BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 7,981: 938 1,675 931 5,278 4,700 7,147 7,305: 834 676
Old : 7,981: 938 1,675 931 5,278 4,700 7,147 7,305: 834 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 148: 66 91 46 11 5 122 142: 26 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 21.0 11.7 66.1 58.9 89.6 91.5: 10.4 8.5
Old : 100.0: 11.8 21.0 11.7 66.1 58.9 89.6 91.5: 10.4 8.5
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 : 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 : 39.6 28.2 58.1 48.7 39.5 24.7 54.2 42.2
Old : 39.6 28.2 58.1 48.7 39.5 24.7 54.2 42.2
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 22, 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 : 57,247: 20,162 8,325 15,506 16,295 21,134 51,963 44,966: 5,284 12,282
Old : 57,247: 20,162 8,325 15,506 16,295 21,134 51,963 44,966: 5,284 12,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 2,702: 1,368 541 779 -208 1,015 1,939 2,336: 763 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 14.5 27.1 28.5 36.9 90.8 78.5: 9.2 21.5
Old : 100.0: 35.2 14.5 27.1 28.5 36.9 90.8 78.5: 9.2 21.5
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 : 91: 31 21 35 34 29 78 72:
Old : 91: 31 21 35 34 29 78 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 : 34.1 29.3 48.1 41.0 31.8 23.5 39.8 31.4
Old : 34.1 29.3 48.1 41.0 31.8 23.5 39.8 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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 8,038: 427 608 2,443 4,512 4,146 7,381 7,197: 657 841
Old : 8,038: 427 608 2,443 4,512 4,146 7,381 7,197: 657 841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 144: -46 58 110 79 -18 142 150: 1 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 7.6 30.4 56.1 51.6 91.8 89.5: 8.2 10.5
Old : 100.0: 5.3 7.6 30.4 56.1 51.6 91.8 89.5: 8.2 10.5
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 : 42: 6 10 12 23 18 37 32:
Old : 42: 6 10 12 23 18 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 39.5 50.7 56.1 23.2 25.7 36.3 33.8
Old : 33.7 39.5 50.7 56.1 23.2 25.7 36.3 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 6,513: 607 736 2,000 3,440 2,113 6,047 4,848: 466 1,665
Old : 6,513: 607 736 2,000 3,440 2,113 6,047 4,848: 466 1,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 67: 78 -101 51 -42 29 87 -21: -20 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 11.3 30.7 52.8 32.4 92.8 74.4: 7.2 25.6
Old : 100.0: 9.3 11.3 30.7 52.8 32.4 92.8 74.4: 7.2 25.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 4 9 8 8 17 18:
Old : 21: 6 4 9 8 8 17 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 : 57.3 49.6 80.2 65.5 52.2 38.4 59.7 42.3
Old : 57.3 49.6 80.2 65.5 52.2 38.4 59.7 42.3
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 22, 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 : 296,226: 79,403 48,852 112,922 83,481 92,596 275,806 254,370: 20,420 41,856
Old : 294,935: 79,355 49,293 112,394 83,056 91,928 274,805 253,615: 20,130 41,320
Other: 1,291: 506 17 70 425 668 1,001 755: 290 536
: : :
: : Changes in Commitments from: November 15, 2016 :
: -6,798: -3,120 -3,019 -3,172 -567 434 -6,860 -5,757: 62 -1,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 16.5 38.1 28.2 31.3 93.1 85.9: 6.9 14.1
Old : 100.0: 26.9 16.7 38.1 28.2 31.2 93.2 86.0: 6.8 14.0
Other: 100.0: 39.2 1.3 5.4 32.9 51.7 77.5 58.5: 22.5 41.5
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 92 105 134 79 96 253 271:
Old : 323: 91 107 134 79 96 253 271:
Other: 25: 5 5 4 5 14 13 20:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 10.0 22.2 16.7 11.3 7.1 19.7 11.7
Old : 12.2 10.0 22.2 16.7 11.4 7.2 19.7 11.8
