BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 7,469: 718 1,175 676 5,042 4,757 6,436 6,608: 1,033 862
Old : 7,469: 718 1,175 676 5,042 4,757 6,436 6,608: 1,033 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -920: -166 -299 -132 -522 -334 -820 -765: -99 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 15.7 9.0 67.5 63.7 86.2 88.5: 13.8 11.5
Old : 100.0: 9.6 15.7 9.0 67.5 63.7 86.2 88.5: 13.8 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 : 36: 3 9 7 18 19 27 29:
Old : 36: 3 9 7 18 19 27 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 : 46.0 38.0 64.3 59.4 45.4 34.8 60.6 52.6
Old : 46.0 38.0 64.3 59.4 45.4 34.8 60.6 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 51,791: 16,112 4,259 13,962 16,801 21,997 46,875 40,219: 4,916 11,572
Old : 51,791: 16,112 4,259 13,962 16,801 21,997 46,875 40,219: 4,916 11,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -4,579: -1,065 -328 -1,634 -1,486 -1,507 -4,185 -3,469: -395 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 8.2 27.0 32.4 42.5 90.5 77.7: 9.5 22.3
Old : 100.0: 31.1 8.2 27.0 32.4 42.5 90.5 77.7: 9.5 22.3
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 : 83: 30 14 31 31 31 72 65:
Old : 83: 30 14 31 31 31 72 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 : 31.0 24.8 46.4 37.2 29.3 20.9 41.0 29.8
Old : 31.0 24.8 46.4 37.2 29.3 20.9 41.0 29.8
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, September 06, 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 : 6,173: 343 1,111 1,252 3,790 3,099 5,385 5,463: 788 710
Old : 6,173: 343 1,111 1,252 3,790 3,099 5,385 5,463: 788 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,102: -2 -382 -53 -928 -588 -983 -1,023: -118 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 18.0 20.3 61.4 50.2 87.2 88.5: 12.8 11.5
Old : 100.0: 5.6 18.0 20.3 61.4 50.2 87.2 88.5: 12.8 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 : 39: 7 9 13 22 19 36 34:
Old : 39: 7 9 13 22 19 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 36.0 54.0 53.2 32.2 26.7 48.9 41.2
Old : 32.7 36.0 54.0 53.2 32.2 26.7 48.9 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 5,778: 885 301 1,714 2,425 2,321 5,023 4,336: 755 1,442
Old : 5,778: 885 301 1,714 2,425 2,321 5,023 4,336: 755 1,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -101: 88 160 51 -260 -330 -121 -120: 20 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.2 29.7 42.0 40.2 86.9 75.0: 13.1 25.0
Old : 100.0: 15.3 5.2 29.7 42.0 40.2 86.9 75.0: 13.1 25.0
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 : 20: 8 2 9 8 7 17 17:
Old : 20: 8 2 9 8 7 17 17:
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 : 53.2 50.8 71.4 66.3 39.5 40.8 49.6 42.3
Old : 53.2 50.8 71.4 66.3 39.5 40.8 49.6 42.3
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, September 06, 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 : 271,027: 79,651 38,205 84,929 85,599 107,755 250,180 230,889: 20,848 40,139
Old : 107,053: 46,588 39,226 23,624 29,051 29,443 99,263 92,293: 7,790 14,760
Other: 163,974: 52,699 18,614 41,669 56,548 78,312 150,917 138,596: 13,058 25,379
: : :
: : Changes in Commitments from: August 30, 2016 :
: 8,985: -2,390 -981 6,427 2,376 2,262 6,414 7,708: 2,572 1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 14.1 31.3 31.6 39.8 92.3 85.2: 7.7 14.8
Old : 100.0: 43.5 36.6 22.1 27.1 27.5 92.7 86.2: 7.3 13.8
Other: 100.0: 32.1 11.4 25.4 34.5 47.8 92.0 84.5: 8.0 15.5
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 92 90 108 85 85 238 230:
Old : 261: 75 91 58 53 71 160 189:
Other: 247: 83 64 69 70 79 190 178:
:----------------------------------------------------------------------------------------------------
: 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 14.8 25.2 21.3 13.9 12.4 23.1 17.7
Old : 15.8 13.9 28.1 22.9 15.8 12.5 27.6 20.2
Other: 19.0 17.9 30.1 26.2 18.0 15.0 27.8 21.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 348,402: 100,345 68,806 103,524 109,071 128,630 312,940 300,960: 35,462 47,442
Old : 348,402: 100,345 68,806 103,524 109,071 128,630 312,940 300,960: 35,462 47,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 18,115: 1,081 7,893 5,275 8,210 3,544 14,566 16,712: 3,549 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 19.7 29.7 31.3 36.9 89.8 86.4: 10.2 13.6
