BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 7,833: 873 1,583 885 5,268 4,695 7,026 7,163: 807 670
Old : 7,833: 873 1,583 885 5,268 4,695 7,026 7,163: 807 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 713: 146 100 25 451 621 622 746: 91 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 20.2 11.3 67.3 59.9 89.7 91.4: 10.3 8.6
Old : 100.0: 11.1 20.2 11.3 67.3 59.9 89.7 91.4: 10.3 8.6
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 : 41: 7 8 8 21 21 32 33:
Old : 41: 7 8 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 : 39.8 28.4 57.8 48.8 39.7 24.8 53.4 42.5
Old : 39.8 28.4 57.8 48.8 39.7 24.8 53.4 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 54,546: 18,793 7,784 14,727 16,503 20,119 50,024 42,630: 4,522 11,916
Old : 54,546: 18,793 7,784 14,727 16,503 20,119 50,024 42,630: 4,522 11,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 647: 529 555 12 36 496 577 1,063: 70 -416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 14.3 27.0 30.3 36.9 91.7 78.2: 8.3 21.8
Old : 100.0: 34.5 14.3 27.0 30.3 36.9 91.7 78.2: 8.3 21.8
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 : 89: 28 21 35 35 30 77 72:
Old : 89: 28 21 35 35 30 77 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 : 35.4 29.1 49.5 40.9 33.1 23.1 40.8 31.4
Old : 35.4 29.1 49.5 40.9 33.1 23.1 40.8 31.4
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 15, 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 : 7,894: 473 550 2,333 4,433 4,164 7,239 7,047: 655 848
Old : 7,894: 473 550 2,333 4,433 4,164 7,239 7,047: 655 848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 133: 73 13 -20 85 87 138 80: -4 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.0 29.6 56.2 52.7 91.7 89.3: 8.3 10.7
Old : 100.0: 6.0 7.0 29.6 56.2 52.7 91.7 89.3: 8.3 10.7
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 : 41: 6 9 11 22 18 35 31:
Old : 41: 6 9 11 22 18 35 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 : 34.9 40.5 51.0 55.6 22.2 27.1 35.6 35.7
Old : 34.9 40.5 51.0 55.6 22.2 27.1 35.6 35.7
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 15, 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 : 6,446: 529 837 1,950 3,481 2,083 5,960 4,870: 486 1,577
Old : 6,446: 529 837 1,950 3,481 2,083 5,960 4,870: 486 1,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -96: 135 4 -125 -9 90 1 -31: -97 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 13.0 30.2 54.0 32.3 92.5 75.5: 7.5 24.5
Old : 100.0: 8.2 13.0 30.2 54.0 32.3 92.5 75.5: 7.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 4 9 9 8 18 18:
Old : 22: 6 4 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 : 57.7 50.3 79.4 66.5 51.7 39.8 59.4 43.8
Old : 57.7 50.3 79.4 66.5 51.7 39.8 59.4 43.8
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 15, 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 : 303,024: 82,524 51,871 116,094 84,048 92,162 282,666 260,127: 20,358 42,897
Old : 301,792: 82,479 52,294 115,585 83,634 91,513 281,697 259,392: 20,094 42,400
Other: 1,232: 489 21 65 414 649 968 735: 264 497
: : :
: : Changes in Commitments from: November 8, 2016 :
: 8,233: -4,371 -4,807 10,533 1,965 1,226 8,127 6,952: 106 1,281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 17.1 38.3 27.7 30.4 93.3 85.8: 6.7 14.2
Old : 100.0: 27.3 17.3 38.3 27.7 30.3 93.3 86.0: 6.7 14.0
Other: 100.0: 39.7 1.7 5.3 33.6 52.7 78.6 59.7: 21.4 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 103 103 133 84 95 258 275:
Old : 330: 101 105 133 84 95 258 275:
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 : 11.9 9.7 21.8 17.0 10.4 6.5 18.9 11.2
