BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 8,872: 842 1,648 1,032 6,063 5,312 7,937 7,992: 935 880
Old : 8,872: 842 1,648 1,032 6,063 5,312 7,937 7,992: 935 880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 246: 97 42 51 51 23 199 116: 47 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 18.6 11.6 68.3 59.9 89.5 90.1: 10.5 9.9
Old : 100.0: 9.5 18.6 11.6 68.3 59.9 89.5 90.1: 10.5 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 : 41: 5 10 9 20 21 32 33:
Old : 41: 5 10 9 20 21 32 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 : 44.2 28.3 59.9 47.7 43.8 26.2 56.3 39.9
Old : 44.2 28.3 59.9 47.7 43.8 26.2 56.3 39.9
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, November 01, 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 : 59,878: 20,474 7,613 16,598 18,155 22,228 55,227 46,438: 4,651 13,439
Old : 59,878: 20,474 7,613 16,598 18,155 22,228 55,227 46,438: 4,651 13,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 3,187: 1,267 2,242 324 964 1,000 2,556 3,566: 631 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 12.7 27.7 30.3 37.1 92.2 77.6: 7.8 22.4
Old : 100.0: 34.2 12.7 27.7 30.3 37.1 92.2 77.6: 7.8 22.4
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 : 91: 29 21 34 36 30 77 73:
Old : 91: 29 21 34 36 30 77 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 27.6 48.7 38.8 32.7 21.5 40.6 29.6
Old : 34.8 27.6 48.7 38.8 32.7 21.5 40.6 29.6
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, November 01, 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 : 8,286: 351 774 2,427 4,736 4,253 7,514 7,455: 772 831
Old : 8,286: 351 774 2,427 4,736 4,253 7,514 7,455: 772 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 594: 18 -15 440 132 161 591 586: 3 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 9.3 29.3 57.2 51.3 90.7 90.0: 9.3 10.0
Old : 100.0: 4.2 9.3 29.3 57.2 51.3 90.7 90.0: 9.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 13 13 23 18 37 32:
Old : 40: 2 13 13 23 18 37 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 : 32.2 40.0 50.4 57.8 24.0 26.4 39.6 32.8
Old : 32.2 40.0 50.4 57.8 24.0 26.4 39.6 32.8
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, November 01, 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 : 7,084: 364 725 2,295 3,827 2,294 6,486 5,314: 599 1,771
Old : 7,084: 364 725 2,295 3,827 2,294 6,486 5,314: 599 1,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -6: 120 12 -72 -28 8 20 -52: -27 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.2 32.4 54.0 32.4 91.5 75.0: 8.5 25.0
Old : 100.0: 5.1 10.2 32.4 54.0 32.4 91.5 75.0: 8.5 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.3 47.8 77.4 65.9 48.8 37.0 56.2 40.8
Old : 53.3 47.8 77.4 65.9 48.8 37.0 56.2 40.8
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, November 01, 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 : 292,534: 89,995 62,012 98,726 84,407 91,591 273,127 252,328: 19,406 40,206
Old : 291,549: 90,000 62,287 98,385 84,003 91,110 272,388 251,781: 19,161 39,768
Other: 985: 279 9 57 404 481 740 547: 245 438
: : :
: : Changes in Commitments from: October 25, 2016 :
: -7,349: -7,749 -12,984 3,545 -237 368 -4,441 -9,071: -2,908 1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 21.2 33.7 28.9 31.3 93.4 86.3: 6.6 13.7
Old : 100.0: 30.9 21.4 33.7 28.8 31.3 93.4 86.4: 6.6 13.6
Other: 100.0: 28.4 0.9 5.8 41.0 48.8 75.1 55.5: 24.9 44.5
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 98 122 129 83 91 256 277:
Old : 335: 98 123 129 83 91 256 277:
Other: 22: 5 5 3 5 11 12 17:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 9.1 22.6 15.6 11.2 6.2 20.2 11.4
Old : 12.6 9.2 22.6 15.6 11.3 6.2 20.2 11.4
