BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 8,590: 649 1,648 942 6,035 5,158 7,625 7,748: 965 842
Old : 8,590: 649 1,648 942 6,035 5,158 7,625 7,748: 965 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 648: -7 48 91 520 440 604 579: 44 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 19.2 11.0 70.3 60.0 88.8 90.2: 11.2 9.8
Old : 100.0: 7.5 19.2 11.0 70.3 60.0 88.8 90.2: 11.2 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 : 40: 4 9 8 20 22 30 33:
Old : 40: 4 9 8 20 22 30 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 : 44.5 28.3 60.0 47.9 44.4 25.6 56.2 41.5
Old : 44.5 28.3 60.0 47.9 44.4 25.6 56.2 41.5
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, October 18, 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 : 54,594: 18,059 5,305 15,493 16,850 20,759 50,403 41,556: 4,191 13,037
Old : 54,594: 18,059 5,305 15,493 16,850 20,759 50,403 41,556: 4,191 13,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -355: 252 2,442 -985 -9 -1,194 -742 263: 387 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 9.7 28.4 30.9 38.0 92.3 76.1: 7.7 23.9
Old : 100.0: 33.1 9.7 28.4 30.9 38.0 92.3 76.1: 7.7 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 23 21 28 35 30 72 65:
Old : 84: 23 21 28 35 30 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 : 33.1 26.1 46.6 37.5 31.2 18.5 40.8 26.9
Old : 33.1 26.1 46.6 37.5 31.2 18.5 40.8 26.9
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, October 18, 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 : 7,200: 352 675 1,851 4,251 4,024 6,453 6,549: 746 650
Old : 7,200: 352 675 1,851 4,251 4,024 6,453 6,549: 746 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 409: 47 97 156 165 219 369 471: 41 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 9.4 25.7 59.0 55.9 89.6 91.0: 10.4 9.0
Old : 100.0: 4.9 9.4 25.7 59.0 55.9 89.6 91.0: 10.4 9.0
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 11 11 24 20 36 34:
Old : 40: 4 11 11 24 20 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 : 31.6 41.1 50.9 60.1 26.5 29.7 42.6 39.2
Old : 31.6 41.1 50.9 60.1 26.5 29.7 42.6 39.2
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, October 18, 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 : 6,868: 252 504 2,409 3,586 2,285 6,248 5,198: 620 1,670
Old : 6,868: 252 504 2,409 3,586 2,285 6,248 5,198: 620 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 212: -2 87 61 162 9 220 157: -8 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 7.3 35.1 52.2 33.3 91.0 75.7: 9.0 24.3
Old : 100.0: 3.7 7.3 35.1 52.2 33.3 91.0 75.7: 9.0 24.3
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 : 22: 5 5 9 9 8 18 18:
Old : 22: 5 5 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 : 52.2 47.1 75.9 66.0 46.6 36.1 53.0 38.6
Old : 52.2 47.1 75.9 66.0 46.6 36.1 53.0 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 299,940: 102,992 71,790 94,334 80,981 92,875 278,306 258,998: 21,634 40,942
Old : 299,526: 102,955 71,878 94,185 80,806 92,721 277,945 258,783: 21,581 40,743
Other: 414: 186 61 0 175 154 361 215: 53 199
: : :
: : Changes in Commitments from: October 11, 2016 :
: -23,405: 3,385 5,041 -25,579 -519 -4,549 -22,713 -25,087: -692 1,682
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 23.9 31.5 27.0 31.0 92.8 86.3: 7.2 13.7
Old : 100.0: 34.4 24.0 31.4 27.0 31.0 92.8 86.4: 7.2 13.6
Other: 100.0: 44.9 14.7 0.0 42.3 37.2 87.2 51.9: 12.8 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 112 114 119 86 93 254 277:
Old : 342: 112 115 119 86 93 254 277:
Other: 16: 3 4 0 2 8 5 12:
:----------------------------------------------------------------------------------------------------
: 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 : 12.3 9.9 22.1 16.6 10.9 7.7 19.9 12.8
Old : 12.3 9.9 22.1 16.6 10.9 7.7 19.9 12.8
