BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 01, 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 : 7,406: 666 1,856 372 5,548 4,404 6,586 6,632: 820 774
Old : 7,406: 666 1,856 372 5,548 4,404 6,586 6,632: 820 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 263: 73 47 49 67 51 189 147: 74 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 25.1 5.0 74.9 59.5 88.9 89.5: 11.1 10.5
Old : 100.0: 9.0 25.1 5.0 74.9 59.5 88.9 89.5: 11.1 10.5
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 : 40: 4 10 7 19 19 29 30:
Old : 40: 4 10 7 19 19 29 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 : 51.2 32.6 67.0 53.8 50.9 30.5 62.8 45.3
Old : 51.2 32.6 67.0 53.8 50.9 30.5 62.8 45.3
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, November 01, 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 : 34,237: 18,914 9,800 1,020 12,199 15,806 32,133 26,626: 2,104 7,611
Old : 34,237: 18,914 9,800 1,020 12,199 15,806 32,133 26,626: 2,104 7,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,708: 735 1,028 292 477 413 1,504 1,733: 204 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 28.6 3.0 35.6 46.2 93.9 77.8: 6.1 22.2
Old : 100.0: 55.2 28.6 3.0 35.6 46.2 93.9 77.8: 6.1 22.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 17 28 20 25 24 56 58:
Old : 83: 17 28 20 25 24 56 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 : 56.4 27.3 70.2 40.3 56.3 27.3 68.3 40.2
Old : 56.4 27.3 70.2 40.3 56.3 27.3 68.3 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, November 01, 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 : 6,305: 359 844 1,598 3,715 3,107 5,672 5,549: 633 756
Old : 6,305: 359 844 1,598 3,715 3,107 5,672 5,549: 633 756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 593: 23 -20 412 119 169 554 561: 39 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 13.4 25.3 58.9 49.3 90.0 88.0: 10.0 12.0
Old : 100.0: 5.7 13.4 25.3 58.9 49.3 90.0 88.0: 10.0 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 12 10 17 17 28 30:
Old : 39: 2 12 10 17 17 28 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 : 38.1 45.6 60.3 61.7 28.6 27.0 46.9 36.0
Old : 38.1 45.6 60.3 61.7 28.6 27.0 46.9 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, November 01, 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 : 4,960: 342 1,272 1,035 3,332 1,937 4,709 4,244: 251 716
Old : 4,960: 342 1,272 1,035 3,332 1,937 4,709 4,244: 251 716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 104: 102 16 -16 -2 28 84 28: 20 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 25.6 20.9 67.2 39.1 94.9 85.6: 5.1 14.4
Old : 100.0: 6.9 25.6 20.9 67.2 39.1 94.9 85.6: 5.1 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 : 20: 4 6 7 7 4 16 12:
Old : 20: 4 6 7 7 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 : 72.8 61.4 89.7 79.4 66.4 53.6 72.5 64.4
Old : 72.8 61.4 89.7 79.4 66.4 53.6 72.5 64.4
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, November 01, 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 : 223,537: 90,847 84,090 37,414 78,973 71,177 207,234 192,681: 16,303 30,856
Old : 222,625: 90,847 84,311 37,139 78,581 70,757 206,567 192,207: 16,058 30,418
Other: 912: 275 54 0 392 420 667 474: 245 438
: : :
: : Changes in Commitments from: October 25, 2016 :
: -7,199: -7,832 -12,750 2,533 150 1,807 -5,149 -8,410: -2,050 1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 37.6 16.7 35.3 31.8 92.7 86.2: 7.3 13.8
Old : 100.0: 40.8 37.9 16.7 35.3 31.8 92.8 86.3: 7.2 13.7
Other: 100.0: 30.2 5.9 0.0 43.0 46.1 73.1 52.0: 26.9 48.0
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 88 115 93 52 80 195 248:
Old : 312: 88 117 93 50 80 193 248:
Other: 22: 4 6 0 4 11 8 17:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 8.8 28.4 15.7 14.7 8.5 26.4 15.3