Other: 65.2 37.0 73.0 50.0 62.8 35.8 64.7 44.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 348,502: 105,423 58,814 95,249 117,873 145,633 318,546 299,697: 29,956 48,805
Old : 348,502: 105,423 58,814 95,249 117,873 145,633 318,546 299,697: 29,956 48,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 3,594: -562 -9,237 3,519 2,364 9,541 5,321 3,823: -1,727 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 16.9 27.3 33.8 41.8 91.4 86.0: 8.6 14.0
Old : 100.0: 30.3 16.9 27.3 33.8 41.8 91.4 86.0: 8.6 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 : 417: 120 113 146 140 143 341 332:
Old : 417: 120 113 146 140 143 341 332:
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 18.8 17.2 11.5 9.3 17.5 14.8
Old : 11.7 11.1 18.8 17.2 11.5 9.3 17.5 14.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 4,191: 1,481 1,276 245 1,063 1,660 2,789 3,181: 1,402 1,010
Old : 4,191: 1,481 1,276 245 1,063 1,660 2,789 3,181: 1,402 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -54: -501 289 -66 449 -273 -118 -49: 63 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 30.4 5.8 25.4 39.6 66.5 75.9: 33.5 24.1
Old : 100.0: 35.3 30.4 5.8 25.4 39.6 66.5 75.9: 33.5 24.1
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 : 49: 14 12 7 16 17 34 33:
Old : 49: 14 12 7 16 17 34 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 : 32.8 28.1 44.2 44.0 31.8 27.9 43.0 43.0
Old : 32.8 28.1 44.2 44.0 31.8 27.9 43.0 43.0
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, November 01, 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 : 52,019: 18,217 14,536 13,699 11,640 9,268 43,556 37,504: 8,463 14,515
Old : 52,019: 18,217 14,536 13,699 11,640 9,268 43,556 37,504: 8,463 14,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -6,080: -487 -847 -4,534 -420 63 -5,441 -5,318: -639 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 27.9 26.3 22.4 17.8 83.7 72.1: 16.3 27.9
Old : 100.0: 35.0 27.9 26.3 22.4 17.8 83.7 72.1: 16.3 27.9
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 : 204: 54 62 63 55 56 148 152:
Old : 204: 54 62 63 55 56 148 152:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 10.6 28.8 19.2 18.2 9.4 25.1 16.6
Old : 18.2 10.6 28.8 19.2 18.2 9.4 25.1 16.6
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, November 01, 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 : 5,301: 312 4,058 208 3,782 609 4,303 4,876: 998 425
Old : 5,301: 312 4,058 208 3,782 609 4,303 4,876: 998 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 285: 68 234 49 261 -2 377 281: -92 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 76.6 3.9 71.3 11.5 81.2 92.0: 18.8 8.0
Old : 100.0: 5.9 76.6 3.9 71.3 11.5 81.2 92.0: 18.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 6 5 12 4 19 13:
Old : 23: 5 6 5 12 4 19 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 : 49.5 78.7 65.9 88.2 49.5 78.3 65.4 83.4
Old : 49.5 78.7 65.9 88.2 49.5 78.3 65.4 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 34,676: 1,835 17,365 4,567 27,541 10,760 33,943 32,692: 732 1,984
Old : 34,676: 1,835 17,365 4,567 27,541 10,760 33,943 32,692: 732 1,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,033: -8 1,181 276 719 -229 987 1,228: 46 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 50.1 13.2 79.4 31.0 97.9 94.3: 2.1 5.7
Old : 100.0: 5.3 50.1 13.2 79.4 31.0 97.9 94.3: 2.1 5.7
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 : 72: 10 25 19 28 26 52 56:
Old : 72: 10 25 19 28 26 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 : 50.6 45.4 68.3 61.7 50.3 45.4 65.6 58.6
Old : 50.6 45.4 68.3 61.7 50.3 45.4 65.6 58.6
