BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 11, 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 : 6,466: 496 1,842 250 5,001 3,751 5,747 5,843: 719 623
Old : 6,466: 496 1,842 250 5,001 3,751 5,747 5,843: 719 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -905: -119 183 11 -628 -952 -736 -758: -169 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 28.5 3.9 77.3 58.0 88.9 90.4: 11.1 9.6
Old : 100.0: 7.7 28.5 3.9 77.3 58.0 88.9 90.4: 11.1 9.6
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 : 39: 3 9 6 19 18 27 28:
Old : 39: 3 9 6 19 18 27 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 : 54.0 35.7 69.1 54.3 54.0 33.3 66.7 49.5
Old : 54.0 35.7 69.1 54.3 54.0 33.3 66.7 49.5
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, October 11, 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 : 31,310: 17,449 8,212 642 11,371 15,412 29,462 24,266: 1,848 7,044
Old : 31,310: 17,449 8,212 642 11,371 15,412 29,462 24,266: 1,848 7,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -3,593: -1,347 -242 -742 -753 -2,228 -2,842 -3,212: -751 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 26.2 2.1 36.3 49.2 94.1 77.5: 5.9 22.5
Old : 100.0: 55.7 26.2 2.1 36.3 49.2 94.1 77.5: 5.9 22.5
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 : 81: 18 24 14 21 26 47 56:
Old : 81: 18 24 14 21 26 47 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 : 54.6 27.4 71.3 40.8 54.6 27.4 69.5 40.6
Old : 54.6 27.4 71.3 40.8 54.6 27.4 69.5 40.6
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, October 11, 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 : 5,288: 284 552 1,116 3,328 2,997 4,728 4,665: 560 623
Old : 5,288: 284 552 1,116 3,328 2,997 4,728 4,665: 560 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -192: -115 -580 217 -102 315 0 -48: -192 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 10.4 21.1 62.9 56.7 89.4 88.2: 10.6 11.8
Old : 100.0: 5.4 10.4 21.1 62.9 56.7 89.4 88.2: 10.6 11.8
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 10 8 20 17 31 27:
Old : 38: 3 10 8 20 17 31 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 : 37.9 46.0 59.5 62.9 32.1 31.4 48.7 43.4
Old : 37.9 46.0 59.5 62.9 32.1 31.4 48.7 43.4
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, October 11, 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 : 4,371: 249 960 1,012 2,912 1,879 4,173 3,851: 198 520
Old : 4,371: 249 960 1,012 2,912 1,879 4,173 3,851: 198 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 12: -564 67 311 239 -388 -14 -10: 26 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 22.0 23.2 66.6 43.0 95.5 88.1: 4.5 11.9
Old : 100.0: 5.7 22.0 23.2 66.6 43.0 95.5 88.1: 4.5 11.9
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: 5 5 7 7 3 16 11:
Old : 20: 5 5 7 7 3 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 62.8 89.8 82.0 63.2 59.0 69.5 65.0
Old : 73.7 62.8 89.8 82.0 63.2 59.0 69.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 11, 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 : 230,138: 101,592 93,772 37,377 72,994 69,753 211,963 200,902: 18,175 29,236
Old : 229,758: 101,595 93,810 37,247 72,841 69,618 211,683 200,675: 18,075 29,083
Other: 380: 127 92 0 153 135 280 227: 100 153
: : :
: : Changes in Commitments from: October 4, 2016 :
: 9,548: 1,645 3,936 6,556 703 -2,273 8,904 8,219: 644 1,329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 40.7 16.2 31.7 30.3 92.1 87.3: 7.9 12.7
Old : 100.0: 44.2 40.8 16.2 31.7 30.3 92.1 87.3: 7.9 12.7
Other: 100.0: 33.4 24.2 0.0 40.3 35.5 73.7 59.7: 26.3 40.3
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 96 116 94 60 80 210 245:
Old : 321: 97 116 94 60 80 210 245:
Other: 13: 2 3 0 2 7 4 10:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.3 9.8 27.1 17.1 13.8 9.2 25.1 15.7
Old : 15.3 9.8 27.1 17.2 13.9 9.2 25.2 15.7