Old : 15.9 8.8 28.4 15.8 14.7 8.5 26.5 15.4
Other: 68.9 33.8 73.1 46.5 67.8 33.8 69.4 45.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 01, 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 : 275,224: 103,692 77,495 40,036 107,338 120,637 251,066 238,168: 24,158 37,056
Old : 275,224: 103,692 77,495 40,036 107,338 120,637 251,066 238,168: 24,158 37,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 2,054: -274 -7,200 1,040 2,423 8,125 3,189 1,965: -1,135 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 28.2 14.5 39.0 43.8 91.2 86.5: 8.8 13.5
Old : 100.0: 37.7 28.2 14.5 39.0 43.8 91.2 86.5: 8.8 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 105 111 110 103 127 271 299:
Old : 391: 105 111 110 103 127 271 299:
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 : 14.8 12.9 23.6 20.4 14.6 11.4 22.1 18.0
Old : 14.8 12.9 23.6 20.4 14.6 11.4 22.1 18.0
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, November 01, 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 : 3,926: 1,446 1,279 133 1,014 1,530 2,593 2,942: 1,333 984
Old : 3,926: 1,446 1,279 133 1,014 1,530 2,593 2,942: 1,333 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 84: -491 260 9 530 -188 48 81: 36 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 32.6 3.4 25.8 39.0 66.0 74.9: 34.0 25.1
Old : 100.0: 36.8 32.6 3.4 25.8 39.0 66.0 74.9: 34.0 25.1
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 : 47: 13 12 4 13 16 29 30:
Old : 47: 13 12 4 13 16 29 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 : 35.0 29.7 47.2 45.0 34.0 29.7 45.9 44.4
Old : 35.0 29.7 47.2 45.0 34.0 29.7 45.9 44.4
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, November 01, 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 : 42,142: 18,119 17,443 6,116 10,821 7,575 35,056 31,134: 7,086 11,008
Old : 42,142: 18,119 17,443 6,116 10,821 7,575 35,056 31,134: 7,086 11,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -1,443: -1,204 -1,131 -209 6 325 -1,407 -1,015: -36 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 41.4 14.5 25.7 18.0 83.2 73.9: 16.8 26.1
Old : 100.0: 43.0 41.4 14.5 25.7 18.0 83.2 73.9: 16.8 26.1
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 : 188: 48 61 45 42 48 117 137:
Old : 188: 48 61 45 42 48 117 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 11.6 33.1 20.9 22.4 11.5 30.9 20.3
Old : 22.4 11.6 33.1 20.9 22.4 11.5 30.9 20.3
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, November 01, 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 : 5,060: 328 4,041 190 3,587 571 4,105 4,802: 955 258
Old : 5,060: 328 4,041 190 3,587 571 4,105 4,802: 955 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 290: 76 240 41 259 -1 376 280: -86 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 79.9 3.8 70.9 11.3 81.1 94.9: 18.9 5.1
Old : 100.0: 6.5 79.9 3.8 70.9 11.3 81.1 94.9: 18.9 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 6 5 3 12 4 19 11:
Old : 23: 6 5 3 12 4 19 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 : 48.7 82.4 65.8 91.6 48.7 82.0 65.4 86.9
Old : 48.7 82.4 65.8 91.6 48.7 82.0 65.4 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, November 01, 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 : 25,502: 2,801 15,723 729 21,411 7,937 24,941 24,389: 561 1,113
Old : 25,502: 2,801 15,723 729 21,411 7,937 24,941 24,389: 561 1,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 504: 183 594 27 237 -59 447 562: 57 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 61.7 2.9 84.0 31.1 97.8 95.6: 2.2 4.4
Old : 100.0: 11.0 61.7 2.9 84.0 31.1 97.8 95.6: 2.2 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 : 62: 15 13 12 22 20 40 42:
Old : 62: 15 13 12 22 20 40 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 : 53.9 61.8 71.4 76.3 53.5 61.5 70.8 76.0
Old : 53.9 61.8 71.4 76.3 53.5 61.5 70.8 76.0
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, November 01, 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 : 44,405: 31,865 674 0 11,385 42,983 43,250 43,657: 1,155 748
Old : 44,405: 31,865 674 0 11,385 42,983 43,250 43,657: 1,155 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -267: -890 258 0 600 -618 -290 -360: 23 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 1.5 0.0 25.6 96.8 97.4 98.3: 2.6 1.7
Old : 100.0: 71.8 1.5 0.0 25.6 96.8 97.4 98.3: 2.6 1.7
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 : 28: 9 4 0 6 10 15 14:
Old : 28: 9 4 0 6 10 15 14:
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 83.7 93.7 94.4 88.7 83.7 93.7 94.0
Old : 88.7 83.7 93.7 94.4 88.7 83.7 93.7 94.0
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, November 01, 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 : 121,156: 35,723 51,683 1,500 56,569 31,799 93,792 84,982: 27,364 36,174
Old : 121,156: 35,723 51,683 1,500 56,569 31,799 93,792 84,982: 27,364 36,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 7,655: 2,449 5,085 140 5,757 2,635 8,346 7,860: -691 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 42.7 1.2 46.7 26.2 77.4 70.1: 22.6 29.9
Old : 100.0: 29.5 42.7 1.2 46.7 26.2 77.4 70.1: 22.6 29.9
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 : 91: 25 33 9 14 25 44 62:
Old : 91: 25 33 9 14 25 44 62:
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 : 36.6 18.5 53.3 30.8 36.0 18.5 52.7 30.8
Old : 36.6 18.5 53.3 30.8 36.0 18.5 52.7 30.8
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, November 01, 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 : 59,698: 12,744 32,714 270 41,171 3,614 54,185 36,598: 5,513 23,100
Old : 59,698: 12,744 32,714 270 41,171 3,614 54,185 36,598: 5,513 23,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -7,513: -6,084 -4,814 25 -1,373 80 -7,432 -4,709: -81 -2,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 54.8 0.5 69.0 6.1 90.8 61.3: 9.2 38.7
Old : 100.0: 21.3 54.8 0.5 69.0 6.1 90.8 61.3: 9.2 38.7
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 : 45: 12 16 5 11 9 24 29:
Old : 45: 12 16 5 11 9 24 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 : 59.3 41.1 73.2 48.4 59.3 41.1 73.0 48.4
Old : 59.3 41.1 73.2 48.4 59.3 41.1 73.0 48.4
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, November 01, 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 : 157,048: 30,838 67,310 13,738 106,631 69,376 151,207 150,424: 5,841 6,624
Old : 157,048: 30,838 67,310 13,738 106,631 69,376 151,207 150,424: 5,841 6,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 17,493: 2,161 13,290 -778 16,669 4,125 18,052 16,637: -559 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 42.9 8.7 67.9 44.2 96.3 95.8: 3.7 4.2
Old : 100.0: 19.6 42.9 8.7 67.9 44.2 96.3 95.8: 3.7 4.2
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 : 144: 43 66 11 19 21 70 91:
Old : 144: 43 66 11 19 21 70 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 40.3 64.8 55.4 45.5 38.7 63.3 51.1
Old : 45.5 40.3 64.8 55.4 45.5 38.7 63.3 51.1
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, November 01, 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 : 267,564: 63,739 146,700 6,005 169,308 72,743 239,052 225,448: 28,512 42,116
Old : 267,564: 63,739 146,700 6,005 169,308 72,743 239,052 225,448: 28,512 42,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 64: 138 -863 -594 -117 2,113 -573 656: 637 -592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 54.8 2.2 63.3 27.2 89.3 84.3: 10.7 15.7
Old : 100.0: 23.8 54.8 2.2 63.3 27.2 89.3 84.3: 10.7 15.7