Other: 87.0 39.6 87.2 50.7 85.7 39.6 86.0 50.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 338,763: 102,953 72,674 90,331 111,399 128,394 304,682 291,398: 34,081 47,365
Old : 338,763: 102,953 72,674 90,331 111,399 128,394 304,682 291,398: 34,081 47,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 8,706: 459 4,103 4,848 3,426 -580 8,733 8,371: -27 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 21.5 26.7 32.9 37.9 89.9 86.0: 10.1 14.0
Old : 100.0: 30.4 21.5 26.7 32.9 37.9 89.9 86.0: 10.1 14.0
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 : 398: 119 105 134 142 128 328 309:
Old : 398: 119 105 134 142 128 328 309:
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 : 11.8 10.6 19.1 16.4 11.6 9.0 17.6 14.4
Old : 11.8 10.6 19.1 16.4 11.6 9.0 17.6 14.4
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, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,916: 2,412 853 543 661 2,432 3,616 3,827: 1,300 1,089
Old : 4,916: 2,412 853 543 661 2,432 3,616 3,827: 1,300 1,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -210: -293 -81 2 108 17 -183 -62: -26 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 17.4 11.0 13.5 49.5 73.5 77.9: 26.5 22.1
Old : 100.0: 49.1 17.4 11.0 13.5 49.5 73.5 77.9: 26.5 22.1
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 : 63: 28 6 12 18 22 52 38:
Old : 63: 28 6 12 18 22 52 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 27.8 35.5 42.9 24.2 27.7 33.4 41.0
Old : 24.5 27.8 35.5 42.9 24.2 27.7 33.4 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 58,004: 18,087 15,296 18,779 11,445 8,801 48,311 42,876: 9,693 15,127
Old : 58,004: 18,087 15,296 18,779 11,445 8,801 48,311 42,876: 9,693 15,127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 2,229: -51 -264 1,946 -366 181 1,528 1,863: 700 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 26.4 32.4 19.7 15.2 83.3 73.9: 16.7 26.1
Old : 100.0: 31.2 26.4 32.4 19.7 15.2 83.3 73.9: 16.7 26.1
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 : 200: 53 70 63 55 54 146 158:
Old : 200: 53 70 63 55 54 146 158:
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 11.4 27.4 20.1 15.8 8.8 24.2 14.7
Old : 16.2 11.4 27.4 20.1 15.8 8.8 24.2 14.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 4,853: 233 3,715 176 3,175 610 3,584 4,501: 1,269 351
Old : 4,853: 233 3,715 176 3,175 610 3,584 4,501: 1,269 351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 83: 25 63 -19 41 26 48 70: 35 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 76.6 3.6 65.4 12.6 73.9 92.8: 26.1 7.2
Old : 100.0: 4.8 76.6 3.6 65.4 12.6 73.9 92.8: 26.1 7.2
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 : 20: 4 6 5 9 4 15 13:
Old : 20: 4 6 5 9 4 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 : 50.7 79.2 64.4 88.2 50.7 79.2 63.9 84.0
Old : 50.7 79.2 64.4 88.2 50.7 79.2 63.9 84.0
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, October 18, 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 : 31,907: 1,653 15,525 3,698 25,876 10,679 31,227 29,901: 680 2,006
Old : 31,907: 1,653 15,525 3,698 25,876 10,679 31,227 29,901: 680 2,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 145: 8 9 -69 218 285 157 225: -12 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 48.7 11.6 81.1 33.5 97.9 93.7: 2.1 6.3
Old : 100.0: 5.2 48.7 11.6 81.1 33.5 97.9 93.7: 2.1 6.3
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 : 71: 11 23 19 28 26 51 56:
Old : 71: 11 23 19 28 26 51 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 : 51.2 46.4 69.3 62.2 50.8 46.1 67.2 60.6
Old : 51.2 46.4 69.3 62.2 50.8 46.1 67.2 60.6
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, October 18, 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 : 44,687: 32,552 654 0 10,918 43,448 43,470 44,102: 1,217 585
