BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,120: 727 1,483 860 4,817 4,074 6,404 6,417: 716 703
Old : 7,120: 727 1,483 860 4,817 4,074 6,404 6,417: 716 703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,752: -116 -165 -172 -1,245 -1,238 -1,533 -1,575: -219 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 20.8 12.1 67.7 57.2 89.9 90.1: 10.1 9.9
Old : 100.0: 10.2 20.8 12.1 67.7 57.2 89.9 90.1: 10.1 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: 6 9 8 21 21 32 33:
Old : 41: 6 9 8 21 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 : 43.2 26.1 60.1 46.3 43.1 22.5 56.5 40.0
Old : 43.2 26.1 60.1 46.3 43.1 22.5 56.5 40.0
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 08, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 53,899: 18,264 7,230 14,715 16,468 19,623 49,447 41,568: 4,452 12,331
Old : 53,899: 18,264 7,230 14,715 16,468 19,623 49,447 41,568: 4,452 12,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -5,979: -2,209 -383 -1,883 -1,687 -2,605 -5,779 -4,871: -199 -1,108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 13.4 27.3 30.6 36.4 91.7 77.1: 8.3 22.9
Old : 100.0: 33.9 13.4 27.3 30.6 36.4 91.7 77.1: 8.3 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 27 20 33 35 29 74 70:
Old : 86: 27 20 33 35 29 74 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 : 34.9 29.1 48.8 40.6 32.4 22.5 40.3 30.8
Old : 34.9 29.1 48.8 40.6 32.4 22.5 40.3 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 7,761: 400 537 2,353 4,349 4,076 7,101 6,966: 660 794
Old : 7,761: 400 537 2,353 4,349 4,076 7,101 6,966: 660 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -525: 49 -237 -75 -387 -177 -413 -489: -112 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.9 30.3 56.0 52.5 91.5 89.8: 8.5 10.2
Old : 100.0: 5.1 6.9 30.3 56.0 52.5 91.5 89.8: 8.5 10.2
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 : 40: 4 10 11 22 18 34 31:
Old : 40: 4 10 11 22 18 34 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 : 33.4 41.1 49.8 56.3 21.4 26.9 35.0 35.0
Old : 33.4 41.1 49.8 56.3 21.4 26.9 35.0 35.0
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 08, 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 : 6,542: 395 833 2,075 3,490 1,994 5,959 4,901: 583 1,641
Old : 6,542: 395 833 2,075 3,490 1,994 5,959 4,901: 583 1,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -542: 31 108 -220 -337 -301 -526 -413: -16 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 12.7 31.7 53.3 30.5 91.1 74.9: 8.9 25.1
Old : 100.0: 6.0 12.7 31.7 53.3 30.5 91.1 74.9: 8.9 25.1
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 : 20: 5 4 8 8 8 16 17:
Old : 20: 5 4 8 8 8 16 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 : 56.6 48.7 78.4 66.1 49.3 37.7 57.2 41.6
Old : 56.6 48.7 78.4 66.1 49.3 37.7 57.2 41.6
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, November 08, 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 : 294,790: 86,894 56,678 105,561 82,083 90,936 274,538 253,175: 20,252 41,615
Old : 293,618: 86,895 57,097 105,070 81,682 90,286 273,647 252,453: 19,971 41,165
Other: 1,172: 427 9 64 401 650 891 722: 281 450
: : :
: : Changes in Commitments from: November 1, 2016 :
: 2,257: -3,101 -5,334 6,836 -2,324 -655 1,411 847: 846 1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 19.2 35.8 27.8 30.8 93.1 85.9: 6.9 14.1
Old : 100.0: 29.6 19.4 35.8 27.8 30.7 93.2 86.0: 6.8 14.0
Other: 100.0: 36.4 0.7 5.4 34.2 55.4 76.0 61.6: 24.0 38.4
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 101 114 127 86 92 253 276:
Old : 331: 101 114 127 86 92 253 276:
Other: 24: 5 5 3 5 13 13 18:
:----------------------------------------------------------------------------------------------------
: 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 9.5 21.6 16.2 10.9 6.6 19.8 11.4
