BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 5,982: 796 1,271 764 3,303 2,967 4,863 5,002: 1,118 979
Old : 5,982: 796 1,271 764 3,303 2,967 4,863 5,002: 1,118 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 732: 292 117 135 370 500 797 753: -65 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 21.3 12.8 55.2 49.6 81.3 83.6: 18.7 16.4
Old : 100.0: 13.3 21.3 12.8 55.2 49.6 81.3 83.6: 18.7 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 9 10 15 14 26 26:
Old : 32: 4 9 10 15 14 26 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 : 36.9 42.0 55.2 59.8 29.8 41.5 45.9 51.2
Old : 36.9 42.0 55.2 59.8 29.8 41.5 45.9 51.2
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 53,230: 18,863 6,541 11,743 16,211 16,122 46,818 34,406: 6,412 18,824
Old : 53,230: 18,863 6,541 11,743 16,211 16,122 46,818 34,406: 6,412 18,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 740: 51 -72 348 310 662 710 938: 30 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 12.3 22.1 30.5 30.3 88.0 64.6: 12.0 35.4
Old : 100.0: 35.4 12.3 22.1 30.5 30.3 88.0 64.6: 12.0 35.4
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 : 81: 16 30 32 31 23 66 66:
Old : 81: 16 30 32 31 23 66 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 : 35.5 21.9 52.0 34.6 34.4 18.3 46.1 23.8
Old : 35.5 21.9 52.0 34.6 34.4 18.3 46.1 23.8
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 11,886: 306 2,073 2,112 8,734 6,397 11,152 10,581: 734 1,305
Old : 11,886: 306 2,073 2,112 8,734 6,397 11,152 10,581: 734 1,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 357: 1 83 87 243 15 331 185: 26 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 17.4 17.8 73.5 53.8 93.8 89.0: 6.2 11.0
Old : 100.0: 2.6 17.4 17.8 73.5 53.8 93.8 89.0: 6.2 11.0
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 : 50: 3 18 19 27 21 47 41:
Old : 50: 3 18 19 27 21 47 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 : 36.4 26.7 57.2 45.3 34.3 16.5 44.2 25.2
Old : 36.4 26.7 57.2 45.3 34.3 16.5 44.2 25.2
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 235,079: 50,790 35,127 85,631 78,198 81,301 214,618 202,059: 20,460 33,020
Old : 222,653: 47,068 36,016 80,838 75,564 73,897 203,469 190,751: 19,184 31,902
Other: 12,426: 4,796 185 3,719 2,634 7,404 11,149 11,308: 1,277 1,118
: : :
: : Changes in Commitments from: January 12, 2016 :
: 5,636: 1,383 -1,919 3,257 1,164 3,534 5,804 4,872: -168 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 14.9 36.4 33.3 34.6 91.3 86.0: 8.7 14.0
Old : 100.0: 21.1 16.2 36.3 33.9 33.2 91.4 85.7: 8.6 14.3
Other: 100.0: 38.6 1.5 29.9 21.2 59.6 89.7 91.0: 10.3 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 93 80 112 76 73 225 221:
Old : 276: 89 83 112 74 73 221 221:
Other: 70: 22 2 12 24 36 47 49:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.9 12.7 23.0 21.4 11.5 9.4 19.4 14.3
Old : 13.0 11.5 23.2 20.1 12.1 8.5 20.5 13.6
Other: 39.2 44.9 56.7 59.9 30.7 31.6 41.4 40.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 384,807: 62,537 43,834 129,968 159,826 151,881 352,330 325,683: 32,476 59,124
Old : 384,807: 62,537 43,834 129,968 159,826 151,881 352,330 325,683: 32,476 59,124
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 4,557: -495 368 3,485 1,525 165 4,515 4,018: 43 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 11.4 33.8 41.5 39.5 91.6 84.6: 8.4 15.4
Old : 100.0: 16.3 11.4 33.8 41.5 39.5 91.6 84.6: 8.4 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 100 101 150 145 162 335 349:
Old : 410: 100 101 150 145 162 335 349:
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 13.4 22.5 19.3 15.5 10.9 20.6 15.0
Old : 16.7 13.4 22.5 19.3 15.5 10.9 20.6 15.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,814: 1,070 2,144 979 1,499 656 3,549 3,779: 1,266 1,035
Old : 4,814: 1,070 2,144 979 1,499 656 3,549 3,779: 1,266 1,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 240: 9 174 40 98 -47 147 167: 93 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 44.5 20.3 31.1 13.6 73.7 78.5: 26.3 21.5