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, November 01, 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 : 44,405: 31,865 674 0 11,385 42,983 43,250 43,657: 1,155 748
Old : 44,405: 31,865 674 0 11,385 42,983 43,250 43,657: 1,155 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -267: -890 258 0 600 -618 -290 -360: 23 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 1.5 0.0 25.6 96.8 97.4 98.3: 2.6 1.7
Old : 100.0: 71.8 1.5 0.0 25.6 96.8 97.4 98.3: 2.6 1.7
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 : 28: 9 4 0 6 10 15 14:
Old : 28: 9 4 0 6 10 15 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 : 88.7 83.7 93.7 94.4 88.7 83.7 93.7 94.0
Old : 88.7 83.7 93.7 94.4 88.7 83.7 93.7 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 142,653: 35,162 50,603 8,853 69,120 45,099 113,135 104,555: 29,518 38,098
Old : 142,653: 35,162 50,603 8,853 69,120 45,099 113,135 104,555: 29,518 38,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 9,192: 2,376 5,762 -164 7,494 3,831 9,706 9,429: -514 -237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 35.5 6.2 48.5 31.6 79.3 73.3: 20.7 26.7
Old : 100.0: 24.6 35.5 6.2 48.5 31.6 79.3 73.3: 20.7 26.7
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 : 93: 26 34 14 19 29 52 70:
Old : 93: 26 34 14 19 29 52 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 15.7 45.5 27.3 30.1 15.7 44.0 26.2
Old : 31.4 15.7 45.5 27.3 30.1 15.7 44.0 26.2
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, November 01, 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 : 61,929: 12,774 32,981 697 42,842 4,957 56,313 38,635: 5,615 23,293
Old : 61,929: 12,774 32,981 697 42,842 4,957 56,313 38,635: 5,615 23,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -7,442: -6,005 -4,676 120 -1,479 -45 -7,364 -4,601: -78 -2,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 53.3 1.1 69.2 8.0 90.9 62.4: 9.1 37.6
Old : 100.0: 20.6 53.3 1.1 69.2 8.0 90.9 62.4: 9.1 37.6
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 : 45: 12 16 7 13 10 27 31:
Old : 45: 12 16 7 13 10 27 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 : 58.2 39.6 71.6 46.7 57.2 39.6 70.5 46.7
Old : 58.2 39.6 71.6 46.7 57.2 39.6 70.5 46.7
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, November 01, 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 : 160,475: 31,173 68,283 15,324 107,949 70,069 154,446 153,676: 6,029 6,800
Old : 160,475: 31,173 68,283 15,324 107,949 70,069 154,446 153,676: 6,029 6,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 17,891: 2,429 13,454 -428 16,573 4,081 18,574 17,108: -683 783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 42.6 9.5 67.3 43.7 96.2 95.8: 3.8 4.2
Old : 100.0: 19.4 42.6 9.5 67.3 43.7 96.2 95.8: 3.8 4.2
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 : 150: 48 67 17 21 21 79 96:
Old : 150: 48 67 17 21 21 79 96:
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 : 44.6 39.5 63.5 54.3 44.6 37.9 62.1 50.0
Old : 44.6 39.5 63.5 54.3 44.6 37.9 62.1 50.0
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, November 01, 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 : 320,487: 62,845 140,916 34,638 190,993 100,176 288,476 275,729: 32,012 44,758
Old : 320,487: 62,845 140,916 34,638 190,993 100,176 288,476 275,729: 32,012 44,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -874: -153 -352 -2,257 1,285 2,036 -1,125 -573: 251 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 44.0 10.8 59.6 31.3 90.0 86.0: 10.0 14.0
Old : 100.0: 19.6 44.0 10.8 59.6 31.3 90.0 86.0: 10.0 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 : 146: 37 60 33 27 45 83 119:
Old : 146: 37 60 33 27 45 83 119:
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 : 50.0 28.6 59.1 38.3 47.7 28.0 54.6 35.8
Old : 50.0 28.6 59.1 38.3 47.7 28.0 54.6 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, November 01, 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 : 209,760: 78,974 38,544 22,477 84,282 109,026 185,734 170,048: 24,027 39,713
Old : 209,760: 78,974 38,544 22,477 84,282 109,026 185,734 170,048: 24,027 39,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 3,623: -1,377 519 145 5,444 5,046 4,212 5,710: -589 -2,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 18.4 10.7 40.2 52.0 88.5 81.1: 11.5 18.9
Old : 100.0: 37.6 18.4 10.7 40.2 52.0 88.5 81.1: 11.5 18.9
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 : 131: 34 41 27 37 44 87 98:
Old : 131: 34 41 27 37 44 87 98:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 32.1 42.8 40.8 26.5 28.1 39.1 34.6
Old : 27.5 32.1 42.8 40.8 26.5 28.1 39.1 34.6
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, November 01, 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 : 516,082: 120,722 264,395 43,144 302,688 139,402 466,554 446,941: 49,527 69,141
Old : 516,082: 120,722 264,395 43,144 302,688 139,402 466,554 446,941: 49,527 69,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -9,889: -19,312 -931 -1,051 16,645 -7,795 -3,718 -9,777: -6,171 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 51.2 8.4 58.7 27.0 90.4 86.6: 9.6 13.4
Old : 100.0: 23.4 51.2 8.4 58.7 27.0 90.4 86.6: 9.6 13.4
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 : 263: 70 109 62 61 65 165 203:
Old : 263: 70 109 62 61 65 165 203:
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 26.9 45.0 37.0 30.6 26.9 40.2 35.0
Old : 33.7 26.9 45.0 37.0 30.6 26.9 40.2 35.0
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, November 01, 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 : 39,101: 22,794 6,138 156 12,756 31,288 35,706 37,582: 3,395 1,519
Old : 39,101: 22,794 6,138 156 12,756 31,288 35,706 37,582: 3,395 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 8,058: 204 895 -88 6,240 6,536 6,356 7,343: 1,702 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 15.7 0.4 32.6 80.0 91.3 96.1: 8.7 3.9
Old : 100.0: 58.3 15.7 0.4 32.6 80.0 91.3 96.1: 8.7 3.9
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 : 31: 13 9 1 5 6 18 16:
Old : 31: 13 9 1 5 6 18 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 : 77.3 82.8 87.0 91.6 66.4 70.1 71.7 77.0
Old : 77.3 82.8 87.0 91.6 66.4 70.1 71.7 77.0
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, November 01, 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 : 46,788: 28,557 29,522 371 13,015 13,448 41,943 43,341: 4,845 3,447
Old : 46,788: 28,557 29,522 371 13,015 13,448 41,943 43,341: 4,845 3,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -469: -947 -402 255 87 -368 -605 -515: 136 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 63.1 0.8 27.8 28.7 89.6 92.6: 10.4 7.4
Old : 100.0: 61.0 63.1 0.8 27.8 28.7 89.6 92.6: 10.4 7.4
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: 42 18 6 12 11 56 33:
Old : 79: 42 18 6 12 11 56 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 : 31.8 66.0 49.4 77.2 30.2 66.0 47.7 77.2
Old : 31.8 66.0 49.4 77.2 30.2 66.0 47.7 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :19,298,089: 592,803 2,206,245 8,050,910 9,908,235 7,832,819 18,551,948 18,089,974: 746,141 1,208,115
Old :19,298,089: 592,803 2,206,245 8,050,910 9,908,235 7,832,819 18,551,948 18,089,974: 746,141 1,208,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 107,712: -127,617 -53,624 54,958 189,104 89,620 116,445 90,954: -8,733 16,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 11.4 41.7 51.3 40.6 96.1 93.7: 3.9 6.3
