BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 25, 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 : 7,143: 593 1,809 323 5,481 4,353 6,397 6,485: 746 658
Old : 7,143: 593 1,809 323 5,481 4,353 6,397 6,485: 746 658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 170: 100 -55 24 45 224 169 193: 1 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 25.3 4.5 76.7 60.9 89.6 90.8: 10.4 9.2
Old : 100.0: 8.3 25.3 4.5 76.7 60.9 89.6 90.8: 10.4 9.2
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 : 41: 4 10 7 19 20 29 31:
Old : 41: 4 10 7 19 20 29 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 : 52.4 33.2 67.7 54.1 52.0 30.5 63.3 46.8
Old : 52.4 33.2 67.7 54.1 52.0 30.5 63.3 46.8
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 25, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 32,529: 18,179 8,772 728 11,722 15,393 30,629 24,893: 1,900 7,636
Old : 32,529: 18,179 8,772 728 11,722 15,393 30,629 24,893: 1,900 7,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 648: 784 -172 51 158 377 993 256: -345 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 27.0 2.2 36.0 47.3 94.2 76.5: 5.8 23.5
Old : 100.0: 55.9 27.0 2.2 36.0 47.3 94.2 76.5: 5.8 23.5
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: 20 24 17 23 24 53 55:
Old : 81: 20 24 17 23 24 53 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 27.2 69.9 40.8 56.0 27.1 67.8 40.5
Old : 56.0 27.2 69.9 40.8 56.0 27.1 67.8 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, October 25, 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 : 5,712: 336 864 1,186 3,596 2,938 5,118 4,988: 594 724
Old : 5,712: 336 864 1,186 3,596 2,938 5,118 4,988: 594 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 202: 19 192 -21 186 -136 184 35: 18 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 15.1 20.8 63.0 51.4 89.6 87.3: 10.4 12.7
Old : 100.0: 5.9 15.1 20.8 63.0 51.4 89.6 87.3: 10.4 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 11 9 19 16 29 29:
Old : 38: 2 11 9 19 16 29 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 : 36.7 44.6 59.1 61.2 30.3 29.0 49.6 40.6
Old : 36.7 44.6 59.1 61.2 30.3 29.0 49.6 40.6
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 25, 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 : 4,856: 240 1,256 1,051 3,334 1,909 4,625 4,216: 231 640
Old : 4,856: 240 1,256 1,051 3,334 1,909 4,625 4,216: 231 640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 219: -11 209 -45 264 0 208 164: 11 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 25.9 21.6 68.7 39.3 95.2 86.8: 4.8 13.2
Old : 100.0: 4.9 25.9 21.6 68.7 39.3 95.2 86.8: 4.8 13.2
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 : 20: 4 6 7 7 3 16 11:
Old : 20: 4 6 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 : 72.8 61.5 89.9 80.6 65.8 53.4 72.1 65.0
Old : 72.8 61.5 89.9 80.6 65.8 53.4 72.1 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 25, 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 : 230,736: 98,679 96,840 34,881 78,823 69,370 212,383 201,091: 18,353 29,645
Old : 230,247: 98,639 97,002 34,702 78,633 69,172 211,974 200,876: 18,273 29,371
Other: 489: 219 17 0 190 198 409 215: 80 274
: : :
: : Changes in Commitments from: October 18, 2016 :
: 759: -3,257 4,103 -974 3,773 -570 -458 2,559: 1,217 -1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 42.0 15.1 34.2 30.1 92.0 87.2: 8.0 12.8
Old : 100.0: 42.8 42.1 15.1 34.2 30.0 92.1 87.2: 7.9 12.8
Other: 100.0: 44.8 3.5 0.0 38.9 40.5 83.6 44.0: 16.4 56.0
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 90 121 92 58 79 203 251:
Old : 320: 90 122 91 57 79 202 250:
Other: 15: 3 4 0 3 7 6 11:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 8.9 28.0 16.1 14.4 8.7 26.2 15.5
Old : 15.8 9.0 28.1 16.2 14.5 8.7 26.2 15.5
Other: 80.0 35.4 83.6 42.7 78.9 35.4 80.6 40.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 25, 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 : 273,170: 103,966 84,695 38,996 104,915 112,512 247,877 236,203: 25,293 36,967
Old : 273,170: 103,966 84,695 38,996 104,915 112,512 247,877 236,203: 25,293 36,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 4,722: 1,662 -3,758 -237 4,957 6,491 6,382 2,496: -1,660 2,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 31.0 14.3 38.4 41.2 90.7 86.5: 9.3 13.5
Old : 100.0: 38.1 31.0 14.3 38.4 41.2 90.7 86.5: 9.3 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 106 114 104 94 115 253 285:
Old : 375: 106 114 104 94 115 253 285:
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 12.8 23.5 20.1 14.5 11.4 22.0 18.2
Old : 14.5 12.8 23.5 20.1 14.5 11.4 22.0 18.2
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 25, 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 : 3,842: 1,937 1,019 124 484 1,718 2,545 2,861: 1,297 981
Old : 3,842: 1,937 1,019 124 484 1,718 2,545 2,861: 1,297 981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -751: -441 136 -265 -58 -549 -764 -678: 13 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 26.5 3.2 12.6 44.7 66.2 74.5: 33.8 25.5
Old : 100.0: 50.4 26.5 3.2 12.6 44.7 66.2 74.5: 33.8 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 : 56: 21 13 6 12 17 38 33:
Old : 56: 21 13 6 12 17 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 31.5 39.3 45.5 29.8 31.4 39.3 43.5
Old : 29.8 31.5 39.3 45.5 29.8 31.4 39.3 43.5
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 25, 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 : 43,585: 19,323 18,574 6,325 10,815 7,250 36,463 32,149: 7,122 11,436
Old : 43,585: 19,323 18,574 6,325 10,815 7,250 36,463 32,149: 7,122 11,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -246: 533 313 -1,053 550 40 30 -700: -276 454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 42.6 14.5 24.8 16.6 83.7 73.8: 16.3 26.2
Old : 100.0: 44.3 42.6 14.5 24.8 16.6 83.7 73.8: 16.3 26.2
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 : 188: 49 65 52 43 46 123 140:
Old : 188: 49 65 52 43 46 123 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.2 11.6 33.6 21.2 21.2 11.5 32.3 20.6
Old : 21.2 11.6 33.6 21.2 21.2 11.5 32.3 20.6
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 25, 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 : 4,770: 252 3,801 149 3,328 572 3,729 4,522: 1,041 248
Old : 4,770: 252 3,801 149 3,328 572 3,729 4,522: 1,041 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 111: 10 111 -15 303 -5 298 91: -187 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 79.7 3.1 69.8 12.0 78.2 94.8: 21.8 5.2
Old : 100.0: 5.3 79.7 3.1 69.8 12.0 78.2 94.8: 21.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 5 5 4 10 4 16 12:
Old : 21: 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 : 49.2 82.6 66.9 90.9 49.2 82.6 66.8 86.9
Old : 49.2 82.6 66.9 90.9 49.2 82.6 66.8 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, October 25, 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 : 24,998: 2,618 15,129 702 21,174 7,996 24,494 23,827: 504 1,171
Old : 24,998: 2,618 15,129 702 21,174 7,996 24,494 23,827: 504 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 925: 631 797 -56 351 184 926 925: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 60.5 2.8 84.7 32.0 98.0 95.3: 2.0 4.7
Old : 100.0: 10.5 60.5 2.8 84.7 32.0 98.0 95.3: 2.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 17 10 13 23 19 42 40:
Old : 61: 17 10 13 23 19 42 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 : 55.2 62.5 72.4 77.0 54.8 62.3 71.8 76.8
Old : 55.2 62.5 72.4 77.0 54.8 62.3 71.8 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 25, 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 : 44,672: 32,755 416 0 10,785 43,601 43,540 44,017: 1,132 655
Old : 44,672: 32,755 416 0 10,785 43,601 43,540 44,017: 1,132 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -15: 203 -238 0 -133 153 70 -85: -85 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 0.9 0.0 24.1 97.6 97.5 98.5: 2.5 1.5
Old : 100.0: 73.3 0.9 0.0 24.1 97.6 97.5 98.5: 2.5 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 : 28: 10 3 0 6 10 16 13:
Old : 28: 10 3 0 6 10 16 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 : 88.7 84.0 93.6 95.2 88.7 84.0 93.6 94.8
Old : 88.7 84.0 93.6 95.2 88.7 84.0 93.6 94.8
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 25, 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 : 113,501: 33,274 46,598 1,360 50,812 29,164 85,446 77,122: 28,055 36,379
Old : 113,501: 33,274 46,598 1,360 50,812 29,164 85,446 77,122: 28,055 36,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 17,708: 9,595 8,621 228 7,737 1,595 17,560 10,444: 148 7,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 41.1 1.2 44.8 25.7 75.3 67.9: 24.7 32.1
Old : 100.0: 29.3 41.1 1.2 44.8 25.7 75.3 67.9: 24.7 32.1
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 : 87: 22 34 6 17 22 43 58:
Old : 87: 22 34 6 17 22 43 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 19.1 51.7 30.2 33.8 19.1 51.1 30.2
Old : 34.4 19.1 51.7 30.2 33.8 19.1 51.1 30.2
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 25, 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 : 67,211: 18,828 37,528 245 42,544 3,534 61,617 41,307: 5,594 25,904
Old : 67,211: 18,828 37,528 245 42,544 3,534 61,617 41,307: 5,594 25,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 3,985: 499 2,822 -854 5,405 85 5,050 2,053: -1,065 1,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 55.8 0.4 63.3 5.3 91.7 61.5: 8.3 38.5
Old : 100.0: 28.0 55.8 0.4 63.3 5.3 91.7 61.5: 8.3 38.5
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 : 50: 11 20 3 15 8 27 30:
Old : 50: 11 20 3 15 8 27 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 : 57.6 35.2 72.9 45.3 57.6 35.2 72.8 45.3
Old : 57.6 35.2 72.9 45.3 57.6 35.2 72.8 45.3
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, October 25, 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 : 139,555: 28,677 54,020 14,516 89,962 65,251 133,155 133,787: 6,400 5,768
Old : 139,555: 28,677 54,020 14,516 89,962 65,251 133,155 133,787: 6,400 5,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 9,826: -4,687 -10,063 11,971 1,878 8,362 9,162 10,270: 664 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 38.7 10.4 64.5 46.8 95.4 95.9: 4.6 4.1
Old : 100.0: 20.5 38.7 10.4 64.5 46.8 95.4 95.9: 4.6 4.1
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 : 142: 48 59 11 18 20 74 84:
Old : 142: 48 59 11 18 20 74 84:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 39.5 66.0 53.6 48.9 35.3 62.7 47.3
Old : 48.9 39.5 66.0 53.6 48.9 35.3 62.7 47.3
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 25, 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 : 267,500: 63,601 147,563 6,599 169,425 70,630 239,625 224,792: 27,875 42,708
Old : 267,500: 63,601 147,563 6,599 169,425 70,630 239,625 224,792: 27,875 42,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 12,306: 11,026 3,430 713 2,460 5,431 14,199 9,574: -1,893 2,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 55.2 2.5 63.3 26.4 89.6 84.0: 10.4 16.0
Old : 100.0: 23.8 55.2 2.5 63.3 26.4 89.6 84.0: 10.4 16.0
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 : 147: 42 55 19 24 39 74 105:
Old : 147: 42 55 19 24 39 74 105:
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 32.7 67.3 42.5 58.7 32.0 66.8 41.8
Old : 58.8 32.7 67.3 42.5 58.7 32.0 66.8 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 25, 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 : 163,040: 82,385 37,790 2,818 55,555 83,712 140,758 124,320: 22,282 38,720
Old : 163,040: 82,385 37,790 2,818 55,555 83,712 140,758 124,320: 22,282 38,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 6,433: 7,419 -185 721 1,196 1,828 9,336 2,364: -2,903 4,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 23.2 1.7 34.1 51.3 86.3 76.3: 13.7 23.7
Old : 100.0: 50.5 23.2 1.7 34.1 51.3 86.3 76.3: 13.7 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 31 37 10 28 37 65 80:
Old : 119: 31 37 10 28 37 65 80:
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 35.8 52.2 45.0 35.7 35.3 52.1 44.1
Old : 35.7 35.8 52.2 45.0 35.7 35.3 52.1 44.1
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 25, 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 : 448,471: 142,881 266,737 8,882 246,230 108,147 397,993 383,766: 50,478 64,705
Old : 448,471: 142,881 266,737 8,882 246,230 108,147 397,993 383,766: 50,478 64,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 35,288: 14,700 29,288 -195 16,033 3,357 30,538 32,450: 4,750 2,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 59.5 2.0 54.9 24.1 88.7 85.6: 11.3 14.4
Old : 100.0: 31.9 59.5 2.0 54.9 24.1 88.7 85.6: 11.3 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 71 92 36 57 59 141 176:
Old : 247: 71 92 36 57 59 141 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 29.0 46.8 39.7 33.0 29.0 44.7 39.6
Old : 34.9 29.0 46.8 39.7 33.0 29.0 44.7 39.6
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 25, 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 : 31,043: 22,590 5,243 244 6,516 24,752 29,350 30,239: 1,693 804
Old : 31,043: 22,590 5,243 244 6,516 24,752 29,350 30,239: 1,693 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,341: 2,510 2,254 -249 220 505 2,481 2,510: -140 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 16.9 0.8 21.0 79.7 94.5 97.4: 5.5 2.6
