BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,427: 639 777 327 4,561 4,741 5,527 5,845: 900 582
Old : 6,427: 639 777 327 4,561 4,741 5,527 5,845: 900 582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 3: -18 234 7 70 -134 59 107: -56 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 12.1 5.1 71.0 73.8 86.0 90.9: 14.0 9.1
Old : 100.0: 9.9 12.1 5.1 71.0 73.8 86.0 90.9: 14.0 9.1
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 : 37: 5 11 10 15 15 27 29:
Old : 37: 5 11 10 15 15 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 55.6 69.3 70.2 49.9 54.5 67.6 67.6
Old : 50.4 55.6 69.3 70.2 49.9 54.5 67.6 67.6
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,890: 11,728 5,975 709 12,727 14,230 25,164 20,914: 2,726 6,976
Old : 27,890: 11,728 5,975 709 12,727 14,230 25,164 20,914: 2,726 6,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 572: 156 337 155 231 163 542 655: 30 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 21.4 2.5 45.6 51.0 90.2 75.0: 9.8 25.0
Old : 100.0: 42.1 21.4 2.5 45.6 51.0 90.2 75.0: 9.8 25.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 14 25 20 26 25 54 57:
Old : 82: 14 25 20 26 25 54 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 : 42.1 31.6 56.5 45.8 41.7 31.6 56.2 45.8
Old : 42.1 31.6 56.5 45.8 41.7 31.6 56.2 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,211: 326 915 512 4,600 3,883 5,438 5,310: 773 901
Old : 6,211: 326 915 512 4,600 3,883 5,438 5,310: 773 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 365: -50 -60 148 296 216 394 304: -29 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 14.7 8.2 74.1 62.5 87.6 85.5: 12.4 14.5
Old : 100.0: 5.2 14.7 8.2 74.1 62.5 87.6 85.5: 12.4 14.5
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 : 43: 5 13 11 22 15 34 32:
Old : 43: 5 13 11 22 15 34 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 : 38.6 33.9 55.4 52.2 38.6 26.8 52.4 40.1
Old : 38.6 33.9 55.4 52.2 38.6 26.8 52.4 40.1
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,647: 282 390 228 1,877 1,218 2,387 1,836: 260 811
Old : 2,647: 282 390 228 1,877 1,218 2,387 1,836: 260 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 147: 149 -155 78 -86 107 141 30: 6 117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 14.7 8.6 70.9 46.0 90.2 69.4: 9.8 30.6
Old : 100.0: 10.7 14.7 8.6 70.9 46.0 90.2 69.4: 9.8 30.6
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: 4 3 6 8 9 15 15:
Old : 21: 4 3 6 8 9 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 47.4 78.0 61.7 53.5 43.0 72.9 56.8
Old : 54.5 47.4 78.0 61.7 53.5 43.0 72.9 56.8
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 200,403: 73,441 56,816 35,252 72,840 78,615 181,533 170,683: 18,870 29,720
Old : 24,757: 18,484 12,260 519 2,746 7,964 21,749 20,743: 3,008 4,014
Other: 175,646: 65,600 55,199 24,090 70,094 70,651 159,784 149,940: 15,862 25,706
: : :
: : Changes in Commitments from: September 22, 2015 :
: 5,063: 3,338 -2,200 -678 1,298 6,307 3,958 3,429: 1,105 1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 28.4 17.6 36.3 39.2 90.6 85.2: 9.4 14.8
Old : 100.0: 74.7 49.5 2.1 11.1 32.2 87.8 83.8: 12.2 16.2
Other: 100.0: 37.3 31.4 13.7 39.9 40.2 91.0 85.4: 9.0 14.6
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 102 74 97 61 79 223 206:
Old : 155: 59 33 3 15 49 76 83:
Other: 276: 81 93 71 60 75 189 198:
:----------------------------------------------------------------------------------------------------
: 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 : 14.9 12.5 26.1 21.1 14.9 12.5 25.5 20.7
