BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, August 02, 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 : 6,265: 932 1,553 459 4,000 3,363 5,391 5,375: 874 890
Old : 6,265: 932 1,553 459 4,000 3,363 5,391 5,375: 874 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 216: -85 57 11 252 66 178 134: 38 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 24.8 7.3 63.8 53.7 86.0 85.8: 14.0 14.2
Old : 100.0: 14.9 24.8 7.3 63.8 53.7 86.0 85.8: 14.0 14.2
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 : 34: 4 7 7 17 15 27 23:
Old : 34: 4 7 7 17 15 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 51.7 64.1 68.6 45.0 45.7 57.4 60.2
Old : 45.5 51.7 64.1 68.6 45.0 45.7 57.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, August 02, 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 : 31,979: 16,192 9,230 960 11,409 14,197 28,561 24,387: 3,418 7,592
Old : 31,979: 16,192 9,230 960 11,409 14,197 28,561 24,387: 3,418 7,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 708: 225 0 63 332 447 620 510: 88 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 28.9 3.0 35.7 44.4 89.3 76.3: 10.7 23.7
Old : 100.0: 50.6 28.9 3.0 35.7 44.4 89.3 76.3: 10.7 23.7
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 : 80: 22 22 18 25 24 58 55:
Old : 80: 22 22 18 25 24 58 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 27.9 63.4 42.7 48.7 27.9 62.7 41.5
Old : 48.7 27.9 63.4 42.7 48.7 27.9 62.7 41.5
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, August 02, 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 : 5,655: 433 1,206 374 4,187 3,346 4,994 4,926: 661 729
Old : 5,655: 433 1,206 374 4,187 3,346 4,994 4,926: 661 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 59: -3 -6 -31 77 60 43 23: 16 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 21.3 6.6 74.0 59.2 88.3 87.1: 11.7 12.9
Old : 100.0: 7.7 21.3 6.6 74.0 59.2 88.3 87.1: 11.7 12.9
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 : 42: 5 11 10 21 19 33 33:
Old : 42: 5 11 10 21 19 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 32.1 65.5 52.0 45.4 29.0 62.7 47.0
Old : 45.4 32.1 65.5 52.0 45.4 29.0 62.7 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, August 02, 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 : 3,898: 1,111 465 365 2,271 2,526 3,747 3,356: 151 542
Old : 3,898: 1,111 465 365 2,271 2,526 3,747 3,356: 151 542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 117: 22 108 -14 108 15 116 109: 1 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 11.9 9.4 58.3 64.8 96.1 86.1: 3.9 13.9
Old : 100.0: 28.5 11.9 9.4 58.3 64.8 96.1 86.1: 3.9 13.9
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 : 20: 4 6 9 7 4 17 13:
Old : 20: 4 6 9 7 4 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 74.1 87.8 83.8 66.9 72.2 82.4 76.6
Old : 72.0 74.1 87.8 83.8 66.9 72.2 82.4 76.6
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, August 02, 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 : 224,120: 88,881 55,577 33,784 85,063 101,257 207,728 190,618: 16,392 33,502
Old : 126,333: 63,723 44,631 13,444 42,035 48,650 119,202 106,725: 7,131 19,608
Other: 97,787: 37,558 23,346 7,940 43,028 52,607 88,526 83,893: 9,261 13,894
: : :
: : Changes in Commitments from: July 26, 2016 :
: 619: 1,993 6,102 4,912 -5,461 -10,845 1,444 169: -825 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 24.8 15.1 38.0 45.2 92.7 85.1: 7.3 14.9
Old : 100.0: 50.4 35.3 10.6 33.3 38.5 94.4 84.5: 5.6 15.5
Other: 100.0: 38.4 23.9 8.1 44.0 53.8 90.5 85.8: 9.5 14.2
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 88 87 86 60 80 205 207:
Old : 263: 84 87 45 35 70 146 178:
Other: 192: 49 51 32 49 70 122 134:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 13.9 25.9 21.4 15.4 13.8 25.4 21.0
Old : 15.3 15.5 28.0 23.8 15.3 15.0 27.8 22.9
