BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 20, 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 : 6,921: 562 1,450 213 5,329 4,510 6,104 6,173: 817 748
Old : 6,921: 562 1,450 213 5,329 4,510 6,104 6,173: 817 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 203: 0 -36 -11 252 165 241 118: -38 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 21.0 3.1 77.0 65.2 88.2 89.2: 11.8 10.8
Old : 100.0: 8.1 21.0 3.1 77.0 65.2 88.2 89.2: 11.8 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 : 38: 3 8 5 18 17 25 27:
Old : 38: 3 8 5 18 17 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 40.9 73.0 63.4 55.7 38.7 69.5 57.1
Old : 56.1 40.9 73.0 63.4 55.7 38.7 69.5 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 20, 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 : 31,247: 16,319 7,173 670 11,135 16,528 28,124 24,371: 3,123 6,876
Old : 31,247: 16,319 7,173 670 11,135 16,528 28,124 24,371: 3,123 6,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 546: 111 -355 134 427 459 672 238: -126 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 23.0 2.1 35.6 52.9 90.0 78.0: 10.0 22.0
Old : 100.0: 52.2 23.0 2.1 35.6 52.9 90.0 78.0: 10.0 22.0
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 : 78: 21 22 17 20 25 51 54:
Old : 78: 21 22 17 20 25 51 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 28.9 67.1 44.7 50.4 28.8 66.3 43.7
Old : 50.4 28.9 67.1 44.7 50.4 28.8 66.3 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, September 20, 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 : 5,220: 412 1,100 849 3,244 2,542 4,505 4,491: 715 729
Old : 5,220: 412 1,100 849 3,244 2,542 4,505 4,491: 715 729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 329: -36 32 189 140 15 293 236: 36 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 21.1 16.3 62.1 48.7 86.3 86.0: 13.7 14.0
Old : 100.0: 7.9 21.1 16.3 62.1 48.7 86.3 86.0: 13.7 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 10 10 19 18 32 31:
Old : 39: 6 10 10 19 18 32 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 : 39.4 39.9 61.3 56.0 37.5 25.8 53.5 40.1
Old : 39.4 39.9 61.3 56.0 37.5 25.8 53.5 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, September 20, 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 : 3,993: 858 865 644 2,313 1,953 3,815 3,462: 178 531
Old : 3,993: 858 865 644 2,313 1,953 3,815 3,462: 178 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 157: 178 86 -22 0 48 156 112: 1 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 21.7 16.1 57.9 48.9 95.5 86.7: 4.5 13.3
Old : 100.0: 21.5 21.7 16.1 57.9 48.9 95.5 86.7: 4.5 13.3
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 : 20: 4 6 7 7 3 15 12:
Old : 20: 4 6 7 7 3 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 : 68.3 66.0 88.0 82.6 59.1 66.0 74.5 70.5
Old : 68.3 66.0 88.0 82.6 59.1 66.0 74.5 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 20, 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 : 219,128: 87,625 74,952 32,638 80,013 79,181 200,276 186,771: 18,852 32,357
Old : 38,408: 26,610 18,766 231 6,724 13,147 33,565 32,144: 4,843 6,264
Other: 180,720: 72,075 67,246 21,347 73,289 66,034 166,711 154,627: 14,009 26,093
: : :
: : Changes in Commitments from: September 13, 2016 :
: 10,991: 5,503 9,189 2,082 2,873 -1,164 10,458 10,107: 533 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 34.2 14.9 36.5 36.1 91.4 85.2: 8.6 14.8
Old : 100.0: 69.3 48.9 0.6 17.5 34.2 87.4 83.7: 12.6 16.3
Other: 100.0: 39.9 37.2 11.8 40.6 36.5 92.2 85.6: 7.8 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 90 100 91 61 78 212 223:
Old : 169: 51 56 9 21 44 77 104:
Other: 278: 84 95 67 54 75 178 204:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.3 12.8 27.1 19.9 15.9 11.7 26.4 18.0