Old : 100.0: 22.2 44.5 20.3 31.1 13.6 73.7 78.5: 26.3 21.5
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 : 66: 22 19 12 21 13 48 41:
Old : 66: 22 19 12 21 13 48 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 : 19.8 33.1 32.4 49.3 13.1 30.4 22.7 39.5
Old : 19.8 33.1 32.4 49.3 13.1 30.4 22.7 39.5
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 51,935: 12,743 6,304 16,188 14,248 9,641 43,179 32,134: 8,756 19,801
Old : 51,935: 12,743 6,304 16,188 14,248 9,641 43,179 32,134: 8,756 19,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 630: -224 -52 777 123 -442 676 282: -46 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 12.1 31.2 27.4 18.6 83.1 61.9: 16.9 38.1
Old : 100.0: 24.5 12.1 31.2 27.4 18.6 83.1 61.9: 16.9 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 : 187: 49 47 56 65 61 145 145:
Old : 187: 49 47 56 65 61 145 145:
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 : 16.9 12.7 27.0 20.3 13.5 5.8 20.0 8.2
Old : 16.9 12.7 27.0 20.3 13.5 5.8 20.0 8.2
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 44,368: 2,153 22,412 5,660 35,490 11,285 43,303 39,356: 1,066 5,012
Old : 44,368: 2,153 22,412 5,660 35,490 11,285 43,303 39,356: 1,066 5,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 689: 33 528 97 532 124 662 749: 27 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 50.5 12.8 80.0 25.4 97.6 88.7: 2.4 11.3
Old : 100.0: 4.9 50.5 12.8 80.0 25.4 97.6 88.7: 2.4 11.3
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 : 79: 7 36 25 24 22 52 62:
Old : 79: 7 36 25 24 22 52 62:
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 : 53.5 39.5 70.5 56.7 53.5 39.5 69.3 52.8
Old : 53.5 39.5 70.5 56.7 53.5 39.5 69.3 52.8
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,398: 3,432 2,721 0 25,195 26,074 28,627 28,795: 771 603
Old : 29,398: 3,432 2,721 0 25,195 26,074 28,627 28,795: 771 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -137: 276 -1,016 0 -397 900 -121 -116: -16 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 9.3 0.0 85.7 88.7 97.4 97.9: 2.6 2.1
Old : 100.0: 11.7 9.3 0.0 85.7 88.7 97.4 97.9: 2.6 2.1
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 : 30: 10 4 0 9 12 19 16:
Old : 30: 10 4 0 9 12 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 : 81.5 75.5 90.0 90.9 81.5 72.6 87.8 86.9
Old : 81.5 75.5 90.0 90.9 81.5 72.6 87.8 86.9
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 187,991: 30,727 98,534 13,449 116,365 32,916 160,540 144,899: 27,451 43,092
Old : 187,991: 30,727 98,534 13,449 116,365 32,916 160,540 144,899: 27,451 43,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 4,083: -5,303 500 3,284 4,256 1,708 2,236 5,492: 1,847 -1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 52.4 7.2 61.9 17.5 85.4 77.1: 14.6 22.9
Old : 100.0: 16.3 52.4 7.2 61.9 17.5 85.4 77.1: 14.6 22.9
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 : 96: 25 34 20 27 29 59 76:
Old : 96: 25 34 20 27 29 59 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 39.0 58.0 46.7 45.8 38.6 55.3 44.8
Old : 47.1 39.0 58.0 46.7 45.8 38.6 55.3 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,527: 24,848 24,216 1,581 19,253 4,131 45,681 29,928: 5,845 21,599
Old : 51,527: 24,848 24,216 1,581 19,253 4,131 45,681 29,928: 5,845 21,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 3,025: 554 3,058 172 2,344 346 3,070 3,577: -45 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 47.0 3.1 37.4 8.0 88.7 58.1: 11.3 41.9
Old : 100.0: 48.2 47.0 3.1 37.4 8.0 88.7 58.1: 11.3 41.9
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 : 41: 10 14 9 11 11 25 30:
Old : 41: 10 14 9 11 11 25 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 : 51.3 38.9 65.1 45.2 50.7 38.9 64.5 44.6
Old : 51.3 38.9 65.1 45.2 50.7 38.9 64.5 44.6
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 172,658: 30,539 106,329 21,351 117,028 36,896 168,917 164,576: 3,740 8,082
