BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 26, 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 : 5,030: 523 1,226 245 3,141 2,600 3,909 4,071: 1,121 959
Old : 5,030: 523 1,226 245 3,141 2,600 3,909 4,071: 1,121 959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 395: 68 -84 -5 269 302 332 213: 63 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 24.4 4.9 62.4 51.7 77.7 80.9: 22.3 19.1
Old : 100.0: 10.4 24.4 4.9 62.4 51.7 77.7 80.9: 22.3 19.1
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 : 29: 3 9 6 14 13 22 23:
Old : 29: 3 9 6 14 13 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 49.6 56.6 66.1 34.9 48.7 55.3 65.1
Old : 35.3 49.6 56.6 66.1 34.9 48.7 55.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 26, 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 : 32,998: 18,846 11,199 555 10,875 10,775 30,276 22,529: 2,722 10,469
Old : 32,998: 18,846 11,199 555 10,875 10,775 30,276 22,529: 2,722 10,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 617: 251 248 -35 396 99 612 312: 5 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 33.9 1.7 33.0 32.7 91.8 68.3: 8.2 31.7
Old : 100.0: 57.1 33.9 1.7 33.0 32.7 91.8 68.3: 8.2 31.7
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 : 76: 12 33 15 22 17 42 57:
Old : 76: 12 33 15 22 17 42 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 : 55.6 23.5 72.5 37.5 54.8 23.5 71.6 37.5
Old : 55.6 23.5 72.5 37.5 54.8 23.5 71.6 37.5
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, January 26, 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 : 7,945: 324 2,469 412 6,697 3,902 7,433 6,783: 512 1,162
Old : 7,945: 324 2,469 412 6,697 3,902 7,433 6,783: 512 1,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 450: 14 284 9 303 104 326 397: 124 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 31.1 5.2 84.3 49.1 93.6 85.4: 6.4 14.6
Old : 100.0: 4.1 31.1 5.2 84.3 49.1 93.6 85.4: 6.4 14.6
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 : 49: 4 17 14 21 18 36 38:
Old : 49: 4 17 14 21 18 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 28.4 69.5 45.7 51.9 26.3 67.1 39.9
Old : 51.9 28.4 69.5 45.7 51.9 26.3 67.1 39.9
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, January 26, 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 : 169,738: 58,388 53,766 27,556 66,184 61,463 152,128 142,785: 17,610 26,953
Old : 161,219: 54,453 51,357 26,468 64,303 57,555 145,224 135,380: 15,995 25,839
Other: 8,519: 5,023 3,497 0 1,881 3,908 6,904 7,405: 1,615 1,114
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,542: 3,847 -2,117 -1,885 676 5,471 2,638 1,469: -96 1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 31.7 16.2 39.0 36.2 89.6 84.1: 10.4 15.9
Old : 100.0: 33.8 31.9 16.4 39.9 35.7 90.1 84.0: 9.9 16.0
Other: 100.0: 59.0 41.0 0.0 22.1 45.9 81.0 86.9: 19.0 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 90 76 89 55 76 192 208:
Old : 270: 88 77 89 47 75 183 207:
Other: 66: 12 12 0 19 31 31 43:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 11.5 26.7 19.4 15.5 11.4 26.3 18.7
Old : 16.2 10.5 28.0 18.7 16.2 10.3 27.6 17.9
Other: 43.2 37.5 63.0 51.7 43.2 37.5 63.0 51.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 26, 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 : 277,264: 64,786 68,512 50,414 130,867 112,999 246,067 231,925: 31,197 45,339
Old : 277,264: 64,786 68,512 50,414 130,867 112,999 246,067 231,925: 31,197 45,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,340: -262 1,747 -705 -658 1,236 -1,625 2,278: 2,965 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 24.7 18.2 47.2 40.8 88.7 83.6: 11.3 16.4
Old : 100.0: 23.4 24.7 18.2 47.2 40.8 88.7 83.6: 11.3 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 : 400: 88 97 123 115 149 283 326:
Old : 400: 88 97 123 115 149 283 326:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 16.0 28.1 23.0 20.8 15.3 28.1 21.1
Old : 20.8 16.0 28.1 23.0 20.8 15.3 28.1 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,313: 1,146 2,715 872 1,887 521 3,905 4,108: 1,408 1,205
Old : 5,313: 1,146 2,715 872 1,887 521 3,905 4,108: 1,408 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 772: 74 517 53 455 -11 582 559: 190 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 51.1 16.4 35.5 9.8 73.5 77.3: 26.5 22.7
Old : 100.0: 21.6 51.1 16.4 35.5 9.8 73.5 77.3: 26.5 22.7
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 : 69: 20 23 11 20 12 45 44:
Old : 69: 20 23 11 20 12 45 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 : 23.3 31.0 38.0 48.5 18.3 29.6 29.9 40.1
Old : 23.3 31.0 38.0 48.5 18.3 29.6 29.9 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 26, 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 : 36,849: 13,289 10,294 5,676 11,230 6,830 30,195 22,800: 6,654 14,049
Old : 36,849: 13,289 10,294 5,676 11,230 6,830 30,195 22,800: 6,654 14,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -31: -53 672 60 135 -169 142 563: -173 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 27.9 15.4 30.5 18.5 81.9 61.9: 18.1 38.1
Old : 100.0: 36.1 27.9 15.4 30.5 18.5 81.9 61.9: 18.1 38.1
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 : 173: 40 54 42 45 52 110 135:
Old : 173: 40 54 42 45 52 110 135:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 11.6 29.9 18.0 18.8 11.6 28.5 17.3
Old : 20.1 11.6 29.9 18.0 18.8 11.6 28.5 17.3
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, January 26, 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 : 5,319: 616 4,696 209 3,417 140 4,242 5,045: 1,077 274
Old : 5,319: 616 4,696 209 3,417 140 4,242 5,045: 1,077 274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 88.3 3.9 64.2 2.6 79.8 94.8: 20.2 5.2
Old : 100.0: 11.6 88.3 3.9 64.2 2.6 79.8 94.8: 20.2 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: 6 5 3 10 3 18 9:
Old : 21: 6 5 3 10 3 18 9:
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 : 45.9 88.3 65.2 94.6 45.9 88.1 64.4 89.0
Old : 45.9 88.3 65.2 94.6 45.9 88.1 64.4 89.0
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, January 26, 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 : 32,348: 3,559 21,065 439 27,816 8,539 31,814 30,043: 534 2,305
Old : 32,348: 3,559 21,065 439 27,816 8,539 31,814 30,043: 534 2,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 896: 236 746 46 701 243 983 1,035: -87 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 65.1 1.4 86.0 26.4 98.3 92.9: 1.7 7.1
Old : 100.0: 11.0 65.1 1.4 86.0 26.4 98.3 92.9: 1.7 7.1
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 : 75: 14 28 15 23 18 43 55:
Old : 75: 14 28 15 23 18 43 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 : 54.7 53.1 75.4 69.5 54.7 53.0 75.2 69.2
Old : 54.7 53.1 75.4 69.5 54.7 53.0 75.2 69.2
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, January 26, 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 : 30,220: 4,188 2,124 0 25,051 27,370 29,239 29,494: 981 726
Old : 30,220: 4,188 2,124 0 25,051 27,370 29,239 29,494: 981 726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 882: 816 -597 0 -144 1,356 672 759: 210 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 7.0 0.0 82.9 90.6 96.8 97.6: 3.2 2.4
Old : 100.0: 13.9 7.0 0.0 82.9 90.6 96.8 97.6: 3.2 2.4
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 : 28: 11 3 0 9 10 20 13:
Old : 28: 11 3 0 9 10 20 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 : 79.3 76.0 87.6 89.3 79.3 73.1 85.9 86.0
Old : 79.3 76.0 87.6 89.3 79.3 73.1 85.9 86.0
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, January 26, 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 : 165,240: 32,767 99,586 1,701 105,878 24,681 140,346 125,968: 24,894 39,272
