BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 05, 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 : 5,720: 978 1,387 378 3,441 3,185 4,797 4,950: 923 770
Old : 5,720: 978 1,387 378 3,441 3,185 4,797 4,950: 923 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -878: -31 -193 -50 -858 -583 -939 -826: 61 -52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 24.2 6.6 60.2 55.7 83.9 86.5: 16.1 13.5
Old : 100.0: 17.1 24.2 6.6 60.2 55.7 83.9 86.5: 16.1 13.5
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 : 30: 5 6 6 13 14 22 22:
Old : 30: 5 6 6 13 14 22 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 : 42.6 54.2 63.6 70.9 42.4 48.6 57.3 64.0
Old : 42.6 54.2 63.6 70.9 42.4 48.6 57.3 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, July 05, 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 : 29,192: 15,130 8,773 749 10,071 12,636 25,950 22,158: 3,242 7,034
Old : 29,192: 15,130 8,773 749 10,071 12,636 25,950 22,158: 3,242 7,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -3,114: -1,065 -1,324 -330 -1,451 -859 -2,846 -2,513: -268 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 30.1 2.6 34.5 43.3 88.9 75.9: 11.1 24.1
Old : 100.0: 51.8 30.1 2.6 34.5 43.3 88.9 75.9: 11.1 24.1
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 : 75: 20 22 17 24 22 55 51:
Old : 75: 20 22 17 24 22 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 27.0 64.2 41.0 50.2 26.9 62.8 40.2
Old : 50.2 27.0 64.2 41.0 50.2 26.9 62.8 40.2
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,586: 666 1,022 342 3,932 3,521 4,940 4,885: 646 701
Old : 5,586: 666 1,022 342 3,932 3,521 4,940 4,885: 646 701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -808: -10 -155 -105 -570 -564 -685 -824: -123 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 18.3 6.1 70.4 63.0 88.4 87.5: 11.6 12.5
Old : 100.0: 11.9 18.3 6.1 70.4 63.0 88.4 87.5: 11.6 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 10 8 21 17 32 30:
Old : 42: 6 10 8 21 17 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 32.9 60.3 54.3 40.4 31.4 58.9 48.8
Old : 40.4 32.9 60.3 54.3 40.4 31.4 58.9 48.8
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, July 05, 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 : 260,168: 107,027 46,135 29,157 102,560 148,828 238,744 224,120: 21,424 36,048
Old : 181,247: 87,796 33,940 19,135 61,509 102,961 168,440 156,036: 12,807 25,211
Other: 78,921: 26,742 19,706 2,511 41,051 45,867 70,304 68,084: 8,617 10,837
: : :
: : Changes in Commitments from: June 28, 2016 :
: 2,742: 2,496 -514 -1,358 3,262 4,816 4,400 2,944: -1,658 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 17.7 11.2 39.4 57.2 91.8 86.1: 8.2 13.9
Old : 100.0: 48.4 18.7 10.6 33.9 56.8 92.9 86.1: 7.1 13.9
Other: 100.0: 33.9 25.0 3.2 52.0 58.1 89.1 86.3: 10.9 13.7
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 121 66 102 75 96 250 225:
Old : 313: 105 81 86 42 93 200 217:
Other: 199: 59 38 27 57 75 127 132:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 19.1 25.5 27.1 14.0 19.1 24.5 26.6
Old : 16.1 19.6 29.3 27.9 16.1 19.4 29.2 27.0
Other: 26.4 20.4 38.6 32.0 26.4 20.4 38.6 32.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 05, 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 : 247,585: 88,105 71,628 35,190 100,140 107,264 223,435 214,082: 24,150 33,503
Old : 247,585: 88,105 71,628 35,190 100,140 107,264 223,435 214,082: 24,150 33,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 5,349: 2,779 1,693 4,426 -555 -1,399 6,650 4,720: -1,301 629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 28.9 14.2 40.4 43.3 90.2 86.5: 9.8 13.5
Old : 100.0: 35.6 28.9 14.2 40.4 43.3 90.2 86.5: 9.8 13.5
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 : 361: 88 106 91 99 115 242 271:
Old : 361: 88 106 91 99 115 242 271:
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 : 18.6 15.7 28.1 23.8 17.3 15.4 26.0 22.1
Old : 18.6 15.7 28.1 23.8 17.3 15.4 26.0 22.1
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, July 05, 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 : 4,063: 2,046 1,008 14 780 2,268 2,840 3,290: 1,223 773
Old : 4,063: 2,046 1,008 14 780 2,268 2,840 3,290: 1,223 773
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 69: 402 62 4 -322 184 84 250: -15 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 24.8 0.3 19.2 55.8 69.9 81.0: 30.1 19.0
