BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 19, 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 : 4,635: 455 1,310 250 2,872 2,298 3,577 3,858: 1,058 777
Old : 4,635: 455 1,310 250 2,872 2,298 3,577 3,858: 1,058 777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 400: 140 144 -1 264 279 403 422: -3 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 28.3 5.4 62.0 49.6 77.2 83.2: 22.8 16.8
Old : 100.0: 9.8 28.3 5.4 62.0 49.6 77.2 83.2: 22.8 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 10 8 14 11 24 22:
Old : 30: 3 10 8 14 11 24 22:
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 53.6 57.2 66.6 35.6 52.9 56.0 65.4
Old : 36.8 53.6 57.2 66.6 35.6 52.9 56.0 65.4
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, January 19, 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 : 32,381: 18,595 10,951 590 10,479 10,676 29,664 22,217: 2,717 10,164
Old : 32,381: 18,595 10,951 590 10,479 10,676 29,664 22,217: 2,717 10,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 192: 90 258 -71 194 297 213 484: -21 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 33.8 1.8 32.4 33.0 91.6 68.6: 8.4 31.4
Old : 100.0: 57.4 33.8 1.8 32.4 33.0 91.6 68.6: 8.4 31.4
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 : 76: 11 34 15 22 17 42 57:
Old : 76: 11 34 15 22 17 42 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 : 56.7 23.9 74.2 38.1 56.0 23.8 73.3 38.1
Old : 56.7 23.9 74.2 38.1 56.0 23.8 73.3 38.1
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 7,495: 310 2,185 403 6,394 3,798 7,107 6,386: 388 1,109
Old : 7,495: 310 2,185 403 6,394 3,798 7,107 6,386: 388 1,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 84: -1 176 -59 163 -181 103 -64: -19 148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 29.2 5.4 85.3 50.7 94.8 85.2: 5.2 14.8
Old : 100.0: 4.1 29.2 5.4 85.3 50.7 94.8 85.2: 5.2 14.8
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 : 50: 4 17 16 22 18 39 38:
Old : 50: 4 17 16 22 18 39 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 : 52.7 29.6 70.2 46.0 52.7 26.3 68.4 39.0
Old : 52.7 29.6 70.2 46.0 52.7 26.3 68.4 39.0
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, January 19, 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 : 167,196: 54,541 55,883 29,441 65,508 55,992 149,490 141,316: 17,706 25,880
Old : 159,665: 51,036 53,646 28,394 63,760 52,776 143,190 134,816: 16,475 24,849
Other: 7,531: 4,534 3,266 18 1,748 3,216 6,300 6,500: 1,231 1,031
: : :
: : Changes in Commitments from: January 12, 2016 :
: 3,464: 2,217 -206 129 991 2,812 3,337 2,735: 127 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 33.4 17.6 39.2 33.5 89.4 84.5: 10.6 15.5
Old : 100.0: 32.0 33.6 17.8 39.9 33.1 89.7 84.4: 10.3 15.6
Other: 100.0: 60.2 43.4 0.2 23.2 42.7 83.7 86.3: 16.3 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 84 76 84 55 72 185 202:
Old : 261: 80 79 84 47 71 175 201:
Other: 63: 12 12 1 20 28 32 41:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 11.3 28.0 19.4 16.1 11.3 27.3 18.1
Old : 17.2 10.6 29.3 18.8 16.8 10.3 28.5 17.3
Other: 48.4 39.8 66.0 52.7 48.4 39.8 66.0 52.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 19, 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 : 275,924: 65,048 66,765 51,119 131,525 111,763 247,692 229,647: 28,232 46,277
Old : 275,924: 65,048 66,765 51,119 131,525 111,763 247,692 229,647: 28,232 46,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 929: -44 -10 1,467 -310 -923 1,113 534: -184 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 24.2 18.5 47.7 40.5 89.8 83.2: 10.2 16.8
Old : 100.0: 23.6 24.2 18.5 47.7 40.5 89.8 83.2: 10.2 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 395: 80 106 120 109 146 273 324:
Old : 395: 80 106 120 109 146 273 324:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.1 15.1 29.7 21.9 22.1 14.7 29.2 20.6
Old : 22.1 15.1 29.7 21.9 22.1 14.7 29.2 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 19, 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 : 4,541: 1,072 2,198 819 1,432 532 3,323 3,549: 1,218 992
Old : 4,541: 1,072 2,198 819 1,432 532 3,323 3,549: 1,218 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 242: 17 198 27 101 -53 145 172: 97 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 48.4 18.0 31.5 11.7 73.2 78.2: 26.8 21.8