Old : 11.9 9.6 21.6 16.3 10.9 6.6 19.9 11.5
Other: 65.5 37.5 72.8 52.9 63.3 36.4 66.5 49.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 344,738: 99,992 56,094 98,281 116,352 140,910 314,625 295,285: 30,113 49,453
Old : 344,738: 99,992 56,094 98,281 116,352 140,910 314,625 295,285: 30,113 49,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -3,764: -5,431 -2,720 3,032 -1,522 -4,723 -3,920 -4,411: 156 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 16.3 28.5 33.8 40.9 91.3 85.7: 8.7 14.3
Old : 100.0: 29.0 16.3 28.5 33.8 40.9 91.3 85.7: 8.7 14.3
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 : 408: 120 110 145 136 136 332 327:
Old : 408: 120 110 145 136 136 332 327:
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 : 11.9 10.7 18.6 17.4 11.8 9.1 17.9 14.6
Old : 11.9 10.7 18.6 17.4 11.8 9.1 17.9 14.6
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 08, 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 : 4,195: 1,606 1,607 216 1,152 1,558 2,973 3,381: 1,222 814
Old : 4,195: 1,606 1,607 216 1,152 1,558 2,973 3,381: 1,222 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 4: 125 332 -29 89 -102 184 201: -180 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 38.3 5.1 27.5 37.1 70.9 80.6: 29.1 19.4
Old : 100.0: 38.3 38.3 5.1 27.5 37.1 70.9 80.6: 29.1 19.4
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 : 56: 17 15 8 17 18 38 38:
Old : 56: 17 15 8 17 18 38 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 : 34.0 29.7 45.1 45.5 33.1 29.4 44.2 45.0
Old : 34.0 29.7 45.1 45.5 33.1 29.4 44.2 45.0
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 08, 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 : 52,092: 17,369 14,568 13,670 12,612 9,290 43,651 37,527: 8,441 14,565
Old : 52,092: 17,369 14,568 13,670 12,612 9,290 43,651 37,527: 8,441 14,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 74: -848 31 -29 972 21 95 24: -21 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 28.0 26.2 24.2 17.8 83.8 72.0: 16.2 28.0
Old : 100.0: 33.3 28.0 26.2 24.2 17.8 83.8 72.0: 16.2 28.0
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 : 194: 52 60 65 52 54 144 148:
Old : 194: 52 60 65 52 54 144 148:
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 : 20.1 11.8 31.3 20.9 18.6 9.5 25.6 16.8
Old : 20.1 11.8 31.3 20.9 18.6 9.5 25.6 16.8
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 08, 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 : 4,807: 325 3,708 212 3,364 539 3,900 4,458: 907 349
Old : 4,807: 325 3,708 212 3,364 539 3,900 4,458: 907 349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -494: 13 -350 3 -418 -71 -402 -417: -91 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 77.1 4.4 70.0 11.2 81.1 92.7: 18.9 7.3
Old : 100.0: 6.8 77.1 4.4 70.0 11.2 81.1 92.7: 18.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 3 12 4 17 11:
Old : 21: 4 5 3 12 4 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 81.4 65.7 91.2 48.8 81.0 64.4 84.8
Old : 48.8 81.4 65.7 91.2 48.8 81.0 64.4 84.8
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 08, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 30,845: 1,708 16,051 4,205 24,138 9,071 30,051 29,327: 793 1,518
Old : 30,845: 1,708 16,051 4,205 24,138 9,071 30,051 29,327: 793 1,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -3,831: -126 -1,314 -363 -3,403 -1,689 -3,892 -3,365: 61 -466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 52.0 13.6 78.3 29.4 97.4 95.1: 2.6 4.9
Old : 100.0: 5.5 52.0 13.6 78.3 29.4 97.4 95.1: 2.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 10 23 19 27 23 50 52:
Old : 68: 10 23 19 27 23 50 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 48.6 66.9 65.0 48.6 48.2 64.1 62.2
Old : 48.7 48.6 66.9 65.0 48.6 48.2 64.1 62.2