Old : 100.0: 28.8 19.7 29.7 31.3 36.9 89.8 86.4: 10.2 13.6
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 : 406: 118 108 138 143 139 327 328:
Old : 406: 118 108 138 143 139 327 328:
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 : 12.0 10.4 19.6 16.6 11.3 9.3 17.6 14.7
Old : 12.0 10.4 19.6 16.6 11.3 9.3 17.6 14.7
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, September 06, 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 : 3,801: 2,025 1,098 321 360 1,314 2,706 2,733: 1,095 1,068
Old : 3,801: 2,025 1,098 321 360 1,314 2,706 2,733: 1,095 1,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -803: -789 95 -106 14 -736 -881 -747: 78 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 28.9 8.4 9.5 34.6 71.2 71.9: 28.8 28.1
Old : 100.0: 53.3 28.9 8.4 9.5 34.6 71.2 71.9: 28.8 28.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 26 13 10 11 15 42 34:
Old : 58: 26 13 10 11 15 42 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 31.3 37.7 45.0 24.8 30.4 37.7 43.8
Old : 24.8 31.3 37.7 45.0 24.8 30.4 37.7 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 55,189: 16,584 12,376 15,899 13,169 10,935 45,652 39,210: 9,536 15,979
Old : 55,189: 16,584 12,376 15,899 13,169 10,935 45,652 39,210: 9,536 15,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 4,971: -89 1,651 2,467 458 -72 2,836 4,046: 2,135 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 22.4 28.8 23.9 19.8 82.7 71.0: 17.3 29.0
Old : 100.0: 30.0 22.4 28.8 23.9 19.8 82.7 71.0: 17.3 29.0
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 : 191: 46 64 58 57 57 143 147:
Old : 191: 46 64 58 57 57 143 147:
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 : 16.2 10.8 27.4 18.7 14.9 6.8 23.5 12.4
Old : 16.2 10.8 27.4 18.7 14.9 6.8 23.5 12.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 31,065: 937 13,664 4,568 24,710 10,790 30,214 29,022: 851 2,044
Old : 31,065: 937 13,664 4,568 24,710 10,790 30,214 29,022: 851 2,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -5,526: -352 -2,552 -1,217 -3,980 -1,604 -5,548 -5,372: 21 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 44.0 14.7 79.5 34.7 97.3 93.4: 2.7 6.6
Old : 100.0: 3.0 44.0 14.7 79.5 34.7 97.3 93.4: 2.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 7 26 20 26 26 49 56:
Old : 69: 7 26 20 26 26 49 56:
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 : 47.3 40.9 65.4 57.6 46.9 40.8 63.7 55.4
Old : 47.3 40.9 65.4 57.6 46.9 40.8 63.7 55.4
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, September 06, 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 : 39,093: 21,344 11,095 398 16,030 27,067 37,772 38,560: 1,321 533
Old : 39,093: 21,344 11,095 398 16,030 27,067 37,772 38,560: 1,321 533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 18: -98 351 398 -376 -706 -76 43: 94 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 28.4 1.0 41.0 69.2 96.6 98.6: 3.4 1.4
Old : 100.0: 54.6 28.4 1.0 41.0 69.2 96.6 98.6: 3.4 1.4
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 : 24: 8 2 2 7 9 15 13:
Old : 24: 8 2 2 7 9 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.8 87.1 91.4 96.2 84.0 87.1 90.6 95.3
Old : 84.8 87.1 91.4 96.2 84.0 87.1 90.6 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 143,591: 42,154 22,564 12,063 54,858 83,627 109,076 118,254: 34,516 25,338
Old : 143,591: 42,154 22,564 12,063 54,858 83,627 109,076 118,254: 34,516 25,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -130: -5,099 -2,040 4,466 2,331 -3,084 1,697 -658: -1,828 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 15.7 8.4 38.2 58.2 76.0 82.4: 24.0 17.6
Old : 100.0: 29.4 15.7 8.4 38.2 58.2 76.0 82.4: 24.0 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 : 84: 27 23 19 25 28 65 57:
Old : 84: 27 23 19 25 28 65 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 40.0 42.9 49.5 30.4 39.8 39.4 48.7
Old : 32.8 40.0 42.9 49.5 30.4 39.8 39.4 48.7
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, September 06, 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 : 47,822: 22,662 21,769 1,170 15,774 6,508 39,607 29,448: 8,216 18,375
Old : 47,822: 22,662 21,769 1,170 15,774 6,508 39,607 29,448: 8,216 18,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 3,334: -1,693 5,178 254 3,936 -145 2,498 5,287: 836 -1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 45.5 2.4 33.0 13.6 82.8 61.6: 17.2 38.4