Old : 100.0: 3.1 11.4 41.7 51.3 40.6 96.1 93.7: 3.9 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 : 314: 48 110 131 135 144 276 301:
Old : 314: 48 110 131 135 144 276 301:
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 18.1 38.9 29.8 19.1 8.7 22.7 11.3
Old : 26.5 18.1 38.9 29.8 19.1 8.7 22.7 11.3
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, November 01, 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 : 880,438: 103,685 94,726 145,963 508,844 512,902 758,492 753,591: 121,947 126,847
Old : 880,438: 103,685 94,726 145,963 508,844 512,902 758,492 753,591: 121,947 126,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 28,742: 704 -2,794 20,321 -1,738 5,996 19,286 23,523: 9,455 5,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 10.8 16.6 57.8 58.3 86.1 85.6: 13.9 14.4
Old : 100.0: 11.8 10.8 16.6 57.8 58.3 86.1 85.6: 13.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 659: 177 157 171 247 249 499 503:
Old : 659: 177 157 171 247 249 499 503:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 16.3 20.6 24.2 8.7 12.1 14.0 16.8
Old : 12.8 16.3 20.6 24.2 8.7 12.1 14.0 16.8
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, November 01, 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 : 143,739: 8,545 2,972 32,167 69,162 55,159 109,873 90,298: 33,866 53,441
Old : 143,739: 8,545 2,972 32,167 69,162 55,159 109,873 90,298: 33,866 53,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 8,009: 656 -1,388 2,392 4,370 2,754 7,417 3,757: 592 4,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.1 22.4 48.1 38.4 76.4 62.8: 23.6 37.2
Old : 100.0: 5.9 2.1 22.4 48.1 38.4 76.4 62.8: 23.6 37.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 24 9 26 34 30 68 56:
Old : 73: 24 9 26 34 30 68 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 : 20.7 19.9 35.5 31.9 17.9 15.8 25.2 20.8
Old : 20.7 19.9 35.5 31.9 17.9 15.8 25.2 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 3,683,497: 499,272 482,341 545,409 2,198,411 2,288,715 3,243,092 3,316,465: 440,405 367,032
Old : 3,683,497: 499,272 482,341 545,409 2,198,411 2,288,715 3,243,092 3,316,465: 440,405 367,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 103,663: 433 -6,834 89,452 -30,539 16,209 59,346 98,827: 44,317 4,836
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 13.1 14.8 59.7 62.1 88.0 90.0: 12.0 10.0
Old : 100.0: 13.6 13.1 14.8 59.7 62.1 88.0 90.0: 12.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 638: 165 154 159 242 242 477 485:
Old : 638: 165 154 159 242 242 477 485:
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 : 13.3 17.7 20.8 25.8 9.4 13.7 14.9 19.6
Old : 13.3 17.7 20.8 25.8 9.4 13.7 14.9 19.6
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, November 01, 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 : 81,748: 21,456 2,444 505 47,982 75,499 69,943 78,448: 11,805 3,300
Old : 81,748: 21,456 2,444 505 47,982 75,499 69,943 78,448: 11,805 3,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -2,262: -43 202 410 -2,138 -2,845 -1,771 -2,233: -491 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.0 0.6 58.7 92.4 85.6 96.0: 14.4 4.0
Old : 100.0: 26.2 3.0 0.6 58.7 92.4 85.6 96.0: 14.4 4.0
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 : 83: 17 6 4 46 35 64 44:
Old : 83: 17 6 4 46 35 64 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 : 35.6 40.3 47.8 68.5 35.3 40.3 46.9 68.1
Old : 35.6 40.3 47.8 68.5 35.3 40.3 46.9 68.1
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, November 01, 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 : 65,616: 32,258 5,857 1,894 25,638 52,084 59,790 59,835: 5,826 5,781