Old : 31.6 25.9 44.5 41.4 31.6 25.9 44.5 41.4
Other: 16.5 11.7 29.3 20.6 16.5 11.2 28.7 19.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 261,329: 70,438 81,880 47,664 115,441 92,474 233,543 222,018: 27,786 39,311
Old : 261,329: 70,438 81,880 47,664 115,441 92,474 233,543 222,018: 27,786 39,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -5,729: -920 -1,869 -5,823 3,253 3,633 -3,490 -4,059: -2,239 -1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 31.3 18.2 44.2 35.4 89.4 85.0: 10.6 15.0
Old : 100.0: 27.0 31.3 18.2 44.2 35.4 89.4 85.0: 10.6 15.0
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 : 418: 100 136 156 109 119 313 337:
Old : 418: 100 136 156 109 119 313 337:
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 : 17.0 16.6 26.5 24.8 16.4 16.5 25.4 24.4
Old : 17.0 16.6 26.5 24.8 16.4 16.5 25.4 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 6,583: 1,530 3,777 850 2,576 411 4,956 5,038: 1,627 1,545
Old : 6,583: 1,530 3,777 850 2,576 411 4,956 5,038: 1,627 1,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 965: -323 563 90 812 126 579 779: 386 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 57.4 12.9 39.1 6.2 75.3 76.5: 24.7 23.5
Old : 100.0: 23.2 57.4 12.9 39.1 6.2 75.3 76.5: 24.7 23.5
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 : 86: 19 34 10 28 13 53 54:
Old : 86: 19 34 10 28 13 53 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 26.7 29.7 40.5 15.6 25.4 26.2 36.6
Old : 17.5 26.7 29.7 40.5 15.6 25.4 26.2 36.6
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,702: 9,293 10,212 5,572 12,795 7,079 27,660 22,863: 8,042 12,839
Old : 35,702: 9,293 10,212 5,572 12,795 7,079 27,660 22,863: 8,042 12,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -2,306: -903 -227 -1,017 -542 -488 -2,462 -1,732: 156 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 28.6 15.6 35.8 19.8 77.5 64.0: 22.5 36.0
Old : 100.0: 26.0 28.6 15.6 35.8 19.8 77.5 64.0: 22.5 36.0
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 : 178: 39 57 44 50 49 119 129:
Old : 178: 39 57 44 50 49 119 129:
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 : 15.3 9.9 25.1 17.3 13.4 9.1 22.5 15.8
Old : 15.3 9.9 25.1 17.3 13.4 9.1 22.5 15.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 3,922: 687 2,605 112 1,917 718 2,716 3,435: 1,206 487
Old : 3,922: 687 2,605 112 1,917 718 2,716 3,435: 1,206 487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 34: 0 -14 -6 95 12 89 -8: -55 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 66.4 2.9 48.9 18.3 69.3 87.6: 30.7 12.4
Old : 100.0: 17.5 66.4 2.9 48.9 18.3 69.3 87.6: 30.7 12.4
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: 2 8 6 9 7 17 15:
Old : 22: 2 8 6 9 7 17 15:
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 : 40.1 58.6 60.7 73.6 39.1 58.2 59.7 72.8
Old : 40.1 58.6 60.7 73.6 39.1 58.2 59.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,164: 2,349 12,378 699 21,664 9,446 24,712 22,523: 452 2,641
Old : 25,164: 2,349 12,378 699 21,664 9,446 24,712 22,523: 452 2,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 891: 98 488 75 786 164 959 727: -68 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 49.2 2.8 86.1 37.5 98.2 89.5: 1.8 10.5
Old : 100.0: 9.3 49.2 2.8 86.1 37.5 98.2 89.5: 1.8 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 : 74: 13 29 14 19 17 43 50:
Old : 74: 13 29 14 19 17 43 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 : 47.0 39.3 72.8 57.4 46.9 39.0 72.6 56.3
Old : 47.0 39.3 72.8 57.4 46.9 39.0 72.6 56.3