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 08, 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 : 43,345: 30,416 713 0 11,735 41,880 42,151 42,593: 1,194 752
Old : 43,345: 30,416 713 0 11,735 41,880 42,151 42,593: 1,194 752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,060: -1,449 39 0 350 -1,103 -1,099 -1,064: 39 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 1.6 0.0 27.1 96.6 97.2 98.3: 2.8 1.7
Old : 100.0: 70.2 1.6 0.0 27.1 96.6 97.2 98.3: 2.8 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 : 29: 9 4 0 8 10 17 14:
Old : 29: 9 4 0 8 10 17 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 : 87.6 83.6 92.8 94.2 87.6 83.6 92.8 93.6
Old : 87.6 83.6 92.8 94.2 87.6 83.6 92.8 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 137,240: 33,321 53,691 5,562 70,797 41,895 109,680 101,148: 27,560 36,093
Old : 137,240: 33,321 53,691 5,562 70,797 41,895 109,680 101,148: 27,560 36,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -5,413: -1,841 3,088 -3,291 1,677 -3,204 -3,455 -3,408: -1,958 -2,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 39.1 4.1 51.6 30.5 79.9 73.7: 20.1 26.3
Old : 100.0: 24.3 39.1 4.1 51.6 30.5 79.9 73.7: 20.1 26.3
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 : 94: 27 35 18 20 27 55 72:
Old : 94: 27 35 18 20 27 55 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 17.5 49.2 29.3 35.6 17.5 46.7 28.2
Old : 36.9 17.5 49.2 29.3 35.6 17.5 46.7 28.2
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 08, 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 : 56,027: 6,811 30,301 886 39,526 6,326 47,222 37,513: 8,805 18,514
Old : 56,027: 6,811 30,301 886 39,526 6,326 47,222 37,513: 8,805 18,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -5,902: -5,963 -2,680 188 -3,316 1,369 -9,091 -1,123: 3,190 -4,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 54.1 1.6 70.5 11.3 84.3 67.0: 15.7 33.0
Old : 100.0: 12.2 54.1 1.6 70.5 11.3 84.3 67.0: 15.7 33.0
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 : 45: 8 17 9 14 10 27 31:
Old : 45: 8 17 9 14 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 : 57.7 36.4 68.6 46.9 56.7 36.4 67.4 46.9
Old : 57.7 36.4 68.6 46.9 56.7 36.4 67.4 46.9
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 08, 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 : 152,423: 25,486 59,219 14,974 105,883 72,110 146,343 146,303: 6,080 6,120
Old : 152,423: 25,486 59,219 14,974 105,883 72,110 146,343 146,303: 6,080 6,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -8,052: -5,687 -9,064 -350 -2,066 2,041 -8,103 -7,373: 50 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 38.9 9.8 69.5 47.3 96.0 96.0: 4.0 4.0
Old : 100.0: 16.7 38.9 9.8 69.5 47.3 96.0 96.0: 4.0 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 : 142: 48 60 18 20 18 80 87:
Old : 142: 48 60 18 20 18 80 87:
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 : 46.7 41.9 65.0 55.7 46.7 39.3 61.4 49.6
Old : 46.7 41.9 65.0 55.7 46.7 39.3 61.4 49.6
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 08, 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 : 286,943: 53,789 140,505 21,952 181,940 83,969 257,681 246,425: 29,263 40,518
Old : 286,943: 53,789 140,505 21,952 181,940 83,969 257,681 246,425: 29,263 40,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -33,544: -9,056 -411 -12,686 -9,053 -16,207 -30,795 -29,304: -2,749 -4,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 49.0 7.7 63.4 29.3 89.8 85.9: 10.2 14.1
Old : 100.0: 18.7 49.0 7.7 63.4 29.3 89.8 85.9: 10.2 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 33 56 25 28 43 75 110:
Old : 136: 33 56 25 28 43 75 110:
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 : 54.6 30.0 62.3 39.1 52.6 29.3 59.2 37.9
Old : 54.6 30.0 62.3 39.1 52.6 29.3 59.2 37.9