Other: 64.4 34.5 73.0 49.1 64.1 33.3 68.3 46.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 359,393: 110,097 37,929 103,080 116,519 162,898 329,696 303,908: 29,697 55,485
Old : 359,393: 110,097 37,929 103,080 116,519 162,898 329,696 303,908: 29,697 55,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 13,897: 8,861 -12,337 3,102 1,161 17,953 13,124 8,718: 772 5,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 10.6 28.7 32.4 45.3 91.7 84.6: 8.3 15.4
Old : 100.0: 30.6 10.6 28.7 32.4 45.3 91.7 84.6: 8.3 15.4
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 : 410: 130 97 144 138 151 339 330:
Old : 410: 130 97 144 138 151 339 330:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.1 12.7 18.8 19.0 12.0 11.6 18.3 17.0
Old : 12.1 12.7 18.8 19.0 12.0 11.6 18.3 17.0
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 22, 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 : 4,048: 1,583 1,347 275 998 1,561 2,855 3,182: 1,193 866
Old : 4,048: 1,583 1,347 275 998 1,561 2,855 3,182: 1,193 866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -121: -13 -212 71 -191 -60 -133 -201: 12 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 33.3 6.8 24.6 38.6 70.5 78.6: 29.5 21.4
Old : 100.0: 39.1 33.3 6.8 24.6 38.6 70.5 78.6: 29.5 21.4
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 : 53: 18 11 10 13 17 36 34:
Old : 53: 18 11 10 13 17 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 31.2 45.4 47.9 35.8 30.9 45.4 47.0
Old : 35.8 31.2 45.4 47.9 35.8 30.9 45.4 47.0
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 22, 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 : 51,689: 18,976 11,746 12,863 11,944 10,571 43,783 35,180: 7,906 16,508
Old : 51,689: 18,976 11,746 12,863 11,944 10,571 43,783 35,180: 7,906 16,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -2,177: 267 -1,444 -1,801 -73 258 -1,607 -2,986: -570 809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 22.7 24.9 23.1 20.5 84.7 68.1: 15.3 31.9
Old : 100.0: 36.7 22.7 24.9 23.1 20.5 84.7 68.1: 15.3 31.9
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 : 196: 52 54 68 48 56 144 148:
Old : 196: 52 54 68 48 56 144 148:
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 : 21.2 10.7 31.4 19.3 19.9 9.2 28.1 16.4
Old : 21.2 10.7 31.4 19.3 19.9 9.2 28.1 16.4
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 22, 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 : 5,189: 409 3,995 187 3,558 623 4,154 4,805: 1,035 385
Old : 5,189: 409 3,995 187 3,558 623 4,154 4,805: 1,035 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 138: -2 120 -7 -14 -39 -22 75: 160 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 77.0 3.6 68.6 12.0 80.1 92.6: 19.9 7.4
Old : 100.0: 7.9 77.0 3.6 68.6 12.0 80.1 92.6: 19.9 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 5 4 12 4 17 12:
Old : 21: 4 5 4 12 4 17 12:
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 79.7 63.9 90.2 48.3 79.3 63.9 85.5
Old : 48.3 79.7 63.9 90.2 48.3 79.3 63.9 85.5
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 22, 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 : 32,085: 1,814 16,691 4,530 24,750 9,286 31,094 30,507: 991 1,578
Old : 32,085: 1,814 16,691 4,530 24,750 9,286 31,094 30,507: 991 1,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,041: 46 495 270 548 251 864 1,016: 178 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 52.0 14.1 77.1 28.9 96.9 95.1: 3.1 4.9
Old : 100.0: 5.7 52.0 14.1 77.1 28.9 96.9 95.1: 3.1 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: 13 20 17 27 22 49 50:
Old : 68: 13 20 17 27 22 49 50:
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 : 48.0 49.6 65.7 65.7 48.0 49.3 63.0 63.4
Old : 48.0 49.6 65.7 65.7 48.0 49.3 63.0 63.4