Old : 172,658: 30,539 106,329 21,351 117,028 36,896 168,917 164,576: 3,740 8,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 23,449: 984 2,925 16,160 6,007 4,551 23,151 23,636: 298 -187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 61.6 12.4 67.8 21.4 97.8 95.3: 2.2 4.7
Old : 100.0: 17.7 61.6 12.4 67.8 21.4 97.8 95.3: 2.2 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 : 126: 28 66 15 20 19 57 93:
Old : 126: 28 66 15 20 19 57 93:
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 : 66.1 44.5 76.2 61.7 61.5 42.5 69.0 53.9
Old : 66.1 44.5 76.2 61.7 61.5 42.5 69.0 53.9
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 294,225: 34,336 70,509 30,860 208,285 147,135 273,481 248,504: 20,744 45,721
Old : 294,225: 34,336 70,509 30,860 208,285 147,135 273,481 248,504: 20,744 45,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 27,173: 2,354 6,733 9,347 15,095 12,919 26,796 28,999: 377 -1,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 24.0 10.5 70.8 50.0 92.9 84.5: 7.1 15.5
Old : 100.0: 11.7 24.0 10.5 70.8 50.0 92.9 84.5: 7.1 15.5
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 : 122: 28 50 24 26 40 66 102:
Old : 122: 28 50 24 26 40 66 102:
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 : 55.7 33.3 66.3 43.2 54.1 32.8 63.6 41.6
Old : 55.7 33.3 66.3 43.2 54.1 32.8 63.6 41.6
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 276,022: 83,309 45,478 19,260 139,156 179,612 241,725 244,349: 34,297 31,672
Old : 276,022: 83,309 45,478 19,260 139,156 179,612 241,725 244,349: 34,297 31,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 9,429: 5,491 -6,625 3,268 -1,897 14,553 6,862 11,196: 2,567 -1,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 16.5 7.0 50.4 65.1 87.6 88.5: 12.4 11.5
Old : 100.0: 30.2 16.5 7.0 50.4 65.1 87.6 88.5: 12.4 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 : 130: 39 45 28 28 39 85 94:
Old : 130: 39 45 28 28 39 85 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 : 48.5 44.8 56.0 55.6 48.4 44.3 55.8 53.8
Old : 48.5 44.8 56.0 55.6 48.4 44.3 55.8 53.8
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 455,070: 70,567 204,022 36,015 285,568 140,369 392,150 380,407: 62,920 74,664
Old : 455,070: 70,567 204,022 36,015 285,568 140,369 392,150 380,407: 62,920 74,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,527: 6,532 -2,955 11 -5,328 8,641 1,214 5,697: 1,312 -3,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 44.8 7.9 62.8 30.8 86.2 83.6: 13.8 16.4
Old : 100.0: 15.5 44.8 7.9 62.8 30.8 86.2 83.6: 13.8 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 53 97 60 56 59 141 185:
Old : 229: 53 97 60 56 59 141 185:
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 : 28.7 25.5 45.6 35.4 28.6 25.1 44.8 34.1
Old : 28.7 25.5 45.6 35.4 28.6 25.1 44.8 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,316: 6,520 1,945 0 8,539 24,847 15,059 26,792: 16,257 4,524
Old : 31,316: 6,520 1,945 0 8,539 24,847 15,059 26,792: 16,257 4,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 984: 1,024 -274 -485 -143 2,038 396 1,279: 588 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.2 0.0 27.3 79.3 48.1 85.6: 51.9 14.4
Old : 100.0: 20.8 6.2 0.0 27.3 79.3 48.1 85.6: 51.9 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 : 20: 6 2 0 8 8 14 10:
Old : 20: 6 2 0 8 8 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 74.8 38.1 84.5 25.5 74.8 35.2 81.1
Old : 27.5 74.8 38.1 84.5 25.5 74.8 35.2 81.1
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 14,794: 6,084 9,400 442 7,602 3,774 14,128 13,616: 666 1,178
Old : 14,794: 6,084 9,400 442 7,602 3,774 14,128 13,616: 666 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 206: 347 119 39 -96 267 290 425: -84 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 63.5 3.0 51.4 25.5 95.5 92.0: 4.5 8.0
Old : 100.0: 41.1 63.5 3.0 51.4 25.5 95.5 92.0: 4.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 16 2 2 4 11 21:
Old : 29: 8 16 2 2 4 11 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 : 75.7 60.5 93.0 75.8 70.4 56.6 85.8 70.5
Old : 75.7 60.5 93.0 75.8 70.4 56.6 85.8 70.5