Old : 100.0: 23.6 48.4 18.0 31.5 11.7 73.2 78.2: 26.8 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 20 21 8 20 12 45 38:
Old : 65: 20 21 8 20 12 45 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 : 20.7 35.1 34.0 51.2 14.0 32.2 24.2 41.9
Old : 20.7 35.1 34.0 51.2 14.0 32.2 24.2 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 19, 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 : 36,880: 13,342 9,622 5,616 11,095 6,999 30,053 22,237: 6,827 14,643
Old : 36,880: 13,342 9,622 5,616 11,095 6,999 30,053 22,237: 6,827 14,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -125: -219 -277 439 -220 -473 0 -311: -125 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 26.1 15.2 30.1 19.0 81.5 60.3: 18.5 39.7
Old : 100.0: 36.2 26.1 15.2 30.1 19.0 81.5 60.3: 18.5 39.7
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 : 164: 37 48 39 43 50 105 125:
Old : 164: 37 48 39 43 50 105 125:
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 : 20.1 11.4 29.3 17.5 18.9 11.4 28.1 16.6
Old : 20.1 11.4 29.3 17.5 18.9 11.4 28.1 16.6
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, January 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 31,452: 3,323 20,319 393 27,115 8,296 30,831 29,008: 621 2,444
Old : 31,452: 3,323 20,319 393 27,115 8,296 30,831 29,008: 621 2,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 491: 14 541 13 450 56 477 610: 14 -119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 64.6 1.2 86.2 26.4 98.0 92.2: 2.0 7.8
Old : 100.0: 10.6 64.6 1.2 86.2 26.4 98.0 92.2: 2.0 7.8
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 : 71: 13 25 14 22 18 40 52:
Old : 71: 13 25 14 22 18 40 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 53.7 75.0 70.6 55.1 53.6 74.9 70.3
Old : 55.1 53.7 75.0 70.6 55.1 53.6 74.9 70.3
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, January 19, 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 : 29,338: 3,372 2,721 0 25,195 26,014 28,567 28,735: 771 603
Old : 29,338: 3,372 2,721 0 25,195 26,014 28,567 28,735: 771 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -121: 292 -1,016 0 -397 916 -105 -100: -16 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 9.3 0.0 85.9 88.7 97.4 97.9: 2.6 2.1
Old : 100.0: 11.5 9.3 0.0 85.9 88.7 97.4 97.9: 2.6 2.1
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 : 27: 9 4 0 9 10 18 14:
Old : 27: 9 4 0 9 10 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.7 75.7 90.2 91.1 81.7 72.7 88.0 87.1
Old : 81.7 75.7 90.2 91.1 81.7 72.7 88.0 87.1
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, January 19, 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 : 165,344: 33,064 99,450 1,653 105,244 22,763 139,961 123,866: 25,383 41,478
Old : 165,344: 33,064 99,450 1,653 105,244 22,763 139,961 123,866: 25,383 41,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -929: -5,773 1,399 473 2,451 -1,321 -2,849 551: 1,920 -1,480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 60.1 1.0 63.7 13.8 84.6 74.9: 15.4 25.1
Old : 100.0: 20.0 60.1 1.0 63.7 13.8 84.6 74.9: 15.4 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 22 31 8 22 25 45 63:
Old : 90: 22 31 8 22 25 45 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 43.9 64.4 51.0 52.3 43.8 63.2 50.9
Old : 53.4 43.9 64.4 51.0 52.3 43.8 63.2 50.9
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, January 19, 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 : 49,290: 25,191 24,285 173 18,208 3,405 43,572 27,863: 5,718 21,427
Old : 49,290: 25,191 24,285 173 18,208 3,405 43,572 27,863: 5,718 21,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,862: 707 3,125 -3 2,219 299 2,923 3,421: -61 -559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 49.3 0.4 36.9 6.9 88.4 56.5: 11.6 43.5
Old : 100.0: 51.1 49.3 0.4 36.9 6.9 88.4 56.5: 11.6 43.5
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 : 40: 11 12 5 11 9 23 25:
Old : 40: 11 12 5 11 9 23 25:
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 : 53.1 40.7 66.8 46.6 53.0 40.7 66.6 46.6
Old : 53.1 40.7 66.8 46.6 53.0 40.7 66.6 46.6
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, January 19, 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 : 171,971: 30,361 106,364 21,086 116,877 36,514 168,324 163,964: 3,647 8,007
Old : 171,971: 30,361 106,364 21,086 116,877 36,514 168,324 163,964: 3,647 8,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 23,288: 946 2,934 16,107 5,970 4,463 23,023 23,504: 265 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 61.8 12.3 68.0 21.2 97.9 95.3: 2.1 4.7