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 22, 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 : 33,154: 21,926 0 2 9,888 32,359 31,816 32,361: 1,338 793
Old : 33,154: 21,926 0 2 9,888 32,359 31,816 32,361: 1,338 793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -7,055: -4,777 -140 2 -2,694 -7,078 -7,469 -7,216: 414 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 0.0 0.0 29.8 97.6 96.0 97.6: 4.0 2.4
Old : 100.0: 66.1 0.0 0.0 29.8 97.6 96.0 97.6: 4.0 2.4
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 : 25: 10 0 1 9 7 19 8:
Old : 25: 10 0 1 9 7 19 8:
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 : 76.0 90.2 85.3 97.6 76.0 90.2 85.3 97.5
Old : 76.0 90.2 85.3 97.6 76.0 90.2 85.3 97.5
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 22, 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 : 137,823: 28,912 45,874 6,232 76,335 47,210 111,478 99,316: 26,344 38,507
Old : 137,823: 28,912 45,874 6,232 76,335 47,210 111,478 99,316: 26,344 38,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -5,784: -5,952 -6,746 -186 362 2,584 -5,776 -4,348: -8 -1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 33.3 4.5 55.4 34.3 80.9 72.1: 19.1 27.9
Old : 100.0: 21.0 33.3 4.5 55.4 34.3 80.9 72.1: 19.1 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 24 33 16 24 32 54 75:
Old : 95: 24 33 16 24 32 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 : 36.7 16.8 48.4 29.0 35.6 16.0 45.5 26.7
Old : 36.7 16.8 48.4 29.0 35.6 16.0 45.5 26.7
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 22, 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 : 64,195: 8,657 32,804 1,535 48,542 5,240 58,734 39,579: 5,462 24,616
Old : 64,195: 8,657 32,804 1,535 48,542 5,240 58,734 39,579: 5,462 24,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 6,087: 2,120 3,114 299 5,860 237 8,279 3,650: -2,193 2,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 51.1 2.4 75.6 8.2 91.5 61.7: 8.5 38.3
Old : 100.0: 13.5 51.1 2.4 75.6 8.2 91.5 61.7: 8.5 38.3
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 : 45: 11 16 7 14 9 27 30:
Old : 45: 11 16 7 14 9 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 31.9 72.0 44.1 61.5 31.9 70.9 43.9
Old : 62.0 31.9 72.0 44.1 61.5 31.9 70.9 43.9
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 22, 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 : 158,059: 20,008 68,526 14,037 117,530 68,521 151,575 151,084: 6,484 6,974
Old : 158,059: 20,008 68,526 14,037 117,530 68,521 151,575 151,084: 6,484 6,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 521: -2,584 39 -566 4,159 709 1,009 182: -488 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 43.4 8.9 74.4 43.4 95.9 95.6: 4.1 4.4
Old : 100.0: 12.7 43.4 8.9 74.4 43.4 95.9 95.6: 4.1 4.4
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 : 137: 34 65 16 21 24 65 98:
Old : 137: 34 65 16 21 24 65 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 : 48.7 31.8 67.8 47.8 48.7 31.0 65.1 43.1
Old : 48.7 31.8 67.8 47.8 48.7 31.0 65.1 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 277,032: 54,431 124,782 25,014 171,997 87,593 251,441 237,388: 25,591 39,644
Old : 277,032: 54,431 124,782 25,014 171,997 87,593 251,441 237,388: 25,591 39,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -5,929: -508 -7,160 -383 -5,330 944 -6,222 -6,599: 293 670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 45.0 9.0 62.1 31.6 90.8 85.7: 9.2 14.3
Old : 100.0: 19.6 45.0 9.0 62.1 31.6 90.8 85.7: 9.2 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 : 138: 38 55 28 26 41 78 110:
Old : 138: 38 55 28 26 41 78 110:
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 : 53.5 28.6 61.6 37.9 51.5 27.8 58.0 36.4