Other: 73.7 51.6 73.7 59.2 72.4 51.6 72.4 58.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 11, 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 : 263,180: 101,266 84,926 37,606 97,274 106,250 236,146 228,782: 27,034 34,398
Old : 263,180: 101,266 84,926 37,606 97,274 106,250 236,146 228,782: 27,034 34,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,482: -4,819 -3,601 1,595 -265 -1,342 -3,489 -3,348: 2,007 1,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 32.3 14.3 37.0 40.4 89.7 86.9: 10.3 13.1
Old : 100.0: 38.5 32.3 14.3 37.0 40.4 89.7 86.9: 10.3 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 : 379: 98 111 99 99 114 256 283:
Old : 379: 98 111 99 99 114 256 283:
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 : 15.7 12.5 25.3 20.0 15.3 11.2 23.7 18.1
Old : 15.7 12.5 25.3 20.0 15.3 11.2 23.7 18.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,856: 2,642 926 416 483 2,323 3,541 3,665: 1,315 1,191
Old : 4,856: 2,642 926 416 483 2,323 3,541 3,665: 1,315 1,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 783: 553 18 99 33 586 685 703: 98 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 19.1 8.6 9.9 47.8 72.9 75.5: 27.1 24.5
Old : 100.0: 54.4 19.1 8.6 9.9 47.8 72.9 75.5: 27.1 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 25 9 9 15 24 49 38:
Old : 65: 25 9 9 15 24 49 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 27.6 37.2 43.9 26.9 27.3 36.6 41.6
Old : 26.9 27.6 37.2 43.9 26.9 27.3 36.6 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 42,511: 18,481 18,523 6,519 10,600 6,990 35,600 32,032: 6,911 10,479
Old : 42,511: 18,481 18,523 6,519 10,600 6,990 35,600 32,032: 6,911 10,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -712: 150 517 -159 -1,104 -1,205 -1,113 -847: 401 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 43.6 15.3 24.9 16.4 83.7 75.3: 16.3 24.7
Old : 100.0: 43.5 43.6 15.3 24.9 16.4 83.7 75.3: 16.3 24.7
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 : 183: 46 69 47 39 45 116 138:
Old : 183: 46 69 47 39 45 116 138:
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 : 21.1 12.4 34.7 22.6 21.1 11.5 32.3 20.4
Old : 21.1 12.4 34.7 22.6 21.1 11.5 32.3 20.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, October 11, 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 : 4,565: 225 3,633 175 2,974 550 3,374 4,358: 1,191 207
Old : 4,565: 225 3,633 175 2,974 550 3,374 4,358: 1,191 207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -338: 7 -298 -20 -357 4 -370 -314: 32 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 79.6 3.8 65.1 12.0 73.9 95.5: 26.1 4.5
Old : 100.0: 4.9 79.6 3.8 65.1 12.0 73.9 95.5: 26.1 4.5
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 : 20: 5 5 4 10 4 16 12:
Old : 20: 5 5 4 10 4 16 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 : 50.3 82.5 64.2 91.4 50.3 82.4 63.4 86.6
Old : 50.3 82.5 64.2 91.4 50.3 82.4 63.4 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, October 11, 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 : 23,353: 1,878 14,174 782 20,190 7,286 22,850 22,242: 503 1,111
Old : 23,353: 1,878 14,174 782 20,190 7,286 22,850 22,242: 503 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -2,772: -177 -1,172 -35 -2,530 -1,370 -2,742 -2,577: -30 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 60.7 3.3 86.5 31.2 97.8 95.2: 2.2 4.8
Old : 100.0: 8.0 60.7 3.3 86.5 31.2 97.8 95.2: 2.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 14 11 11 23 20 39 40:
Old : 59: 14 11 11 23 20 39 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 : 55.9 62.9 74.0 77.2 55.6 62.5 73.3 76.8
Old : 55.9 62.9 74.0 77.2 55.6 62.5 73.3 76.8
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, October 11, 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 : 45,018: 31,537 13,867 0 12,285 30,468 43,822 44,335: 1,196 683
