,767 142,518 103,463 201,044 183,543: 19,826 37,327
Old : 220,870: 41,758 63,313 16,767 142,518 103,463 201,044 183,543: 19,826 37,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 289: 6,371 -5,752 785 -10,036 5,241 -2,880 273: 3,169 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 28.7 7.6 64.5 46.8 91.0 83.1: 9.0 16.9
Old : 100.0: 18.9 28.7 7.6 64.5 46.8 91.0 83.1: 9.0 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 : 114: 25 45 26 27 38 67 94:
Old : 114: 25 45 26 27 38 67 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 30.1 61.2 39.9 51.6 30.0 61.0 39.3
Old : 51.6 30.1 61.2 39.9 51.6 30.0 61.0 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 466,815: 66,425 218,445 47,078 293,705 120,913 407,208 386,436: 59,607 80,379
Old : 466,815: 66,425 218,445 47,078 293,705 120,913 407,208 386,436: 59,607 80,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -9,603: -3,950 -3,694 -2,831 -1,908 -704 -8,689 -7,229: -914 -2,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 46.8 10.1 62.9 25.9 87.2 82.8: 12.8 17.2
Old : 100.0: 14.2 46.8 10.1 62.9 25.9 87.2 82.8: 12.8 17.2
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 : 246: 55 106 64 56 65 145 201:
Old : 246: 55 106 64 56 65 145 201:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 24.8 44.4 34.2 27.9 24.8 43.4 32.5
Old : 28.2 24.8 44.4 34.2 27.9 24.8 43.4 32.5
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 29, 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 : 29,333: 9,858 7,307 3,479 15,112 17,204 28,449 27,990: 884 1,343
Old : 29,333: 9,858 7,307 3,479 15,112 17,204 28,449 27,990: 884 1,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 8,791: 890 1,399 3,058 4,689 4,415 8,637 8,872: 154 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 24.9 11.9 51.5 58.7 97.0 95.4: 3.0 4.6
Old : 100.0: 33.6 24.9 11.9 51.5 58.7 97.0 95.4: 3.0 4.6
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 : 24: 8 11 2 3 4 12 16:
Old : 24: 8 11 2 3 4 12 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 : 63.1 83.8 91.8 91.2 46.9 61.2 67.7 66.2
Old : 63.1 83.8 91.8 91.2 46.9 61.2 67.7 66.2
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 29, 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 : 24,587: 14,971 15,117 103 6,004 5,148 21,078 20,368: 3,509 4,219
Old : 24,587: 14,971 15,117 103 6,004 5,148 21,078 20,368: 3,509 4,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 530: 25 -50 -108 -203 634 -286 476: 816 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 61.5 0.4 24.4 20.9 85.7 82.8: 14.3 17.2
Old : 100.0: 60.9 61.5 0.4 24.4 20.9 85.7 82.8: 14.3 17.2
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 : 59: 21 20 3 10 11 33 32:
Old : 59: 21 20 3 10 11 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 : 29.3 39.2 47.5 54.4 29.3 39.0 47.5 54.2
Old : 29.3 39.2 47.5 54.4 29.3 39.0 47.5 54.2
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :17,219,474: 1,224,557 1,375,322 7,220,387 8,077,931 7,508,229 16,522,875 16,103,939: 696,599 1,115,535
Old :17,219,474: 1,224,557 1,375,322 7,220,387 8,077,931 7,508,229 16,522,875 16,103,939: 696,599 1,115,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 521,136: 22,439 105,490 332,388 186,162 94,381 540,989 532,259: -19,853 -11,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.0 41.9 46.9 43.6 96.0 93.5: 4.0 6.5
Old : 100.0: 7.1 8.0 41.9 46.9 43.6 96.0 93.5: 4.0 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 293: 55 89 115 126 140 254 277:
Old : 293: 55 89 115 126 140 254 277:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 19.3 34.5 31.0 12.1 8.2 19.6 11.1
Old : 21.5 19.3 34.5 31.0 12.1 8.2 19.6 11.1
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 29, 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 : 719,013: 65,436 76,446 78,698 467,166 458,643 611,300 613,788: 107,713 105,225
Old : 719,013: 65,436 76,446 78,698 467,166 458,643 611,300 613,788: 107,713 105,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -8,598: -3,487 -1,151 726 672 -3,427 -2,089 -3,851: -6,509 -4,747
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 10.6 10.9 65.0 63.8 85.0 85.4: 15.0 14.6
Old : 100.0: 9.1 10.6 10.9 65.0 63.8 85.0 85.4: 15.0 14.6
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 : 597: 128 139 141 237 246 446 447:
Old : 597: 128 139 141 237 246 446 447:
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 : 15.0 11.2 22.9 18.5 12.2 9.0 18.4 14.0
Old : 15.0 11.2 22.9 18.5 12.2 9.0 18.4 14.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 122,752: 11,677 3,088 17,691 60,295 56,347 89,663 77,126: 33,090 45,627
Old : 122,752: 11,677 3,088 17,691 60,295 56,347 89,663 77,126: 33,090 45,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 792: -592 826 827 -928 6,091 -693 7,745: 1,485 -6,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.5 14.4 49.1 45.9 73.0 62.8: 27.0 37.2
Old : 100.0: 9.5 2.5 14.4 49.1 45.9 73.0 62.8: 27.0 37.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 16 16 26 43 39 77 65:
Old : 83: 16 16 26 43 39 77 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 : 20.7 22.1 30.8 32.3 17.3 15.2 24.4 21.8
Old : 20.7 22.1 30.8 32.3 17.3 15.2 24.4 21.8
