BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 8,257: 712 1,175 752 5,832 5,521 7,296 7,449: 961 808
Old : 8,257: 712 1,175 752 5,832 5,521 7,296 7,449: 961 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 337: -2 -95 64 302 283 365 252: -28 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.2 9.1 70.6 66.9 88.4 90.2: 11.6 9.8
Old : 100.0: 8.6 14.2 9.1 70.6 66.9 88.4 90.2: 11.6 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 9 8 19 20 28 31:
Old : 39: 3 9 8 19 20 28 31:
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 : 47.7 35.1 64.3 55.8 47.2 33.3 61.5 49.6
Old : 47.7 35.1 64.3 55.8 47.2 33.3 61.5 49.6
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 20, 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 : 52,502: 16,047 2,970 15,079 16,607 22,202 47,733 40,251: 4,769 12,251
Old : 52,502: 16,047 2,970 15,079 16,607 22,202 47,733 40,251: 4,769 12,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 1,095: 46 -226 569 725 374 1,339 717: -244 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 5.7 28.7 31.6 42.3 90.9 76.7: 9.1 23.3
Old : 100.0: 30.6 5.7 28.7 31.6 42.3 90.9 76.7: 9.1 23.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 30 14 33 32 31 74 66:
Old : 83: 30 14 33 32 31 74 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 : 31.5 24.8 45.4 36.8 30.0 20.2 41.1 28.9
Old : 31.5 24.8 45.4 36.8 30.0 20.2 41.1 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 6,452: 264 1,177 1,428 3,925 3,010 5,617 5,615: 835 837
Old : 6,452: 264 1,177 1,428 3,925 3,010 5,617 5,615: 835 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 317: -17 73 170 127 -26 280 216: 36 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 18.2 22.1 60.8 46.7 87.1 87.0: 12.9 13.0
Old : 100.0: 4.1 18.2 22.1 60.8 46.7 87.1 87.0: 12.9 13.0
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 : 40: 4 13 13 22 19 36 35:
Old : 40: 4 13 13 22 19 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 37.4 56.0 52.9 32.1 25.1 47.6 37.9
Old : 33.7 37.4 56.0 52.9 32.1 25.1 47.6 37.9
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 20, 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 : 6,134: 1,033 385 1,784 2,759 2,401 5,576 4,570: 558 1,564
Old : 6,134: 1,033 385 1,784 2,759 2,401 5,576 4,570: 558 1,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 233: 183 73 12 30 65 226 150: 7 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.3 29.1 45.0 39.1 90.9 74.5: 9.1 25.5
Old : 100.0: 16.8 6.3 29.1 45.0 39.1 90.9 74.5: 9.1 25.5
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 : 22: 8 2 9 9 8 18 18:
Old : 22: 8 2 9 9 8 18 18:
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 : 51.5 49.4 71.6 66.0 39.2 40.7 52.7 42.8
Old : 51.5 49.4 71.6 66.0 39.2 40.7 52.7 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 295,023: 87,338 49,311 96,674 87,140 107,610 271,152 253,596: 23,872 41,428
Old : 66,367: 24,680 10,760 26,351 9,069 20,745 60,100 57,856: 6,267 8,511
Other: 228,656: 74,105 49,999 58,876 78,071 86,865 211,052 195,740: 17,605 32,917
: : :
: : Changes in Commitments from: September 13, 2016 :
: 16,653: 3,782 7,549 9,632 2,724 -961 16,138 16,221: 515 432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 16.7 32.8 29.5 36.5 91.9 86.0: 8.1 14.0
Old : 100.0: 37.2 16.2 39.7 13.7 31.3 90.6 87.2: 9.4 12.8
Other: 100.0: 32.4 21.9 25.7 34.1 38.0 92.3 85.6: 7.7 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 103 97 118 86 87 257 246:
Old : 200: 60 56 55 47 66 134 151:
Other: 295: 102 87 92 76 85 222 226:
:----------------------------------------------------------------------------------------------------
: 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 : 13.2 14.9 21.9 21.5 11.8 11.2 19.6 16.2