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,429: 1,157 2,937 0 32,421 30,979 33,578 33,916: 851 513
Old : 34,429: 1,157 2,937 0 32,421 30,979 33,578 33,916: 851 513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 76: 0 -763 0 -128 778 -128 15: 204 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 8.5 0.0 94.2 90.0 97.5 98.5: 2.5 1.5
Old : 100.0: 3.4 8.5 0.0 94.2 90.0 97.5 98.5: 2.5 1.5
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 : 21: 3 3 0 11 8 14 11:
Old : 21: 3 3 0 11 8 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 86.1 94.2 96.8 81.0 86.1 93.2 94.9
Old : 81.5 86.1 94.2 96.8 81.0 86.1 93.2 94.9
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 139,431: 36,211 78,446 1,755 79,347 16,456 117,313 96,657: 22,118 42,774
Old : 139,431: 36,211 78,446 1,755 79,347 16,456 117,313 96,657: 22,118 42,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 3,218: -4,690 -849 -230 6,508 1,230 1,588 151: 1,630 3,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 56.3 1.3 56.9 11.8 84.1 69.3: 15.9 30.7
Old : 100.0: 26.0 56.3 1.3 56.9 11.8 84.1 69.3: 15.9 30.7
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 : 86: 25 32 8 21 19 48 57:
Old : 86: 25 32 8 21 19 48 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 : 46.7 36.8 58.3 46.6 46.4 36.7 58.0 46.5
Old : 46.7 36.8 58.3 46.6 46.4 36.7 58.0 46.5
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 38,229: 13,266 15,981 138 17,634 3,459 31,038 19,578: 7,191 18,651
Old : 38,229: 13,266 15,981 138 17,634 3,459 31,038 19,578: 7,191 18,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,248: -456 383 12 1,761 -514 1,317 -119: -69 1,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 41.8 0.4 46.1 9.0 81.2 51.2: 18.8 48.8
Old : 100.0: 34.7 41.8 0.4 46.1 9.0 81.2 51.2: 18.8 48.8
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 : 32: 8 9 4 10 7 19 19:
Old : 32: 8 9 4 10 7 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 33.9 67.6 43.5 50.7 33.9 67.5 43.5
Old : 50.7 33.9 67.6 43.5 50.7 33.9 67.5 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 142,517: 31,276 75,727 5,013 102,653 54,957 138,942 135,697: 3,575 6,820
Old : 142,517: 31,276 75,727 5,013 102,653 54,957 138,942 135,697: 3,575 6,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 15,973: -16,350 15,745 -1,317 33,195 2,618 15,528 17,046: 445 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 53.1 3.5 72.0 38.6 97.5 95.2: 2.5 4.8
Old : 100.0: 21.9 53.1 3.5 72.0 38.6 97.5 95.2: 2.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 21 68 8 13 24 39 96:
Old : 122: 21 68 8 13 24 39 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 28.8 88.1 45.9 76.3 28.8 86.1 45.9
Old : 76.7 28.8 88.1 45.9 76.3 28.8 86.1 45.9
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 155,821: 49,815 51,862 2,157 82,145 70,731 134,117 124,750: 21,704 31,071
Old : 155,821: 49,815 51,862 2,157 82,145 70,731 134,117 124,750: 21,704 31,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 9,248: 4,814 8,128 769 1,597 -4,811 7,180 4,086: 2,068 5,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 33.3 1.4 52.7 45.4 86.1 80.1: 13.9 19.9
Old : 100.0: 32.0 33.3 1.4 52.7 45.4 86.1 80.1: 13.9 19.9
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 : 99: 28 32 7 21 25 52 61:
Old : 99: 28 32 7 21 25 52 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 : 51.7 32.2 62.1 45.0 51.7 32.1 62.1 44.6
Old : 51.7 32.2 62.1 45.0 51.7 32.1 62.1 44.6
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 174,697: 39,753 61,805 3,446 109,614 77,076 152,813 142,327: 21,884 32,370