Other: 25.0 16.9 41.8 27.3 25.0 16.7 39.7 26.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, August 02, 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 : 252,242: 96,450 64,595 37,227 95,574 115,515 229,251 217,337: 22,991 34,905
Old : 252,242: 96,450 64,595 37,227 95,574 115,515 229,251 217,337: 22,991 34,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 319: 3,999 -6,842 -1,293 -2,442 6,059 264 -2,076: 55 2,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 25.6 14.8 37.9 45.8 90.9 86.2: 9.1 13.8
Old : 100.0: 38.2 25.6 14.8 37.9 45.8 90.9 86.2: 9.1 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 102 93 101 98 118 246 276:
Old : 358: 102 93 101 98 118 246 276:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.5 15.1 28.1 23.4 17.4 14.8 26.2 21.8
Old : 17.5 15.1 28.1 23.4 17.4 14.8 26.2 21.8
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, August 02, 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 : 5,328: 3,258 1,396 314 465 2,537 4,037 4,247: 1,291 1,081
Old : 5,328: 3,258 1,396 314 465 2,537 4,037 4,247: 1,291 1,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 109: -211 96 216 154 -285 159 27: -50 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 26.2 5.9 8.7 47.6 75.8 79.7: 24.2 20.3
Old : 100.0: 61.1 26.2 5.9 8.7 47.6 75.8 79.7: 24.2 20.3
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 : 73: 32 11 5 11 24 48 38:
Old : 73: 32 11 5 11 24 48 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 : 25.6 36.1 37.7 49.7 25.6 35.5 37.1 47.1
Old : 25.6 36.1 37.7 49.7 25.6 35.5 37.1 47.1
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, August 02, 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 : 44,997: 16,484 14,894 6,943 14,934 10,451 38,361 32,288: 6,636 12,709
Old : 44,997: 16,484 14,894 6,943 14,934 10,451 38,361 32,288: 6,636 12,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,507: 604 -455 1,097 -335 533 1,366 1,175: 141 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 33.1 15.4 33.2 23.2 85.3 71.8: 14.7 28.2
Old : 100.0: 36.6 33.1 15.4 33.2 23.2 85.3 71.8: 14.7 28.2
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 : 197: 48 59 42 56 58 130 140:
Old : 197: 48 59 42 56 58 130 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.8 12.0 27.3 20.1 15.7 9.7 23.5 16.9
Old : 17.8 12.0 27.3 20.1 15.7 9.7 23.5 16.9
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, August 02, 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 : 28,296: 2,090 15,721 864 24,808 10,242 27,762 26,827: 534 1,469
Old : 28,296: 2,090 15,721 864 24,808 10,242 27,762 26,827: 534 1,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 401: 77 303 90 232 15 399 408: 2 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 55.6 3.1 87.7 36.2 98.1 94.8: 1.9 5.2
Old : 100.0: 7.4 55.6 3.1 87.7 36.2 98.1 94.8: 1.9 5.2
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 : 75: 14 25 10 22 24 40 55:
Old : 75: 14 25 10 22 24 40 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 50.1 74.0 66.5 52.1 50.0 73.0 66.5
Old : 52.3 50.1 74.0 66.5 52.1 50.0 73.0 66.5
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, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 33,300: 15,822 7,557 0 16,491 25,389 32,313 32,946: 987 354
Old : 33,300: 15,822 7,557 0 16,491 25,389 32,313 32,946: 987 354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -4,106: -4,324 -3,131 0 314 -915 -4,010 -4,046: -96 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 22.7 0.0 49.5 76.2 97.0 98.9: 3.0 1.1
Old : 100.0: 47.5 22.7 0.0 49.5 76.2 97.0 98.9: 3.0 1.1
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 : 26: 10 2 0 7 8 17 10:
Old : 26: 10 2 0 7 8 17 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 : 78.6 87.5 87.3 97.7 78.6 87.5 87.3 96.7
Old : 78.6 87.5 87.3 97.7 78.6 87.5 87.3 96.7