Old : 28.9 18.8 41.6 28.5 27.3 18.8 40.0 28.5
Other: 18.8 12.9 31.6 20.7 18.8 12.6 31.1 20.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 20, 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 : 261,549: 106,055 91,423 35,432 93,686 100,325 235,173 227,180: 26,376 34,369
Old : 261,549: 106,055 91,423 35,432 93,686 100,325 235,173 227,180: 26,376 34,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 1,125: 983 -690 851 -125 572 1,709 733: -584 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 35.0 13.5 35.8 38.4 89.9 86.9: 10.1 13.1
Old : 100.0: 40.5 35.0 13.5 35.8 38.4 89.9 86.9: 10.1 13.1
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 : 374: 103 108 99 99 109 257 276:
Old : 374: 103 108 99 99 109 257 276:
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 : 15.1 13.7 23.5 21.3 15.1 12.5 23.0 19.6
Old : 15.1 13.7 23.5 21.3 15.1 12.5 23.0 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 20, 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 : 3,482: 1,840 1,319 76 627 1,116 2,543 2,511: 939 971
Old : 3,482: 1,840 1,319 76 627 1,116 2,543 2,511: 939 971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 380: 89 319 -68 327 83 348 334: 32 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 37.9 2.2 18.0 32.1 73.0 72.1: 27.0 27.9
Old : 100.0: 52.8 37.9 2.2 18.0 32.1 73.0 72.1: 27.0 27.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 24 12 3 10 12 37 25:
Old : 55: 24 12 3 10 12 37 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 31.9 39.1 48.1 25.7 31.9 39.1 48.0
Old : 25.7 31.9 39.1 48.1 25.7 31.9 39.1 48.0
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, September 20, 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 : 43,446: 17,239 16,222 8,080 11,153 8,083 36,472 32,385: 6,974 11,061
Old : 43,446: 17,239 16,222 8,080 11,153 8,083 36,472 32,385: 6,974 11,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 2,116: 922 933 1,034 162 261 2,118 2,228: -2 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 37.3 18.6 25.7 18.6 83.9 74.5: 16.1 25.5
Old : 100.0: 39.7 37.3 18.6 25.7 18.6 83.9 74.5: 16.1 25.5
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 : 180: 45 61 45 44 47 119 129:
Old : 180: 45 61 45 44 47 119 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 12.6 30.5 22.0 17.1 10.8 28.4 18.5
Old : 18.0 12.6 30.5 22.0 17.1 10.8 28.4 18.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, September 20, 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 : 23,277: 1,445 12,744 555 20,619 8,695 22,619 21,994: 658 1,283
Old : 23,277: 1,445 12,744 555 20,619 8,695 22,619 21,994: 658 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 131: -50 -22 -51 244 85 143 12: -12 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 54.7 2.4 88.6 37.4 97.2 94.5: 2.8 5.5
Old : 100.0: 6.2 54.7 2.4 88.6 37.4 97.2 94.5: 2.8 5.5
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 : 62: 14 13 10 23 23 39 44:
Old : 62: 14 13 10 23 23 39 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 : 54.2 55.7 73.7 73.7 54.0 55.6 73.5 73.5
Old : 54.2 55.7 73.7 73.7 54.0 55.6 73.5 73.5
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, September 20, 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 : 35,091: 22,550 14,811 0 11,538 19,628 34,088 34,439: 1,003 652
Old : 35,091: 22,550 14,811 0 11,538 19,628 34,088 34,439: 1,003 652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -10,175: 681 3,638 -3,179 -7,360 -10,749 -9,858 -10,290: -317 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 42.2 0.0 32.9 55.9 97.1 98.1: 2.9 1.9
Old : 100.0: 64.3 42.2 0.0 32.9 55.9 97.1 98.1: 2.9 1.9
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 : 23: 8 3 0 6 7 14 10:
Old : 23: 8 3 0 6 7 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 84.3 93.1 96.6 86.8 84.3 93.1 95.6
Old : 86.8 84.3 93.1 96.6 86.8 84.3 93.1 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 137,204: 57,216 40,913 1,151 53,400 67,179 111,767 109,243: 25,437 27,961
Old : 137,204: 57,216 40,913 1,151 53,400 67,179 111,767 109,243: 25,437 27,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 12,528: 11,426 12,181 -562 5,226 494 16,090 12,113: -3,562 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 29.8 0.8 38.9 49.0 81.5 79.6: 18.5 20.4
Old : 100.0: 41.7 29.8 0.8 38.9 49.0 81.5 79.6: 18.5 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 : 84: 24 25 6 17 29 45 56:
Old : 84: 24 25 6 17 29 45 56:
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 : 37.2 42.4 54.5 51.9 36.6 39.9 52.2 48.4
Old : 37.2 42.4 54.5 51.9 36.6 39.9 52.2 48.4
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, September 20, 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 : 40,838: 27,281 18,868 405 7,754 3,375 35,440 22,648: 5,398 18,190
Old : 40,838: 27,281 18,868 405 7,754 3,375 35,440 22,648: 5,398 18,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -3,910: 6,428 -637 -2,300 -6,482 -497 -2,354 -3,434: -1,556 -476
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 46.2 1.0 19.0 8.3 86.8 55.5: 13.2 44.5
Old : 100.0: 66.8 46.2 1.0 19.0 8.3 86.8 55.5: 13.2 44.5
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 : 36: 12 12 5 7 7 20 23:
Old : 36: 12 12 5 7 7 20 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 : 54.1 34.2 68.0 42.3 54.1 34.2 67.8 42.3
Old : 54.1 34.2 68.0 42.3 54.1 34.2 67.8 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 20, 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 : 153,278: 20,526 109,868 1,009 127,430 34,589 148,965 145,466: 4,313 7,812
Old : 153,278: 20,526 109,868 1,009 127,430 34,589 148,965 145,466: 4,313 7,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -15,451: 596 24,191 -13,161 -3,717 -27,586 -16,282 -16,556: 831 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 71.7 0.7 83.1 22.6 97.2 94.9: 2.8 5.1
Old : 100.0: 13.4 71.7 0.7 83.1 22.6 97.2 94.9: 2.8 5.1
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 : 150: 34 83 6 21 16 60 100:
Old : 150: 34 83 6 21 16 60 100:
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 : 63.9 42.3 77.8 55.5 63.9 42.2 77.8 55.5
Old : 63.9 42.3 77.8 55.5 63.9 42.2 77.8 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, September 20, 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 : 237,759: 69,233 127,919 4,842 145,856 66,688 219,931 199,449: 17,828 38,310
Old : 237,759: 69,233 127,919 4,842 145,856 66,688 219,931 199,449: 17,828 38,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -14,780: 28,836 4,701 -11,608 -29,632 -7,750 -12,404 -14,657: -2,376 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 53.8 2.0 61.3 28.0 92.5 83.9: 7.5 16.1
Old : 100.0: 29.1 53.8 2.0 61.3 28.0 92.5 83.9: 7.5 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 : 124: 30 47 12 21 38 58 90:
Old : 124: 30 47 12 21 38 58 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 34.2 73.3 44.5 62.3 33.3 73.2 43.3
Old : 62.3 34.2 73.3 44.5 62.3 33.3 73.2 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 20, 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 : 140,738: 85,117 26,332 1,486 29,715 83,021 116,318 110,839: 24,420 29,899
Old : 140,738: 85,117 26,332 1,486 29,715 83,021 116,318 110,839: 24,420 29,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -26,602: -1,023 -2,962 -9,917 -13,777 -10,679 -24,717 -23,558: -1,885 -3,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 18.7 1.1 21.1 59.0 82.6 78.8: 17.4 21.2
Old : 100.0: 60.5 18.7 1.1 21.1 59.0 82.6 78.8: 17.4 21.2