Old : 45,018: 31,537 13,867 0 12,285 30,468 43,822 44,335: 1,196 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 569: 421 157 0 0 337 421 494: 148 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 30.8 0.0 27.3 67.7 97.3 98.5: 2.7 1.5
Old : 100.0: 70.1 30.8 0.0 27.3 67.7 97.3 98.5: 2.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 12 4 0 6 9 18 13:
Old : 30: 12 4 0 6 9 18 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 : 87.7 81.0 92.6 93.9 87.7 81.0 92.6 93.9
Old : 87.7 81.0 92.6 93.9 87.7 81.0 92.6 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 11, 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 : 104,002: 30,809 42,513 926 46,146 26,621 77,881 70,060: 26,121 33,942
Old : 104,002: 30,809 42,513 926 46,146 26,621 77,881 70,060: 26,121 33,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -217: -1,776 -4,149 -164 453 1,292 -1,487 -3,021: 1,270 2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 40.9 0.9 44.4 25.6 74.9 67.4: 25.1 32.6
Old : 100.0: 29.6 40.9 0.9 44.4 25.6 74.9 67.4: 25.1 32.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 20 28 5 19 23 43 52:
Old : 82: 20 28 5 19 23 43 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 21.2 52.9 34.2 36.7 21.2 52.3 34.2
Old : 37.4 21.2 52.9 34.2 36.7 21.2 52.3 34.2
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, October 11, 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 : 55,747: 20,146 29,554 250 28,955 2,857 49,351 32,661: 6,396 23,086
Old : 55,747: 20,146 29,554 250 28,955 2,857 49,351 32,661: 6,396 23,086
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 9,417: 853 7,325 -8 8,516 812 9,361 8,129: 56 1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 53.0 0.4 51.9 5.1 88.5 58.6: 11.5 41.4
Old : 100.0: 36.1 53.0 0.4 51.9 5.1 88.5 58.6: 11.5 41.4
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 : 43: 10 19 4 10 7 21 29:
Old : 43: 10 19 4 10 7 21 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 : 53.3 31.3 69.3 41.5 53.3 31.3 69.3 41.5
Old : 53.3 31.3 69.3 41.5 53.3 31.3 69.3 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 11, 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 : 135,977: 38,060 89,852 2,209 91,189 37,672 131,458 129,733: 4,519 6,244
Old : 135,977: 38,060 89,852 2,209 91,189 37,672 131,458 129,733: 4,519 6,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -21,533: 15,702 -18,398 499 -37,421 -2,087 -21,220 -19,986: -313 -1,547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 66.1 1.6 67.1 27.7 96.7 95.4: 3.3 4.6
Old : 100.0: 28.0 66.1 1.6 67.1 27.7 96.7 95.4: 3.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 45 70 11 21 14 73 88:
Old : 146: 45 70 11 21 14 73 88:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 40.7 73.0 55.5 53.8 40.6 73.0 55.4
Old : 53.8 40.7 73.0 55.5 53.8 40.6 73.0 55.4
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, October 11, 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 : 255,590: 50,393 145,863 7,431 168,023 63,307 225,847 216,601: 29,743 38,989
Old : 255,590: 50,393 145,863 7,431 168,023 63,307 225,847 216,601: 29,743 38,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -6,888: -6,367 -8,469 2,756 -5,784 -701 -9,395 -6,414: 2,507 -474
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 57.1 2.9 65.7 24.8 88.4 84.7: 11.6 15.3
Old : 100.0: 19.7 57.1 2.9 65.7 24.8 88.4 84.7: 11.6 15.3
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 : 143: 36 56 19 26 37 73 101:
Old : 143: 36 56 19 26 37 73 101:
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 : 58.8 33.1 67.6 43.1 58.3 32.3 67.1 42.3
Old : 58.8 33.1 67.6 43.1 58.3 32.3 67.1 42.3
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 150,394: 79,279 33,370 1,975 43,806 81,544 125,060 116,889: 25,334 33,505