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, August 02, 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 : 115,825: 41,711 23,953 1,162 42,005 63,882 84,878 88,997: 30,947 26,828
Old : 115,825: 41,711 23,953 1,162 42,005 63,882 84,878 88,997: 30,947 26,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -2,254: -2,312 3,110 239 -1,086 -2,153 -3,159 1,196: 905 -3,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 20.7 1.0 36.3 55.2 73.3 76.8: 26.7 23.2
Old : 100.0: 36.0 20.7 1.0 36.3 55.2 73.3 76.8: 26.7 23.2
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 : 81: 25 27 9 15 19 45 50:
Old : 81: 25 27 9 15 19 45 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 44.7 52.9 52.9 41.4 44.7 52.3 52.9
Old : 42.0 44.7 52.9 52.9 41.4 44.7 52.3 52.9
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, August 02, 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 : 44,853: 21,216 22,931 833 15,290 4,672 37,339 28,436: 7,514 16,417
Old : 44,853: 21,216 22,931 833 15,290 4,672 37,339 28,436: 7,514 16,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -6,654: -5,591 -2,930 195 -2,478 792 -7,874 -1,943: 1,220 -4,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 51.1 1.9 34.1 10.4 83.2 63.4: 16.8 36.6
Old : 100.0: 47.3 51.1 1.9 34.1 10.4 83.2 63.4: 16.8 36.6
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 : 37: 10 12 4 10 11 21 26:
Old : 37: 10 12 4 10 11 21 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 : 57.6 39.5 69.2 47.8 57.5 39.5 68.4 47.7
Old : 57.6 39.5 69.2 47.8 57.5 39.5 68.4 47.7
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, August 02, 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 : 128,186: 23,915 76,038 12,250 87,939 32,318 124,104 120,606: 4,082 7,580
Old : 128,186: 23,915 76,038 12,250 87,939 32,318 124,104 120,606: 4,082 7,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 8,433: -199 5,362 -47 8,539 2,587 8,293 7,902: 140 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 59.3 9.6 68.6 25.2 96.8 94.1: 3.2 5.9
Old : 100.0: 18.7 59.3 9.6 68.6 25.2 96.8 94.1: 3.2 5.9
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 : 131: 34 63 15 21 18 68 85:
Old : 131: 34 63 15 21 18 68 85:
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 : 49.8 36.4 69.2 50.4 49.8 31.1 64.4 42.4
Old : 49.8 36.4 69.2 50.4 49.8 31.1 64.4 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, August 02, 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 : 233,265: 33,375 115,890 6,274 177,202 69,554 216,851 191,718: 16,414 41,547
Old : 233,265: 33,375 115,890 6,274 177,202 69,554 216,851 191,718: 16,414 41,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,621: 3,556 5,499 -2,036 -169 -1,075 1,351 2,388: 270 -767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 49.7 2.7 76.0 29.8 93.0 82.2: 7.0 17.8
Old : 100.0: 14.3 49.7 2.7 76.0 29.8 93.0 82.2: 7.0 17.8
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 : 117: 27 45 12 21 40 54 91:
Old : 117: 27 45 12 21 40 54 91:
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 : 65.4 34.2 75.1 43.1 65.4 33.3 75.0 41.8
Old : 65.4 34.2 75.1 43.1 65.4 33.3 75.0 41.8
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, August 02, 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 : 156,696: 76,575 34,875 1,707 51,707 88,074 129,989 124,656: 26,707 32,040
Old : 156,696: 76,575 34,875 1,707 51,707 88,074 129,989 124,656: 26,707 32,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -3,173: 2,501 -4,241 -1,193 -7,240 2,616 -5,932 -2,818: 2,759 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 22.3 1.1 33.0 56.2 83.0 79.6: 17.0 20.4
Old : 100.0: 48.9 22.3 1.1 33.0 56.2 83.0 79.6: 17.0 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 : 113: 33 36 12 27 29 65 72:
Old : 113: 33 36 12 27 29 65 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 42.2 49.9 50.0 38.6 41.6 49.9 48.4
Old : 38.6 42.2 49.9 50.0 38.6 41.6 49.9 48.4