Old : 100.0: 50.4 24.8 0.3 19.2 55.8 69.9 81.0: 30.1 19.0
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: 29 7 2 10 20 40 28:
Old : 59: 29 7 2 10 20 40 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 : 22.5 42.8 32.7 58.0 22.5 42.8 32.7 56.0
Old : 22.5 42.8 32.7 58.0 22.5 42.8 32.7 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, July 05, 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 : 42,730: 15,718 15,473 5,571 15,516 9,789 36,805 30,833: 5,925 11,897
Old : 42,730: 15,718 15,473 5,571 15,516 9,789 36,805 30,833: 5,925 11,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 1,016: -29 -500 330 545 819 846 649: 170 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 36.2 13.0 36.3 22.9 86.1 72.2: 13.9 27.8
Old : 100.0: 36.8 36.2 13.0 36.3 22.9 86.1 72.2: 13.9 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 48 64 38 56 57 127 141:
Old : 204: 48 64 38 56 57 127 141:
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 : 18.9 11.1 29.4 21.0 17.0 10.7 25.9 19.1
Old : 18.9 11.1 29.4 21.0 17.0 10.7 25.9 19.1
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, July 05, 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 : 26,709: 1,962 14,134 571 23,697 10,287 26,230 24,992: 479 1,717
Old : 26,709: 1,962 14,134 571 23,697 10,287 26,230 24,992: 479 1,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -3,747: -420 -2,589 -178 -3,049 -729 -3,647 -3,496: -100 -251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 52.9 2.1 88.7 38.5 98.2 93.6: 1.8 6.4
Old : 100.0: 7.3 52.9 2.1 88.7 38.5 98.2 93.6: 1.8 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 13 19 9 21 22 38 46:
Old : 66: 13 19 9 21 22 38 46:
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 : 53.3 48.1 75.2 65.3 52.8 48.0 72.9 65.1
Old : 53.3 48.1 75.2 65.3 52.8 48.0 72.9 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, July 05, 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 : 36,268: 17,072 11,394 0 18,267 24,342 35,339 35,736: 929 532
Old : 36,268: 17,072 11,394 0 18,267 24,342 35,339 35,736: 929 532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 925: 602 864 0 350 121 952 985: -27 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 31.4 0.0 50.4 67.1 97.4 98.5: 2.6 1.5
Old : 100.0: 47.1 31.4 0.0 50.4 67.1 97.4 98.5: 2.6 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 : 24: 7 3 0 6 9 13 12:
Old : 24: 7 3 0 6 9 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 76.9 92.6 93.7 84.4 76.9 92.6 93.7
Old : 84.4 76.9 92.6 93.7 84.4 76.9 92.6 93.7
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, July 05, 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 : 116,494: 41,031 29,514 1,491 43,551 61,699 86,073 92,704: 30,421 23,790
Old : 116,494: 41,031 29,514 1,491 43,551 61,699 86,073 92,704: 30,421 23,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 2,069: 2,356 -1,212 -854 -922 1,787 580 -279: 1,489 2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 25.3 1.3 37.4 53.0 73.9 79.6: 26.1 20.4
Old : 100.0: 35.2 25.3 1.3 37.4 53.0 73.9 79.6: 26.1 20.4
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 : 77: 21 25 7 16 23 41 51:
Old : 77: 21 25 7 16 23 41 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 42.9 53.2 53.4 41.6 42.9 52.6 53.4
Old : 42.2 42.9 53.2 53.4 41.6 42.9 52.6 53.4
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, July 05, 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 : 34,796: 22,474 13,796 628 5,794 5,166 28,896 19,590: 5,900 15,206
Old : 34,796: 22,474 13,796 628 5,794 5,166 28,896 19,590: 5,900 15,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -711: -431 1,758 8 -30 -2,299 -453 -533: -258 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 39.6 1.8 16.7 14.8 83.0 56.3: 17.0 43.7
Old : 100.0: 64.6 39.6 1.8 16.7 14.8 83.0 56.3: 17.0 43.7
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 : 37: 12 12 4 6 10 18 26:
Old : 37: 12 12 4 6 10 18 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 29.8 69.7 38.7 57.3 29.8 68.9 38.7
Old : 57.7 29.8 69.7 38.7 57.3 29.8 68.9 38.7
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, July 05, 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 : 103,117: 24,238 69,095 1,149 73,970 27,091 99,357 97,335: 3,760 5,782