Old : 150,394: 79,279 33,370 1,975 43,806 81,544 125,060 116,889: 25,334 33,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -7,180: -22,707 79 -389 13,179 -6,276 -9,917 -6,586: 2,737 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 22.2 1.3 29.1 54.2 83.2 77.7: 16.8 22.3
Old : 100.0: 52.7 22.2 1.3 29.1 54.2 83.2 77.7: 16.8 22.3
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 : 118: 32 37 10 26 36 65 76:
Old : 118: 32 37 10 26 36 65 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 37.7 44.2 46.7 28.8 37.3 44.2 45.7
Old : 28.8 37.7 44.2 46.7 28.8 37.3 44.2 45.7
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, October 11, 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 : 378,774: 114,284 207,756 8,917 209,879 99,131 333,080 315,804: 45,694 62,970
Old : 378,774: 114,284 207,756 8,917 209,879 99,131 333,080 315,804: 45,694 62,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 31,131: 8,650 20,063 150 23,052 9,648 31,852 29,861: -721 1,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 54.8 2.4 55.4 26.2 87.9 83.4: 12.1 16.6
Old : 100.0: 30.2 54.8 2.4 55.4 26.2 87.9 83.4: 12.1 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 69 79 34 54 58 135 162:
Old : 230: 69 79 34 54 58 135 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 25.4 44.1 36.6 29.2 25.4 41.7 36.1
Old : 30.6 25.4 44.1 36.6 29.2 25.4 41.7 36.1
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, October 11, 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 : 30,187: 13,347 1,164 364 7,151 24,960 20,862 26,488: 9,325 3,699
Old : 30,187: 13,347 1,164 364 7,151 24,960 20,862 26,488: 9,325 3,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,161: -129 -893 -58 -632 -31 -819 -982: -342 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 3.9 1.2 23.7 82.7 69.1 87.7: 30.9 12.3
Old : 100.0: 44.2 3.9 1.2 23.7 82.7 69.1 87.7: 30.9 12.3
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 : 21: 10 2 3 5 7 15 12:
Old : 21: 10 2 3 5 7 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 : 47.0 80.7 57.8 86.2 44.7 80.7 55.1 84.5
Old : 47.0 80.7 57.8 86.2 44.7 80.7 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, October 11, 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 : 28,829: 20,140 5,298 533 6,429 22,075 27,102 27,906: 1,727 923
Old : 28,829: 20,140 5,298 533 6,429 22,075 27,102 27,906: 1,727 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -65: -583 -657 158 165 330 -260 -169: 195 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 18.4 1.8 22.3 76.6 94.0 96.8: 6.0 3.2
Old : 100.0: 69.9 18.4 1.8 22.3 76.6 94.0 96.8: 6.0 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 : 31: 14 9 3 3 4 19 15:
Old : 31: 14 9 3 3 4 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 85.2 87.7 93.1 79.8 85.2 87.5 92.7
Old : 79.8 85.2 87.7 93.1 79.8 85.2 87.5 92.7
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, October 11, 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 : 47,124: 30,962 38,698 199 10,585 4,586 41,746 43,483: 5,378 3,641
Old : 47,124: 30,962 38,698 199 10,585 4,586 41,746 43,483: 5,378 3,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -2,118: -1,262 -1,356 121 -274 -1,126 -1,415 -2,361: -703 243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 82.1 0.4 22.5 9.7 88.6 92.3: 11.4 7.7
Old : 100.0: 65.7 82.1 0.4 22.5 9.7 88.6 92.3: 11.4 7.7
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 : 82: 42 21 6 12 11 56 36:
Old : 82: 42 21 6 12 11 56 36:
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 : 26.4 65.8 42.2 76.5 24.7 65.8 40.3 76.5
Old : 26.4 65.8 42.2 76.5 24.7 65.8 40.3 76.5
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,268,561: 637,079 2,220,463 2,433,357 7,545,499 5,487,184 10,615,935 10,141,004: 652,626 1,127,557