Old : 100.0: 17.7 61.8 12.3 68.0 21.2 97.9 95.3: 2.1 4.7
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 : 126: 27 67 13 19 19 55 92:
Old : 126: 27 67 13 19 19 55 92:
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 : 66.3 44.7 76.5 62.0 61.7 42.6 69.3 54.1
Old : 66.3 44.7 76.5 62.0 61.7 42.6 69.3 54.1
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 - Futures Only, January 19, 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 : 259,589: 37,863 76,442 5,769 197,965 133,170 241,597 215,381: 17,992 44,208
Old : 259,589: 37,863 76,442 5,769 197,965 133,170 241,597 215,381: 17,992 44,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 20,721: 3,569 11,627 1,591 15,776 9,797 20,936 23,015: -215 -2,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 29.4 2.2 76.3 51.3 93.1 83.0: 6.9 17.0
Old : 100.0: 14.6 29.4 2.2 76.3 51.3 93.1 83.0: 6.9 17.0
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 : 120: 26 50 15 23 35 54 95:
Old : 120: 26 50 15 23 35 54 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 37.7 73.1 47.6 62.2 37.2 73.1 47.1
Old : 62.2 37.7 73.1 47.6 62.2 37.2 73.1 47.1
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, January 19, 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 : 247,614: 84,485 46,832 2,551 128,081 168,498 215,117 217,881: 32,497 29,733
Old : 247,614: 84,485 46,832 2,551 128,081 168,498 215,117 217,881: 32,497 29,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 6,248: 6,100 -6,287 656 -2,778 13,794 3,978 8,163: 2,270 -1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 18.9 1.0 51.7 68.0 86.9 88.0: 13.1 12.0
Old : 100.0: 34.1 18.9 1.0 51.7 68.0 86.9 88.0: 13.1 12.0
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 : 123: 38 42 11 23 34 69 79:
Old : 123: 38 42 11 23 34 69 79:
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 : 54.0 48.1 62.2 59.8 54.0 48.0 62.2 58.6
Old : 54.0 48.1 62.2 59.8 54.0 48.0 62.2 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 19, 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 : 400,362: 69,449 206,464 6,046 265,334 117,867 340,829 330,377: 59,533 69,985
Old : 400,362: 69,449 206,464 6,046 265,334 117,867 340,829 330,377: 59,533 69,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 1,792: 6,287 -3,149 223 -6,209 8,075 301 5,149: 1,491 -3,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 51.6 1.5 66.3 29.4 85.1 82.5: 14.9 17.5
Old : 100.0: 17.3 51.6 1.5 66.3 29.4 85.1 82.5: 14.9 17.5
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 : 224: 50 95 29 53 55 114 169:
Old : 224: 50 95 29 53 55 114 169:
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 : 32.6 27.9 51.7 38.0 32.6 27.9 51.0 37.9
Old : 32.6 27.9 51.7 38.0 32.6 27.9 51.0 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, January 19, 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 : 31,316: 6,520 1,945 0 8,539 24,847 15,059 26,792: 16,257 4,524
Old : 31,316: 6,520 1,945 0 8,539 24,847 15,059 26,792: 16,257 4,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 984: 1,024 -274 -485 -143 2,038 396 1,279: 588 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 6.2 0.0 27.3 79.3 48.1 85.6: 51.9 14.4
Old : 100.0: 20.8 6.2 0.0 27.3 79.3 48.1 85.6: 51.9 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 2 0 8 8 14 10:
Old : 20: 6 2 0 8 8 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 74.8 38.1 84.5 25.5 74.8 35.2 81.1
Old : 27.5 74.8 38.1 84.5 25.5 74.8 35.2 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, January 19, 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 : 14,794: 6,084 9,400 442 7,602 3,774 14,128 13,616: 666 1,178
Old : 14,794: 6,084 9,400 442 7,602 3,774 14,128 13,616: 666 1,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 206: 347 119 39 -96 267 290 425: -84 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 63.5 3.0 51.4 25.5 95.5 92.0: 4.5 8.0
Old : 100.0: 41.1 63.5 3.0 51.4 25.5 95.5 92.0: 4.5 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 8 16 2 2 4 11 21:
Old : 29: 8 16 2 2 4 11 21:
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 : 75.7 60.5 93.0 75.8 70.4 56.6 85.8 70.5
Old : 75.7 60.5 93.0 75.8 70.4 56.6 85.8 70.5