Old : 20.1 20.4 30.7 29.7 14.0 10.5 20.5 15.0
Other: 14.9 14.3 26.0 21.2 14.9 12.3 24.6 18.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 339,975: 102,526 71,191 98,075 105,767 123,840 306,368 293,106: 33,607 46,869
Old : 339,975: 102,526 71,191 98,075 105,767 123,840 306,368 293,106: 33,607 46,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -1,784: 1,667 -2,500 274 -2,250 742 -310 -1,484: -1,474 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 20.9 28.8 31.1 36.4 90.1 86.2: 9.9 13.8
Old : 100.0: 30.2 20.9 28.8 31.1 36.4 90.1 86.2: 9.9 13.8
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 : 404: 122 103 132 135 130 321 314:
Old : 404: 122 103 132 135 130 321 314:
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 : 11.7 11.1 18.3 17.3 11.7 9.5 17.8 15.2
Old : 11.7 11.1 18.3 17.3 11.7 9.5 17.8 15.2
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 20, 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 : 3,811: 1,804 1,339 261 745 1,222 2,809 2,822: 1,002 989
Old : 3,811: 1,804 1,339 261 745 1,222 2,809 2,822: 1,002 989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 450: 61 322 -14 345 100 392 407: 59 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 35.1 6.9 19.5 32.1 73.7 74.1: 26.3 25.9
Old : 100.0: 47.3 35.1 6.9 19.5 32.1 73.7 74.1: 26.3 25.9
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 : 60: 23 16 8 17 12 45 32:
Old : 60: 23 16 8 17 12 45 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 29.8 35.9 45.7 23.5 29.7 35.7 44.9
Old : 23.5 29.8 35.9 45.7 23.5 29.7 35.7 44.9
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 20, 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 : 55,859: 17,378 13,740 17,479 12,277 9,596 47,133 40,816: 8,726 15,043
Old : 55,859: 17,378 13,740 17,479 12,277 9,596 47,133 40,816: 8,726 15,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 1,833: 963 771 953 78 287 1,994 2,011: -161 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 24.6 31.3 22.0 17.2 84.4 73.1: 15.6 26.9
Old : 100.0: 31.1 24.6 31.3 22.0 17.2 84.4 73.1: 15.6 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 : 195: 51 61 59 61 55 148 146:
Old : 195: 51 61 59 61 55 148 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 10.7 25.5 18.7 14.2 8.4 23.0 14.6
Old : 14.7 10.7 25.5 18.7 14.2 8.4 23.0 14.6
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 20, 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 : 30,984: 1,220 13,612 4,165 24,783 11,198 30,167 28,975: 817 2,010
Old : 30,984: 1,220 13,612 4,165 24,783 11,198 30,167 28,975: 817 2,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 256: 99 51 -306 465 449 258 194: -2 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 43.9 13.4 80.0 36.1 97.4 93.5: 2.6 6.5
Old : 100.0: 3.9 43.9 13.4 80.0 36.1 97.4 93.5: 2.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 9 23 20 29 27 52 56:
Old : 70: 9 23 20 29 27 52 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 : 47.2 41.9 65.5 57.8 46.9 41.7 63.8 56.5
Old : 47.2 41.9 65.5 57.8 46.9 41.7 63.8 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 35,091: 22,550 14,811 0 11,538 19,628 34,088 34,439: 1,003 652
Old : 35,091: 22,550 14,811 0 11,538 19,628 34,088 34,439: 1,003 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -10,175: 681 3,638 -3,179 -7,360 -10,749 -9,858 -10,290: -317 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 42.2 0.0 32.9 55.9 97.1 98.1: 2.9 1.9
Old : 100.0: 64.3 42.2 0.0 32.9 55.9 97.1 98.1: 2.9 1.9
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 : 23: 8 3 0 6 7 14 10:
Old : 23: 8 3 0 6 7 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 : 86.8 84.3 93.1 96.6 86.8 84.3 93.1 95.6
Old : 86.8 84.3 93.1 96.6 86.8 84.3 93.1 95.6