Old : 44,687: 32,552 654 0 10,918 43,448 43,470 44,102: 1,217 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -331: 1,015 -13,213 0 -1,367 12,980 -352 -233: 21 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 1.5 0.0 24.4 97.2 97.3 98.7: 2.7 1.3
Old : 100.0: 72.8 1.5 0.0 24.4 97.2 97.3 98.7: 2.7 1.3
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 : 31: 11 4 0 7 10 18 14:
Old : 31: 11 4 0 7 10 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.4 83.2 92.4 94.8 87.4 83.2 92.4 94.4
Old : 87.4 83.2 92.4 94.8 87.4 83.2 92.4 94.4
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, October 18, 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 : 114,055: 23,350 36,993 7,424 53,608 38,545 84,382 82,963: 29,673 31,093
Old : 114,055: 23,350 36,993 7,424 53,608 38,545 84,382 82,963: 29,673 31,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -6,752: -7,860 -4,877 1,145 -1,679 1,586 -8,395 -2,146: 1,643 -4,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 32.4 6.5 47.0 33.8 74.0 72.7: 26.0 27.3
Old : 100.0: 20.5 32.4 6.5 47.0 33.8 74.0 72.7: 26.0 27.3
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: 22 32 10 21 28 50 63:
Old : 85: 22 32 10 21 28 50 63:
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 19.9 42.1 31.4 27.4 19.8 39.6 29.4
Old : 29.5 19.9 42.1 31.4 27.4 19.8 39.6 29.4
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, October 18, 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 : 65,107: 18,316 34,679 1,139 38,719 4,845 58,175 40,663: 6,933 24,444
Old : 65,107: 18,316 34,679 1,139 38,719 4,845 58,175 40,663: 6,933 24,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 7,696: -1,812 5,007 619 8,515 1,046 7,323 6,671: 373 1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 53.3 1.7 59.5 7.4 89.4 62.5: 10.6 37.5
Old : 100.0: 28.1 53.3 1.7 59.5 7.4 89.4 62.5: 10.6 37.5
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 : 47: 9 21 6 13 11 26 34:
Old : 47: 9 21 6 13 11 26 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 : 54.3 33.2 69.1 42.6 53.8 33.2 68.5 41.5
Old : 54.3 33.2 69.1 42.6 53.8 33.2 68.5 41.5
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, October 18, 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 : 132,707: 33,429 64,895 3,773 89,476 57,626 126,678 126,294: 6,029 6,413
Old : 132,707: 33,429 64,895 3,773 89,476 57,626 126,678 126,294: 6,029 6,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -5,245: -4,305 -24,957 474 -2,660 19,258 -6,492 -5,225: 1,247 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 48.9 2.8 67.4 43.4 95.5 95.2: 4.5 4.8
Old : 100.0: 25.2 48.9 2.8 67.4 43.4 95.5 95.2: 4.5 4.8
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 : 146: 45 65 12 21 21 74 91:
Old : 146: 45 65 12 21 21 74 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 : 54.7 39.2 72.6 53.3 54.7 39.0 72.6 53.1
Old : 54.7 39.2 72.6 53.3 54.7 39.0 72.6 53.1
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, October 18, 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 : 305,055: 53,084 140,607 31,504 186,624 90,410 271,213 262,522: 33,843 42,534
Old : 305,055: 53,084 140,607 31,504 186,624 90,410 271,213 262,522: 33,843 42,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -1,325: 1,704 -149 -3,361 223 771 -1,434 -2,740: 109 1,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 46.1 10.3 61.2 29.6 88.9 86.1: 11.1 13.9
Old : 100.0: 17.4 46.1 10.3 61.2 29.6 88.9 86.1: 11.1 13.9
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 : 149: 36 62 27 27 45 81 116:
Old : 149: 36 62 27 27 45 81 116:
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 : 50.5 27.3 58.8 37.2 47.9 26.6 54.9 35.8
Old : 50.5 27.3 58.8 37.2 47.9 26.6 54.9 35.8
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, October 18, 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 : 198,115: 73,916 38,501 20,097 76,788 101,899 170,801 160,497: 27,314 37,618