Old : 103,117: 24,238 69,095 1,149 73,970 27,091 99,357 97,335: 3,760 5,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -6,323: 10,848 -9,622 -962 -16,862 5,212 -6,976 -5,372: 653 -951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 67.0 1.1 71.7 26.3 96.4 94.4: 3.6 5.6
Old : 100.0: 23.5 67.0 1.1 71.7 26.3 96.4 94.4: 3.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 33 50 8 20 17 60 68:
Old : 116: 33 50 8 20 17 60 68:
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 : 62.5 38.9 77.8 55.9 62.5 38.5 77.6 55.5
Old : 62.5 38.9 77.8 55.9 62.5 38.5 77.6 55.5
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, July 05, 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 : 227,939: 45,746 94,777 8,724 154,184 87,801 208,654 191,302: 19,285 36,637
Old : 227,939: 45,746 94,777 8,724 154,184 87,801 208,654 191,302: 19,285 36,637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 21,388: 2,472 8,792 2,170 16,579 7,236 21,221 18,198: 167 3,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 41.6 3.8 67.6 38.5 91.5 83.9: 8.5 16.1
Old : 100.0: 20.1 41.6 3.8 67.6 38.5 91.5 83.9: 8.5 16.1
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 : 121: 27 51 13 24 33 59 89:
Old : 121: 27 51 13 24 33 59 89:
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 : 59.6 29.5 67.9 42.9 59.6 28.7 67.9 41.7
Old : 59.6 29.5 67.9 42.9 59.6 28.7 67.9 41.7
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, July 05, 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 : 150,417: 87,037 23,469 2,852 32,637 97,652 122,526 123,973: 27,891 26,444
Old : 150,417: 87,037 23,469 2,852 32,637 97,652 122,526 123,973: 27,891 26,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 7,300: 1,544 -2,274 483 2,388 9,336 4,415 7,545: 2,885 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 15.6 1.9 21.7 64.9 81.5 82.4: 18.5 17.6
Old : 100.0: 57.9 15.6 1.9 21.7 64.9 81.5 82.4: 18.5 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 : 111: 36 32 10 25 29 67 65:
Old : 111: 36 32 10 25 29 67 65:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 43.3 46.9 52.5 37.3 42.8 46.4 51.5
Old : 37.3 43.3 46.9 52.5 37.3 42.8 46.4 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, July 05, 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 : 362,649: 112,011 187,338 12,437 197,845 104,095 322,293 303,870: 40,356 58,779
Old : 362,649: 112,011 187,338 12,437 197,845 104,095 322,293 303,870: 40,356 58,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 25,376: 2,431 15,824 1,580 22,098 5,001 26,109 22,405: -733 2,971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 51.7 3.4 54.6 28.7 88.9 83.8: 11.1 16.2
Old : 100.0: 30.9 51.7 3.4 54.6 28.7 88.9 83.8: 11.1 16.2
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 : 230: 66 83 38 51 57 131 166:
Old : 230: 66 83 38 51 57 131 166:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 27.6 40.9 36.4 26.9 27.6 40.0 36.4
Old : 27.3 27.6 40.9 36.4 26.9 27.6 40.0 36.4
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, July 05, 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 : 29,247: 8,932 3,336 169 9,690 21,328 18,791 24,833: 10,456 4,414
Old : 29,247: 8,932 3,336 169 9,690 21,328 18,791 24,833: 10,456 4,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 983: -39 -1 9 531 221 501 229: 482 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 11.4 0.6 33.1 72.9 64.2 84.9: 35.8 15.1
Old : 100.0: 30.5 11.4 0.6 33.1 72.9 64.2 84.9: 35.8 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 3 2 9 8 15 12:
Old : 20: 5 3 2 9 8 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 75.5 54.6 83.6 38.3 75.5 50.4 79.9
Old : 42.3 75.5 54.6 83.6 38.3 75.5 50.4 79.9
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 26,195: 17,077 4,687 194 7,205 20,465 24,476 25,346: 1,719 849
Old : 26,195: 17,077 4,687 194 7,205 20,465 24,476 25,346: 1,719 849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -4,131: -1,436 -1,110 -971 -2,010 -1,748 -4,417 -3,829: 286 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 17.9 0.7 27.5 78.1 93.4 96.8: 6.6 3.2
Old : 100.0: 65.2 17.9 0.7 27.5 78.1 93.4 96.8: 6.6 3.2
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 : 27: 10 9 3 4 5 16 15:
Old : 27: 10 9 3 4 5 16 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 : 79.2 82.3 87.0 92.8 79.2 80.5 85.6 89.5