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 - Futures Only, January 19, 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 : 28,114: 14,938 17,892 344 10,398 4,395 25,680 22,631: 2,434 5,483
Old : 28,114: 14,938 17,892 344 10,398 4,395 25,680 22,631: 2,434 5,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 2,680: -2,211 2,284 147 5,101 -582 3,037 1,849: -357 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 63.6 1.2 37.0 15.6 91.3 80.5: 8.7 19.5
Old : 100.0: 53.1 63.6 1.2 37.0 15.6 91.3 80.5: 8.7 19.5
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 : 65: 20 26 4 12 11 34 39:
Old : 65: 20 26 4 12 11 34 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 37.6 52.7 51.4 33.9 37.3 52.7 50.6
Old : 33.9 37.6 52.7 51.4 33.9 37.3 52.7 50.6
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 - Futures Only, January 19, 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 :11,156,746: 1,645,761 1,911,772 1,898,425 6,904,784 6,253,484 10,448,970 10,063,681: 707,776 1,093,065
Old :11,156,746: 1,645,761 1,911,772 1,898,425 6,904,784 6,253,484 10,448,970 10,063,681: 707,776 1,093,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 199,243: 236,229 110,542 -36,342 -9,908 115,911 189,979 190,111: 9,264 9,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 17.1 17.0 61.9 56.1 93.7 90.2: 6.3 9.8
Old : 100.0: 14.8 17.1 17.0 61.9 56.1 93.7 90.2: 6.3 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 : 288: 46 80 104 125 146 243 271:
Old : 288: 46 80 104 125 146 243 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 19.7 39.6 28.6 20.1 12.3 31.7 18.7
Old : 25.1 19.7 39.6 28.6 20.1 12.3 31.7 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 19, 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 : 681,362: 72,653 106,712 23,280 454,639 431,599 550,572 561,591: 130,790 119,772
Old : 681,362: 72,653 106,712 23,280 454,639 431,599 550,572 561,591: 130,790 119,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 31,458: 5,395 10,855 -1,924 19,795 19,868 23,265 28,798: 8,192 2,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 15.7 3.4 66.7 63.3 80.8 82.4: 19.2 17.6
Old : 100.0: 10.7 15.7 3.4 66.7 63.3 80.8 82.4: 19.2 17.6
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 : 575: 114 123 64 221 252 372 403:
Old : 575: 114 123 64 221 252 372 403:
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 : 14.8 10.3 24.2 17.2 12.6 9.1 21.7 15.5
Old : 14.8 10.3 24.2 17.2 12.6 9.1 21.7 15.5
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, January 19, 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 : 108,673: 9,684 6,036 794 70,288 35,357 80,766 42,187: 27,907 66,486
Old : 108,673: 9,684 6,036 794 70,288 35,357 80,766 42,187: 27,907 66,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 7,905: -241 -34 230 6,896 2,425 6,885 2,621: 1,020 5,284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 5.6 0.7 64.7 32.5 74.3 38.8: 25.7 61.2
Old : 100.0: 8.9 5.6 0.7 64.7 32.5 74.3 38.8: 25.7 61.2
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 : 63: 10 6 2 34 25 45 32:
Old : 63: 10 6 2 34 25 45 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 : 31.1 19.4 44.3 27.4 30.9 18.3 44.1 25.8
Old : 31.1 19.4 44.3 27.4 30.9 18.3 44.1 25.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 19, 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 : 2,863,447: 340,376 528,912 86,899 1,921,757 1,981,208 2,349,032 2,597,019: 514,415 266,428
Old : 2,863,447: 340,376 528,912 86,899 1,921,757 1,981,208 2,349,032 2,597,019: 514,415 266,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 117,763: 24,091 50,355 -6,682 64,493 87,213 81,902 130,886: 35,861 -13,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.5 3.0 67.1 69.2 82.0 90.7: 18.0 9.3
Old : 100.0: 11.9 18.5 3.0 67.1 69.2 82.0 90.7: 18.0 9.3
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 : 567: 113 123 60 209 243 356 392:
Old : 567: 113 123 60 209 243 356 392:
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 : 16.4 12.2 26.8 19.9 14.0 11.5 23.8 19.1
Old : 16.4 12.2 26.8 19.9 14.0 11.5 23.8 19.1
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 - Futures Only, January 19, 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 : 104,932: 10,146 10,452 503 85,887 88,841 96,536 99,796: 8,396 5,136
Old : 104,932: 10,146 10,452 503 85,887 88,841 96,536 99,796: 8,396 5,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 8,634: 1,103 4,220 -185 7,954 4,214 8,872 8,249: -238 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 10.0 0.5 81.9 84.7 92.0 95.1: 8.0 4.9