Old : 198,115: 73,916 38,501 20,097 76,788 101,899 170,801 160,497: 27,314 37,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 10,999: -4,221 5,457 1,812 13,365 2,097 10,956 9,367: 43 1,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 19.4 10.1 38.8 51.4 86.2 81.0: 13.8 19.0
Old : 100.0: 37.3 19.4 10.1 38.8 51.4 86.2 81.0: 13.8 19.0
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 : 124: 30 42 24 35 40 80 92:
Old : 124: 30 42 24 35 40 80 92:
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 : 25.2 32.6 39.1 42.3 24.0 28.7 37.3 36.2
Old : 25.2 32.6 39.1 42.3 24.0 28.7 37.3 36.2
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, October 18, 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 : 478,817: 123,971 236,045 40,063 264,828 136,735 428,862 412,843: 49,955 65,974
Old : 478,817: 123,971 236,045 40,063 264,828 136,735 428,862 412,843: 49,955 65,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 40,063: 14,056 29,087 2,697 23,070 8,858 39,822 40,642: 240 -579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 49.3 8.4 55.3 28.6 89.6 86.2: 10.4 13.8
Old : 100.0: 25.9 49.3 8.4 55.3 28.6 89.6 86.2: 10.4 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 : 251: 73 94 57 62 63 158 193:
Old : 251: 73 94 57 62 63 158 193:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.7 23.3 40.6 34.4 25.6 23.3 37.1 32.8
Old : 28.7 23.3 40.6 34.4 25.6 23.3 37.1 32.8
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, October 18, 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 : 30,454: 12,894 878 448 7,168 25,606 20,510 26,932: 9,944 3,522
Old : 30,454: 12,894 878 448 7,168 25,606 20,510 26,932: 9,944 3,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 267: -453 -286 84 17 646 -352 444: 619 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 2.9 1.5 23.5 84.1 67.3 88.4: 32.7 11.6
Old : 100.0: 42.3 2.9 1.5 23.5 84.1 67.3 88.4: 32.7 11.6
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 : 21: 9 2 3 5 8 14 13:
Old : 21: 9 2 3 5 8 14 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 : 46.6 79.7 57.8 86.1 44.0 79.7 54.9 85.1
Old : 46.6 79.7 57.8 86.1 44.0 79.7 54.9 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 28,702: 20,080 2,989 493 6,296 24,247 26,869 27,729: 1,833 973
Old : 28,702: 20,080 2,989 493 6,296 24,247 26,869 27,729: 1,833 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -127: -60 -2,309 -40 -133 2,172 -233 -177: 106 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 10.4 1.7 21.9 84.5 93.6 96.6: 6.4 3.4
Old : 100.0: 70.0 10.4 1.7 21.9 84.5 93.6 96.6: 6.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 16 7 2 3 5 20 14:
Old : 32: 16 7 2 3 5 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 85.3 86.2 93.3 79.8 85.3 86.0 92.8
Old : 79.8 85.3 86.2 93.3 79.8 85.3 86.0 92.8
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, October 18, 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 : 47,413: 29,513 29,666 158 12,805 13,729 42,476 43,553: 4,937 3,860
Old : 47,413: 29,513 29,666 158 12,805 13,729 42,476 43,553: 4,937 3,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 289: -1,449 -9,032 -41 2,220 9,143 730 70: -441 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 62.6 0.3 27.0 29.0 89.6 91.9: 10.4 8.1
Old : 100.0: 62.2 62.6 0.3 27.0 29.0 89.6 91.9: 10.4 8.1
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 : 85: 46 18 6 11 14 58 37:
Old : 85: 46 18 6 11 14 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 : 29.4 65.5 44.9 76.4 27.8 65.5 43.2 76.4
Old : 29.4 65.5 44.9 76.4 27.8 65.5 43.2 76.4
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, October 18, 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 :18,558,547: 708,893 2,232,609 7,633,211 9,474,467 7,496,803 17,816,571 17,362,623: 741,976 1,195,924