Old : 79.2 82.3 87.0 92.8 79.2 80.5 85.6 89.5
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, July 05, 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 : 44,234: 30,606 32,009 419 8,336 8,965 39,361 41,393: 4,873 2,841
Old : 44,234: 30,606 32,009 419 8,336 8,965 39,361 41,393: 4,873 2,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 772: 808 -615 395 -258 649 945 429: -173 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 72.4 0.9 18.8 20.3 89.0 93.6: 11.0 6.4
Old : 100.0: 69.2 72.4 0.9 18.8 20.3 89.0 93.6: 11.0 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 43 21 4 9 11 56 32:
Old : 82: 43 21 4 9 11 56 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 : 38.8 59.5 53.5 71.5 36.8 59.2 51.5 71.1
Old : 38.8 59.5 53.5 71.5 36.8 59.2 51.5 71.1
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, July 05, 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 :10,138,678: 1,377,693 1,442,446 1,991,717 5,938,981 5,574,278 9,308,391 9,008,441: 830,287 1,130,237
Old :10,138,678: 1,377,693 1,442,446 1,991,717 5,938,981 5,574,278 9,308,391 9,008,441: 830,287 1,130,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 156,544: 80,996 149,688 -36,624 75,508 15,793 119,880 128,857: 36,664 27,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 14.2 19.6 58.6 55.0 91.8 88.9: 8.2 11.1
Old : 100.0: 13.6 14.2 19.6 58.6 55.0 91.8 88.9: 8.2 11.1
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 : 271: 44 80 95 118 138 224 259:
Old : 271: 44 80 95 118 138 224 259:
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 : 28.5 19.9 42.0 32.3 26.0 15.2 34.1 19.7
Old : 28.5 19.9 42.0 32.3 26.0 15.2 34.1 19.7
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, July 05, 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 : 689,194: 110,415 100,190 22,558 456,815 455,402 589,788 578,150: 99,406 111,044
Old : 689,194: 110,415 100,190 22,558 456,815 455,402 589,788 578,150: 99,406 111,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 15,734: 3,880 7,703 2,310 8,447 2,251 14,637 12,265: 1,097 3,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 14.5 3.3 66.3 66.1 85.6 83.9: 14.4 16.1
Old : 100.0: 16.0 14.5 3.3 66.3 66.1 85.6 83.9: 14.4 16.1
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 : 591: 117 141 64 221 246 369 420:
Old : 591: 117 141 64 221 246 369 420:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 15.5 22.3 22.2 12.3 13.6 20.7 20.2
Old : 13.6 15.5 22.3 22.2 12.3 13.6 20.7 20.2
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, July 05, 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 : 88,405: 9,464 7,213 1 49,685 38,449 59,150 45,663: 29,255 42,742
Old : 88,405: 9,464 7,213 1 49,685 38,449 59,150 45,663: 29,255 42,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 5,122: 387 -202 -23 4,547 3,394 4,911 3,169: 211 1,953
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 8.2 0.0 56.2 43.5 66.9 51.7: 33.1 48.3
Old : 100.0: 10.7 8.2 0.0 56.2 43.5 66.9 51.7: 33.1 48.3
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 : 65: 16 6 1 28 24 44 31:
Old : 65: 16 6 1 28 24 44 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 30.0 37.9 39.3 27.7 29.3 37.4 38.7
Old : 27.8 30.0 37.9 39.3 27.7 29.3 37.4 38.7
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, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,003,946: 524,300 484,429 93,241 2,035,651 2,084,765 2,653,192 2,662,435: 350,754 341,511
Old : 3,003,946: 524,300 484,429 93,241 2,035,651 2,084,765 2,653,192 2,662,435: 350,754 341,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 53,061: 17,945 40,005 11,188 19,498 -5,713 48,631 45,480: 4,430 7,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 16.1 3.1 67.8 69.4 88.3 88.6: 11.7 11.4
Old : 100.0: 17.5 16.1 3.1 67.8 69.4 88.3 88.6: 11.7 11.4
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 : 582: 112 143 62 212 236 356 409:
Old : 582: 112 143 62 212 236 356 409:
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 : 15.0 17.7 24.2 25.5 13.5 15.6 21.7 23.3
Old : 15.0 17.7 24.2 25.5 13.5 15.6 21.7 23.3
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, July 05, 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 : 81,178: 18,113 2,565 152 51,640 75,236 69,905 77,953: 11,273 3,225