Old : 100.0: 9.7 10.0 0.5 81.9 84.7 92.0 95.1: 8.0 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 : 88: 10 9 2 50 34 61 44:
Old : 88: 10 9 2 50 34 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 45.5 49.2 68.3 31.8 45.4 48.7 67.8
Old : 32.3 45.5 49.2 68.3 31.8 45.4 48.7 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 19, 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 : 55,449: 14,497 8,681 749 35,307 42,156 50,553 51,586: 4,896 3,863
Old : 55,449: 14,497 8,681 749 35,307 42,156 50,553 51,586: 4,896 3,863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -4,699: -2,710 -1,880 -82 -1,408 -2,728 -4,200 -4,691: -499 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.7 1.4 63.7 76.0 91.2 93.0: 8.8 7.0
Old : 100.0: 26.1 15.7 1.4 63.7 76.0 91.2 93.0: 8.8 7.0
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 : 198: 48 39 10 62 64 115 108:
Old : 198: 48 39 10 62 64 115 108:
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 27.7 51.8 45.7 44.3 27.4 51.2 45.4
Old : 44.3 27.7 51.8 45.7 44.3 27.4 51.2 45.4
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, January 19, 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 : 277,245: 72,483 43,405 3,745 176,535 210,781 252,763 257,931: 24,482 19,314
Old : 277,245: 72,483 43,405 3,745 176,535 210,781 252,763 257,931: 24,482 19,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -23,497: -13,551 -9,399 -412 -7,039 -13,642 -21,002 -23,453: -2,495 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 15.7 1.4 63.7 76.0 91.2 93.0: 8.8 7.0
Old : 100.0: 26.1 15.7 1.4 63.7 76.0 91.2 93.0: 8.8 7.0
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 : 198: 48 39 10 62 64 115 108:
Old : 198: 48 39 10 62 64 115 108:
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 27.7 51.8 45.7 44.3 27.4 51.2 45.4
Old : 44.3 27.7 51.8 45.7 44.3 27.4 51.2 45.4
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, January 19, 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 : 132,814: 45,471 81,738 819 72,319 12,417 118,609 94,974: 14,205 37,840
Old : 132,814: 45,471 81,738 819 72,319 12,417 118,609 94,974: 14,205 37,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 11,224: -3,057 10,167 784 14,883 1,582 12,610 12,533: -1,386 -1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 61.5 0.6 54.5 9.3 89.3 71.5: 10.7 28.5
Old : 100.0: 34.2 61.5 0.6 54.5 9.3 89.3 71.5: 10.7 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 : 91: 21 44 9 20 17 45 66:
Old : 91: 21 44 9 20 17 45 66:
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 : 62.3 32.5 73.8 40.5 62.3 32.5 73.6 40.4
Old : 62.3 32.5 73.8 40.5 62.3 32.5 73.6 40.4
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 - Futures Only, January 19, 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 : 43,963: 16,393 7,270 0 17,470 32,011 33,863 39,281: 10,100 4,682
Old : 43,963: 16,393 7,270 0 17,470 32,011 33,863 39,281: 10,100 4,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: -4,215: -2,480 121 0 -2,851 -5,305 -5,331 -5,184: 1,116 969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 16.5 0.0 39.7 72.8 77.0 89.4: 23.0 10.6
Old : 100.0: 37.3 16.5 0.0 39.7 72.8 77.0 89.4: 23.0 10.6
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 : 51: 21 6 0 15 10 36 16:
Old : 51: 21 6 0 15 10 36 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 66.6 52.0 81.2 39.2 66.6 51.9 81.2
Old : 39.2 66.6 52.0 81.2 39.2 66.6 51.9 81.2
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, January 19, 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 : 87,769: 28,122 13,612 860 47,562 16,647 76,544 31,119: 11,225 56,650
Old : 87,769: 28,122 13,612 860 47,562 16,647 76,544 31,119: 11,225 56,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 6,178: 3,823 1,731 298 215 3,096 4,336 5,125: 1,842 1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 15.5 1.0 54.2 19.0 87.2 35.5: 12.8 64.5
Old : 100.0: 32.0 15.5 1.0 54.2 19.0 87.2 35.5: 12.8 64.5
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 : 102: 29 24 3 33 25 62 52:
Old : 102: 29 24 3 33 25 62 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.0 9.3 40.6 14.9 27.0 8.8 39.4 14.4
Old : 27.0 9.3 40.6 14.9 27.0 8.8 39.4 14.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2016