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 : 107: 27 32 9 27 34 58 71:
Old : 107: 27 32 9 27 34 58 71:
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 : 45.1 42.8 56.4 50.9 45.1 42.5 56.4 49.2
Old : 45.1 42.8 56.4 50.9 45.1 42.5 56.4 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 20, 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 : 324,525: 95,698 180,723 6,314 177,910 77,967 279,922 265,004: 44,603 59,521
Old : 324,525: 95,698 180,723 6,314 177,910 77,967 279,922 265,004: 44,603 59,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -55,099: 3,915 7,465 -19,563 -38,138 -34,858 -53,786 -46,956: -1,313 -8,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 55.7 1.9 54.8 24.0 86.3 81.7: 13.7 18.3
Old : 100.0: 29.5 55.7 1.9 54.8 24.0 86.3 81.7: 13.7 18.3
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 : 220: 58 83 29 57 51 128 152:
Old : 220: 58 83 29 57 51 128 152:
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 : 29.9 24.1 42.6 36.0 29.7 24.1 42.0 35.4
Old : 29.9 24.1 42.6 36.0 29.7 24.1 42.0 35.4
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, September 20, 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 : 28,687: 11,461 5,729 222 7,585 19,582 19,268 25,533: 9,419 3,154
Old : 28,687: 11,461 5,729 222 7,585 19,582 19,268 25,533: 9,419 3,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -3,050: -71 1,874 -1,637 -281 -2,800 -1,989 -2,563: -1,061 -487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 20.0 0.8 26.4 68.3 67.2 89.0: 32.8 11.0
Old : 100.0: 40.0 20.0 0.8 26.4 68.3 67.2 89.0: 32.8 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 : 20: 6 3 2 7 8 13 13:
Old : 20: 6 3 2 7 8 13 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 : 47.6 78.2 59.1 87.4 44.2 77.7 55.1 84.5
Old : 47.6 78.2 59.1 87.4 44.2 77.7 55.1 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, September 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 25,424: 16,161 6,804 0 7,528 17,689 23,689 24,493: 1,735 931
Old : 25,424: 16,161 6,804 0 7,528 17,689 23,689 24,493: 1,735 931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -1,154: -1,430 -826 0 473 -414 -957 -1,240: -197 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 26.8 0.0 29.6 69.6 93.2 96.3: 6.8 3.7
Old : 100.0: 63.6 26.8 0.0 29.6 69.6 93.2 96.3: 6.8 3.7
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 : 33: 14 11 0 5 5 19 16:
Old : 33: 14 11 0 5 5 19 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 : 75.4 79.0 85.4 90.3 75.4 74.9 82.2 86.0
Old : 75.4 79.0 85.4 90.3 75.4 74.9 82.2 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, September 20, 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 : 49,526: 34,778 42,694 73 9,079 3,156 43,930 45,923: 5,596 3,603
Old : 49,526: 34,778 42,694 73 9,079 3,156 43,930 45,923: 5,596 3,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -12,415: -122 12,923 -10,472 -1,484 -14,873 -12,078 -12,422: -337 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 86.2 0.1 18.3 6.4 88.7 92.7: 11.3 7.3
Old : 100.0: 70.2 86.2 0.1 18.3 6.4 88.7 92.7: 11.3 7.3
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 : 85: 47 21 6 8 13 58 37:
Old : 85: 47 21 6 8 13 58 37:
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 : 36.3 63.0 50.9 73.3 35.8 63.0 49.3 73.3
Old : 36.3 63.0 50.9 73.3 35.8 63.0 49.3 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 20, 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 :10,781,411: 708,888 1,864,329 2,321,206 7,007,020 5,497,706 10,037,114 9,683,241: 744,297 1,098,170
Old :10,781,411: 708,888 1,864,329 2,321,206 7,007,020 5,497,706 10,037,114 9,683,241: 744,297 1,098,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -562,993: -88,987 161,155 -202,920 -271,738 -460,601 -563,645 -502,366: 652 -60,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 17.3 21.5 65.0 51.0 93.1 89.8: 6.9 10.2