Old : 174,697: 39,753 61,805 3,446 109,614 77,076 152,813 142,327: 21,884 32,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -2,742: -8,529 -10,155 -114 5,822 4,871 -2,821 -5,398: 79 2,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 35.4 2.0 62.7 44.1 87.5 81.5: 12.5 18.5
Old : 100.0: 22.8 35.4 2.0 62.7 44.1 87.5 81.5: 12.5 18.5
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 : 124: 35 37 14 28 37 69 82:
Old : 124: 35 37 14 28 37 69 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 33.0 64.7 43.0 52.5 33.0 64.4 42.9
Old : 52.5 33.0 64.7 43.0 52.5 33.0 64.4 42.9
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 322,721: 61,932 149,592 6,195 215,338 103,272 283,465 259,059: 39,256 63,662
Old : 322,721: 61,932 149,592 6,195 215,338 103,272 283,465 259,059: 39,256 63,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 7,271: -1,594 5,033 451 10,510 558 9,367 6,042: -2,096 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 46.4 1.9 66.7 32.0 87.8 80.3: 12.2 19.7
Old : 100.0: 19.2 46.4 1.9 66.7 32.0 87.8 80.3: 12.2 19.7
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 : 228: 47 98 32 52 53 116 167:
Old : 228: 47 98 32 52 53 116 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 21.3 49.2 29.9 32.9 21.2 48.6 29.9
Old : 32.9 21.3 49.2 29.9 32.9 21.2 48.6 29.9
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,643: 11,480 17,477 789 11,366 4,625 23,635 22,891: 1,008 1,752
Old : 24,643: 11,480 17,477 789 11,366 4,625 23,635 22,891: 1,008 1,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 2,834: 276 425 500 2,088 2,174 2,864 3,099: -30 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 70.9 3.2 46.1 18.8 95.9 92.9: 4.1 7.1
Old : 100.0: 46.6 70.9 3.2 46.1 18.8 95.9 92.9: 4.1 7.1
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 : 29: 7 15 3 5 4 14 20:
Old : 29: 7 15 3 5 4 14 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 : 54.5 66.9 88.1 83.2 54.3 59.5 73.2 67.0
Old : 54.5 66.9 88.1 83.2 54.3 59.5 73.2 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 34,105: 20,995 24,057 201 11,339 4,392 32,535 28,650: 1,570 5,455
Old : 34,105: 20,995 24,057 201 11,339 4,392 32,535 28,650: 1,570 5,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -1,815: -1,995 -2,462 -23 213 1,106 -1,805 -1,379: -10 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 70.5 0.6 33.2 12.9 95.4 84.0: 4.6 16.0
Old : 100.0: 61.6 70.5 0.6 33.2 12.9 95.4 84.0: 4.6 16.0
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 : 73: 14 37 3 13 12 29 50:
Old : 73: 14 37 3 13 12 29 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 : 61.8 31.3 77.4 48.6 61.8 31.3 77.3 48.6
Old : 61.8 31.3 77.4 48.6 61.8 31.3 77.3 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 7,149: 2,835 5,142 77 3,852 514 6,764 5,733: 385 1,416
Old : 7,149: 2,835 5,142 77 3,852 514 6,764 5,733: 385 1,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 71.9 1.1 53.9 7.2 94.6 80.2: 5.4 19.8
Old : 100.0: 39.7 71.9 1.1 53.9 7.2 94.6 80.2: 5.4 19.8
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 : 20: 3 11 2 4 2 9 13:
Old : 20: 3 11 2 4 2 9 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 : 75.0 55.7 94.3 69.9 75.0 55.4 93.5 69.4
Old : 75.0 55.7 94.3 69.9 75.0 55.4 93.5 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 :11,065,176: 1,574,411 1,085,759 2,185,740 6,499,457 6,671,029 10,259,608 9,942,528: 805,568 1,122,648