Old : 165,240: 32,767 99,586 1,701 105,878 24,681 140,346 125,968: 24,894 39,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -104: -297 136 48 634 1,918 385 2,102: -489 -2,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 60.3 1.0 64.1 14.9 84.9 76.2: 15.1 23.8
Old : 100.0: 19.8 60.3 1.0 64.1 14.9 84.9 76.2: 15.1 23.8
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 : 89: 20 32 9 23 25 45 64:
Old : 89: 20 32 9 23 25 45 64:
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 : 52.1 42.0 63.5 51.4 51.1 41.9 62.3 51.3
Old : 52.1 42.0 63.5 51.4 51.1 41.9 62.3 51.3
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, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 55,694: 24,932 29,435 173 24,900 2,726 50,005 32,334: 5,689 23,360
Old : 55,694: 24,932 29,435 173 24,900 2,726 50,005 32,334: 5,689 23,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 6,404: -259 5,150 0 6,692 -679 6,433 4,471: -29 1,933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 52.9 0.3 44.7 4.9 89.8 58.1: 10.2 41.9
Old : 100.0: 44.8 52.9 0.3 44.7 4.9 89.8 58.1: 10.2 41.9
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 : 40: 10 14 6 11 8 22 27:
Old : 40: 10 14 6 11 8 22 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 42.1 70.4 48.7 57.5 42.1 70.2 48.7
Old : 57.6 42.1 70.4 48.7 57.5 42.1 70.2 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 26, 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 : 167,763: 28,487 105,094 16,638 119,174 38,087 164,299 159,819: 3,464 7,944
Old : 167,763: 28,487 105,094 16,638 119,174 38,087 164,299 159,819: 3,464 7,944
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -4,208: -1,874 -1,270 -4,448 2,297 1,573 -4,025 -4,145: -183 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 62.6 9.9 71.0 22.7 97.9 95.3: 2.1 4.7
Old : 100.0: 17.0 62.6 9.9 71.0 22.7 97.9 95.3: 2.1 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 : 133: 30 69 13 16 21 56 98:
Old : 133: 30 69 13 16 21 56 98:
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 : 67.5 43.6 79.1 61.9 63.3 41.6 72.3 55.5
Old : 67.5 43.6 79.1 61.9 63.3 41.6 72.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 26, 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 : 272,798: 34,696 82,233 6,466 213,083 140,786 254,245 229,485: 18,553 43,313
Old : 272,798: 34,696 82,233 6,466 213,083 140,786 254,245 229,485: 18,553 43,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 13,209: -3,167 5,791 697 15,118 7,616 12,648 14,104: 561 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 30.1 2.4 78.1 51.6 93.2 84.1: 6.8 15.9
Old : 100.0: 12.7 30.1 2.4 78.1 51.6 93.2 84.1: 6.8 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 : 115: 21 51 15 20 34 48 93:
Old : 115: 21 51 15 20 34 48 93:
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 : 64.5 38.5 75.7 49.3 64.5 38.0 75.7 48.8
Old : 64.5 38.5 75.7 49.3 64.5 38.0 75.7 48.8
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, January 26, 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 : 250,711: 92,628 42,602 2,473 124,038 178,679 219,139 223,754: 31,572 26,957
Old : 250,711: 92,628 42,602 2,473 124,038 178,679 219,139 223,754: 31,572 26,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 3,097: 8,143 -4,230 -78 -4,043 10,181 4,022 5,873: -925 -2,776
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 17.0 1.0 49.5 71.3 87.4 89.2: 12.6 10.8
Old : 100.0: 36.9 17.0 1.0 49.5 71.3 87.4 89.2: 12.6 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 : 134: 50 40 18 23 34 81 84:
Old : 134: 50 40 18 23 34 81 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 : 53.7 51.7 62.5 60.9 53.7 51.6 62.5 59.6
Old : 53.7 51.7 62.5 60.9 53.7 51.6 62.5 59.6