Old : 100.0: 6.6 17.3 21.5 65.0 51.0 93.1 89.8: 6.9 10.2
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 : 270: 36 92 106 117 128 236 255:
Old : 270: 36 92 106 117 128 236 255:
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 : 31.3 19.8 42.0 31.6 29.0 17.2 35.4 21.3
Old : 31.3 19.8 42.0 31.6 29.0 17.2 35.4 21.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, September 20, 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 : 641,083: 110,229 90,463 21,368 425,897 441,972 557,494 553,803: 83,590 87,281
Old : 641,083: 110,229 90,463 21,368 425,897 441,972 557,494 553,803: 83,590 87,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -184,241: -8,911 -10,113 -23,847 -128,320 -129,335 -161,078 -163,295: -23,163 -20,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 14.1 3.3 66.4 68.9 87.0 86.4: 13.0 13.6
Old : 100.0: 17.2 14.1 3.3 66.4 68.9 87.0 86.4: 13.0 13.6
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 : 592: 119 142 63 226 232 376 406:
Old : 592: 119 142 63 226 232 376 406:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 16.4 23.3 24.6 12.3 14.3 20.8 22.5
Old : 14.5 16.4 23.3 24.6 12.3 14.3 20.8 22.5
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, September 20, 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 : 61,335: 7,358 6,683 25 27,083 30,138 34,466 36,846: 26,869 24,489
Old : 61,335: 7,358 6,683 25 27,083 30,138 34,466 36,846: 26,869 24,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -61,046: -6,865 -7,685 -1,295 -44,451 -43,106 -52,611 -52,086: -8,435 -8,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 10.9 0.0 44.2 49.1 56.2 60.1: 43.8 39.9
Old : 100.0: 12.0 10.9 0.0 44.2 49.1 56.2 60.1: 43.8 39.9
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 : 57: 12 10 1 26 17 38 28:
Old : 57: 12 10 1 26 17 38 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 : 20.0 36.1 32.0 49.3 19.5 34.3 31.3 45.9
Old : 20.0 36.1 32.0 49.3 19.5 34.3 31.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 20, 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 : 2,898,741: 536,166 440,713 84,901 1,994,071 2,059,169 2,615,138 2,584,783: 283,603 313,958
Old : 2,898,741: 536,166 440,713 84,901 1,994,071 2,059,169 2,615,138 2,584,783: 283,603 313,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -615,973: -86,878 -88,789 -36,112 -419,343 -431,145 -542,333 -556,046: -73,640 -59,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 15.2 2.9 68.8 71.0 90.2 89.2: 9.8 10.8
Old : 100.0: 18.5 15.2 2.9 68.8 71.0 90.2 89.2: 9.8 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 : 584: 115 141 58 217 226 363 394:
Old : 584: 115 141 58 217 226 363 394:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 17.6 24.8 26.5 13.0 15.4 21.4 24.2
Old : 15.3 17.6 24.8 26.5 13.0 15.4 21.4 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 20, 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 : 81,076: 21,534 2,417 205 46,978 75,898 68,717 78,520: 12,359 2,556
Old : 81,076: 21,534 2,417 205 46,978 75,898 68,717 78,520: 12,359 2,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -4,671: 947 566 -1,834 -3,983 -2,463 -4,870 -3,731: 199 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 3.0 0.3 57.9 93.6 84.8 96.8: 15.2 3.2
Old : 100.0: 26.6 3.0 0.3 57.9 93.6 84.8 96.8: 15.2 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 : 83: 12 6 2 47 35 60 42:
Old : 83: 12 6 2 47 35 60 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 38.1 48.6 63.2 35.8 38.0 46.5 62.8
Old : 36.7 38.1 48.6 63.2 35.8 38.0 46.5 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, September 20, 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 : 54,968: 29,634 5,891 307 19,464 43,597 49,405 49,795: 5,563 5,173