Old : 100.0: 72.8 16.9 0.8 21.0 79.7 94.5 97.4: 5.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 19 9 2 4 5 23 16:
Old : 37: 19 9 2 4 5 23 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 : 78.5 82.2 86.4 91.6 78.5 82.2 86.4 91.6
Old : 78.5 82.2 86.4 91.6 78.5 82.2 86.4 91.6
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 25, 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 : 47,257: 29,504 29,924 116 12,928 13,816 42,548 43,856: 4,709 3,401
Old : 47,257: 29,504 29,924 116 12,928 13,816 42,548 43,856: 4,709 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -156: -9 258 -42 123 87 72 303: -228 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 63.3 0.2 27.4 29.2 90.0 92.8: 10.0 7.2
Old : 100.0: 62.4 63.3 0.2 27.4 29.2 90.0 92.8: 10.0 7.2
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 : 82: 42 20 5 10 14 54 37:
Old : 82: 42 20 5 10 14 54 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 : 30.4 65.5 49.2 75.7 29.5 65.5 47.5 75.7
Old : 30.4 65.5 49.2 75.7 29.5 65.5 47.5 75.7
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 25, 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 :11,606,358: 596,664 2,252,713 2,559,934 7,737,698 5,657,435 10,894,296 10,470,082: 712,062 1,136,276
Old :11,606,358: 596,664 2,252,713 2,559,934 7,737,698 5,657,435 10,894,296 10,470,082: 712,062 1,136,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 156,223: -23,382 -6,891 50,032 118,373 122,266 145,023 165,407: 11,200 -9,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 19.4 22.1 66.7 48.7 93.9 90.2: 6.1 9.8
Old : 100.0: 5.1 19.4 22.1 66.7 48.7 93.9 90.2: 6.1 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 276: 39 88 106 123 132 242 260:
Old : 276: 39 88 106 123 132 242 260:
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 : 33.3 18.5 45.4 31.0 30.8 14.7 36.5 19.1
Old : 33.3 18.5 45.4 31.0 30.8 14.7 36.5 19.1
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 25, 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 : 682,461: 102,827 102,809 19,055 459,352 451,984 581,234 573,848: 101,227 108,613
Old : 682,461: 102,827 102,809 19,055 459,352 451,984 581,234 573,848: 101,227 108,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 17,097: -4,880 7,759 29 24,239 4,285 19,388 12,073: -2,291 5,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.1 2.8 67.3 66.2 85.2 84.1: 14.8 15.9
Old : 100.0: 15.1 15.1 2.8 67.3 66.2 85.2 84.1: 14.8 15.9
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 : 597: 115 154 69 223 231 375 418:
Old : 597: 115 154 69 223 231 375 418:
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 17.2 22.0 24.5 11.7 15.4 19.2 22.0
Old : 14.0 17.2 22.0 24.5 11.7 15.4 19.2 22.0
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 25, 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 : 82,311: 7,371 3,059 25 47,093 35,246 54,489 38,330: 27,822 43,981
Old : 82,311: 7,371 3,059 25 47,093 35,246 54,489 38,330: 27,822 43,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 6,187: -2,210 1,528 0 9,285 1,807 7,075 3,335: -888 2,852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 3.7 0.0 57.2 42.8 66.2 46.6: 33.8 53.4
Old : 100.0: 9.0 3.7 0.0 57.2 42.8 66.2 46.6: 33.8 53.4
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 : 59: 13 7 1 28 18 41 26:
Old : 59: 13 7 1 28 18 41 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 30.4 41.2 40.3 28.9 28.9 40.6 37.6
Old : 29.1 30.4 41.2 40.3 28.9 28.9 40.6 37.6
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 25, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,000,750: 499,073 520,543 73,357 2,061,295 2,083,690 2,633,725 2,677,590: 367,025 323,160
Old : 3,000,750: 499,073 520,543 73,357 2,061,295 2,083,690 2,633,725 2,677,590: 367,025 323,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 54,551: -13,350 31,152 148 74,768 12,390 61,566 43,690: -7,015 10,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 17.3 2.4 68.7 69.4 87.8 89.2: 12.2 10.8
Old : 100.0: 16.6 17.3 2.4 68.7 69.4 87.8 89.2: 12.2 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 : 588: 114 150 64 217 225 363 408:
Old : 588: 114 150 64 217 225 363 408:
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 18.9 23.2 27.1 12.4 17.0 20.1 24.8
Old : 15.1 18.9 23.2 27.1 12.4 17.0 20.1 24.8
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 25, 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 : 84,010: 21,499 2,242 95 50,120 78,344 71,714 80,681: 12,296 3,329