Old : 11.9 9.7 21.8 17.0 10.4 6.6 18.9 11.2
Other: 64.7 36.1 73.8 51.0 64.3 34.8 69.2 47.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 345,496: 101,236 50,266 99,978 115,357 144,945 316,572 295,189: 28,924 50,307
Old : 345,496: 101,236 50,266 99,978 115,357 144,945 316,572 295,189: 28,924 50,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 758: 1,244 -5,828 1,697 -994 4,035 1,947 -96: -1,188 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 14.5 28.9 33.4 42.0 91.6 85.4: 8.4 14.6
Old : 100.0: 29.3 14.5 28.9 33.4 42.0 91.6 85.4: 8.4 14.6
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 : 413: 121 107 147 139 146 337 334:
Old : 413: 121 107 147 139 146 337 334:
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 11.5 18.7 18.1 11.8 10.3 18.1 15.7
Old : 11.9 11.5 18.7 18.1 11.8 10.3 18.1 15.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 4,169: 1,597 1,559 203 1,189 1,621 2,989 3,383: 1,180 786
Old : 4,169: 1,597 1,559 203 1,189 1,621 2,989 3,383: 1,180 786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -26: -9 -48 -12 37 62 15 2: -41 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 37.4 4.9 28.5 38.9 71.7 81.1: 28.3 18.9
Old : 100.0: 38.3 37.4 4.9 28.5 38.9 71.7 81.1: 28.3 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 : 57: 19 10 8 18 20 40 36:
Old : 57: 19 10 8 18 20 40 36:
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 : 35.8 29.7 45.3 45.4 35.8 29.5 45.3 44.9
Old : 35.8 29.7 45.3 45.4 35.8 29.5 45.3 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 53,866: 18,709 13,190 14,664 12,017 10,313 45,390 38,167: 8,476 15,699
Old : 53,866: 18,709 13,190 14,664 12,017 10,313 45,390 38,167: 8,476 15,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,773: 1,340 -1,378 993 -595 1,023 1,739 639: 34 1,134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 24.5 27.2 22.3 19.1 84.3 70.9: 15.7 29.1
Old : 100.0: 34.7 24.5 27.2 22.3 19.1 84.3 70.9: 15.7 29.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 54 60 60 55 56 146 149:
Old : 200: 54 60 60 55 56 146 149:
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 : 19.3 11.2 30.7 19.6 18.0 8.7 25.5 15.3
Old : 19.3 11.2 30.7 19.6 18.0 8.7 25.5 15.3
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 15, 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 : 5,052: 412 3,875 194 3,571 661 4,176 4,730: 875 322
Old : 5,052: 412 3,875 194 3,571 661 4,176 4,730: 875 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 244: 87 167 -18 207 123 276 272: -32 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 76.7 3.8 70.7 13.1 82.7 93.6: 17.3 6.4
Old : 100.0: 8.1 76.7 3.8 70.7 13.1 82.7 93.6: 17.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 5 4 13 5 18 13:
Old : 22: 4 5 4 13 5 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 80.5 63.2 90.8 47.4 80.1 63.2 85.7
Old : 47.4 80.5 63.2 90.8 47.4 80.1 63.2 85.7
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 31,044: 1,768 16,196 4,260 24,202 9,034 30,230 29,491: 813 1,553
Old : 31,044: 1,768 16,196 4,260 24,202 9,034 30,230 29,491: 813 1,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 199: 60 146 55 64 -37 179 164: 20 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 52.2 13.7 78.0 29.1 97.4 95.0: 2.6 5.0
Old : 100.0: 5.7 52.2 13.7 78.0 29.1 97.4 95.0: 2.6 5.0
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 : 68: 11 22 18 27 23 50 51:
Old : 68: 11 22 18 27 23 50 51:
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 : 48.3 49.4 66.5 65.5 48.2 49.2 63.7 63.1
Old : 48.3 49.4 66.5 65.5 48.2 49.2 63.7 63.1