Old :18,558,547: 708,893 2,232,609 7,633,211 9,474,467 7,496,803 17,816,571 17,362,623: 741,976 1,195,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -728,093: -44,870 -11,975 -559,044 -164,304 -160,954 -768,218 -731,973: 40,124 3,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 12.0 41.1 51.1 40.4 96.0 93.6: 4.0 6.4
Old : 100.0: 3.8 12.0 41.1 51.1 40.4 96.0 93.6: 4.0 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 : 314: 49 112 135 134 140 281 299:
Old : 314: 49 112 135 134 140 281 299:
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 18.5 38.7 30.5 19.7 9.9 23.5 13.0
Old : 26.5 18.5 38.7 30.5 19.7 9.9 23.5 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, October 18, 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 : 852,492: 109,281 90,007 135,901 493,362 511,074 738,545 736,981: 113,947 115,511
Old : 852,492: 109,281 90,007 135,901 493,362 511,074 738,545 736,981: 113,947 115,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -1,995: 4,434 -11,816 2,723 -3,629 10,391 3,528 1,298: -5,523 -3,293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 10.6 15.9 57.9 60.0 86.6 86.5: 13.4 13.5
Old : 100.0: 12.8 10.6 15.9 57.9 60.0 86.6 86.5: 13.4 13.5
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 : 659: 162 168 176 245 253 493 512:
Old : 659: 162 168 176 245 253 493 512:
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 16.1 20.8 24.3 9.0 11.9 15.0 17.5
Old : 13.0 16.1 20.8 24.3 9.0 11.9 15.0 17.5
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, October 18, 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 : 130,166: 10,548 2,244 30,981 55,932 52,053 97,461 85,277: 32,704 44,888
Old : 130,166: 10,548 2,244 30,981 55,932 52,053 97,461 85,277: 32,704 44,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -121: 2,072 -1,510 2,734 -1,166 219 3,641 1,444: -3,761 -1,565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.7 23.8 43.0 40.0 74.9 65.5: 25.1 34.5
Old : 100.0: 8.1 1.7 23.8 43.0 40.0 74.9 65.5: 25.1 34.5
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 : 76: 22 12 28 35 32 71 60:
Old : 76: 22 12 28 35 32 71 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 : 19.8 22.6 31.9 33.1 14.6 17.4 21.5 22.3
Old : 19.8 22.6 31.9 33.1 14.6 17.4 21.5 22.3
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, October 18, 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 : 3,611,632: 517,594 462,740 500,674 2,187,149 2,295,106 3,205,417 3,258,520: 406,215 353,112
Old : 3,611,632: 517,594 462,740 500,674 2,187,149 2,295,106 3,205,417 3,258,520: 406,215 353,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -9,371: 15,228 -48,115 -3,474 -12,316 50,858 -562 -731: -8,809 -8,640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 12.8 13.9 60.6 63.5 88.8 90.2: 11.2 9.8
Old : 100.0: 14.3 12.8 13.9 60.6 63.5 88.8 90.2: 11.2 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 : 634: 150 164 163 237 243 467 490:
Old : 634: 150 164 163 237 243 467 490:
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 : 13.6 17.3 21.5 26.1 9.9 14.2 16.5 20.5
Old : 13.6 17.3 21.5 26.1 9.9 14.2 16.5 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 84,328: 22,329 2,945 126 49,479 78,107 71,934 81,178: 12,394 3,150
Old : 84,328: 22,329 2,945 126 49,479 78,107 71,934 81,178: 12,394 3,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 1,470: -221 459 -479 433 2,010 -267 1,990: 1,737 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 3.5 0.1 58.7 92.6 85.3 96.3: 14.7 3.7
Old : 100.0: 26.5 3.5 0.1 58.7 92.6 85.3 96.3: 14.7 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 : 81: 16 6 2 43 34 59 42:
Old : 81: 16 6 2 43 34 59 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 40.9 49.3 67.0 37.4 40.8 48.8 65.7
Old : 37.7 40.9 49.3 67.0 37.4 40.8 48.8 65.7