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, August 02, 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 : 378,500: 104,516 208,619 9,076 218,778 99,452 332,370 317,147: 46,130 61,353
Old : 378,500: 104,516 208,619 9,076 218,778 99,452 332,370 317,147: 46,130 61,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -21,535: -4,677 -13,174 -366 -20,295 -3,886 -25,338 -17,426: 3,803 -4,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 55.1 2.4 57.8 26.3 87.8 83.8: 12.2 16.2
Old : 100.0: 27.6 55.1 2.4 57.8 26.3 87.8 83.8: 12.2 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 : 235: 73 81 40 54 57 140 167:
Old : 235: 73 81 40 54 57 140 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 28.8 39.3 39.0 24.8 28.8 38.3 39.0
Old : 25.1 28.8 39.3 39.0 24.8 28.8 38.3 39.0
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, August 02, 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 : 32,986: 10,663 5,298 159 10,467 23,959 21,289 29,416: 11,697 3,570
Old : 32,986: 10,663 5,298 159 10,467 23,959 21,289 29,416: 11,697 3,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,839: 241 245 6 1,441 1,787 1,688 2,038: 151 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 16.1 0.5 31.7 72.6 64.5 89.2: 35.5 10.8
Old : 100.0: 32.3 16.1 0.5 31.7 72.6 64.5 89.2: 35.5 10.8
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 : 21: 7 4 2 7 8 15 13:
Old : 21: 7 4 2 7 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 78.9 55.2 87.2 40.0 78.9 51.7 84.5
Old : 43.5 78.9 55.2 87.2 40.0 78.9 51.7 84.5
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, August 02, 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 : 23,861: 16,343 16,440 23 6,061 6,867 22,427 23,330: 1,434 531
Old : 23,861: 16,343 16,440 23 6,061 6,867 22,427 23,330: 1,434 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -2,328: -483 11,124 -310 -1,428 -12,964 -2,221 -2,150: -107 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 68.9 0.1 25.4 28.8 94.0 97.8: 6.0 2.2
Old : 100.0: 68.5 68.9 0.1 25.4 28.8 94.0 97.8: 6.0 2.2
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 : 28: 12 9 1 4 5 16 15:
Old : 28: 12 9 1 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 : 80.9 83.5 89.7 93.8 80.9 83.5 89.7 93.8
Old : 80.9 83.5 89.7 93.8 80.9 83.5 89.7 93.8
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, August 02, 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 : 40,392: 27,049 26,832 327 7,911 9,898 35,287 37,057: 5,105 3,335
Old : 40,392: 27,049 26,832 327 7,911 9,898 35,287 37,057: 5,105 3,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 567: 451 449 104 -699 65 -144 618: 711 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 66.4 0.8 19.6 24.5 87.4 91.7: 12.6 8.3
Old : 100.0: 67.0 66.4 0.8 19.6 24.5 87.4 91.7: 12.6 8.3
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 : 78: 45 16 6 9 11 57 30:
Old : 78: 45 16 6 9 11 57 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 : 34.8 59.7 49.8 70.7 32.7 59.4 47.8 70.4
Old : 34.8 59.7 49.8 70.7 32.7 59.4 47.8 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, August 02, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 5,103: 1,962 3,477 23 2,233 731 4,218 4,231: 885 872
Old : 5,103: 1,962 3,477 23 2,233 731 4,218 4,231: 885 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 68.1 0.5 43.8 14.3 82.7 82.9: 17.3 17.1
Old : 100.0: 38.4 68.1 0.5 43.8 14.3 82.7 82.9: 17.3 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 10 1 5 2 11 12:
Old : 21: 5 10 1 5 2 11 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 : 57.3 55.4 78.8 73.5 57.3 55.0 78.8 73.0
Old : 57.3 55.4 78.8 73.5 57.3 55.0 78.8 73.0
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, August 02, 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 :10,506,734: 960,054 1,425,621 2,178,765 6,559,132 5,750,506 9,697,951 9,354,892: 808,783 1,151,842