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, January 26, 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 : 402,227: 71,446 198,661 6,226 267,012 124,194 344,684 329,081: 57,543 73,146
Old : 402,227: 71,446 198,661 6,226 267,012 124,194 344,684 329,081: 57,543 73,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,865: 1,997 -7,803 180 1,678 6,327 3,855 -1,296: -1,990 3,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 49.4 1.5 66.4 30.9 85.7 81.8: 14.3 18.2
Old : 100.0: 17.8 49.4 1.5 66.4 30.9 85.7 81.8: 14.3 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 : 224: 49 96 30 50 54 110 170:
Old : 224: 49 96 30 50 54 110 170:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 27.5 51.8 38.6 32.7 27.3 51.1 38.4
Old : 32.7 27.5 51.8 38.6 32.7 27.3 51.1 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, January 26, 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 : 31,847: 7,326 793 0 7,784 26,373 15,110 27,166: 16,737 4,681
Old : 31,847: 7,326 793 0 7,784 26,373 15,110 27,166: 16,737 4,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 531: 806 -1,152 0 -755 1,526 51 374: 480 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 2.5 0.0 24.4 82.8 47.4 85.3: 52.6 14.7
Old : 100.0: 23.0 2.5 0.0 24.4 82.8 47.4 85.3: 52.6 14.7
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 : 20: 6 1 0 9 8 15 9:
Old : 20: 6 1 0 9 8 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 79.3 37.5 84.9 26.0 79.3 35.5 83.4
Old : 26.9 79.3 37.5 84.9 26.0 79.3 35.5 83.4
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, January 26, 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 : 18,670: 6,761 10,474 1,504 9,775 5,538 18,040 17,516: 630 1,154
Old : 18,670: 6,761 10,474 1,504 9,775 5,538 18,040 17,516: 630 1,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 3,876: 677 1,074 1,062 2,173 1,764 3,912 3,900: -36 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 56.1 8.1 52.4 29.7 96.6 93.8: 3.4 6.2
Old : 100.0: 36.2 56.1 8.1 52.4 29.7 96.6 93.8: 3.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 17 3 3 4 12 21:
Old : 28: 6 17 3 3 4 12 21:
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 : 72.2 60.2 92.0 76.3 59.7 45.9 73.0 58.4
Old : 72.2 60.2 92.0 76.3 59.7 45.9 73.0 58.4
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, January 26, 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 : 30,437: 15,166 20,566 335 12,538 4,207 28,039 25,108: 2,398 5,329
Old : 30,437: 15,166 20,566 335 12,538 4,207 28,039 25,108: 2,398 5,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,323: 228 2,674 -9 2,140 -188 2,359 2,477: -36 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 67.6 1.1 41.2 13.8 92.1 82.5: 7.9 17.5
Old : 100.0: 49.8 67.6 1.1 41.2 13.8 92.1 82.5: 7.9 17.5
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 : 64: 19 24 5 13 12 33 40:
Old : 64: 19 24 5 13 12 33 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 : 38.9 41.4 58.4 54.8 38.8 41.4 58.3 54.3
Old : 38.9 41.4 58.4 54.8 38.8 41.4 58.3 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 5,370: 3,147 3,575 23 1,816 552 4,986 4,150: 384 1,220
Old : 5,370: 3,147 3,575 23 1,816 552 4,986 4,150: 384 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 66.6 0.4 33.8 10.3 92.8 77.3: 7.2 22.7
Old : 100.0: 58.6 66.6 0.4 33.8 10.3 92.8 77.3: 7.2 22.7
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 : 20: 4 11 1 3 2 8 13:
Old : 20: 4 11 1 3 2 8 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 : 83.6 51.4 92.8 66.0 83.6 51.0 92.4 65.6
Old : 83.6 51.4 92.8 66.0 83.6 51.0 92.4 65.6
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, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,940,213: 1,684,702 1,858,103 1,805,198 6,693,600 6,144,736 10,183,500 9,808,037: 756,713 1,132,176