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, October 18, 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 : 63,246: 37,087 5,285 1,602 18,399 50,876 57,088 57,762: 6,158 5,484
Old : 63,246: 37,087 5,285 1,602 18,399 50,876 57,088 57,762: 6,158 5,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 1,565: 5,092 -523 -448 -785 2,956 3,860 1,985: -2,295 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 8.4 2.5 29.1 80.4 90.3 91.3: 9.7 8.7
Old : 100.0: 58.6 8.4 2.5 29.1 80.4 90.3 91.3: 9.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 91 51 24 65 70 167 135:
Old : 255: 91 51 24 65 70 167 135:
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 : 26.4 34.1 40.7 52.8 26.4 33.9 40.7 52.6
Old : 26.4 34.1 40.7 52.8 26.4 33.9 40.7 52.6
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, October 18, 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 : 316,229: 185,435 26,424 8,010 91,994 254,378 285,440 288,811: 30,790 27,418
Old : 316,229: 185,435 26,424 8,010 91,994 254,378 285,440 288,811: 30,790 27,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 7,824: 25,460 -2,614 -2,238 -3,923 14,778 19,298 9,926: -11,474 -2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 8.4 2.5 29.1 80.4 90.3 91.3: 9.7 8.7
Old : 100.0: 58.6 8.4 2.5 29.1 80.4 90.3 91.3: 9.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 91 51 24 65 70 167 135:
Old : 255: 91 51 24 65 70 167 135:
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 : 26.4 34.1 40.7 52.8 26.4 33.9 40.7 52.6
Old : 26.4 34.1 40.7 52.8 26.4 33.9 40.7 52.6
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, October 18, 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 : 142,484: 79,520 50,894 13,030 19,589 55,276 112,139 119,200: 30,345 23,284
Old : 142,484: 79,520 50,894 13,030 19,589 55,276 112,139 119,200: 30,345 23,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 11,424: 7,470 2,970 392 1,389 6,678 9,251 10,040: 2,173 1,384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 35.7 9.1 13.7 38.8 78.7 83.7: 21.3 16.3
Old : 100.0: 55.8 35.7 9.1 13.7 38.8 78.7 83.7: 21.3 16.3
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 : 97: 42 26 18 20 26 75 57:
Old : 97: 42 26 18 20 26 75 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 : 29.3 37.8 39.2 50.6 28.9 36.5 37.7 47.3
Old : 29.3 37.8 39.2 50.6 28.9 36.5 37.7 47.3
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, October 18, 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 : 33,116: 11,160 3,335 8 14,635 25,085 25,803 28,428: 7,313 4,688
Old : 33,116: 11,160 3,335 8 14,635 25,085 25,803 28,428: 7,313 4,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 254: 1,533 776 0 146 -495 1,679 281: -1,425 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 10.1 0.0 44.2 75.7 77.9 85.8: 22.1 14.2
Old : 100.0: 33.7 10.1 0.0 44.2 75.7 77.9 85.8: 22.1 14.2
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 : 41: 14 5 1 13 11 27 17:
Old : 41: 14 5 1 13 11 27 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 : 42.3 69.6 55.4 79.2 42.3 69.6 55.4 79.2
Old : 42.3 69.6 55.4 79.2 42.3 69.6 55.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 54,100: 13,327 6,674 1,769 29,992 29,752 45,088 38,195: 9,012 15,905
Old : 54,100: 13,327 6,674 1,769 29,992 29,752 45,088 38,195: 9,012 15,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 3,384: 2,380 631 -247 83 906 2,216 1,290: 1,168 2,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 12.3 3.3 55.4 55.0 83.3 70.6: 16.7 29.4
Old : 100.0: 24.6 12.3 3.3 55.4 55.0 83.3 70.6: 16.7 29.4
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 : 79: 20 14 6 26 28 50 44:
Old : 79: 20 14 6 26 28 50 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 26.7 45.3 39.5 29.1 25.2 44.8 34.7
Old : 29.1 26.7 45.3 39.5 29.1 25.2 44.8 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2016