Old :11,268,561: 637,079 2,220,463 2,433,357 7,545,499 5,487,184 10,615,935 10,141,004: 652,626 1,127,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 45,917: -161,125 167,172 31,811 218,795 -149,356 89,481 49,627: -43,564 -3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 19.7 21.6 67.0 48.7 94.2 90.0: 5.8 10.0
Old : 100.0: 5.7 19.7 21.6 67.0 48.7 94.2 90.0: 5.8 10.0
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 : 273: 40 89 102 120 130 235 256:
Old : 273: 40 89 102 120 130 235 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 19.5 44.1 31.9 30.3 17.3 36.1 21.8
Old : 32.6 19.5 44.1 31.9 30.3 17.3 36.1 21.8
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, October 11, 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 : 667,013: 104,197 106,414 18,252 438,361 438,139 560,810 562,805: 106,203 104,208
Old : 667,013: 104,197 106,414 18,252 438,361 438,139 560,810 562,805: 106,203 104,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 7,604: -3,880 9,072 -2,941 149 -2,674 -6,671 3,458: 14,275 4,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 16.0 2.7 65.7 65.7 84.1 84.4: 15.9 15.6
Old : 100.0: 15.6 16.0 2.7 65.7 65.7 84.1 84.4: 15.9 15.6
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 : 599: 115 161 73 221 228 376 422:
Old : 599: 115 161 73 221 228 376 422:
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 : 14.0 15.9 21.8 23.6 11.6 13.7 18.9 21.0
Old : 14.0 15.9 21.8 23.6 11.6 13.7 18.9 21.0
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, October 11, 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 : 78,057: 7,883 3,333 25 39,912 34,119 47,820 37,477: 30,237 40,580
Old : 78,057: 7,883 3,333 25 39,912 34,119 47,820 37,477: 30,237 40,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 3,683: -995 -3,837 0 1,411 788 416 -3,049: 3,267 6,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 4.3 0.0 51.1 43.7 61.3 48.0: 38.7 52.0
Old : 100.0: 10.1 4.3 0.0 51.1 43.7 61.3 48.0: 38.7 52.0
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 : 57: 13 8 1 24 19 37 28:
Old : 57: 13 8 1 24 19 37 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 : 24.3 29.9 37.4 40.1 24.2 28.2 36.7 37.4
Old : 24.3 29.9 37.4 40.1 24.2 28.2 36.7 37.4
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, October 11, 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 : 2,944,782: 501,312 535,145 71,395 1,992,244 2,020,100 2,564,951 2,626,640: 379,831 318,142
Old : 2,944,782: 501,312 535,145 71,395 1,992,244 2,020,100 2,564,951 2,626,640: 379,831 318,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 19,604: -32,181 46,787 3,055 -6,308 -17,309 -35,434 32,533: 55,038 -12,929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 18.2 2.4 67.7 68.6 87.1 89.2: 12.9 10.8
Old : 100.0: 17.0 18.2 2.4 67.7 68.6 87.1 89.2: 12.9 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 : 591: 112 160 70 214 220 366 410:
Old : 591: 112 160 70 214 220 366 410:
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 18.0 23.1 26.1 12.3 16.0 20.0 23.7
Old : 15.0 18.0 23.1 26.1 12.3 16.0 20.0 23.7
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, October 11, 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 : 82,858: 22,550 2,486 605 49,046 76,097 72,201 79,188: 10,657 3,670
Old : 82,858: 22,550 2,486 605 49,046 76,097 72,201 79,188: 10,657 3,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -214: 69 497 485 -72 -1,766 482 -784: -696 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 3.0 0.7 59.2 91.8 87.1 95.6: 12.9 4.4
Old : 100.0: 27.2 3.0 0.7 59.2 91.8 87.1 95.6: 12.9 4.4
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 : 86: 17 6 5 47 33 65 43:
Old : 86: 17 6 5 47 33 65 43:
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 : 37.5 40.0 49.2 66.4 37.3 39.9 47.8 65.9
Old : 37.5 40.0 49.2 66.4 37.3 39.9 47.8 65.9