Old : 53.5 28.6 61.6 37.9 51.5 27.8 58.0 36.4
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 22, 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 : 249,214: 63,354 56,255 36,944 125,717 113,009 226,014 206,208: 23,200 43,006
Old : 249,214: 63,354 56,255 36,944 125,717 113,009 226,014 206,208: 23,200 43,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 26,996: 2,350 12,498 7,365 19,352 2,691 29,066 22,553: -2,070 4,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 22.6 14.8 50.4 45.3 90.7 82.7: 9.3 17.3
Old : 100.0: 25.4 22.6 14.8 50.4 45.3 90.7 82.7: 9.3 17.3
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 : 132: 31 47 30 38 40 86 101:
Old : 132: 31 47 30 38 40 86 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 26.4 47.0 38.0 29.6 21.9 39.4 31.5
Old : 32.2 26.4 47.0 38.0 29.6 21.9 39.4 31.5
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 22, 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 : 523,899: 123,273 242,615 52,537 286,644 155,220 462,454 450,372: 61,445 73,527
Old : 523,899: 123,273 242,615 52,537 286,644 155,220 462,454 450,372: 61,445 73,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 32,078: 6,104 4,506 8,953 13,024 13,713 28,081 27,171: 3,997 4,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 46.3 10.0 54.7 29.6 88.3 86.0: 11.7 14.0
Old : 100.0: 23.5 46.3 10.0 54.7 29.6 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 : 261: 71 104 61 64 66 165 202:
Old : 261: 71 104 61 64 66 165 202:
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 : 30.7 23.2 41.3 31.9 27.8 23.2 37.2 29.7
Old : 30.7 23.2 41.3 31.9 27.8 23.2 37.2 29.7
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 22, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 25,699: 17,653 3,956 2 6,398 21,007 24,053 24,965: 1,646 734
Old : 25,699: 17,653 3,956 2 6,398 21,007 24,053 24,965: 1,646 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -1,170: -1,710 135 -259 802 -1,008 -1,167 -1,132: -3 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 15.4 0.0 24.9 81.7 93.6 97.1: 6.4 2.9
Old : 100.0: 68.7 15.4 0.0 24.9 81.7 93.6 97.1: 6.4 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: 15 9 2 4 6 19 17:
Old : 32: 15 9 2 4 6 19 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 : 80.3 81.5 87.9 92.6 80.3 81.5 87.2 92.5
Old : 80.3 81.5 87.9 92.6 80.3 81.5 87.2 92.5
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 22, 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 : 50,007: 31,779 32,312 543 13,359 13,882 45,681 46,737: 4,326 3,270
Old : 50,007: 31,779 32,312 543 13,359 13,882 45,681 46,737: 4,326 3,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,444: -1,768 808 49 3,514 300 1,795 1,157: -351 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 64.6 1.1 26.7 27.8 91.3 93.5: 8.7 6.5
Old : 100.0: 63.5 64.6 1.1 26.7 27.8 91.3 93.5: 8.7 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 29 22 7 12 12 43 39:
Old : 71: 29 22 7 12 12 43 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 : 36.6 69.0 55.9 78.6 36.6 69.0 54.7 78.6
Old : 36.6 69.0 55.9 78.6 36.6 69.0 54.7 78.6
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 22, 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 :23,098,438: 734,167 2,534,518 11,039,215 10,660,988 8,231,355 22,434,370 21,805,087: 664,068 1,293,350
Old :23,098,438: 734,167 2,534,518 11,039,215 10,660,988 8,231,355 22,434,370 21,805,087: 664,068 1,293,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 1,008,067: 166,530 113,474 674,044 248,427 158,754 1,089,001 946,272: -80,934 61,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 11.0 47.8 46.2 35.6 97.1 94.4: 2.9 5.6