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 : 141: 37 55 18 24 39 67 106:
Old : 141: 37 55 18 24 39 67 106:
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 : 58.7 34.2 67.4 43.9 58.7 33.5 67.0 43.1
Old : 58.7 34.2 67.4 43.9 58.7 33.5 67.0 43.1
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, November 01, 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 : 165,124: 81,010 37,850 3,209 59,272 87,511 143,491 128,570: 21,633 36,554
Old : 165,124: 81,010 37,850 3,209 59,272 87,511 143,491 128,570: 21,633 36,554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 2,084: -1,375 60 391 3,717 3,799 2,733 4,250: -649 -2,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 22.9 1.9 35.9 53.0 86.9 77.9: 13.1 22.1
Old : 100.0: 49.1 22.9 1.9 35.9 53.0 86.9 77.9: 13.1 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 34 36 11 30 38 69 82:
Old : 124: 34 36 11 30 38 69 82:
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 : 33.6 36.2 50.7 44.9 33.6 35.7 49.3 44.0
Old : 33.6 36.2 50.7 44.9 33.6 35.7 49.3 44.0
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, November 01, 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 : 444,502: 126,443 263,828 11,245 261,922 105,533 399,610 380,606: 44,892 63,896
Old : 444,502: 126,443 263,828 11,245 261,922 105,533 399,610 380,606: 44,892 63,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -3,969: -16,438 -2,909 2,363 15,692 -2,614 1,617 -3,160: -5,586 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 59.4 2.5 58.9 23.7 89.9 85.6: 10.1 14.4
Old : 100.0: 28.4 59.4 2.5 58.9 23.7 89.9 85.6: 10.1 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 : 252: 72 97 36 55 59 143 177:
Old : 252: 72 97 36 55 59 143 177:
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 : 37.7 31.3 49.0 41.2 35.8 31.2 46.9 40.6
Old : 37.7 31.3 49.0 41.2 35.8 31.2 46.9 40.6
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, November 01, 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 : 39,101: 22,794 6,138 156 12,756 31,288 35,706 37,582: 3,395 1,519
Old : 39,101: 22,794 6,138 156 12,756 31,288 35,706 37,582: 3,395 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 8,058: 204 895 -88 6,240 6,536 6,356 7,343: 1,702 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 15.7 0.4 32.6 80.0 91.3 96.1: 8.7 3.9
Old : 100.0: 58.3 15.7 0.4 32.6 80.0 91.3 96.1: 8.7 3.9
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 : 31: 13 9 1 5 6 18 16:
Old : 31: 13 9 1 5 6 18 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 : 77.3 82.8 87.0 91.6 66.4 70.1 71.7 77.0
Old : 77.3 82.8 87.0 91.6 66.4 70.1 71.7 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, November 01, 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 : 46,788: 28,557 29,522 371 13,015 13,448 41,943 43,341: 4,845 3,447
Old : 46,788: 28,557 29,522 371 13,015 13,448 41,943 43,341: 4,845 3,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -469: -947 -402 255 87 -368 -605 -515: 136 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 63.1 0.8 27.8 28.7 89.6 92.6: 10.4 7.4
Old : 100.0: 61.0 63.1 0.8 27.8 28.7 89.6 92.6: 10.4 7.4
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 : 79: 42 18 6 12 11 56 33:
Old : 79: 42 18 6 12 11 56 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 : 31.8 66.0 49.4 77.2 30.2 66.0 47.7 77.2
Old : 31.8 66.0 49.4 77.2 30.2 66.0 47.7 77.2
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, November 01, 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 :11,495,892: 495,139 2,240,195 2,428,903 7,868,439 5,671,141 10,792,481 10,340,239: 703,411 1,155,653
Old :11,495,892: 495,139 2,240,195 2,428,903 7,868,439 5,671,141 10,792,481 10,340,239: 703,411 1,155,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -110,466: -101,525 -12,518 -131,031 130,741 13,706 -101,815 -129,843: -8,651 19,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 19.5 21.1 68.4 49.3 93.9 89.9: 6.1 10.1