Old : 54,968: 29,634 5,891 307 19,464 43,597 49,405 49,795: 5,563 5,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -9,324: 2,819 -1,690 -398 -11,467 -7,415 -9,046 -9,503: -278 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 10.7 0.6 35.4 79.3 89.9 90.6: 10.1 9.4
Old : 100.0: 53.9 10.7 0.6 35.4 79.3 89.9 90.6: 10.1 9.4
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 : 244: 79 53 13 60 71 145 132:
Old : 244: 79 53 13 60 71 145 132:
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 40.4 44.6 55.7 27.3 40.4 44.4 55.6
Old : 27.3 40.4 44.6 55.7 27.3 40.4 44.4 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 20, 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 : 274,840: 148,171 29,457 1,535 97,320 217,983 247,026 248,975: 27,814 25,865
Old : 274,840: 148,171 29,457 1,535 97,320 217,983 247,026 248,975: 27,814 25,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -46,621: 14,096 -8,452 -1,991 -57,335 -37,073 -45,230 -47,516: -1,391 895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 10.7 0.6 35.4 79.3 89.9 90.6: 10.1 9.4
Old : 100.0: 53.9 10.7 0.6 35.4 79.3 89.9 90.6: 10.1 9.4
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 : 244: 79 53 13 60 71 145 132:
Old : 244: 79 53 13 60 71 145 132:
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 40.4 44.6 55.7 27.3 40.4 44.4 55.6
Old : 27.3 40.4 44.6 55.7 27.3 40.4 44.4 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 20, 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 : 86,614: 48,543 41,695 1,949 13,293 22,527 63,785 66,171: 22,829 20,443
Old : 86,614: 48,543 41,695 1,949 13,293 22,527 63,785 66,171: 22,829 20,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -25,753: -14,591 15,028 -4,550 -4,657 -33,305 -23,798 -22,827: -1,955 -2,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 48.1 2.3 15.3 26.0 73.6 76.4: 26.4 23.6
Old : 100.0: 56.0 48.1 2.3 15.3 26.0 73.6 76.4: 26.4 23.6
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 : 87: 32 28 8 17 16 55 46:
Old : 87: 32 28 8 17 16 55 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 : 35.7 29.0 45.8 42.1 35.7 28.0 45.8 40.8
Old : 35.7 29.0 45.8 42.1 35.7 28.0 45.8 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 20, 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 : 33,242: 10,392 3,297 18 16,170 24,991 26,580 28,306: 6,662 4,936
Old : 33,242: 10,392 3,297 18 16,170 24,991 26,580 28,306: 6,662 4,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 441: -305 -54 0 1,173 990 868 936: -427 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 9.9 0.1 48.6 75.2 80.0 85.2: 20.0 14.8
Old : 100.0: 31.3 9.9 0.1 48.6 75.2 80.0 85.2: 20.0 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 10 5 1 15 11 25 17:
Old : 39: 10 5 1 15 11 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 69.0 58.8 78.9 44.8 69.0 58.7 78.9
Old : 44.8 69.0 58.8 78.9 44.8 69.0 58.7 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 20, 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 : 45,054: 6,815 5,800 695 28,707 18,310 36,217 24,805: 8,837 20,249
Old : 45,054: 6,815 5,800 695 28,707 18,310 36,217 24,805: 8,837 20,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -5,662: -5,032 612 65 -782 389 -5,749 1,066: 87 -6,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 12.9 1.5 63.7 40.6 80.4 55.1: 19.6 44.9
Old : 100.0: 15.1 12.9 1.5 63.7 40.6 80.4 55.1: 19.6 44.9
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 : 66: 15 10 5 29 19 48 30:
Old : 66: 15 10 5 29 19 48 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 : 33.2 27.4 46.7 38.1 33.2 26.3 45.5 35.2
Old : 33.2 27.4 46.7 38.1 33.2 26.3 45.5 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2016