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 20, 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 : 154,839: 57,229 40,518 8,196 62,106 76,580 127,531 125,293: 27,308 29,545
Old : 154,839: 57,229 40,518 8,196 62,106 76,580 127,531 125,293: 27,308 29,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 15,031: 11,007 11,785 941 6,724 1,968 18,672 14,693: -3,640 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 26.2 5.3 40.1 49.5 82.4 80.9: 17.6 19.1
Old : 100.0: 37.0 26.2 5.3 40.1 49.5 82.4 80.9: 17.6 19.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 24 27 14 24 30 58 61:
Old : 86: 24 27 14 24 30 58 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 37.6 48.3 46.5 32.5 35.4 46.2 43.2
Old : 32.9 37.6 48.3 46.5 32.5 35.4 46.2 43.2
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 20, 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 : 42,435: 27,260 18,871 507 8,892 4,210 36,659 23,589: 5,776 18,846
Old : 42,435: 27,260 18,871 507 8,892 4,210 36,659 23,589: 5,776 18,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -3,891: 6,423 -641 -2,298 -6,362 -398 -2,237 -3,337: -1,654 -554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 44.5 1.2 21.0 9.9 86.4 55.6: 13.6 44.4
Old : 100.0: 64.2 44.5 1.2 21.0 9.9 86.4 55.6: 13.6 44.4
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 : 36: 11 13 6 7 8 20 25:
Old : 36: 11 13 6 7 8 20 25:
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 : 52.0 32.9 67.1 40.7 52.0 32.9 66.2 40.7
Old : 52.0 32.9 67.1 40.7 52.0 32.9 66.2 40.7
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 20, 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 : 154,720: 20,606 110,130 1,634 127,949 35,008 150,189 146,771: 4,532 7,949
Old : 154,720: 20,606 110,130 1,634 127,949 35,008 150,189 146,771: 4,532 7,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -14,737: 521 24,501 -12,796 -3,419 -27,396 -15,694 -15,691: 957 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 71.2 1.1 82.7 22.6 97.1 94.9: 2.9 5.1
Old : 100.0: 13.3 71.2 1.1 82.7 22.6 97.1 94.9: 2.9 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 36 84 11 21 16 64 104:
Old : 153: 36 84 11 21 16 64 104:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 41.9 77.1 55.0 63.3 41.9 77.1 55.0
Old : 63.3 41.9 77.1 55.0 63.3 41.9 77.1 55.0
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 20, 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 : 268,439: 66,303 123,767 23,667 158,404 81,255 248,374 228,690: 20,064 39,749
Old : 268,439: 66,303 123,767 23,667 158,404 81,255 248,374 228,690: 20,064 39,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -9,862: 28,322 3,814 -8,440 -28,049 -4,916 -8,168 -9,543: -1,695 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 46.1 8.8 59.0 30.3 92.5 85.2: 7.5 14.8
Old : 100.0: 24.7 46.1 8.8 59.0 30.3 92.5 85.2: 7.5 14.8
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 : 128: 32 49 25 26 42 72 102:
Old : 128: 32 49 25 26 42 72 102:
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 : 55.8 30.3 65.6 39.5 54.7 29.5 63.9 38.3
Old : 55.8 30.3 65.6 39.5 54.7 29.5 63.9 38.3
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 20, 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 : 170,106: 84,773 25,049 15,164 44,157 97,260 144,094 137,472: 26,012 32,633
Old : 170,106: 84,773 25,049 15,164 44,157 97,260 144,094 137,472: 26,012 32,633
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -26,641: -802 -2,838 -10,814 -13,371 -9,859 -24,986 -23,512: -1,655 -3,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 14.7 8.9 26.0 57.2 84.7 80.8: 15.3 19.2
Old : 100.0: 49.8 14.7 8.9 26.0 57.2 84.7 80.8: 15.3 19.2