Old : 100.0: 4.3 19.5 21.1 68.4 49.3 93.9 89.9: 6.1 10.1
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 : 274: 31 94 105 120 136 233 265:
Old : 274: 31 94 105 120 136 233 265:
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 : 34.7 18.5 46.7 30.2 31.8 13.8 37.0 18.1
Old : 34.7 18.5 46.7 30.2 31.8 13.8 37.0 18.1
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, November 01, 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 : 681,289: 102,026 100,054 23,017 448,913 446,505 573,956 569,576: 107,333 111,713
Old : 681,289: 102,026 100,054 23,017 448,913 446,505 573,956 569,576: 107,333 111,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -1,172: -801 -2,754 3,962 -10,439 -5,479 -7,278 -4,272: 6,106 3,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 14.7 3.4 65.9 65.5 84.2 83.6: 15.8 16.4
Old : 100.0: 15.0 14.7 3.4 65.9 65.5 84.2 83.6: 15.8 16.4
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 : 595: 122 153 72 227 226 386 414:
Old : 595: 122 153 72 227 226 386 414:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 17.4 21.0 24.1 11.3 15.6 18.0 21.7
Old : 13.6 17.4 21.0 24.1 11.3 15.6 18.0 21.7
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, November 01, 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 : 83,944: 8,083 1,966 25 48,240 34,439 56,348 36,430: 27,596 47,514
Old : 83,944: 8,083 1,966 25 48,240 34,439 56,348 36,430: 27,596 47,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,633: 712 -1,093 0 1,147 -807 1,859 -1,900: -226 3,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.3 0.0 57.5 41.0 67.1 43.4: 32.9 56.6
Old : 100.0: 9.6 2.3 0.0 57.5 41.0 67.1 43.4: 32.9 56.6
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 : 56: 14 4 1 26 19 40 24:
Old : 56: 14 4 1 26 19 40 24:
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 : 30.9 28.2 43.1 37.9 30.7 27.1 42.5 35.6
Old : 30.9 28.2 43.1 37.9 30.7 27.1 42.5 35.6
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, November 01, 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 : 2,986,724: 490,171 510,898 94,505 2,003,364 2,060,328 2,588,040 2,665,731: 398,684 320,993
Old : 2,986,724: 490,171 510,898 94,505 2,003,364 2,060,328 2,588,040 2,665,731: 398,684 320,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -14,026: -8,902 -9,645 21,148 -57,931 -23,362 -45,685 -11,859: 31,659 -2,167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 17.1 3.2 67.1 69.0 86.7 89.3: 13.3 10.7
Old : 100.0: 16.4 17.1 3.2 67.1 69.0 86.7 89.3: 13.3 10.7
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 : 588: 120 152 66 220 219 373 404:
Old : 588: 120 152 66 220 219 373 404:
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 : 14.4 19.0 21.8 26.6 11.6 16.9 18.4 24.2
Old : 14.4 19.0 21.8 26.6 11.6 16.9 18.4 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 81,748: 21,456 2,444 505 47,982 75,499 69,943 78,448: 11,805 3,300
Old : 81,748: 21,456 2,444 505 47,982 75,499 69,943 78,448: 11,805 3,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -2,262: -43 202 410 -2,138 -2,845 -1,771 -2,233: -491 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.0 0.6 58.7 92.4 85.6 96.0: 14.4 4.0
Old : 100.0: 26.2 3.0 0.6 58.7 92.4 85.6 96.0: 14.4 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 : 83: 17 6 4 46 35 64 44:
Old : 83: 17 6 4 46 35 64 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 40.3 47.8 68.5 35.3 40.3 46.9 68.1
Old : 35.6 40.3 47.8 68.5 35.3 40.3 46.9 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, November 01, 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 : 63,297: 32,281 5,941 497 24,911 51,275 57,689 57,713: 5,608 5,585