Old :11,065,176: 1,574,411 1,085,759 2,185,740 6,499,457 6,671,029 10,259,608 9,942,528: 805,568 1,122,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -106,491: -45,088 -71,007 -36,614 -27,035 -26,129 -108,737 -133,750: 2,246 27,259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 9.8 19.8 58.7 60.3 92.7 89.9: 7.3 10.1
Old : 100.0: 14.2 9.8 19.8 58.7 60.3 92.7 89.9: 7.3 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 : 297: 59 75 104 126 149 247 276:
Old : 297: 59 75 104 126 149 247 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 21.3 35.3 31.4 13.2 13.2 22.9 17.2
Old : 20.7 21.3 35.3 31.4 13.2 13.2 22.9 17.2
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 686,659: 77,088 111,828 18,644 477,026 442,157 572,758 572,629: 113,901 114,030
Old : 686,659: 77,088 111,828 18,644 477,026 442,157 572,758 572,629: 113,901 114,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 6,694: 3,885 -2,146 1,455 3,768 12,584 9,108 11,893: -2,414 -5,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 16.3 2.7 69.5 64.4 83.4 83.4: 16.6 16.6
Old : 100.0: 11.2 16.3 2.7 69.5 64.4 83.4 83.4: 16.6 16.6
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 : 606: 106 144 59 224 258 365 428:
Old : 606: 106 144 59 224 258 365 428:
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 : 17.8 11.1 28.0 18.2 14.9 10.7 24.7 17.3
Old : 17.8 11.1 28.0 18.2 14.9 10.7 24.7 17.3
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,295: 12,630 1,855 411 61,435 39,792 74,476 42,058: 28,819 61,237
Old : 103,295: 12,630 1,855 411 61,435 39,792 74,476 42,058: 28,819 61,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 461: 1,485 -2,052 206 -772 5,295 919 3,449: -458 -2,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.8 0.4 59.5 38.5 72.1 40.7: 27.9 59.3
Old : 100.0: 12.2 1.8 0.4 59.5 38.5 72.1 40.7: 27.9 59.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 13 7 4 35 28 49 38:
Old : 71: 13 7 4 35 28 49 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 20.4 39.6 29.1 26.9 19.9 38.3 27.9
Old : 27.6 20.4 39.6 29.1 26.9 19.9 38.3 27.9
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,916,818: 333,127 560,702 80,328 2,077,954 2,011,823 2,491,409 2,652,853: 425,409 263,965
Old : 2,916,818: 333,127 560,702 80,328 2,077,954 2,011,823 2,491,409 2,652,853: 425,409 263,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 31,163: 7,552 -4,916 10,692 22,701 36,446 40,945 42,222: -9,782 -11,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 19.2 2.8 71.2 69.0 85.4 91.0: 14.6 9.0
Old : 100.0: 11.4 19.2 2.8 71.2 69.0 85.4 91.0: 14.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 595: 103 145 56 215 244 353 411:
Old : 595: 103 145 56 215 244 353 411:
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 : 19.1 13.0 29.6 20.8 15.9 13.0 25.8 19.9
Old : 19.1 13.0 29.6 20.8 15.9 13.0 25.8 19.9
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 88,674: 8,509 4,077 264 70,839 80,240 79,612 84,581: 9,062 4,093
Old : 88,674: 8,509 4,077 264 70,839 80,240 79,612 84,581: 9,062 4,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 6,656: 798 633 -43 5,123 6,879 5,878 7,469: 778 -813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 4.6 0.3 79.9 90.5 89.8 95.4: 10.2 4.6
Old : 100.0: 9.6 4.6 0.3 79.9 90.5 89.8 95.4: 10.2 4.6
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 : 82: 13 5 1 42 34 55 40:
Old : 82: 13 5 1 42 34 55 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 48.5 55.7 71.3 37.7 48.4 55.1 70.8
Old : 38.2 48.5 55.7 71.3 37.7 48.4 55.1 70.8
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,099: 11,103 10,695 485 35,944 36,463 47,532 47,642: 4,567 4,456