Old : 100.0: 47.4 45.5 2.4 33.0 13.6 82.8 61.6: 17.2 38.4
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 : 41: 9 16 9 12 12 25 33:
Old : 41: 9 16 9 12 12 25 33:
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 : 53.8 31.1 67.5 39.2 53.0 31.1 66.6 39.0
Old : 53.8 31.1 67.5 39.2 53.0 31.1 66.6 39.0
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, September 06, 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 : 163,134: 16,854 75,291 14,945 126,648 67,258 158,446 157,494: 4,688 5,640
Old : 163,134: 16,854 75,291 14,945 126,648 67,258 158,446 157,494: 4,688 5,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 48,358: -3,035 22,045 3,659 47,733 22,976 48,358 48,680: 0 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 46.2 9.2 77.6 41.2 97.1 96.5: 2.9 3.5
Old : 100.0: 10.3 46.2 9.2 77.6 41.2 97.1 96.5: 2.9 3.5
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 : 133: 34 57 20 21 27 72 91:
Old : 133: 34 57 20 21 27 72 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 33.8 75.2 51.3 55.3 28.4 62.6 39.9
Old : 57.8 33.8 75.2 51.3 55.3 28.4 62.6 39.9
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, September 06, 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 : 294,748: 36,456 124,600 32,174 200,171 95,495 268,801 252,269: 25,947 42,479
Old : 294,748: 36,456 124,600 32,174 200,171 95,495 268,801 252,269: 25,947 42,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 14,456: -2,422 -4,214 10,150 865 8,650 8,593 14,586: 5,863 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 42.3 10.9 67.9 32.4 91.2 85.6: 8.8 14.4
Old : 100.0: 12.4 42.3 10.9 67.9 32.4 91.2 85.6: 8.8 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 : 137: 28 54 25 29 52 73 116:
Old : 137: 28 54 25 29 52 73 116:
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 29.3 62.0 37.9 48.9 28.6 56.9 36.5
Old : 52.6 29.3 62.0 37.9 48.9 28.6 56.9 36.5
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, September 06, 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 : 206,408: 80,442 27,035 29,151 65,531 112,377 175,124 168,564: 31,284 37,844
Old : 206,408: 80,442 27,035 29,151 65,531 112,377 175,124 168,564: 31,284 37,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -4,962: -8,601 213 3,710 -2,876 -10,119 -7,767 -6,196: 2,804 1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 13.1 14.1 31.7 54.4 84.8 81.7: 15.2 18.3
Old : 100.0: 39.0 13.1 14.1 31.7 54.4 84.8 81.7: 15.2 18.3
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 : 115: 28 40 22 31 39 72 88:
Old : 115: 28 40 22 31 39 72 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 : 29.3 34.1 39.5 42.2 28.3 28.1 37.3 33.4
Old : 29.3 34.1 39.5 42.2 28.3 28.1 37.3 33.4
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, September 06, 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 : 443,910: 90,950 193,235 43,044 260,639 136,939 394,633 373,218: 49,278 70,693
Old : 443,910: 90,950 193,235 43,044 260,639 136,939 394,633 373,218: 49,278 70,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 4,906: -7,524 1,659 488 12,663 903 5,628 3,050: -722 1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 43.5 9.7 58.7 30.8 88.9 84.1: 11.1 15.9
Old : 100.0: 20.5 43.5 9.7 58.7 30.8 88.9 84.1: 11.1 15.9
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 : 227: 58 87 53 62 63 146 179:
Old : 227: 58 87 53 62 63 146 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 20.6 37.2 31.0 22.2 20.6 33.8 30.3
Old : 25.1 20.6 37.2 31.0 22.2 20.6 33.8 30.3
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, September 06, 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 : 27,330: 18,392 7,800 0 7,097 18,716 25,489 26,516: 1,841 814
Old : 27,330: 18,392 7,800 0 7,097 18,716 25,489 26,516: 1,841 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -6,159: 2,308 -7,484 -265 -8,240 1,901 -6,197 -5,848: 38 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 28.5 0.0 26.0 68.5 93.3 97.0: 6.7 3.0
Old : 100.0: 67.3 28.5 0.0 26.0 68.5 93.3 97.0: 6.7 3.0
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 : 37: 18 11 0 4 6 22 17:
Old : 37: 18 11 0 4 6 22 17:
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 : 71.4 77.9 83.9 88.5 71.4 73.9 80.9 84.4
Old : 71.4 77.9 83.9 88.5 71.4 73.9 80.9 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 51,939: 37,243 31,115 77 8,475 16,386 45,795 47,578: 6,144 4,361