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 29, 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 : 2,981,301: 289,150 387,150 284,680 2,034,356 2,011,482 2,608,186 2,683,313: 373,116 297,988
Old : 2,981,301: 289,150 387,150 284,680 2,034,356 2,011,482 2,608,186 2,683,313: 373,116 297,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -46,951: -11,510 -6,919 -3,473 8,001 -47,588 -6,982 -57,980: -39,969 11,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 13.0 9.5 68.2 67.5 87.5 90.0: 12.5 10.0
Old : 100.0: 9.7 13.0 9.5 68.2 67.5 87.5 90.0: 12.5 10.0
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 : 570: 120 132 128 226 238 417 427:
Old : 570: 120 132 128 226 238 417 427:
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 : 15.8 12.0 24.9 19.6 13.5 10.5 21.1 16.5
Old : 15.8 12.0 24.9 19.6 13.5 10.5 21.1 16.5
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 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 83,331: 8,698 3,814 756 64,582 74,368 74,036 78,938: 9,295 4,393
Old : 83,331: 8,698 3,814 756 64,582 74,368 74,036 78,938: 9,295 4,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -3,053: -1,337 106 -34 -1,107 -3,439 -2,478 -3,367: -575 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.6 0.9 77.5 89.2 88.8 94.7: 11.2 5.3
Old : 100.0: 10.4 4.6 0.9 77.5 89.2 88.8 94.7: 11.2 5.3
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 : 84: 10 5 2 52 35 63 41:
Old : 84: 10 5 2 52 35 63 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 : 38.7 45.2 51.1 67.2 38.4 45.1 50.1 66.8
Old : 38.7 45.2 51.1 67.2 38.4 45.1 50.1 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 65,102: 19,259 6,978 1,237 38,942 53,127 59,438 61,341: 5,664 3,760
Old : 65,102: 19,259 6,978 1,237 38,942 53,127 59,438 61,341: 5,664 3,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 2,158: 2,416 -271 -88 11 2,154 2,339 1,795: -181 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 10.7 1.9 59.8 81.6 91.3 94.2: 8.7 5.8
Old : 100.0: 29.6 10.7 1.9 59.8 81.6 91.3 94.2: 8.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 69 39 19 70 56 148 105:
Old : 218: 69 39 19 70 56 148 105:
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 : 41.6 30.0 50.3 48.1 41.6 29.9 50.1 47.9
Old : 41.6 30.0 50.3 48.1 41.6 29.9 50.1 47.9
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 29, 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 : 325,509: 96,296 34,889 6,185 194,709 265,634 297,190 306,707: 28,319 18,802
Old : 325,509: 96,296 34,889 6,185 194,709 265,634 297,190 306,707: 28,319 18,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 10,789: 12,078 -1,354 -439 56 10,770 11,695 8,977: -906 1,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 10.7 1.9 59.8 81.6 91.3 94.2: 8.7 5.8
Old : 100.0: 29.6 10.7 1.9 59.8 81.6 91.3 94.2: 8.7 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 69 39 19 70 56 148 105:
Old : 218: 69 39 19 70 56 148 105:
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 : 41.6 30.0 50.3 48.1 41.6 29.9 50.1 47.9
Old : 41.6 30.0 50.3 48.1 41.6 29.9 50.1 47.9
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 29, 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 : 107,942: 44,924 62,671 5,057 41,022 12,112 91,002 79,840: 16,939 28,101
Old : 107,942: 44,924 62,671 5,057 41,022 12,112 91,002 79,840: 16,939 28,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -8,506: -4,102 -7,651 -117 -5,715 -208 -9,934 -7,977: 1,428 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 58.1 4.7 38.0 11.2 84.3 74.0: 15.7 26.0
Old : 100.0: 41.6 58.1 4.7 38.0 11.2 84.3 74.0: 15.7 26.0
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 : 89: 20 44 13 20 18 49 66:
Old : 89: 20 44 13 20 18 49 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 : 54.3 32.0 61.3 39.6 53.8 32.0 60.1 39.4
Old : 54.3 32.0 61.3 39.6 53.8 32.0 60.1 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 48,082: 19,867 7,162 133 19,932 37,502 39,932 44,797: 8,150 3,285
Old : 48,082: 19,867 7,162 133 19,932 37,502 39,932 44,797: 8,150 3,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: -473: 1,509 -563 0 198 154 1,707 -409: -2,180 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 14.9 0.3 41.5 78.0 83.0 93.2: 17.0 6.8
Old : 100.0: 41.3 14.9 0.3 41.5 78.0 83.0 93.2: 17.0 6.8
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 : 53: 19 8 1 15 12 34 21:
Old : 53: 19 8 1 15 12 34 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 71.3 61.1 83.9 43.1 71.3 61.1 83.9
Old : 43.1 71.3 61.1 83.9 43.1 71.3 61.1 83.9
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 29, 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 : 70,567: 20,960 7,345 978 40,712 13,324 62,650 21,647: 7,917 48,920
Old : 70,567: 20,960 7,345 978 40,712 13,324 62,650 21,647: 7,917 48,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 2,461: 583 -475 -430 2,964 909 3,117 4: -656 2,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.4 1.4 57.7 18.9 88.8 30.7: 11.2 69.3
Old : 100.0: 29.7 10.4 1.4 57.7 18.9 88.8 30.7: 11.2 69.3
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 : 78: 30 9 3 29 19 61 29:
Old : 78: 30 9 3 29 19 61 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 : 27.9 13.3 41.7 19.6 26.6 12.7 40.0 18.4
Old : 27.9 13.3 41.7 19.6 26.6 12.7 40.0 18.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 1, 2016