Old : 52,099: 11,103 10,695 485 35,944 36,463 47,532 47,642: 4,567 4,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -1,201: -2,009 -611 -176 362 -345 -1,823 -1,132: 622 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 20.5 0.9 69.0 70.0 91.2 91.4: 8.8 8.6
Old : 100.0: 21.3 20.5 0.9 69.0 70.0 91.2 91.4: 8.8 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 : 209: 45 50 12 58 69 109 125:
Old : 209: 45 50 12 58 69 109 125:
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 : 45.2 28.4 52.6 44.4 45.2 28.2 52.6 44.2
Old : 45.2 28.4 52.6 44.4 45.2 28.2 52.6 44.2
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 260,494: 55,517 53,473 2,424 179,719 182,315 237,660 238,212: 22,834 22,282
Old : 260,494: 55,517 53,473 2,424 179,719 182,315 237,660 238,212: 22,834 22,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -6,006: -10,047 -3,055 -878 1,808 -1,725 -9,117 -5,658: 3,111 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 20.5 0.9 69.0 70.0 91.2 91.4: 8.8 8.6
Old : 100.0: 21.3 20.5 0.9 69.0 70.0 91.2 91.4: 8.8 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 : 209: 45 50 12 58 69 109 125:
Old : 209: 45 50 12 58 69 109 125:
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 : 45.2 28.4 52.6 44.4 45.2 28.2 52.6 44.2
Old : 45.2 28.4 52.6 44.4 45.2 28.2 52.6 44.2
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 142,869: 44,560 93,425 462 83,537 13,958 128,559 107,845: 14,310 35,024
Old : 142,869: 44,560 93,425 462 83,537 13,958 128,559 107,845: 14,310 35,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -4,410: 1,894 -2,073 -527 -6,299 93 -4,932 -2,507: 522 -1,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 65.4 0.3 58.5 9.8 90.0 75.5: 10.0 24.5
Old : 100.0: 31.2 65.4 0.3 58.5 9.8 90.0 75.5: 10.0 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 : 87: 20 42 3 18 11 39 55:
Old : 87: 20 42 3 18 11 39 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 : 62.9 40.5 73.4 49.1 62.9 40.4 73.4 49.0
Old : 62.9 40.5 73.4 49.1 62.9 40.4 73.4 49.0
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 - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,703: 18,299 19,788 20 19,838 19,408 38,157 39,216: 8,546 7,487
Old : 46,703: 18,299 19,788 20 19,838 19,408 38,157 39,216: 8,546 7,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -1,476: -390 -1,145 20 -1,438 -219 -1,808 -1,344: 332 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 42.4 0.0 42.5 41.6 81.7 84.0: 18.3 16.0
Old : 100.0: 39.2 42.4 0.0 42.5 41.6 81.7 84.0: 18.3 16.0
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 : 59: 16 18 1 17 10 34 28:
Old : 59: 16 18 1 17 10 34 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 57.8 57.8 69.2 44.3 57.8 57.7 69.2
Old : 44.3 57.8 57.8 69.2 44.3 57.8 57.7 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 29, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 85,230: 44,313 7,317 683 31,087 20,670 76,083 28,670: 9,147 56,560
Old : 85,230: 44,313 7,317 683 31,087 20,670 76,083 28,670: 9,147 56,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: 1,486: 3,276 -680 -407 -1,855 -7,610 1,014 -8,697: 472 10,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 8.6 0.8 36.5 24.3 89.3 33.6: 10.7 66.4
Old : 100.0: 52.0 8.6 0.8 36.5 24.3 89.3 33.6: 10.7 66.4
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 : 83: 39 9 5 22 20 61 34:
Old : 83: 39 9 5 22 20 61 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 : 30.4 15.7 43.9 21.9 30.4 15.7 43.8 21.6
Old : 30.4 15.7 43.9 21.9 30.4 15.7 43.8 21.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015