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 15, 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 : 40,209: 26,703 140 0 12,582 39,437 39,285 39,577: 924 632
Old : 40,209: 26,703 140 0 12,582 39,437 39,285 39,577: 924 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -3,136: -3,713 -573 0 847 -2,443 -2,866 -3,016: -270 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 0.3 0.0 31.3 98.1 97.7 98.4: 2.3 1.6
Old : 100.0: 66.4 0.3 0.0 31.3 98.1 97.7 98.4: 2.3 1.6
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 : 28: 12 1 0 9 9 21 10:
Old : 28: 12 1 0 9 9 21 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.0 86.3 88.9 97.0 81.0 86.2 88.9 95.9
Old : 81.0 86.3 88.9 97.0 81.0 86.2 88.9 95.9
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 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 143,606: 34,864 52,621 6,418 75,973 44,626 117,254 103,664: 26,352 39,942
Old : 143,606: 34,864 52,621 6,418 75,973 44,626 117,254 103,664: 26,352 39,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 6,366: 1,543 -1,070 856 5,176 2,731 7,574 2,516: -1,208 3,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 36.6 4.5 52.9 31.1 81.6 72.2: 18.4 27.8
Old : 100.0: 24.3 36.6 4.5 52.9 31.1 81.6 72.2: 18.4 27.8
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 : 96: 27 35 17 21 29 54 75:
Old : 96: 27 35 17 21 29 54 75:
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 : 37.6 17.0 48.4 27.9 36.6 16.0 45.8 26.3
Old : 37.6 17.0 48.4 27.9 36.6 16.0 45.8 26.3
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 15, 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 : 58,109: 6,536 29,690 1,237 42,682 5,003 50,454 35,930: 7,654 22,179
Old : 58,109: 6,536 29,690 1,237 42,682 5,003 50,454 35,930: 7,654 22,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 2,081: -275 -611 351 3,156 -1,323 3,232 -1,583: -1,151 3,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 51.1 2.1 73.5 8.6 86.8 61.8: 13.2 38.2
Old : 100.0: 11.2 51.1 2.1 73.5 8.6 86.8 61.8: 13.2 38.2
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 : 43: 8 18 7 13 8 23 31:
Old : 43: 8 18 7 13 8 23 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 : 60.1 33.9 70.8 42.9 59.5 33.9 69.7 42.4
Old : 60.1 33.9 70.8 42.9 59.5 33.9 69.7 42.4
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 15, 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 : 157,538: 22,592 68,487 14,604 113,371 67,812 150,566 150,902: 6,971 6,635
Old : 157,538: 22,592 68,487 14,604 113,371 67,812 150,566 150,902: 6,971 6,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 5,115: -2,894 9,268 -370 7,488 -4,298 4,223 4,599: 892 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 43.5 9.3 72.0 43.0 95.6 95.8: 4.4 4.2
Old : 100.0: 14.3 43.5 9.3 72.0 43.0 95.6 95.8: 4.4 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 : 143: 36 67 20 23 25 72 102:
Old : 143: 36 67 20 23 25 72 102:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 31.1 66.4 46.6 47.3 29.9 62.9 41.4
Old : 47.3 31.1 66.4 46.6 47.3 29.9 62.9 41.4
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 15, 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 : 282,961: 54,939 131,941 25,397 177,327 86,649 257,663 243,987: 25,298 38,974
Old : 282,961: 54,939 131,941 25,397 177,327 86,649 257,663 243,987: 25,298 38,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -3,982: 1,150 -8,564 3,445 -4,612 2,681 -17 -2,438: -3,965 -1,544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 46.6 9.0 62.7 30.6 91.1 86.2: 8.9 13.8
Old : 100.0: 19.4 46.6 9.0 62.7 30.6 91.1 86.2: 8.9 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 38 53 27 28 43 79 110:
Old : 138: 38 53 27 28 43 79 110:
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 : 53.8 29.1 61.9 38.3 51.9 28.4 58.3 36.5
Old : 53.8 29.1 61.9 38.3 51.9 28.4 58.3 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 222,218: 61,003 43,758 29,579 106,365 110,318 196,947 183,655: 25,271 38,563
Old : 222,218: 61,003 43,758 29,579 106,365 110,318 196,947 183,655: 25,271 38,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 20,820: -8,006 2,681 10,070 16,106 6,151 18,171 18,903: 2,649 1,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 19.7 13.3 47.9 49.6 88.6 82.6: 11.4 17.4
Old : 100.0: 27.5 19.7 13.3 47.9 49.6 88.6 82.6: 11.4 17.4
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 : 131: 34 42 27 37 41 84 98:
Old : 131: 34 42 27 37 41 84 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 : 27.3 28.9 42.8 39.4 24.6 25.2 36.2 34.1
Old : 27.3 28.9 42.8 39.4 24.6 25.2 36.2 34.1
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 15, 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 : 491,821: 117,169 238,109 43,584 273,620 141,507 434,373 423,200: 57,448 68,620
Old : 491,821: 117,169 238,109 43,584 273,620 141,507 434,373 423,200: 57,448 68,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 14,115: 967 -12,739 8,619 -4,982 12,658 4,604 8,537: 9,511 5,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 48.4 8.9 55.6 28.8 88.3 86.0: 11.7 14.0
Old : 100.0: 23.8 48.4 8.9 55.6 28.8 88.3 86.0: 11.7 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 : 256: 71 102 63 62 65 160 204:
Old : 256: 71 102 63 62 65 160 204:
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 : 31.2 22.6 42.1 32.1 28.4 22.6 38.5 30.1
Old : 31.2 22.6 42.1 32.1 28.4 22.6 38.5 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 26,869: 19,363 3,821 261 5,596 22,015 25,220 26,097: 1,649 772
Old : 26,869: 19,363 3,821 261 5,596 22,015 25,220 26,097: 1,649 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -3,175: -3,057 853 107 -85 -4,144 -3,035 -3,184: -140 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 14.2 1.0 20.8 81.9 93.9 97.1: 6.1 2.9
Old : 100.0: 72.1 14.2 1.0 20.8 81.9 93.9 97.1: 6.1 2.9
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 : 32: 16 8 3 3 6 20 17:
Old : 32: 16 8 3 3 6 20 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 : 77.8 82.4 85.7 92.9 77.8 82.3 85.6 92.9
Old : 77.8 82.4 85.7 92.9 77.8 82.3 85.6 92.9
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 15, 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 : 48,563: 33,547 31,504 494 9,845 13,582 43,886 45,580: 4,677 2,983
Old : 48,563: 33,547 31,504 494 9,845 13,582 43,886 45,580: 4,677 2,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -3,550: -2,577 -2,115 337 12 -545 -2,228 -2,323: -1,322 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 64.9 1.0 20.3 28.0 90.4 93.9: 9.6 6.1
Old : 100.0: 69.1 64.9 1.0 20.3 28.0 90.4 93.9: 9.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 35 19 7 11 13 48 37:
Old : 73: 35 19 7 11 13 48 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 70.9 57.9 80.5 41.9 70.9 56.2 80.5
Old : 42.5 70.9 57.9 80.5 41.9 70.9 56.2 80.5
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 15, 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 :22,090,371: 567,638 2,421,043 10,365,171 10,412,560 8,072,601 21,345,369 20,858,815: 745,002 1,231,556
Old :22,090,371: 567,638 2,421,043 10,365,171 10,412,560 8,072,601 21,345,369 20,858,815: 745,002 1,231,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 2,138,557: -21,748 148,137 1,853,556 337,177 74,854 2,168,985 2,076,548: -30,427 62,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.0 46.9 47.1 36.5 96.6 94.4: 3.4 5.6