Old :10,506,734: 960,054 1,425,621 2,178,765 6,559,132 5,750,506 9,697,951 9,354,892: 808,783 1,151,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 117,752: -90,577 -115,936 60,983 204,029 205,427 174,435 150,474: -56,683 -32,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 13.6 20.7 62.4 54.7 92.3 89.0: 7.7 11.0
Old : 100.0: 9.1 13.6 20.7 62.4 54.7 92.3 89.0: 7.7 11.0
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 : 264: 43 76 97 119 133 223 254:
Old : 264: 43 76 97 119 133 223 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 20.1 41.6 32.3 26.5 15.0 32.3 20.0
Old : 29.1 20.1 41.6 32.3 26.5 15.0 32.3 20.0
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, August 02, 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 : 683,947: 126,751 93,694 25,517 441,056 470,796 593,324 590,007: 90,623 93,939
Old : 683,947: 126,751 93,694 25,517 441,056 470,796 593,324 590,007: 90,623 93,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -4,123: -5,020 3,457 1,994 3,222 -3,996 196 1,455: -4,319 -5,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 13.7 3.7 64.5 68.8 86.7 86.3: 13.3 13.7
Old : 100.0: 18.5 13.7 3.7 64.5 68.8 86.7 86.3: 13.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 127 149 69 232 250 393 434:
Old : 616: 127 149 69 232 250 393 434:
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 : 13.2 14.2 20.9 20.8 11.8 13.0 18.8 19.5
Old : 13.2 14.2 20.9 20.8 11.8 13.0 18.8 19.5
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, August 02, 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 : 95,301: 15,213 4,406 25 51,174 65,105 66,412 69,536: 28,889 25,765
Old : 95,301: 15,213 4,406 25 51,174 65,105 66,412 69,536: 28,889 25,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 19: 3,076 1,387 -29 -1,702 5,889 1,345 7,247: -1,326 -7,228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 4.6 0.0 53.7 68.3 69.7 73.0: 30.3 27.0
Old : 100.0: 16.0 4.6 0.0 53.7 68.3 69.7 73.0: 30.3 27.0
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 : 67: 18 3 1 30 25 48 29:
Old : 67: 18 3 1 30 25 48 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 35.2 33.1 53.4 22.9 34.7 32.3 52.8
Old : 22.9 35.2 33.1 53.4 22.9 34.7 32.3 52.8
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, August 02, 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 : 2,943,229: 600,484 489,234 84,667 1,949,408 2,028,456 2,634,559 2,602,357: 308,670 340,872
Old : 2,943,229: 600,484 489,234 84,667 1,949,408 2,028,456 2,634,559 2,602,357: 308,670 340,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -20,711: -25,558 25,274 -4,808 24,622 -49,427 -5,744 -28,961: -14,967 8,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 16.6 2.9 66.2 68.9 89.5 88.4: 10.5 11.6
Old : 100.0: 20.4 16.6 2.9 66.2 68.9 89.5 88.4: 10.5 11.6
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 : 607: 123 149 65 223 243 376 427:
Old : 607: 123 149 65 223 243 376 427:
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 16.3 23.3 23.2 13.2 14.8 20.9 21.7
Old : 15.0 16.3 23.3 23.2 13.2 14.8 20.9 21.7
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, August 02, 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 : 81,991: 24,260 2,688 331 45,010 75,657 69,601 78,676: 12,390 3,315
Old : 81,991: 24,260 2,688 331 45,010 75,657 69,601 78,676: 12,390 3,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 1,180: 1,480 -223 -250 -127 1,774 1,103 1,301: 77 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 3.3 0.4 54.9 92.3 84.9 96.0: 15.1 4.0
Old : 100.0: 29.6 3.3 0.4 54.9 92.3 84.9 96.0: 15.1 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 : 92: 19 7 3 46 38 66 47:
Old : 92: 19 7 3 46 38 66 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 39.4 45.1 64.5 31.4 39.3 42.8 63.4
Old : 33.2 39.4 45.1 64.5 31.4 39.3 42.8 63.4