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,114: 14,938 17,892 344 10,398 4,395 25,680 22,631: 2,434 5,483
Old : 28,114: 14,938 17,892 344 10,398 4,395 25,680 22,631: 2,434 5,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,680: -2,211 2,284 147 5,101 -582 3,037 1,849: -357 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 63.6 1.2 37.0 15.6 91.3 80.5: 8.7 19.5
Old : 100.0: 53.1 63.6 1.2 37.0 15.6 91.3 80.5: 8.7 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 20 26 4 12 11 34 39:
Old : 65: 20 26 4 12 11 34 39:
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 : 33.9 37.6 52.7 51.4 33.9 37.3 52.7 50.6
Old : 33.9 37.6 52.7 51.4 33.9 37.3 52.7 50.6
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :18,630,085: 1,370,950 1,283,079 7,978,227 8,522,026 8,214,181 17,871,202 17,475,486: 758,884 1,154,599
Old :18,630,085: 1,370,950 1,283,079 7,978,227 8,522,026 8,214,181 17,871,202 17,475,486: 758,884 1,154,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 723,889: 154,927 18,813 529,511 26,251 162,980 710,688 711,303: 13,201 12,586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 6.9 42.8 45.7 44.1 95.9 93.8: 4.1 6.2
Old : 100.0: 7.4 6.9 42.8 45.7 44.1 95.9 93.8: 4.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 61 95 125 141 153 282 298:
Old : 318: 61 95 125 141 153 282 298:
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 : 22.0 21.5 35.8 33.1 12.0 8.0 19.6 11.2
Old : 22.0 21.5 35.8 33.1 12.0 8.0 19.6 11.2
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 871,302: 74,859 104,687 104,060 544,393 529,844 723,313 738,591: 147,990 132,711
Old : 871,302: 74,859 104,687 104,060 544,393 529,844 723,313 738,591: 147,990 132,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 23,854: 6,530 14,423 -3,163 10,310 8,659 13,678 19,919: 10,176 3,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.0 11.9 62.5 60.8 83.0 84.8: 17.0 15.2
Old : 100.0: 8.6 12.0 11.9 62.5 60.8 83.0 84.8: 17.0 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 621: 153 128 144 243 263 461 470:
Old : 621: 153 128 144 243 263 461 470:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 11.2 21.5 18.4 9.7 7.1 16.8 12.1
Old : 13.5 11.2 21.5 18.4 9.7 7.1 16.8 12.1
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 167,451: 17,358 6,530 21,147 95,874 68,599 134,379 96,276: 33,072 71,175
Old : 167,451: 17,358 6,530 21,147 95,874 68,599 134,379 96,276: 33,072 71,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,478: 2,263 427 -1,697 439 -1,794 1,006 -3,063: 1,472 5,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 3.9 12.6 57.3 41.0 80.2 57.5: 19.8 42.5
Old : 100.0: 10.4 3.9 12.6 57.3 41.0 80.2 57.5: 19.8 42.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 18 7 19 43 39 67 59:
Old : 74: 18 7 19 43 39 67 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 19.8 35.0 27.7 20.1 12.4 30.6 17.4
Old : 21.8 19.8 35.0 27.7 20.1 12.4 30.6 17.4
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,519,255: 323,888 527,170 378,183 2,242,597 2,306,223 2,944,668 3,211,576: 574,588 307,680
Old : 3,519,255: 323,888 527,170 378,183 2,242,597 2,306,223 2,944,668 3,211,576: 574,588 307,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 106,881: 26,522 75,166 -12,517 49,356 52,264 63,361 114,913: 43,520 -8,031
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 15.0 10.7 63.7 65.5 83.7 91.3: 16.3 8.7
Old : 100.0: 9.2 15.0 10.7 63.7 65.5 83.7 91.3: 16.3 8.7
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 : 606: 146 127 138 234 256 444 457:
Old : 606: 146 127 138 234 256 444 457:
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 : 14.6 11.2 23.7 19.4 11.3 9.4 19.3 15.5
Old : 14.6 11.2 23.7 19.4 11.3 9.4 19.3 15.5
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 104,932: 10,146 10,452 503 85,887 88,841 96,536 99,796: 8,396 5,136
Old : 104,932: 10,146 10,452 503 85,887 88,841 96,536 99,796: 8,396 5,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 8,634: 1,103 4,220 -185 7,954 4,214 8,872 8,249: -238 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.0 0.5 81.9 84.7 92.0 95.1: 8.0 4.9