Old : 100.0: 2.6 11.0 46.9 47.1 36.5 96.6 94.4: 3.4 5.6
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 : 300: 41 103 111 136 146 258 284:
Old : 300: 41 103 111 136 146 258 284:
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 : 25.9 18.3 39.9 31.0 17.4 7.0 20.5 9.7
Old : 25.9 18.3 39.9 31.0 17.4 7.0 20.5 9.7
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 15, 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 : 912,335: 96,388 93,930 170,910 531,305 525,619 798,603 790,459: 113,731 121,875
Old : 912,335: 96,388 93,930 170,910 531,305 525,619 798,603 790,459: 113,731 121,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 17,642: -6,689 5,361 9,576 18,336 4,691 21,223 19,629: -3,581 -1,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.3 18.7 58.2 57.6 87.5 86.6: 12.5 13.4
Old : 100.0: 10.6 10.3 18.7 58.2 57.6 87.5 86.6: 12.5 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 : 676: 149 187 180 259 260 523 513:
Old : 676: 149 187 180 259 260 523 513:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.4 16.6 21.1 24.2 8.7 11.5 13.9 16.1
Old : 13.4 16.6 21.1 24.2 8.7 11.5 13.9 16.1
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 15, 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 : 179,029: 11,502 10,852 49,252 83,127 70,485 143,882 130,589: 35,148 48,441
Old : 179,029: 11,502 10,852 49,252 83,127 70,485 143,882 130,589: 35,148 48,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 20,892: -958 6,494 10,460 12,102 8,997 21,605 25,951: -712 -5,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.1 27.5 46.4 39.4 80.4 72.9: 19.6 27.1
Old : 100.0: 6.4 6.1 27.5 46.4 39.4 80.4 72.9: 19.6 27.1
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 : 82: 23 15 29 36 33 73 64:
Old : 82: 23 15 29 36 33 73 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 22.0 37.5 38.2 13.6 14.4 20.3 20.8
Old : 23.4 22.0 37.5 38.2 13.6 14.4 20.3 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 15, 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 : 3,666,527: 456,290 447,250 576,429 2,240,890 2,275,673 3,273,609 3,299,353: 392,918 367,174
Old : 3,666,527: 456,290 447,250 576,429 2,240,890 2,275,673 3,273,609 3,299,353: 392,918 367,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -16,253: -33,572 -10,574 496 31,166 -21,530 -1,910 -31,609: -14,343 15,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 12.2 15.7 61.1 62.1 89.3 90.0: 10.7 10.0
Old : 100.0: 12.4 12.2 15.7 61.1 62.1 89.3 90.0: 10.7 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 : 652: 141 179 168 252 251 500 491:
Old : 652: 141 179 168 252 251 500 491:
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 : 13.8 18.3 21.9 26.2 10.2 13.7 16.1 19.5
Old : 13.8 18.3 21.9 26.2 10.2 13.7 16.1 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 75,148: 21,058 2,886 125 42,673 68,372 63,856 71,383: 11,292 3,765
Old : 75,148: 21,058 2,886 125 42,673 68,372 63,856 71,383: 11,292 3,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -1,950: 452 760 -85 -2,451 -3,542 -2,084 -2,867: 134 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.8 0.2 56.8 91.0 85.0 95.0: 15.0 5.0
Old : 100.0: 28.0 3.8 0.2 56.8 91.0 85.0 95.0: 15.0 5.0
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 : 77: 15 4 2 44 33 59 39:
Old : 77: 15 4 2 44 33 59 39:
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 42.1 46.4 68.2 33.3 41.8 45.8 67.8
Old : 33.7 42.1 46.4 68.2 33.3 41.8 45.8 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 53,729: 21,866 7,492 2,509 23,741 38,810 48,116 48,811: 5,612 4,917