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, October 11, 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 : 59,494: 31,725 5,865 904 18,645 47,033 51,275 53,802: 8,219 5,691
Old : 59,494: 31,725 5,865 904 18,645 47,033 51,275 53,802: 8,219 5,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 320: -1,451 167 319 -936 -430 -2,068 56: 2,388 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 9.9 1.5 31.3 79.1 86.2 90.4: 13.8 9.6
Old : 100.0: 53.3 9.9 1.5 31.3 79.1 86.2 90.4: 13.8 9.6
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 : 244: 80 56 19 59 67 147 134:
Old : 244: 80 56 19 59 67 147 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 36.4 43.7 55.4 28.2 36.3 43.5 55.2
Old : 28.3 36.4 43.7 55.4 28.2 36.3 43.5 55.2
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, October 11, 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 : 297,468: 158,626 29,327 4,520 93,227 235,164 256,373 269,011: 41,095 28,457
Old : 297,468: 158,626 29,327 4,520 93,227 235,164 256,373 269,011: 41,095 28,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 1,598: -7,255 835 1,595 -4,680 -2,148 -10,340 282: 11,938 1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 9.9 1.5 31.3 79.1 86.2 90.4: 13.8 9.6
Old : 100.0: 53.3 9.9 1.5 31.3 79.1 86.2 90.4: 13.8 9.6
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 : 244: 80 56 19 59 67 147 134:
Old : 244: 80 56 19 59 67 147 134:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 36.4 43.7 55.4 28.2 36.3 43.5 55.2
Old : 28.3 36.4 43.7 55.4 28.2 36.3 43.5 55.2
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, October 11, 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 : 112,028: 73,395 47,291 2,104 9,760 42,144 85,259 91,539: 26,769 20,489
Old : 112,028: 73,395 47,291 2,104 9,760 42,144 85,259 91,539: 26,769 20,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 2,000: -150 -2,316 -32 1,675 5,938 1,493 3,590: 507 -1,590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 42.2 1.9 8.7 37.6 76.1 81.7: 23.9 18.3
Old : 100.0: 65.5 42.2 1.9 8.7 37.6 76.1 81.7: 23.9 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 : 88: 38 24 12 14 20 58 50:
Old : 88: 38 24 12 14 20 58 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 : 35.7 40.2 45.1 54.3 35.7 39.5 45.1 53.4
Old : 35.7 40.2 45.1 54.3 35.7 39.5 45.1 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 11, 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 : 32,862: 9,627 2,559 8 14,489 25,580 24,124 28,147: 8,738 4,715
Old : 32,862: 9,627 2,559 8 14,489 25,580 24,124 28,147: 8,738 4,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 218: -2,230 -30 -7 153 124 -2,084 87: 2,302 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 7.8 0.0 44.1 77.8 73.4 85.7: 26.6 14.3
Old : 100.0: 29.3 7.8 0.0 44.1 77.8 73.4 85.7: 26.6 14.3
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 : 38: 13 3 1 13 12 26 16:
Old : 38: 13 3 1 13 12 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 : 42.0 71.2 53.8 80.9 42.0 71.2 53.8 80.9
Old : 42.0 71.2 53.8 80.9 42.0 71.2 53.8 80.9
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, October 11, 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 : 50,716: 10,947 6,043 2,016 29,909 28,846 42,872 36,905: 7,844 13,811
Old : 50,716: 10,947 6,043 2,016 29,909 28,846 42,872 36,905: 7,844 13,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 1,004: 1,300 -275 497 702 -169 2,499 53: -1,495 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 11.9 4.0 59.0 56.9 84.5 72.8: 15.5 27.2
Old : 100.0: 21.6 11.9 4.0 59.0 56.9 84.5 72.8: 15.5 27.2
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 : 73: 17 16 5 24 25 45 42:
Old : 73: 17 16 5 24 25 45 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 : 30.6 28.5 47.0 40.4 30.6 25.8 46.2 35.2
Old : 30.6 28.5 47.0 40.4 30.6 25.8 46.2 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2016