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 08, 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 : 201,398: 69,009 41,076 19,509 90,259 104,167 178,776 164,752: 22,621 36,646
Old : 201,398: 69,009 41,076 19,509 90,259 104,167 178,776 164,752: 22,621 36,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -8,362: -9,965 2,532 -2,969 5,977 -4,859 -6,957 -5,295: -1,405 -3,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 20.4 9.7 44.8 51.7 88.8 81.8: 11.2 18.2
Old : 100.0: 34.3 20.4 9.7 44.8 51.7 88.8 81.8: 11.2 18.2
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 : 128: 31 44 23 35 40 79 95:
Old : 128: 31 44 23 35 40 79 95:
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 40.2 41.9 22.8 29.9 36.5 37.5
Old : 25.2 32.6 40.2 41.9 22.8 29.9 36.5 37.5
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 08, 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 : 477,706: 116,202 250,849 34,965 278,601 128,850 429,769 414,663: 47,937 63,043
Old : 477,706: 116,202 250,849 34,965 278,601 128,850 429,769 414,663: 47,937 63,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -38,376: -4,520 -13,546 -8,179 -24,087 -10,553 -36,786 -32,278: -1,590 -6,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 52.5 7.3 58.3 27.0 90.0 86.8: 10.0 13.2
Old : 100.0: 24.3 52.5 7.3 58.3 27.0 90.0 86.8: 10.0 13.2
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 : 255: 68 104 63 61 67 162 202:
Old : 255: 68 104 63 61 67 162 202:
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 : 33.6 25.6 45.3 36.0 30.4 25.6 40.8 34.5
Old : 33.6 25.6 45.3 36.0 30.4 25.6 40.8 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 30,044: 22,420 2,968 154 5,681 26,159 28,255 29,281: 1,789 763
Old : 30,044: 22,420 2,968 154 5,681 26,159 28,255 29,281: 1,789 763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -9,057: -374 -3,170 -2 -7,075 -5,129 -7,451 -8,301: -1,606 -756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 9.9 0.5 18.9 87.1 94.0 97.5: 6.0 2.5
Old : 100.0: 74.6 9.9 0.5 18.9 87.1 94.0 97.5: 6.0 2.5
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 : 29: 14 7 1 3 6 17 14:
Old : 29: 14 7 1 3 6 17 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 : 83.3 87.3 88.9 94.7 83.3 87.3 88.9 94.7
Old : 83.3 87.3 88.9 94.7 83.3 87.3 88.9 94.7
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 08, 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 : 52,113: 36,124 33,619 157 9,833 14,127 46,114 47,903: 5,999 4,210
Old : 52,113: 36,124 33,619 157 9,833 14,127 46,114 47,903: 5,999 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 5,325: 7,567 4,097 -214 -3,182 679 4,171 4,562: 1,154 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 64.5 0.3 18.9 27.1 88.5 91.9: 11.5 8.1
Old : 100.0: 69.3 64.5 0.3 18.9 27.1 88.5 91.9: 11.5 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 : 79: 40 19 5 11 13 53 35:
Old : 79: 40 19 5 11 13 53 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 66.4 53.3 76.5 38.0 66.4 51.6 76.4
Old : 39.2 66.4 53.3 76.5 38.0 66.4 51.6 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, November 08, 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 :19,951,814: 589,386 2,272,906 8,511,615 10,075,384 7,997,746 19,176,384 18,782,267: 775,430 1,169,547
Old :19,951,814: 589,386 2,272,906 8,511,615 10,075,384 7,997,746 19,176,384 18,782,267: 775,430 1,169,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 653,725: -3,417 66,661 460,705 167,149 164,927 624,436 692,293: 29,289 -38,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 11.4 42.7 50.5 40.1 96.1 94.1: 3.9 5.9
Old : 100.0: 3.0 11.4 42.7 50.5 40.1 96.1 94.1: 3.9 5.9
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 : 316: 52 104 127 137 146 275 301:
Old : 316: 52 104 127 137 146 275 301:
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 : 26.1 18.3 38.9 29.9 18.4 7.7 21.8 10.5