Old : 65,616: 32,258 5,857 1,894 25,638 52,084 59,790 59,835: 5,826 5,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 165: -6,208 158 387 6,574 -85 753 460: -588 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 8.9 2.9 39.1 79.4 91.1 91.2: 8.9 8.8
Old : 100.0: 49.2 8.9 2.9 39.1 79.4 91.1 91.2: 8.9 8.8
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: 78 55 25 69 75 160 143:
Old : 251: 78 55 25 69 75 160 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 35.8 42.3 53.0 27.1 35.6 42.2 52.7
Old : 27.2 35.8 42.3 53.0 27.1 35.6 42.2 52.7
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, November 01, 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 : 328,082: 161,292 29,286 9,468 128,190 260,421 298,950 299,174: 29,132 28,907
Old : 328,082: 161,292 29,286 9,468 128,190 260,421 298,950 299,174: 29,132 28,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 827: -31,041 789 1,937 32,872 -427 3,767 2,300: -2,940 -1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 8.9 2.9 39.1 79.4 91.1 91.2: 8.9 8.8
Old : 100.0: 49.2 8.9 2.9 39.1 79.4 91.1 91.2: 8.9 8.8
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: 78 55 25 69 75 160 143:
Old : 251: 78 55 25 69 75 160 143:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 35.8 42.3 53.0 27.1 35.6 42.2 52.7
Old : 27.2 35.8 42.3 53.0 27.1 35.6 42.2 52.7
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, November 01, 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 : 147,050: 84,665 45,616 12,993 19,309 63,719 116,967 122,328: 30,082 24,722
Old : 147,050: 84,665 45,616 12,993 19,309 63,719 116,967 122,328: 30,082 24,722
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,773: 3,215 -5,834 -468 -515 6,016 2,232 -287: -459 2,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 31.0 8.8 13.1 43.3 79.5 83.2: 20.5 16.8
Old : 100.0: 57.6 31.0 8.8 13.1 43.3 79.5 83.2: 20.5 16.8
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 : 95: 44 24 22 20 25 78 57:
Old : 95: 44 24 22 20 25 78 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 39.3 41.3 51.7 32.0 38.1 39.8 48.5
Old : 32.0 39.3 41.3 51.7 32.0 38.1 39.8 48.5
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, November 01, 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 : 36,267: 13,145 2,925 8 14,398 28,928 27,551 31,861: 8,716 4,406
Old : 36,267: 13,145 2,925 8 14,398 28,928 27,551 31,861: 8,716 4,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,566: 1,700 -438 -52 73 2,665 1,721 2,175: -155 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 8.1 0.0 39.7 79.8 76.0 87.9: 24.0 12.1
Old : 100.0: 36.2 8.1 0.0 39.7 79.8 76.0 87.9: 24.0 12.1
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 : 46: 19 5 1 12 13 31 19:
Old : 46: 19 5 1 12 13 31 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 73.2 49.3 81.0 37.3 73.2 49.2 81.0
Old : 37.3 73.2 49.3 81.0 37.3 73.2 49.2 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 60,584: 12,252 11,771 2,049 37,501 36,930 51,802 50,750: 8,782 9,834
Old : 60,584: 12,252 11,771 2,049 37,501 36,930 51,802 50,750: 8,782 9,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 3,701: -83 1,870 38 4,240 2,304 4,195 4,212: -494 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.4 3.4 61.9 61.0 85.5 83.8: 14.5 16.2
Old : 100.0: 20.2 19.4 3.4 61.9 61.0 85.5 83.8: 14.5 16.2
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 : 86: 17 20 6 25 33 46 55:
Old : 86: 17 20 6 25 33 46 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 29.1 50.7 41.7 34.5 29.1 50.7 40.4
Old : 34.5 29.1 50.7 41.7 34.5 29.1 50.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2016