Old : 84,010: 21,499 2,242 95 50,120 78,344 71,714 80,681: 12,296 3,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -318: -830 -703 -31 641 237 -220 -497: -98 179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 2.7 0.1 59.7 93.3 85.4 96.0: 14.6 4.0
Old : 100.0: 25.6 2.7 0.1 59.7 93.3 85.4 96.0: 14.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 15 5 2 44 36 59 43:
Old : 81: 15 5 2 44 36 59 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 : 37.8 42.0 49.5 68.0 37.6 41.9 48.5 66.7
Old : 37.8 42.0 49.5 68.0 37.6 41.9 48.5 66.7
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 25, 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 : 63,259: 38,321 5,788 318 18,395 51,326 57,035 57,432: 6,224 5,826
Old : 63,259: 38,321 5,788 318 18,395 51,326 57,035 57,432: 6,224 5,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,304: 1,432 323 23 596 1,416 2,051 1,763: 253 541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 9.2 0.5 29.1 81.1 90.2 90.8: 9.8 9.2
Old : 100.0: 60.6 9.2 0.5 29.1 81.1 90.2 90.8: 9.8 9.2
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 : 242: 86 45 15 62 70 153 125:
Old : 242: 86 45 15 62 70 153 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 37.2 40.3 55.0 26.3 37.1 40.3 54.9
Old : 26.3 37.2 40.3 55.0 26.3 37.1 40.3 54.9
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 25, 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 : 316,293: 191,604 28,942 1,592 91,977 256,628 285,173 287,162: 31,120 29,131
Old : 316,293: 191,604 28,942 1,592 91,977 256,628 285,173 287,162: 31,120 29,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 11,519: 7,159 1,617 116 2,979 7,080 10,254 8,813: 1,265 2,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 9.2 0.5 29.1 81.1 90.2 90.8: 9.8 9.2
Old : 100.0: 60.6 9.2 0.5 29.1 81.1 90.2 90.8: 9.8 9.2
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 : 242: 86 45 15 62 70 153 125:
Old : 242: 86 45 15 62 70 153 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 37.2 40.3 55.0 26.3 37.1 40.3 54.9
Old : 26.3 37.2 40.3 55.0 26.3 37.1 40.3 54.9
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 25, 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 : 124,584: 83,153 51,230 1,831 10,276 50,447 95,260 103,508: 29,324 21,076
Old : 124,584: 83,153 51,230 1,831 10,276 50,447 95,260 103,508: 29,324 21,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,148: 2,627 684 50 -590 1,966 2,087 2,700: 61 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 41.1 1.5 8.2 40.5 76.5 83.1: 23.5 16.9
Old : 100.0: 66.7 41.1 1.5 8.2 40.5 76.5 83.1: 23.5 16.9
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 : 95: 43 25 9 15 21 63 50:
Old : 95: 43 25 9 15 21 63 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 : 35.3 44.3 45.3 56.6 35.3 43.3 45.3 55.6
Old : 35.3 44.3 45.3 56.6 35.3 43.3 45.3 55.6
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 25, 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 : 34,701: 11,445 3,363 60 14,325 26,263 25,830 29,686: 8,871 5,015
Old : 34,701: 11,445 3,363 60 14,325 26,263 25,830 29,686: 8,871 5,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,585: 285 28 52 -310 1,178 27 1,258: 1,558 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 9.7 0.2 41.3 75.7 74.4 85.5: 25.6 14.5
Old : 100.0: 33.0 9.7 0.2 41.3 75.7 74.4 85.5: 25.6 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 6 2 12 11 27 19:
Old : 42: 15 6 2 12 11 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 69.8 52.9 78.2 40.4 69.8 52.9 78.2
Old : 40.4 69.8 52.9 78.2 40.4 69.8 52.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 25, 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 : 56,883: 12,335 9,901 2,011 33,261 34,626 47,607 46,538: 9,276 10,345
Old : 56,883: 12,335 9,901 2,011 33,261 34,626 47,607 46,538: 9,276 10,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,783: -992 3,227 242 3,269 4,874 2,519 8,343: 264 -5,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 17.4 3.5 58.5 60.9 83.7 81.8: 16.3 18.2
Old : 100.0: 21.7 17.4 3.5 58.5 60.9 83.7 81.8: 16.3 18.2
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 : 92: 20 21 7 26 34 51 57:
Old : 92: 20 21 7 26 34 51 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.4 26.7 44.9 38.7 30.4 24.3 44.5 35.3
Old : 30.4 26.7 44.9 38.7 30.4 24.3 44.5 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2016