Old : 100.0: 3.2 11.0 47.8 46.2 35.6 97.1 94.4: 2.9 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: 41 112 112 128 140 252 283:
Old : 300: 41 112 112 128 140 252 283:
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 : 26.2 18.3 40.5 30.9 17.3 6.4 20.9 9.2
Old : 26.2 18.3 40.5 30.9 17.3 6.4 20.9 9.2
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 22, 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 : 946,095: 96,870 109,035 171,581 559,350 535,807 827,802 816,422: 118,293 129,672
Old : 946,095: 96,870 109,035 171,581 559,350 535,807 827,802 816,422: 118,293 129,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 33,760: 482 15,105 671 28,045 10,187 29,198 25,963: 4,562 7,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 11.5 18.1 59.1 56.6 87.5 86.3: 12.5 13.7
Old : 100.0: 10.2 11.5 18.1 59.1 56.6 87.5 86.3: 12.5 13.7
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 : 673: 156 180 173 256 256 510 512:
Old : 673: 156 180 173 256 256 510 512:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.8 16.9 22.2 25.1 8.9 11.5 14.5 16.0
Old : 13.8 16.9 22.2 25.1 8.9 11.5 14.5 16.0
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 22, 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 : 197,006: 12,209 14,004 53,656 93,651 73,184 159,516 140,843: 37,491 56,163
Old : 197,006: 12,209 14,004 53,656 93,651 73,184 159,516 140,843: 37,491 56,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 17,977: 707 3,152 4,403 10,524 2,700 15,634 10,255: 2,343 7,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 7.1 27.2 47.5 37.1 81.0 71.5: 19.0 28.5
Old : 100.0: 6.2 7.1 27.2 47.5 37.1 81.0 71.5: 19.0 28.5
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 : 77: 20 13 23 37 31 70 55:
Old : 77: 20 13 23 37 31 70 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 24.9 41.1 40.8 13.7 14.1 20.6 20.6
Old : 26.3 24.9 41.1 40.8 13.7 14.1 20.6 20.6
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 22, 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 : 3,745,441: 462,228 514,078 550,705 2,328,496 2,313,111 3,341,429 3,377,894: 404,013 367,547
Old : 3,745,441: 462,228 514,078 550,705 2,328,496 2,313,111 3,341,429 3,377,894: 404,013 367,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 78,914: 5,938 66,828 -25,724 87,606 37,438 67,819 78,542: 11,095 373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.7 14.7 62.2 61.8 89.2 90.2: 10.8 9.8
Old : 100.0: 12.3 13.7 14.7 62.2 61.8 89.2 90.2: 10.8 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 651: 151 171 164 249 246 489 492:
Old : 651: 151 171 164 249 246 489 492:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 18.8 22.7 27.5 11.0 13.8 17.1 20.1
Old : 14.0 18.8 22.7 27.5 11.0 13.8 17.1 20.1
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 22, 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 : 83,102: 25,413 5,101 126 46,535 74,136 72,074 79,363: 11,028 3,739
Old : 83,102: 25,413 5,101 126 46,535 74,136 72,074 79,363: 11,028 3,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 7,954: 4,355 2,215 1 3,862 5,764 8,218 7,980: -264 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 6.1 0.2 56.0 89.2 86.7 95.5: 13.3 4.5
Old : 100.0: 30.6 6.1 0.2 56.0 89.2 86.7 95.5: 13.3 4.5
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 : 87: 19 9 3 41 36 61 47:
Old : 87: 19 9 3 41 36 61 47:
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 : 36.1 40.4 48.3 63.2 35.8 40.4 47.3 63.1
Old : 36.1 40.4 48.3 63.2 35.8 40.4 47.3 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 52,733: 23,642 6,745 2,064 21,112 38,590 46,818 47,400: 5,915 5,333