Old : 51,939: 37,243 31,115 77 8,475 16,386 45,795 47,578: 6,144 4,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 5,443: 5,496 1,261 -256 -276 4,101 4,964 5,106: 479 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 59.9 0.1 16.3 31.5 88.2 91.6: 11.8 8.4
Old : 100.0: 71.7 59.9 0.1 16.3 31.5 88.2 91.6: 11.8 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 52 19 6 11 16 67 37:
Old : 92: 52 19 6 11 16 67 37:
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 : 34.3 56.7 48.7 68.8 34.3 56.5 48.4 68.6
Old : 34.3 56.7 48.7 68.8 34.3 56.5 48.4 68.6
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, September 06, 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 :19,380,553: 1,004,316 1,681,624 8,104,882 9,495,160 8,402,772 18,604,358 18,189,278: 776,195 1,191,274
Old :19,380,553: 1,004,316 1,681,624 8,104,882 9,495,160 8,402,772 18,604,358 18,189,278: 776,195 1,191,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -88,543: -51,006 78,368 -59,916 63,122 -76,845 -47,800 -58,394: -40,742 -30,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.7 41.8 49.0 43.4 96.0 93.9: 4.0 6.1
Old : 100.0: 5.2 8.7 41.8 49.0 43.4 96.0 93.9: 4.0 6.1
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 : 329: 53 117 141 140 146 296 309:
Old : 329: 53 117 141 140 146 296 309:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.8 19.8 37.6 30.9 16.8 9.1 20.5 11.9
Old : 24.8 19.8 37.6 30.9 16.8 9.1 20.5 11.9
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, September 06, 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 : 975,590: 131,664 89,397 162,713 582,274 615,870 876,651 867,979: 98,939 107,611
Old : 975,590: 131,664 89,397 162,713 582,274 615,870 876,651 867,979: 98,939 107,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 26,479: -3,869 5,736 953 27,736 17,365 24,820 24,054: 1,659 2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.2 16.7 59.7 63.1 89.9 89.0: 10.1 11.0
Old : 100.0: 13.5 9.2 16.7 59.7 63.1 89.9 89.0: 10.1 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 : 670: 157 172 165 263 264 505 517:
Old : 670: 157 172 165 263 264 505 517:
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 : 13.0 13.7 20.7 22.1 8.3 9.0 13.7 13.6
Old : 13.0 13.7 20.7 22.1 8.3 9.0 13.7 13.6
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, September 06, 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 : 207,076: 17,268 12,754 48,479 100,372 122,936 166,119 184,169: 40,957 22,906
Old : 207,076: 17,268 12,754 48,479 100,372 122,936 166,119 184,169: 40,957 22,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 9,342: -3,291 213 2,686 9,476 5,405 8,871 8,304: 470 1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.2 23.4 48.5 59.4 80.2 88.9: 19.8 11.1
Old : 100.0: 8.3 6.2 23.4 48.5 59.4 80.2 88.9: 19.8 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 : 84: 21 15 27 39 36 73 66:
Old : 84: 21 15 27 39 36 73 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 : 25.1 31.6 38.5 50.1 11.9 20.1 17.9 29.3
Old : 25.1 31.6 38.5 50.1 11.9 20.1 17.9 29.3
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, September 06, 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 : 3,842,572: 657,580 468,813 485,569 2,409,510 2,464,666 3,552,660 3,419,048: 289,913 423,524
Old : 3,842,572: 657,580 468,813 485,569 2,409,510 2,464,666 3,552,660 3,419,048: 289,913 423,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 85,684: -12,257 18,249 701 91,298 59,800 79,742 78,750: 5,942 6,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 12.2 12.6 62.7 64.1 92.5 89.0: 7.5 11.0
Old : 100.0: 17.1 12.2 12.6 62.7 64.1 92.5 89.0: 7.5 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 : 648: 148 167 151 253 256 479 496:
Old : 648: 148 167 151 253 256 479 496:
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 : 13.4 14.8 22.2 21.9 10.0 10.4 16.3 16.1
Old : 13.4 14.8 22.2 21.9 10.0 10.4 16.3 16.1
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, September 06, 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 : 84,792: 25,724 2,202 158 46,019 78,816 71,901 81,176: 12,891 3,616
Old : 84,792: 25,724 2,202 158 46,019 78,816 71,901 81,176: 12,891 3,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -1,154: -649 -191 -21 -1,282 -904 -1,952 -1,116: 798 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.6 0.2 54.3 93.0 84.8 95.7: 15.2 4.3