Old : 81,178: 18,113 2,565 152 51,640 75,236 69,905 77,953: 11,273 3,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 1,528: -1,109 -4 -19 2,123 1,322 995 1,299: 533 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 3.2 0.2 63.6 92.7 86.1 96.0: 13.9 4.0
Old : 100.0: 22.3 3.2 0.2 63.6 92.7 86.1 96.0: 13.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 15 7 2 46 36 62 44:
Old : 86: 15 7 2 46 36 62 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 : 35.3 40.2 48.4 64.3 31.9 39.1 44.9 63.1
Old : 35.3 40.2 48.4 64.3 31.9 39.1 44.9 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, July 05, 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 : 40,019: 15,821 6,895 330 20,041 27,845 36,192 35,070: 3,828 4,950
Old : 40,019: 15,821 6,895 330 20,041 27,845 36,192 35,070: 3,828 4,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -1,192: -530 -94 -64 -723 -1,159 -1,317 -1,317: 126 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 17.2 0.8 50.1 69.6 90.4 87.6: 9.6 12.4
Old : 100.0: 39.5 17.2 0.8 50.1 69.6 90.4 87.6: 9.6 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 : 205: 51 52 12 52 66 111 122:
Old : 205: 51 52 12 52 66 111 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 28.5 45.7 42.9 35.5 28.5 44.7 42.7
Old : 35.7 28.5 45.7 42.9 35.5 28.5 44.7 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, July 05, 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 : 200,097: 79,104 34,475 1,648 100,207 139,225 180,959 175,348: 19,138 24,749
Old : 200,097: 79,104 34,475 1,648 100,207 139,225 180,959 175,348: 19,138 24,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -5,959: -2,649 -471 -321 -3,617 -5,793 -6,587 -6,585: 628 626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 17.2 0.8 50.1 69.6 90.4 87.6: 9.6 12.4
Old : 100.0: 39.5 17.2 0.8 50.1 69.6 90.4 87.6: 9.6 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 : 205: 51 52 12 52 66 111 122:
Old : 205: 51 52 12 52 66 111 122:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 28.5 45.7 42.9 35.5 28.5 44.7 42.7
Old : 35.7 28.5 45.7 42.9 35.5 28.5 44.7 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, July 05, 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 : 72,989: 33,794 28,891 2,863 12,741 21,702 49,398 53,456: 23,591 19,533
Old : 72,989: 33,794 28,891 2,863 12,741 21,702 49,398 53,456: 23,591 19,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 2,713: 1,238 -5,617 651 -432 6,614 1,457 1,648: 1,256 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 39.6 3.9 17.5 29.7 67.7 73.2: 32.3 26.8
Old : 100.0: 46.3 39.6 3.9 17.5 29.7 67.7 73.2: 32.3 26.8
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 : 80: 31 27 9 13 15 49 46:
Old : 80: 31 27 9 13 15 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 23.4 33.6 36.8 23.3 23.3 32.9 36.2
Old : 23.3 23.4 33.6 36.8 23.3 23.3 32.9 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,176: 12,055 4,844 0 16,500 23,977 28,555 28,821: 6,621 6,355
Old : 35,176: 12,055 4,844 0 16,500 23,977 28,555 28,821: 6,621 6,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 1,156: 640 140 0 38 1,132 678 1,272: 478 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 13.8 0.0 46.9 68.2 81.2 81.9: 18.8 18.1
Old : 100.0: 34.3 13.8 0.0 46.9 68.2 81.2 81.9: 18.8 18.1
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 : 42: 11 6 0 14 13 25 19:
Old : 42: 11 6 0 14 13 25 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 : 41.8 62.1 57.9 71.8 41.8 62.1 57.9 71.8
Old : 41.8 62.1 57.9 71.8 41.8 62.1 57.9 71.8
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, July 05, 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 : 75,103: 20,588 5,527 647 42,769 19,115 64,004 25,289: 11,099 49,814
Old : 75,103: 20,588 5,527 647 42,769 19,115 64,004 25,289: 11,099 49,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: -344: 2,051 -1,103 286 -1,231 3,788 1,106 2,971: -1,450 -3,315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 7.4 0.9 56.9 25.5 85.2 33.7: 14.8 66.3
Old : 100.0: 27.4 7.4 0.9 56.9 25.5 85.2 33.7: 14.8 66.3
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 : 79: 24 8 4 35 17 60 28:
Old : 79: 24 8 4 35 17 60 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 : 30.7 16.9 42.9 22.9 30.7 16.7 42.9 22.2
Old : 30.7 16.9 42.9 22.9 30.7 16.7 42.9 22.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016