Old : 26.1 18.3 38.9 29.9 18.4 7.7 21.8 10.5
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 08, 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 : 894,693: 103,077 88,568 161,334 512,969 520,928 777,381 770,830: 117,312 123,863
Old : 894,693: 103,077 88,568 161,334 512,969 520,928 777,381 770,830: 117,312 123,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 14,255: -608 -6,158 15,371 4,126 8,025 18,889 17,239: -4,634 -2,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.9 18.0 57.3 58.2 86.9 86.2: 13.1 13.8
Old : 100.0: 11.5 9.9 18.0 57.3 58.2 86.9 86.2: 13.1 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 : 684: 169 178 183 254 258 520 523:
Old : 684: 169 178 183 254 258 520 523:
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 16.3 20.4 24.3 8.1 11.7 13.3 16.6
Old : 13.0 16.3 20.4 24.3 8.1 11.7 13.3 16.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 158,137: 12,460 4,358 38,793 71,025 61,487 122,277 104,638: 35,860 53,499
Old : 158,137: 12,460 4,358 38,793 71,025 61,487 122,277 104,638: 35,860 53,499
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 14,398: 3,915 1,387 6,625 1,863 6,328 12,404 14,340: 1,994 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.8 24.5 44.9 38.9 77.3 66.2: 22.7 33.8
Old : 100.0: 7.9 2.8 24.5 44.9 38.9 77.3 66.2: 22.7 33.8
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 : 76: 18 15 27 36 32 69 60:
Old : 76: 18 15 27 36 32 69 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 : 19.2 19.5 32.5 32.0 14.3 15.2 21.2 19.5
Old : 19.2 19.5 32.5 32.0 14.3 15.2 21.2 19.5
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 08, 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 : 3,682,780: 489,862 457,825 575,933 2,209,724 2,297,204 3,275,519 3,330,961: 407,261 351,818
Old : 3,682,780: 489,862 457,825 575,933 2,209,724 2,297,204 3,275,519 3,330,961: 407,261 351,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -717: -9,410 -24,516 30,524 11,313 8,488 32,427 14,496: -33,144 -15,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 12.4 15.6 60.0 62.4 88.9 90.4: 11.1 9.6
Old : 100.0: 13.3 12.4 15.6 60.0 62.4 88.9 90.4: 11.1 9.6
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 : 666: 166 170 172 248 250 501 505:
Old : 666: 166 170 172 248 250 501 505:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.5 17.9 21.1 26.1 9.1 13.7 14.8 19.4
Old : 13.5 17.9 21.1 26.1 9.1 13.7 14.8 19.4
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 08, 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 : 77,098: 20,606 2,126 210 45,124 71,914 65,940 74,250: 11,158 2,848
Old : 77,098: 20,606 2,126 210 45,124 71,914 65,940 74,250: 11,158 2,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -4,650: -850 -318 -295 -2,858 -3,585 -4,003 -4,198: -647 -452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 2.8 0.3 58.5 93.3 85.5 96.3: 14.5 3.7
Old : 100.0: 26.7 2.8 0.3 58.5 93.3 85.5 96.3: 14.5 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 : 79: 14 5 3 45 34 60 41:
Old : 79: 14 5 3 45 34 60 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 42.2 45.4 71.9 32.2 42.1 44.9 71.5
Old : 32.5 42.2 45.4 71.9 32.2 42.1 44.9 71.5
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 08, 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 : 62,893: 25,478 5,191 3,039 28,792 49,604 57,309 57,834: 5,584 5,059
Old : 62,893: 25,478 5,191 3,039 28,792 49,604 57,309 57,834: 5,584 5,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -2,723: -6,781 -666 1,146 3,154 -2,480 -2,481 -2,001: -242 -723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 8.3 4.8 45.8 78.9 91.1 92.0: 8.9 8.0
Old : 100.0: 40.5 8.3 4.8 45.8 78.9 91.1 92.0: 8.9 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 : 234: 71 48 26 68 70 152 132:
Old : 234: 71 48 26 68 70 152 132:
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 : 31.7 35.4 42.4 50.2 31.6 34.9 42.3 49.7
Old : 31.7 35.4 42.4 50.2 31.6 34.9 42.3 49.7
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 08, 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 : 314,465: 127,389 25,955 15,196 143,960 248,021 286,544 289,172: 27,920 25,293
Old : 314,465: 127,389 25,955 15,196 143,960 248,021 286,544 289,172: 27,920 25,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -13,617: -33,903 -3,331 5,728 15,770 -12,400 -12,405 -10,003: -1,212 -3,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 8.3 4.8 45.8 78.9 91.1 92.0: 8.9 8.0
Old : 100.0: 40.5 8.3 4.8 45.8 78.9 91.1 92.0: 8.9 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 : 234: 71 48 26 68 70 152 132:
Old : 234: 71 48 26 68 70 152 132:
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 : 31.7 35.4 42.4 50.2 31.6 34.9 42.3 49.7
Old : 31.7 35.4 42.4 50.2 31.6 34.9 42.3 49.7
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 08, 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 : 157,494: 93,851 53,183 10,417 20,439 69,206 124,707 132,806: 32,787 24,688
Old : 157,494: 93,851 53,183 10,417 20,439 69,206 124,707 132,806: 32,787 24,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 10,444: 9,185 7,566 -2,575 1,130 5,487 7,739 10,478: 2,705 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 33.8 6.6 13.0 43.9 79.2 84.3: 20.8 15.7
Old : 100.0: 59.6 33.8 6.6 13.0 43.9 79.2 84.3: 20.8 15.7
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 : 104: 45 30 20 22 25 79 63:
Old : 104: 45 30 20 22 25 79 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 : 33.0 40.6 42.1 52.1 32.9 40.0 40.8 49.8
Old : 33.0 40.6 42.1 52.1 32.9 40.0 40.8 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 34,948: 11,747 2,485 5 14,053 28,346 25,805 30,836: 9,143 4,112
Old : 34,948: 11,747 2,485 5 14,053 28,346 25,805 30,836: 9,143 4,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,319: -1,398 -440 -3 -345 -582 -1,746 -1,025: 427 -294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 7.1 0.0 40.2 81.1 73.8 88.2: 26.2 11.8
Old : 100.0: 33.6 7.1 0.0 40.2 81.1 73.8 88.2: 26.2 11.8
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 : 43: 18 4 1 11 13 29 18:
Old : 43: 18 4 1 11 13 29 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 : 38.0 74.7 50.5 82.7 38.0 74.7 50.4 82.7
Old : 38.0 74.7 50.5 82.7 38.0 74.7 50.4 82.7
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 08, 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 : 60,718: 11,764 8,756 2,816 36,916 42,308 51,496 53,880: 9,222 6,838
Old : 60,718: 11,764 8,756 2,816 36,916 42,308 51,496 53,880: 9,222 6,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: 134: -488 -3,015 767 -585 5,378 -306 3,130: 440 -2,996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 14.4 4.6 60.8 69.7 84.8 88.7: 15.2 11.3
Old : 100.0: 19.4 14.4 4.6 60.8 69.7 84.8 88.7: 15.2 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 26 14 8 26 37 57 54:
Old : 93: 26 14 8 26 37 57 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 35.0 46.3 49.6 32.9 34.6 45.0 48.3
Old : 32.9 35.0 46.3 49.6 32.9 34.6 45.0 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 15,629: 7,048 6,684 0 6,037 8,719 13,085 15,403: 2,544 226
Old : 15,629: 7,048 6,684 0 6,037 8,719 13,085 15,403: 2,544 226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 42.8 0.0 38.6 55.8 83.7 98.6: 16.3 1.4
Old : 100.0: 45.1 42.8 0.0 38.6 55.8 83.7 98.6: 16.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 8 0 7 1 11 9:
Old : 20: 4 8 0 7 1 11 9:
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 : 68.4 88.1 81.4 97.8 68.4 88.1 81.4 97.8
Old : 68.4 88.1 81.4 97.8 68.4 88.1 81.4 97.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 11, 2016