Old :10,940,213: 1,684,702 1,858,103 1,805,198 6,693,600 6,144,736 10,183,500 9,808,037: 756,713 1,132,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -216,533: 38,941 -53,669 -93,227 -211,184 -108,748 -265,470 -255,644: 48,937 39,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 17.0 16.5 61.2 56.2 93.1 89.7: 6.9 10.3
Old : 100.0: 15.4 17.0 16.5 61.2 56.2 93.1 89.7: 6.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 42 83 101 129 145 246 264:
Old : 287: 42 83 101 129 145 246 264:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 20.9 39.6 29.6 20.3 13.7 31.6 20.0
Old : 25.1 20.9 39.6 29.6 20.3 13.7 31.6 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 26, 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 : 687,081: 78,916 102,497 25,547 459,802 439,834 564,264 567,877: 122,817 119,204
Old : 687,081: 78,916 102,497 25,547 459,802 439,834 564,264 567,877: 122,817 119,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 5,719: 6,263 -4,215 2,266 5,162 8,235 13,692 6,286: -7,973 -568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 14.9 3.7 66.9 64.0 82.1 82.7: 17.9 17.3
Old : 100.0: 11.5 14.9 3.7 66.9 64.0 82.1 82.7: 17.9 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 118 121 66 221 249 374 402:
Old : 579: 118 121 66 221 249 374 402:
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 : 14.9 10.3 24.5 17.7 12.9 9.1 22.3 15.5
Old : 14.9 10.3 24.5 17.7 12.9 9.1 22.3 15.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 26, 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 : 107,227: 9,729 6,936 844 68,623 36,026 79,196 43,806: 28,031 63,421
Old : 107,227: 9,729 6,936 844 68,623 36,026 79,196 43,806: 28,031 63,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -1,446: 45 900 50 -1,665 669 -1,570 1,619: 124 -3,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 6.5 0.8 64.0 33.6 73.9 40.9: 26.1 59.1
Old : 100.0: 9.1 6.5 0.8 64.0 33.6 73.9 40.9: 26.1 59.1
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 : 63: 11 7 4 34 23 47 32:
Old : 63: 11 7 4 34 23 47 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.3 21.6 45.0 29.7 32.1 20.5 44.7 27.7
Old : 32.3 21.6 45.0 29.7 32.1 20.5 44.7 27.7
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, January 26, 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 : 2,899,270: 380,557 512,428 88,890 1,955,893 2,019,038 2,425,340 2,620,356: 473,930 278,914
Old : 2,899,270: 380,557 512,428 88,890 1,955,893 2,019,038 2,425,340 2,620,356: 473,930 278,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 35,823: 40,181 -16,484 1,991 34,136 37,830 76,308 23,337: -40,485 12,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 17.7 3.1 67.5 69.6 83.7 90.4: 16.3 9.6
Old : 100.0: 13.1 17.7 3.1 67.5 69.6 83.7 90.4: 16.3 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 116 122 61 210 242 358 393:
Old : 572: 116 122 61 210 242 358 393:
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 : 16.3 12.2 27.1 20.4 14.2 11.6 24.5 19.1
Old : 16.3 12.2 27.1 20.4 14.2 11.6 24.5 19.1
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, January 26, 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 : 103,435: 8,098 9,756 439 87,538 87,754 96,075 97,949: 7,360 5,486
Old : 103,435: 8,098 9,756 439 87,538 87,754 96,075 97,949: 7,360 5,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -1,497: -2,048 -696 -64 1,651 -1,087 -461 -1,847: -1,036 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 9.4 0.4 84.6 84.8 92.9 94.7: 7.1 5.3
Old : 100.0: 7.8 9.4 0.4 84.6 84.8 92.9 94.7: 7.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 10 9 3 52 38 64 48:
Old : 93: 10 9 3 52 38 64 48:
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 : 34.2 43.3 52.5 66.4 33.7 43.3 51.9 65.9
Old : 34.2 43.3 52.5 66.4 33.7 43.3 51.9 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 26, 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 : 53,779: 14,211 8,152 578 34,571 40,721 49,359 49,451: 4,420 4,328