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, August 02, 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 : 56,902: 32,123 5,787 296 19,015 45,886 51,434 51,969: 5,469 4,933
Old : 56,902: 32,123 5,787 296 19,015 45,886 51,434 51,969: 5,469 4,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 2,119: 2,792 513 105 -858 1,100 2,038 1,717: 81 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 10.2 0.5 33.4 80.6 90.4 91.3: 9.6 8.7
Old : 100.0: 56.5 10.2 0.5 33.4 80.6 90.4 91.3: 9.6 8.7
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 : 246: 79 47 17 64 79 148 138:
Old : 246: 79 47 17 64 79 148 138:
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 : 24.9 29.3 39.3 46.3 24.9 29.3 38.9 46.2
Old : 24.9 29.3 39.3 46.3 24.9 29.3 38.9 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, August 02, 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 : 284,511: 160,616 28,937 1,479 95,073 229,428 257,168 259,844: 27,343 24,667
Old : 284,511: 160,616 28,937 1,479 95,073 229,428 257,168 259,844: 27,343 24,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 10,597: 13,958 2,564 523 -4,289 5,498 10,192 8,585: 405 2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 10.2 0.5 33.4 80.6 90.4 91.3: 9.6 8.7
Old : 100.0: 56.5 10.2 0.5 33.4 80.6 90.4 91.3: 9.6 8.7
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 : 246: 79 47 17 64 79 148 138:
Old : 246: 79 47 17 64 79 148 138:
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 : 24.9 29.3 39.3 46.3 24.9 29.3 38.9 46.2
Old : 24.9 29.3 39.3 46.3 24.9 29.3 38.9 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, August 02, 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 : 99,112: 58,269 26,906 2,830 10,162 46,366 71,261 76,102: 27,851 23,010
Old : 99,112: 58,269 26,906 2,830 10,162 46,366 71,261 76,102: 27,851 23,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 3,592: 1,186 1,333 236 -1,009 1,368 413 2,937: 3,179 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 27.1 2.9 10.3 46.8 71.9 76.8: 28.1 23.2
Old : 100.0: 58.8 27.1 2.9 10.3 46.8 71.9 76.8: 28.1 23.2
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 : 86: 35 26 14 15 20 60 50:
Old : 86: 35 26 14 15 20 60 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 38.6 46.0 49.9 36.4 37.6 45.7 48.7
Old : 36.4 38.6 46.0 49.9 36.4 37.6 45.7 48.7
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, August 02, 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 : 36,017: 9,438 2,678 54 18,014 28,713 27,506 31,445: 8,511 4,572
Old : 36,017: 9,438 2,678 54 18,014 28,713 27,506 31,445: 8,511 4,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 264: -516 -965 -6 180 575 -342 -396: 606 660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 7.4 0.1 50.0 79.7 76.4 87.3: 23.6 12.7
Old : 100.0: 26.2 7.4 0.1 50.0 79.7 76.4 87.3: 23.6 12.7
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 : 40: 11 4 1 15 11 26 16:
Old : 40: 11 4 1 15 11 26 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 : 40.5 73.3 54.2 81.1 40.5 73.3 54.2 81.1
Old : 40.5 73.3 54.2 81.1 40.5 73.3 54.2 81.1
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, August 02, 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 : 71,526: 15,831 10,064 127 45,904 18,216 61,862 28,407: 9,664 43,119
Old : 71,526: 15,831 10,064 127 45,904 18,216 61,862 28,407: 9,664 43,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: -4,574: -5,556 -2,791 -253 52 6,641 -5,757 3,597: 1,183 -8,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 14.1 0.2 64.2 25.5 86.5 39.7: 13.5 60.3
Old : 100.0: 22.1 14.1 0.2 64.2 25.5 86.5 39.7: 13.5 60.3
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 : 90: 23 18 4 34 21 60 40:
Old : 90: 23 18 4 34 21 60 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 14.8 45.0 20.5 31.7 13.8 45.0 19.4
Old : 31.7 14.8 45.0 20.5 31.7 13.8 45.0 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2016