Old : 100.0: 9.7 10.0 0.5 81.9 84.7 92.0 95.1: 8.0 4.9
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 : 88: 10 9 2 50 34 61 44:
Old : 88: 10 9 2 50 34 61 44:
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 : 32.3 45.5 49.2 68.3 31.8 45.4 48.7 67.8
Old : 32.3 45.5 49.2 68.3 31.8 45.4 48.7 67.8
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 59,429: 14,512 8,645 2,455 37,310 44,262 54,277 55,363: 5,152 4,066
Old : 59,429: 14,512 8,645 2,455 37,310 44,262 54,277 55,363: 5,152 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -5,277: -2,561 -1,783 -552 -1,628 -2,892 -4,742 -5,227: -535 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.5 4.1 62.8 74.5 91.3 93.2: 8.7 6.8
Old : 100.0: 24.4 14.5 4.1 62.8 74.5 91.3 93.2: 8.7 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 : 201: 52 38 17 65 66 126 112:
Old : 201: 52 38 17 65 66 126 112:
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 : 41.4 25.9 49.0 42.6 41.4 25.6 47.7 42.3
Old : 41.4 25.9 49.0 42.6 41.4 25.6 47.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 297,147: 72,559 43,226 12,277 186,549 221,312 271,384 276,815: 25,762 20,332
Old : 297,147: 72,559 43,226 12,277 186,549 221,312 271,384 276,815: 25,762 20,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -26,385: -12,807 -8,914 -2,762 -8,140 -14,458 -23,709 -26,134: -2,676 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 14.5 4.1 62.8 74.5 91.3 93.2: 8.7 6.8
Old : 100.0: 24.4 14.5 4.1 62.8 74.5 91.3 93.2: 8.7 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 : 201: 52 38 17 65 66 126 112:
Old : 201: 52 38 17 65 66 126 112:
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 : 41.4 25.9 49.0 42.6 41.4 25.6 47.7 42.3
Old : 41.4 25.9 49.0 42.6 41.4 25.6 47.7 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 150,544: 45,572 81,963 9,347 79,252 18,729 134,171 110,039: 16,373 40,505
Old : 150,544: 45,572 81,963 9,347 79,252 18,729 134,171 110,039: 16,373 40,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 14,580: -2,848 10,166 2,533 16,031 2,860 15,716 15,559: -1,136 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 54.4 6.2 52.6 12.4 89.1 73.1: 10.9 26.9
Old : 100.0: 30.3 54.4 6.2 52.6 12.4 89.1 73.1: 10.9 26.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 24 46 20 21 21 56 76:
Old : 96: 24 46 20 21 21 56 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 28.7 67.5 36.0 54.8 28.7 64.7 35.8
Old : 55.5 28.7 67.5 36.0 54.8 28.7 64.7 35.8
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,963: 16,393 7,270 0 17,470 32,011 33,863 39,281: 10,100 4,682
Old : 43,963: 16,393 7,270 0 17,470 32,011 33,863 39,281: 10,100 4,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -4,215: -2,480 121 0 -2,851 -5,305 -5,331 -5,184: 1,116 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 16.5 0.0 39.7 72.8 77.0 89.4: 23.0 10.6
Old : 100.0: 37.3 16.5 0.0 39.7 72.8 77.0 89.4: 23.0 10.6
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 : 51: 21 6 0 15 10 36 16:
Old : 51: 21 6 0 15 10 36 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 : 39.2 66.6 52.0 81.2 39.2 66.6 51.9 81.2
Old : 39.2 66.6 52.0 81.2 39.2 66.6 51.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 87,769: 28,122 13,612 860 47,562 16,647 76,544 31,119: 11,225 56,650
Old : 87,769: 28,122 13,612 860 47,562 16,647 76,544 31,119: 11,225 56,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 6,178: 3,823 1,731 298 215 3,096 4,336 5,125: 1,842 1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 15.5 1.0 54.2 19.0 87.2 35.5: 12.8 64.5
Old : 100.0: 32.0 15.5 1.0 54.2 19.0 87.2 35.5: 12.8 64.5
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 : 102: 29 24 3 33 25 62 52:
Old : 102: 29 24 3 33 25 62 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 9.3 40.6 14.9 27.0 8.8 39.4 14.4
Old : 27.0 9.3 40.6 14.9 27.0 8.8 39.4 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2016