Old : 52,733: 23,642 6,745 2,064 21,112 38,590 46,818 47,400: 5,915 5,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -996: 1,775 -747 -445 -2,629 -220 -1,298 -1,411: 303 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 12.8 3.9 40.0 73.2 88.8 89.9: 11.2 10.1
Old : 100.0: 44.8 12.8 3.9 40.0 73.2 88.8 89.9: 11.2 10.1
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 : 247: 74 52 26 73 76 156 145:
Old : 247: 74 52 26 73 76 156 145:
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 : 21.7 32.5 31.7 46.2 21.7 32.3 31.6 45.7
Old : 21.7 32.5 31.7 46.2 21.7 32.3 31.6 45.7
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 22, 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 : 263,664: 118,208 33,725 10,322 105,559 192,952 234,090 236,999: 29,574 26,665
Old : 263,664: 118,208 33,725 10,322 105,559 192,952 234,090 236,999: 29,574 26,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -4,979: 8,877 -3,735 -2,223 -13,147 -1,100 -6,492 -7,057: 1,514 2,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 12.8 3.9 40.0 73.2 88.8 89.9: 11.2 10.1
Old : 100.0: 44.8 12.8 3.9 40.0 73.2 88.8 89.9: 11.2 10.1
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 : 247: 74 52 26 73 76 156 145:
Old : 247: 74 52 26 73 76 156 145:
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 : 21.7 32.5 31.7 46.2 21.7 32.3 31.6 45.7
Old : 21.7 32.5 31.7 46.2 21.7 32.3 31.6 45.7
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 22, 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 : 126,949: 61,756 34,638 13,101 26,352 50,108 101,209 97,846: 25,739 29,102
Old : 126,949: 61,756 34,638 13,101 26,352 50,108 101,209 97,846: 25,739 29,102
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -6,577: -15,417 -3,402 1,623 7,271 -12,697 -6,524 -14,476: -54 7,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 27.3 10.3 20.8 39.5 79.7 77.1: 20.3 22.9
Old : 100.0: 48.6 27.3 10.3 20.8 39.5 79.7 77.1: 20.3 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 : 92: 36 28 16 22 23 68 57:
Old : 92: 36 28 16 22 23 68 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 : 23.4 30.0 36.1 40.7 23.3 26.9 34.7 35.4
Old : 23.4 30.0 36.1 40.7 23.3 26.9 34.7 35.4
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 22, 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 : 35,836: 12,178 2,752 3 15,056 28,702 27,237 31,457: 8,599 4,379
Old : 35,836: 12,178 2,752 3 15,056 28,702 27,237 31,457: 8,599 4,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 347: 1,228 -199 -2 -803 241 423 40: -76 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 7.7 0.0 42.0 80.1 76.0 87.8: 24.0 12.2
Old : 100.0: 34.0 7.7 0.0 42.0 80.1 76.0 87.8: 24.0 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 19 5 1 15 14 34 20:
Old : 50: 19 5 1 15 14 34 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 : 36.8 72.8 49.0 81.5 36.8 72.8 49.0 81.5
Old : 36.8 72.8 49.0 81.5 36.8 72.8 49.0 81.5
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 22, 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 : 69,201: 9,738 16,494 2,606 45,369 43,478 57,713 62,578: 11,488 6,623
Old : 69,201: 9,738 16,494 2,606 45,369 43,478 57,713 62,578: 11,488 6,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: 2,663: -3,157 6,371 441 3,331 638 615 7,450: 2,048 -4,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 23.8 3.8 65.6 62.8 83.4 90.4: 16.6 9.6
Old : 100.0: 14.1 23.8 3.8 65.6 62.8 83.4 90.4: 16.6 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 : 95: 24 16 8 30 36 57 57:
Old : 95: 24 16 8 30 36 57 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 : 31.4 36.8 47.5 52.4 31.3 36.3 45.9 50.4
Old : 31.4 36.8 47.5 52.4 31.3 36.3 45.9 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016