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 : 111: 28 34 19 32 39 69 83:
Old : 111: 28 34 19 32 39 69 83:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 37.8 46.9 44.9 37.4 36.0 46.6 41.6
Old : 37.4 37.8 46.9 44.9 37.4 36.0 46.6 41.6
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 20, 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 : 375,526: 89,249 181,715 30,388 208,533 100,540 328,171 312,643: 47,354 62,882
Old : 375,526: 89,249 181,715 30,388 208,533 100,540 328,171 312,643: 47,354 62,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -53,068: 2,440 6,517 -16,985 -37,577 -34,243 -52,122 -44,711: -945 -8,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 48.4 8.1 55.5 26.8 87.4 83.3: 12.6 16.7
Old : 100.0: 23.8 48.4 8.1 55.5 26.8 87.4 83.3: 12.6 16.7
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 : 224: 59 86 46 61 62 143 173:
Old : 224: 59 86 46 61 62 143 173:
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 : 26.5 20.9 37.9 31.2 26.1 20.9 36.8 30.6
Old : 26.5 20.9 37.9 31.2 26.1 20.9 36.8 30.6
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, September 20, 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 : 28,687: 11,461 5,729 222 7,585 19,582 19,268 25,533: 9,419 3,154
Old : 28,687: 11,461 5,729 222 7,585 19,582 19,268 25,533: 9,419 3,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -3,050: -71 1,874 -1,637 -281 -2,800 -1,989 -2,563: -1,061 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 20.0 0.8 26.4 68.3 67.2 89.0: 32.8 11.0
Old : 100.0: 40.0 20.0 0.8 26.4 68.3 67.2 89.0: 32.8 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 : 20: 6 3 2 7 8 13 13:
Old : 20: 6 3 2 7 8 13 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 : 47.6 78.2 59.1 87.4 44.2 77.7 55.1 84.5
Old : 47.6 78.2 59.1 87.4 44.2 77.7 55.1 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 25,424: 16,161 6,804 0 7,528 17,689 23,689 24,493: 1,735 931
Old : 25,424: 16,161 6,804 0 7,528 17,689 23,689 24,493: 1,735 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -1,154: -1,430 -826 0 473 -414 -957 -1,240: -197 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 26.8 0.0 29.6 69.6 93.2 96.3: 6.8 3.7
Old : 100.0: 63.6 26.8 0.0 29.6 69.6 93.2 96.3: 6.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 14 11 0 5 5 19 16:
Old : 33: 14 11 0 5 5 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 : 75.4 79.0 85.4 90.3 75.4 74.9 82.2 86.0
Old : 75.4 79.0 85.4 90.3 75.4 74.9 82.2 86.0
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 20, 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 : 49,526: 34,778 42,694 73 9,079 3,156 43,930 45,923: 5,596 3,603
Old : 49,526: 34,778 42,694 73 9,079 3,156 43,930 45,923: 5,596 3,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -12,415: -122 12,923 -10,472 -1,484 -14,873 -12,078 -12,422: -337 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 86.2 0.1 18.3 6.4 88.7 92.7: 11.3 7.3
Old : 100.0: 70.2 86.2 0.1 18.3 6.4 88.7 92.7: 11.3 7.3
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 : 85: 47 21 6 8 13 58 37:
Old : 85: 47 21 6 8 13 58 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 : 36.3 63.0 50.9 73.3 35.8 63.0 49.3 73.3
Old : 36.3 63.0 50.9 73.3 35.8 63.0 49.3 73.3
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 20, 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 :18,222,529: 912,957 1,872,125 7,595,454 8,922,191 7,591,987 17,430,602 17,059,566: 791,927 1,162,963
Old :18,222,529: 912,957 1,872,125 7,595,454 8,922,191 7,591,987 17,430,602 17,059,566: 791,927 1,162,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
:-1,619,877: 3,364 271,944 -935,499 -677,812 -889,788 -1,609,947 -1,553,343: -9,930 -66,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 10.3 41.7 49.0 41.7 95.7 93.6: 4.3 6.4