Old : 63,297: 32,281 5,941 497 24,911 51,275 57,689 57,713: 5,608 5,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 39: -6,040 152 179 6,515 -51 655 280: -616 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 9.4 0.8 39.4 81.0 91.1 91.2: 8.9 8.8
Old : 100.0: 51.0 9.4 0.8 39.4 81.0 91.1 91.2: 8.9 8.8
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 : 244: 74 52 15 66 73 148 133:
Old : 244: 74 52 15 66 73 148 133:
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 : 28.1 37.2 43.8 54.9 28.1 36.9 43.7 54.7
Old : 28.1 37.2 43.8 54.9 28.1 36.9 43.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, November 01, 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 : 316,487: 161,406 29,703 2,486 124,554 256,374 288,446 288,563: 28,041 27,924
Old : 316,487: 161,406 29,703 2,486 124,554 256,374 288,446 288,563: 28,041 27,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 194: -30,198 761 894 32,577 -254 3,273 1,401: -3,079 -1,207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 9.4 0.8 39.4 81.0 91.1 91.2: 8.9 8.8
Old : 100.0: 51.0 9.4 0.8 39.4 81.0 91.1 91.2: 8.9 8.8
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 : 244: 74 52 15 66 73 148 133:
Old : 244: 74 52 15 66 73 148 133:
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 : 28.1 37.2 43.8 54.9 28.1 36.9 43.7 54.7
Old : 28.1 37.2 43.8 54.9 28.1 36.9 43.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, November 01, 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 : 125,387: 85,541 44,674 2,484 8,723 55,432 96,748 102,590: 28,639 22,797
Old : 125,387: 85,541 44,674 2,484 8,723 55,432 96,748 102,590: 28,639 22,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 803: 2,388 -6,556 653 -1,553 4,985 1,488 -918: -685 1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 35.6 2.0 7.0 44.2 77.2 81.8: 22.8 18.2
Old : 100.0: 68.2 35.6 2.0 7.0 44.2 77.2 81.8: 22.8 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 : 89: 43 20 11 14 21 63 46:
Old : 89: 43 20 11 14 21 63 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 45.7 46.5 58.3 37.5 44.9 46.5 57.4
Old : 37.5 45.7 46.5 58.3 37.5 44.9 46.5 57.4
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, November 01, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 36,267: 13,145 2,925 8 14,398 28,928 27,551 31,861: 8,716 4,406
Old : 36,267: 13,145 2,925 8 14,398 28,928 27,551 31,861: 8,716 4,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 1,566: 1,700 -438 -52 73 2,665 1,721 2,175: -155 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 8.1 0.0 39.7 79.8 76.0 87.9: 24.0 12.1
Old : 100.0: 36.2 8.1 0.0 39.7 79.8 76.0 87.9: 24.0 12.1
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 : 46: 19 5 1 12 13 31 19:
Old : 46: 19 5 1 12 13 31 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 : 37.3 73.2 49.3 81.0 37.3 73.2 49.2 81.0
Old : 37.3 73.2 49.3 81.0 37.3 73.2 49.2 81.0
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, November 01, 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 : 60,584: 12,252 11,771 2,049 37,501 36,930 51,802 50,750: 8,782 9,834
Old : 60,584: 12,252 11,771 2,049 37,501 36,930 51,802 50,750: 8,782 9,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: 3,701: -83 1,870 38 4,240 2,304 4,195 4,212: -494 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 19.4 3.4 61.9 61.0 85.5 83.8: 14.5 16.2
Old : 100.0: 20.2 19.4 3.4 61.9 61.0 85.5 83.8: 14.5 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 17 20 6 25 33 46 55:
Old : 86: 17 20 6 25 33 46 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 : 34.5 29.1 50.7 41.7 34.5 29.1 50.7 40.4
Old : 34.5 29.1 50.7 41.7 34.5 29.1 50.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2016