Old : 53,779: 14,211 8,152 578 34,571 40,721 49,359 49,451: 4,420 4,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -1,670: -286 -529 -171 -736 -1,436 -1,193 -2,135: -476 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 15.2 1.1 64.3 75.7 91.8 92.0: 8.2 8.0
Old : 100.0: 26.4 15.2 1.1 64.3 75.7 91.8 92.0: 8.2 8.0
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 : 204: 55 40 11 63 59 122 106:
Old : 204: 55 40 11 63 59 122 106:
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 : 43.5 27.7 51.5 45.1 43.5 27.4 51.4 44.8
Old : 43.5 27.7 51.5 45.1 43.5 27.4 51.4 44.8
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, January 26, 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 : 268,896: 71,053 40,762 2,889 172,854 203,603 246,796 247,254: 22,100 21,642
Old : 268,896: 71,053 40,762 2,889 172,854 203,603 246,796 247,254: 22,100 21,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -8,349: -1,430 -2,643 -856 -3,681 -7,178 -5,967 -10,677: -2,382 2,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 15.2 1.1 64.3 75.7 91.8 92.0: 8.2 8.0
Old : 100.0: 26.4 15.2 1.1 64.3 75.7 91.8 92.0: 8.2 8.0
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 : 204: 55 40 11 63 59 122 106:
Old : 204: 55 40 11 63 59 122 106:
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 : 43.5 27.7 51.5 45.1 43.5 27.4 51.4 44.8
Old : 43.5 27.7 51.5 45.1 43.5 27.4 51.4 44.8
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, January 26, 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 : 125,451: 46,281 79,079 1,042 62,404 11,530 109,727 91,651: 15,724 33,800
Old : 125,451: 46,281 79,079 1,042 62,404 11,530 109,727 91,651: 15,724 33,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -7,363: 810 -2,659 223 -9,915 -887 -8,882 -3,323: 1,519 -4,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 63.0 0.8 49.7 9.2 87.5 73.1: 12.5 26.9
Old : 100.0: 36.9 63.0 0.8 49.7 9.2 87.5 73.1: 12.5 26.9
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 : 90: 18 46 9 20 15 44 64:
Old : 90: 18 46 9 20 15 44 64:
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 34.5 71.3 42.7 58.7 34.5 71.1 42.6
Old : 58.7 34.5 71.3 42.7 58.7 34.5 71.1 42.6
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, January 26, 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 : 43,211: 11,034 8,952 160 21,709 28,412 32,903 37,524: 10,308 5,687
Old : 43,211: 11,034 8,952 160 21,709 28,412 32,903 37,524: 10,308 5,687
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -752: -5,359 1,682 160 4,239 -3,599 -960 -1,757: 208 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 20.7 0.4 50.2 65.8 76.1 86.8: 23.9 13.2
Old : 100.0: 25.5 20.7 0.4 50.2 65.8 76.1 86.8: 23.9 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 : 48: 10 11 2 17 12 29 23:
Old : 48: 10 11 2 17 12 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 64.2 57.3 75.4 40.7 64.2 57.0 75.1
Old : 41.1 64.2 57.3 75.4 40.7 64.2 57.0 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 26, 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 : 102,466: 34,055 9,041 500 57,086 19,896 91,641 29,437: 10,825 73,029
Old : 102,466: 34,055 9,041 500 57,086 19,896 91,641 29,437: 10,825 73,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 14,697: 5,933 -4,571 -360 9,524 3,249 15,097 -1,682: -400 16,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 8.8 0.5 55.7 19.4 89.4 28.7: 10.6 71.3
Old : 100.0: 33.2 8.8 0.5 55.7 19.4 89.4 28.7: 10.6 71.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 34 11 4 36 22 71 36:
Old : 93: 34 11 4 36 22 71 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 15.9 37.6 20.7 25.3 14.1 37.3 18.8
Old : 25.3 15.9 37.6 20.7 25.3 14.1 37.3 18.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016