Old : 100.0: 5.0 10.3 41.7 49.0 41.7 95.7 93.6: 4.3 6.4
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 : 306: 45 114 133 130 136 274 292:
Old : 306: 45 114 133 130 136 274 292:
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 19.8 37.7 31.6 17.4 10.2 21.6 13.0
Old : 25.1 19.8 37.7 31.6 17.4 10.2 21.6 13.0
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 20, 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 : 823,679: 113,644 86,566 135,002 479,194 501,531 727,840 723,099: 95,839 100,580
Old : 823,679: 113,644 86,566 135,002 479,194 501,531 727,840 723,099: 95,839 100,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -243,406: -4,035 -7,501 -40,128 -173,984 -173,264 -218,147 -220,893: -25,259 -22,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 10.5 16.4 58.2 60.9 88.4 87.8: 11.6 12.2
Old : 100.0: 13.8 10.5 16.4 58.2 60.9 88.4 87.8: 11.6 12.2
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 : 649: 160 154 159 247 254 481 493:
Old : 649: 160 154 159 247 254 481 493:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.1 14.9 21.6 23.3 9.6 11.2 16.0 17.6
Old : 13.1 14.9 21.6 23.3 9.6 11.2 16.0 17.6
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 20, 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 : 113,030: 9,418 6,651 27,876 42,920 48,255 80,214 82,781: 32,816 30,248
Old : 113,030: 9,418 6,651 27,876 42,920 48,255 80,214 82,781: 32,816 30,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -83,935: -6,756 -8,392 -8,254 -60,229 -58,536 -75,238 -75,181: -8,697 -8,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 5.9 24.7 38.0 42.7 71.0 73.2: 29.0 26.8
Old : 100.0: 8.3 5.9 24.7 38.0 42.7 71.0 73.2: 29.0 26.8
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 : 75: 20 17 26 34 30 68 59:
Old : 75: 20 17 26 34 30 68 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 : 22.2 25.6 31.3 37.5 9.3 18.6 15.7 25.3
Old : 22.2 25.6 31.3 37.5 9.3 18.6 15.7 25.3
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 20, 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 : 3,553,247: 543,395 421,843 513,365 2,181,372 2,266,382 3,238,132 3,201,590: 315,115 351,657
Old : 3,553,247: 543,395 421,843 513,365 2,181,372 2,266,382 3,238,132 3,201,590: 315,115 351,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -797,356: -69,333 -78,482 -76,435 -568,776 -573,640 -714,543 -728,556: -82,813 -68,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 11.9 14.4 61.4 63.8 91.1 90.1: 8.9 9.9
Old : 100.0: 15.3 11.9 14.4 61.4 63.8 91.1 90.1: 8.9 9.9
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 : 630: 149 150 146 242 248 460 475:
Old : 630: 149 150 146 242 248 460 475:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 15.6 22.2 24.2 10.6 12.5 17.5 19.7
Old : 13.5 15.6 22.2 24.2 10.6 12.5 17.5 19.7
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 20, 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 : 81,076: 21,534 2,417 205 46,978 75,898 68,717 78,520: 12,359 2,556
Old : 81,076: 21,534 2,417 205 46,978 75,898 68,717 78,520: 12,359 2,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -4,671: 947 566 -1,834 -3,983 -2,463 -4,870 -3,731: 199 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 3.0 0.3 57.9 93.6 84.8 96.8: 15.2 3.2
Old : 100.0: 26.6 3.0 0.3 57.9 93.6 84.8 96.8: 15.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 12 6 2 47 35 60 42:
Old : 83: 12 6 2 47 35 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 38.1 48.6 63.2 35.8 38.0 46.5 62.8
Old : 36.7 38.1 48.6 63.2 35.8 38.0 46.5 62.8
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, September 20, 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 : 57,212: 29,898 5,939 1,526 20,074 44,387 51,498 51,852: 5,714 5,361