Old : 100.0: 30.3 2.6 0.2 54.3 93.0 84.8 95.7: 15.2 4.3
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 : 89: 16 4 2 48 41 65 46:
Old : 89: 16 4 2 48 41 65 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 38.3 44.7 62.5 33.3 38.2 43.8 62.4
Old : 33.5 38.3 44.7 62.5 33.3 38.2 43.8 62.4
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, September 06, 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 : 66,424: 35,809 7,095 2,864 21,731 50,548 60,403 60,507: 6,021 5,917
Old : 66,424: 35,809 7,095 2,864 21,731 50,548 60,403 60,507: 6,021 5,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 897: -333 437 110 1,202 -61 978 486: -81 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 10.7 4.3 32.7 76.1 90.9 91.1: 9.1 8.9
Old : 100.0: 53.9 10.7 4.3 32.7 76.1 90.9 91.1: 9.1 8.9
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 : 274: 87 62 25 81 78 179 154:
Old : 274: 87 62 25 81 78 179 154:
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 : 21.9 28.9 34.3 45.6 21.8 28.6 34.1 45.2
Old : 21.9 28.9 34.3 45.6 21.8 28.6 34.1 45.2
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, September 06, 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 : 332,121: 179,044 35,477 14,318 108,655 252,741 302,017 302,536: 30,104 29,585
Old : 332,121: 179,044 35,477 14,318 108,655 252,741 302,017 302,536: 30,104 29,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 4,486: -1,667 2,183 548 6,008 -303 4,889 2,428: -403 2,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 10.7 4.3 32.7 76.1 90.9 91.1: 9.1 8.9
Old : 100.0: 53.9 10.7 4.3 32.7 76.1 90.9 91.1: 9.1 8.9
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 : 274: 87 62 25 81 78 179 154:
Old : 274: 87 62 25 81 78 179 154:
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 : 21.9 28.9 34.3 45.6 21.8 28.6 34.1 45.2
Old : 21.9 28.9 34.3 45.6 21.8 28.6 34.1 45.2
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, September 06, 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 : 128,669: 66,578 26,504 14,847 15,985 60,357 97,410 101,708: 31,259 26,960
Old : 128,669: 66,578 26,504 14,847 15,985 60,357 97,410 101,708: 31,259 26,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: -2,581: -3,657 102 -1,584 387 -4,043 -4,855 -5,524: 2,273 2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 20.6 11.5 12.4 46.9 75.7 79.0: 24.3 21.0
Old : 100.0: 51.7 20.6 11.5 12.4 46.9 75.7 79.0: 24.3 21.0
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 : 85: 34 26 19 20 20 70 49:
Old : 85: 34 26 19 20 20 70 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 32.6 38.2 45.1 27.7 31.7 36.9 43.0
Old : 27.7 32.6 38.2 45.1 27.7 31.7 36.9 43.0
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, September 06, 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 : 49,765: 10,644 3,000 208 28,989 39,526 39,841 42,734: 9,924 7,031
Old : 49,765: 10,644 3,000 208 28,989 39,526 39,841 42,734: 9,924 7,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 12,969: -228 356 190 11,011 11,017 10,973 11,563: 1,996 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 6.0 0.4 58.3 79.4 80.1 85.9: 19.9 14.1
Old : 100.0: 21.4 6.0 0.4 58.3 79.4 80.1 85.9: 19.9 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 13 5 2 18 13 32 19:
Old : 44: 13 5 2 18 13 32 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 71.6 61.1 78.8 30.3 52.0 41.7 58.0
Old : 47.9 71.6 61.1 78.8 30.3 52.0 41.7 58.0
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, September 06, 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 : 78,225: 17,911 7,285 3,182 43,227 32,481 64,320 42,948: 13,905 35,277
Old : 78,225: 17,911 7,285 3,182 43,227 32,481 64,320 42,948: 13,905 35,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 11,637: -1,877 525 2,424 5,982 4,650 6,529 7,599: 5,108 4,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 9.3 4.1 55.3 41.5 82.2 54.9: 17.8 45.1
Old : 100.0: 22.9 9.3 4.1 55.3 41.5 82.2 54.9: 17.8 45.1
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 : 98: 28 15 12 39 31 73 54:
Old : 98: 28 15 12 39 31 73 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 19.6 37.1 26.2 21.8 17.4 34.3 23.6
Old : 23.7 19.6 37.1 26.2 21.8 17.4 34.3 23.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2016