Old : 53,729: 21,866 7,492 2,509 23,741 38,810 48,116 48,811: 5,612 4,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -9,164: -3,612 2,301 -530 -5,051 -10,794 -9,192 -9,023: 28 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 13.9 4.7 44.2 72.2 89.6 90.8: 10.4 9.2
Old : 100.0: 40.7 13.9 4.7 44.2 72.2 89.6 90.8: 10.4 9.2
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 : 236: 67 50 24 71 76 149 139:
Old : 236: 67 50 24 71 76 149 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 32.7 34.0 46.1 22.8 32.3 34.0 45.8
Old : 22.8 32.7 34.0 46.1 22.8 32.3 34.0 45.8
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 15, 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 : 268,643: 109,331 37,460 12,545 118,706 194,052 240,582 244,057: 28,061 24,586
Old : 268,643: 109,331 37,460 12,545 118,706 194,052 240,582 244,057: 28,061 24,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -45,822: -18,058 11,505 -2,651 -25,254 -53,969 -45,962 -45,115: 140 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 13.9 4.7 44.2 72.2 89.6 90.8: 10.4 9.2
Old : 100.0: 40.7 13.9 4.7 44.2 72.2 89.6 90.8: 10.4 9.2
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 : 236: 67 50 24 71 76 149 139:
Old : 236: 67 50 24 71 76 149 139:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.8 32.7 34.0 46.1 22.8 32.3 34.0 45.8
Old : 22.8 32.7 34.0 46.1 22.8 32.3 34.0 45.8
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 15, 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 : 133,526: 77,174 38,040 11,478 19,081 62,804 107,733 112,322: 25,793 21,203
Old : 133,526: 77,174 38,040 11,478 19,081 62,804 107,733 112,322: 25,793 21,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -23,968: -16,677 -15,143 1,061 -1,358 -6,402 -16,974 -20,484: -6,994 -3,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 28.5 8.6 14.3 47.0 80.7 84.1: 19.3 15.9
Old : 100.0: 57.8 28.5 8.6 14.3 47.0 80.7 84.1: 19.3 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 44 27 20 21 27 78 61:
Old : 100: 44 27 20 21 27 78 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 40.6 39.9 52.0 29.7 39.7 38.7 48.2
Old : 29.7 40.6 39.9 52.0 29.7 39.7 38.7 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 35,489: 10,950 2,951 5 15,859 28,461 26,814 31,417: 8,675 4,072
Old : 35,489: 10,950 2,951 5 15,859 28,461 26,814 31,417: 8,675 4,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 541: -797 466 0 1,806 115 1,009 581: -468 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.3 0.0 44.7 80.2 75.6 88.5: 24.4 11.5
Old : 100.0: 30.9 8.3 0.0 44.7 80.2 75.6 88.5: 24.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 18 5 1 17 14 35 20:
Old : 51: 18 5 1 17 14 35 20:
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 : 35.8 73.4 48.1 81.7 35.8 73.4 48.1 81.7
Old : 35.8 73.4 48.1 81.7 35.8 73.4 48.1 81.7
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 15, 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 : 66,538: 12,895 10,123 2,165 42,038 42,840 57,098 55,128: 9,440 11,410
Old : 66,538: 12,895 10,123 2,165 42,038 42,840 57,098 55,128: 9,440 11,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 5,820: 1,131 1,367 -651 5,122 532 5,602 1,248: 218 4,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 15.2 3.3 63.2 64.4 85.8 82.9: 14.2 17.1
Old : 100.0: 19.4 15.2 3.3 63.2 64.4 85.8 82.9: 14.2 17.1
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 : 104: 29 17 8 33 36 66 57:
Old : 104: 29 17 8 33 36 66 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 : 30.5 35.0 44.1 47.6 30.5 35.0 42.6 46.2
Old : 30.5 35.0 44.1 47.6 30.5 35.0 42.6 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2016