Old : 57,212: 29,898 5,939 1,526 20,074 44,387 51,498 51,852: 5,714 5,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -12,291: 3,264 -1,662 -2,097 -13,092 -8,681 -11,924 -12,439: -367 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 10.4 2.7 35.1 77.6 90.0 90.6: 10.0 9.4
Old : 100.0: 52.3 10.4 2.7 35.1 77.6 90.0 90.6: 10.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 83 54 20 64 72 156 138:
Old : 249: 83 54 20 64 72 156 138:
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 : 26.3 38.8 42.9 53.5 26.3 38.8 42.7 53.4
Old : 26.3 38.8 42.9 53.5 26.3 38.8 42.7 53.4
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 20, 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 : 286,062: 149,491 29,695 7,630 100,370 221,933 257,492 259,258: 28,571 26,804
Old : 286,062: 149,491 29,695 7,630 100,370 221,933 257,492 259,258: 28,571 26,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -61,456: 16,321 -8,310 -10,484 -65,460 -43,403 -59,622 -62,196: -1,833 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 10.4 2.7 35.1 77.6 90.0 90.6: 10.0 9.4
Old : 100.0: 52.3 10.4 2.7 35.1 77.6 90.0 90.6: 10.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 83 54 20 64 72 156 138:
Old : 249: 83 54 20 64 72 156 138:
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 : 26.3 38.8 42.9 53.5 26.3 38.8 42.7 53.4
Old : 26.3 38.8 42.9 53.5 26.3 38.8 42.7 53.4
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 20, 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 : 106,432: 47,893 41,459 14,130 20,564 29,274 82,587 84,863: 23,845 21,569
Old : 106,432: 47,893 41,459 14,130 20,564 29,274 82,587 84,863: 23,845 21,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -25,515: -14,195 14,561 -4,908 -3,870 -32,192 -22,973 -22,540: -2,542 -2,975
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 39.0 13.3 19.3 27.5 77.6 79.7: 22.4 20.3
Old : 100.0: 45.0 39.0 13.3 19.3 27.5 77.6 79.7: 22.4 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 28 35 21 20 22 66 60:
Old : 90: 28 35 21 20 22 66 60:
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 : 29.5 23.6 39.0 34.7 29.2 22.8 37.4 33.2
Old : 29.5 23.6 39.0 34.7 29.2 22.8 37.4 33.2
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 20, 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 : 33,242: 10,392 3,297 18 16,170 24,991 26,580 28,306: 6,662 4,936
Old : 33,242: 10,392 3,297 18 16,170 24,991 26,580 28,306: 6,662 4,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 441: -305 -54 0 1,173 990 868 936: -427 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 9.9 0.1 48.6 75.2 80.0 85.2: 20.0 14.8
Old : 100.0: 31.3 9.9 0.1 48.6 75.2 80.0 85.2: 20.0 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 5 1 15 11 25 17:
Old : 39: 10 5 1 15 11 25 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 : 44.8 69.0 58.8 78.9 44.8 69.0 58.7 78.9
Old : 44.8 69.0 58.8 78.9 44.8 69.0 58.7 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 45,054: 6,815 5,800 695 28,707 18,310 36,217 24,805: 8,837 20,249
Old : 45,054: 6,815 5,800 695 28,707 18,310 36,217 24,805: 8,837 20,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -5,662: -5,032 612 65 -782 389 -5,749 1,066: 87 -6,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.9 1.5 63.7 40.6 80.4 55.1: 19.6 44.9
Old : 100.0: 15.1 12.9 1.5 63.7 40.6 80.4 55.1: 19.6 44.9
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 : 66: 15 10 5 29 19 48 30:
Old : 66: 15 10 5 29 19 48 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 : 33.2 27.4 46.7 38.1 33.2 26.3 45.5 35.2
Old : 33.2 27.4 46.7 38.1 33.2 26.3 45.5 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2016