BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,510: 981 1,538 417 4,248 3,729 5,646 5,684: 864 826
Old : 6,510: 981 1,538 417 4,248 3,729 5,646 5,684: 864 826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 226: 120 190 -35 71 -87 156 68: 70 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 23.6 6.4 65.3 57.3 86.7 87.3: 13.3 12.7
Old : 100.0: 15.1 23.6 6.4 65.3 57.3 86.7 87.3: 13.3 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 9 6 15 16 24 25:
Old : 34: 3 9 6 15 16 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 52.0 65.5 69.0 43.1 47.1 58.8 63.1
Old : 43.2 52.0 65.5 69.0 43.1 47.1 58.8 63.1
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, June 21, 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 : 32,265: 16,347 10,093 1,014 11,306 13,710 28,667 24,817: 3,598 7,448
Old : 32,265: 16,347 10,093 1,014 11,306 13,710 28,667 24,817: 3,598 7,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 26: -379 -481 54 304 597 -21 170: 47 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 31.3 3.1 35.0 42.5 88.8 76.9: 11.2 23.1
Old : 100.0: 50.7 31.3 3.1 35.0 42.5 88.8 76.9: 11.2 23.1
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 : 85: 24 24 21 26 23 62 57:
Old : 85: 24 24 21 26 23 62 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 : 48.8 26.9 62.3 39.3 48.6 26.7 60.8 38.0
Old : 48.8 26.9 62.3 39.3 48.6 26.7 60.8 38.0
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, June 21, 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 : 6,166: 689 1,192 413 4,348 3,866 5,450 5,471: 716 695
Old : 6,166: 689 1,192 413 4,348 3,866 5,450 5,471: 716 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 243: -173 73 -65 511 300 273 308: -30 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 19.3 6.7 70.5 62.7 88.4 88.7: 11.6 11.3
Old : 100.0: 11.2 19.3 6.7 70.5 62.7 88.4 88.7: 11.6 11.3
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 : 45: 7 11 9 19 20 30 36:
Old : 45: 7 11 9 19 20 30 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 : 43.5 28.9 62.2 46.6 43.5 25.7 60.5 42.2
Old : 43.5 28.9 62.2 46.6 43.5 25.7 60.5 42.2
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, June 21, 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 : 266,488: 112,984 51,482 32,624 97,349 144,259 242,957 228,365: 23,531 38,123
Old : 199,193: 96,400 38,826 24,596 61,825 107,046 182,821 170,468: 16,372 28,725
Other: 67,295: 22,300 18,372 2,312 35,524 37,213 60,136 57,897: 7,159 9,398
: : :
: : Changes in Commitments from: June 14, 2016 :
: -224: 4,466 -1,544 -5,969 2,361 7,827 858 314: -1,082 -538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 19.3 12.2 36.5 54.1 91.2 85.7: 8.8 14.3
Old : 100.0: 48.4 19.5 12.3 31.0 53.7 91.8 85.6: 8.2 14.4
Other: 100.0: 33.1 27.3 3.4 52.8 55.3 89.4 86.0: 10.6 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 111 73 90 74 95 242 215:
Old : 308: 101 85 77 41 93 195 209:
Other: 179: 45 32 29 59 71 119 122:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 18.4 23.4 26.2 13.1 18.1 23.1 25.5
Old : 15.8 19.5 27.8 27.8 15.8 19.5 27.6 26.9
Other: 23.4 17.0 37.1 29.5 23.4 16.0 37.1 28.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 21, 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 : 244,356: 87,189 69,210 30,774 100,149 110,843 218,112 210,827: 26,244 33,529
Old : 244,356: 87,189 69,210 30,774 100,149 110,843 218,112 210,827: 26,244 33,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -2,992: -2,433 5,462 1,123 -1,179 -6,042 -2,489 543: -503 -3,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 28.3 12.6 41.0 45.4 89.3 86.3: 10.7 13.7
Old : 100.0: 35.7 28.3 12.6 41.0 45.4 89.3 86.3: 10.7 13.7
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 : 365: 88 112 92 96 116 243 275:
Old : 365: 88 112 92 96 116 243 275:
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 : 19.4 16.6 28.4 24.9 17.3 16.2 25.7 22.9
Old : 19.4 16.6 28.4 24.9 17.3 16.2 25.7 22.9
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,659: 1,969 1,057 373 1,005 2,286 3,347 3,716: 1,312 943
Old : 4,659: 1,969 1,057 373 1,005 2,286 3,347 3,716: 1,312 943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -380: 39 -101 -193 -141 -89 -295 -383: -85 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 22.7 8.0 21.6 49.1 71.8 79.8: 28.2 20.2
Old : 100.0: 42.3 22.7 8.0 21.6 49.1 71.8 79.8: 28.2 20.2
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 : 66: 30 9 9 12 20 50 33:
Old : 66: 30 9 9 12 20 50 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 : 23.4 41.3 33.0 56.0 22.5 41.3 31.4 52.1
Old : 23.4 41.3 33.0 56.0 22.5 41.3 31.4 52.1
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, June 21, 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 : 41,425: 16,154 17,109 4,740 14,531 8,881 35,425 30,730: 6,000 10,695
Old : 41,425: 16,154 17,109 4,740 14,531 8,881 35,425 30,730: 6,000 10,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 1,178: 538 705 4 621 486 1,163 1,195: 15 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 41.3 11.4 35.1 21.4 85.5 74.2: 14.5 25.8
Old : 100.0: 39.0 41.3 11.4 35.1 21.4 85.5 74.2: 14.5 25.8
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 : 205: 48 66 37 56 55 127 140:
Old : 205: 48 66 37 56 55 127 140:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.4 12.6 29.6 21.8 17.4 12.3 27.5 21.2
Old : 18.4 12.6 29.6 21.8 17.4 12.3 27.5 21.2
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, June 21, 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 : 30,391: 2,545 16,508 753 26,517 10,852 29,815 28,113: 576 2,278
Old : 30,391: 2,545 16,508 753 26,517 10,852 29,815 28,113: 576 2,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 13: 28 -313 -62 51 381 17 6: -4 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 54.3 2.5 87.3 35.7 98.1 92.5: 1.9 7.5
Old : 100.0: 8.4 54.3 2.5 87.3 35.7 98.1 92.5: 1.9 7.5
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 : 70: 12 25 12 22 22 41 52:
Old : 70: 12 25 12 22 22 41 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 47.2 75.7 63.8 52.5 47.1 73.7 63.7
Old : 53.3 47.2 75.7 63.8 52.5 47.1 73.7 63.7
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 35,807: 16,553 11,165 0 18,279 24,169 34,832 35,334: 975 473
Old : 35,807: 16,553 11,165 0 18,279 24,169 34,832 35,334: 975 473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -6,412: 2,015 2,854 -2,473 -5,809 -6,659 -6,267 -6,278: -145 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 31.2 0.0 51.0 67.5 97.3 98.7: 2.7 1.3
Old : 100.0: 46.2 31.2 0.0 51.0 67.5 97.3 98.7: 2.7 1.3
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 : 23: 6 3 0 6 9 12 12:
Old : 23: 6 3 0 6 9 12 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 : 84.1 77.2 92.8 94.5 84.1 77.2 92.8 94.5
Old : 84.1 77.2 92.8 94.5 84.1 77.2 92.8 94.5
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, June 21, 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 : 118,157: 40,664 38,069 1,750 44,071 58,205 86,485 98,024: 31,672 20,133
Old : 118,157: 40,664 38,069 1,750 44,071 58,205 86,485 98,024: 31,672 20,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -59,554: -1,730 14,115 -15,081 -30,566 -57,342 -47,377 -58,308: -12,177 -1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 32.2 1.5 37.3 49.3 73.2 83.0: 26.8 17.0
Old : 100.0: 34.4 32.2 1.5 37.3 49.3 73.2 83.0: 26.8 17.0
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: 24 26 9 18 24 46 55:
Old : 83: 24 26 9 18 24 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 : 37.5 44.9 49.5 54.4 37.0 44.9 48.9 54.2
Old : 37.5 44.9 49.5 54.4 37.0 44.9 48.9 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, June 21, 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 : 38,535: 24,016 17,635 621 5,635 4,852 30,272 23,108: 8,263 15,427
Old : 38,535: 24,016 17,635 621 5,635 4,852 30,272 23,108: 8,263 15,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -4,575: -4,476 -3,727 -22 -1,087 161 -5,585 -3,588: 1,010 -987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 45.8 1.6 14.6 12.6 78.6 60.0: 21.4 40.0
Old : 100.0: 62.3 45.8 1.6 14.6 12.6 78.6 60.0: 21.4 40.0
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 : 37: 11 12 4 7 11 19 26:
Old : 37: 11 12 4 7 11 19 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 36.2 65.3 45.2 53.6 36.2 64.7 45.2
Old : 53.9 36.2 65.3 45.2 53.6 36.2 64.7 45.2
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, June 21, 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 : 111,143: 13,509 82,389 1,815 92,449 19,222 107,773 103,426: 3,370 7,717
Old : 111,143: 13,509 82,389 1,815 92,449 19,222 107,773 103,426: 3,370 7,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 253: -3,385 -124 596 3,697 -466 908 6: -655 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 74.1 1.6 83.2 17.3 97.0 93.1: 3.0 6.9
Old : 100.0: 12.2 74.1 1.6 83.2 17.3 97.0 93.1: 3.0 6.9
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 : 124: 23 68 9 18 19 48 89:
Old : 124: 23 68 9 18 19 48 89:
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 : 72.9 37.1 84.3 52.1 72.9 36.8 84.2 51.9
Old : 72.9 37.1 84.3 52.1 72.9 36.8 84.2 51.9
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, June 21, 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 : 199,189: 41,707 93,654 6,240 134,361 66,143 182,308 166,037: 16,881 33,152
Old : 199,189: 41,707 93,654 6,240 134,361 66,143 182,308 166,037: 16,881 33,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -7,200: -19,999 -4,713 652 10,232 625 -9,115 -3,436: 1,915 -3,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 47.0 3.1 67.5 33.2 91.5 83.4: 8.5 16.6
Old : 100.0: 20.9 47.0 3.1 67.5 33.2 91.5 83.4: 8.5 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 24 42 14 21 33 50 84:
Old : 107: 24 42 14 21 33 50 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 : 62.9 29.9 71.7 44.8 62.9 29.0 71.7 43.7
Old : 62.9 29.9 71.7 44.8 62.9 29.0 71.7 43.7
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, June 21, 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 : 144,710: 79,398 27,102 2,851 30,450 86,992 112,699 116,945: 32,011 27,765
Old : 144,710: 79,398 27,102 2,851 30,450 86,992 112,699 116,945: 32,011 27,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 5,658: 1,695 5,089 130 1,772 930 3,597 6,149: 2,061 -491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 18.7 2.0 21.0 60.1 77.9 80.8: 22.1 19.2
Old : 100.0: 54.9 18.7 2.0 21.0 60.1 77.9 80.8: 22.1 19.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 37 29 8 26 30 66 64:
Old : 107: 37 29 8 26 30 66 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 : 37.5 44.6 46.9 54.6 37.5 44.5 45.6 52.0
Old : 37.5 44.6 46.9 54.6 37.5 44.5 45.6 52.0
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, June 21, 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 : 317,400: 88,639 149,985 10,484 174,231 100,833 273,354 261,302: 44,046 56,098
Old : 317,400: 88,639 149,985 10,484 174,231 100,833 273,354 261,302: 44,046 56,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -8,002: -15,871 -11,014 2,533 5,278 2,585 -8,060 -5,896: 58 -2,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 47.3 3.3 54.9 31.8 86.1 82.3: 13.9 17.7
Old : 100.0: 27.9 47.3 3.3 54.9 31.8 86.1 82.3: 13.9 17.7
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 : 216: 59 76 30 57 53 129 148:
Old : 216: 59 76 30 57 53 129 148:
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 : 28.6 25.1 43.0 35.4 28.1 25.1 42.1 35.3
Old : 28.6 25.1 43.0 35.4 28.1 25.1 42.1 35.3
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, June 21, 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 : 26,396: 9,142 3,584 227 6,996 18,006 16,365 21,817: 10,031 4,579
Old : 26,396: 9,142 3,584 227 6,996 18,006 16,365 21,817: 10,031 4,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 13.6 0.9 26.5 68.2 62.0 82.7: 38.0 17.3
Old : 100.0: 34.6 13.6 0.9 26.5 68.2 62.0 82.7: 38.0 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 : 20: 5 4 2 8 8 14 13:
Old : 20: 5 4 2 8 8 14 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 : 40.3 66.9 52.2 80.1 38.8 66.8 48.5 76.6
Old : 40.3 66.9 52.2 80.1 38.8 66.8 48.5 76.6
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 28,085: 18,362 5,390 995 7,502 20,909 26,859 27,294: 1,226 791
Old : 28,085: 18,362 5,390 995 7,502 20,909 26,859 27,294: 1,226 791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -288: 403 -92 -8 -650 20 -255 -80: -33 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 19.2 3.5 26.7 74.4 95.6 97.2: 4.4 2.8
Old : 100.0: 65.4 19.2 3.5 26.7 74.4 95.6 97.2: 4.4 2.8
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 : 28: 9 11 3 4 5 15 17:
Old : 28: 9 11 3 4 5 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 82.0 91.7 92.3 81.6 79.8 89.1 88.8
Old : 81.6 82.0 91.7 92.3 81.6 79.8 89.1 88.8
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, June 21, 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 : 43,562: 30,013 33,058 118 8,232 7,418 38,363 40,594: 5,199 2,968
Old : 43,562: 30,013 33,058 118 8,232 7,418 38,363 40,594: 5,199 2,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 1,643: 455 -318 94 1,156 1,880 1,705 1,656: -62 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 75.9 0.3 18.9 17.0 88.1 93.2: 11.9 6.8
Old : 100.0: 68.9 75.9 0.3 18.9 17.0 88.1 93.2: 11.9 6.8
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 : 80: 44 21 2 7 11 52 33:
Old : 80: 44 21 2 7 11 52 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 : 37.5 58.2 51.8 69.7 35.4 58.2 49.7 69.6
Old : 37.5 58.2 51.8 69.7 35.4 58.2 49.7 69.6
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, June 21, 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 :10,009,517: 1,281,093 1,463,414 1,961,485 5,965,468 5,466,173 9,208,046 8,891,072: 801,471 1,118,445
Old :10,009,517: 1,281,093 1,463,414 1,961,485 5,965,468 5,466,173 9,208,046 8,891,072: 801,471 1,118,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 68,593: 109,996 -71,754 4,659 -62,827 171,522 51,828 104,427: 16,765 -35,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 14.6 19.6 59.6 54.6 92.0 88.8: 8.0 11.2
Old : 100.0: 12.8 14.6 19.6 59.6 54.6 92.0 88.8: 8.0 11.2
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 : 268: 47 79 98 115 135 224 254:
Old : 268: 47 79 98 115 135 224 254:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 20.5 42.0 31.7 26.3 15.5 34.1 20.0
Old : 29.2 20.5 42.0 31.7 26.3 15.5 34.1 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, June 21, 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 : 620,998: 108,900 93,951 17,780 404,632 423,143 531,311 534,874: 89,687 86,125
Old : 620,998: 108,900 93,951 17,780 404,632 423,143 531,311 534,874: 89,687 86,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -153,473: -18,977 -3,453 -12,838 -105,797 -111,655 -137,611 -127,946: -15,862 -25,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 15.1 2.9 65.2 68.1 85.6 86.1: 14.4 13.9
Old : 100.0: 17.5 15.1 2.9 65.2 68.1 85.6 86.1: 14.4 13.9
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 : 571: 115 132 61 218 237 364 399:
Old : 571: 115 132 61 218 237 364 399:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 15.2 22.3 22.2 12.6 13.1 20.4 20.1
Old : 14.0 15.2 22.3 22.2 12.6 13.1 20.4 20.1
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, June 21, 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 : 64,756: 8,620 4,635 50 27,106 33,704 35,776 38,389: 28,980 26,367
Old : 64,756: 8,620 4,635 50 27,106 33,704 35,776 38,389: 28,980 26,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -41,333: -3,573 -724 -654 -36,045 -32,009 -40,272 -33,387: -1,061 -7,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 7.2 0.1 41.9 52.0 55.2 59.3: 44.8 40.7
Old : 100.0: 13.3 7.2 0.1 41.9 52.0 55.2 59.3: 44.8 40.7
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 : 52: 8 7 1 24 19 33 26:
Old : 52: 8 7 1 24 19 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.4 40.5 34.6 52.2 23.4 39.7 34.1 50.1
Old : 23.4 40.5 34.6 52.2 23.4 39.7 34.1 50.1
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, June 21, 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 : 2,781,212: 509,973 455,153 80,074 1,887,630 1,947,197 2,477,677 2,482,424: 303,535 298,788
Old : 2,781,212: 509,973 455,153 80,074 1,887,630 1,947,197 2,477,677 2,482,424: 303,535 298,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -560,700: -79,744 -16,369 -58,192 -348,759 -398,232 -486,695 -472,793: -74,005 -87,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 16.4 2.9 67.9 70.0 89.1 89.3: 10.9 10.7
Old : 100.0: 18.3 16.4 2.9 67.9 70.0 89.1 89.3: 10.9 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 : 565: 112 133 58 210 229 351 391:
Old : 565: 112 133 58 210 229 351 391:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 17.0 24.3 24.4 13.9 14.6 21.9 22.0
Old : 15.1 17.0 24.3 24.4 13.9 14.6 21.9 22.0
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, June 21, 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 : 83,326: 20,457 3,558 327 51,199 76,657 71,983 80,542: 11,343 2,784
Old : 83,326: 20,457 3,558 327 51,199 76,657 71,983 80,542: 11,343 2,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -11,683: -1,712 399 -406 -7,887 -11,477 -10,005 -11,484: -1,678 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.3 0.4 61.4 92.0 86.4 96.7: 13.6 3.3
Old : 100.0: 24.6 4.3 0.4 61.4 92.0 86.4 96.7: 13.6 3.3
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 : 92: 15 7 3 49 39 65 48:
Old : 92: 15 7 3 49 39 65 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 : 37.3 39.0 50.0 67.0 37.0 39.0 48.8 65.9
Old : 37.3 39.0 50.0 67.0 37.0 39.0 48.8 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, June 21, 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 : 43,667: 21,007 5,689 478 17,536 33,497 39,022 39,665: 4,646 4,003
Old : 43,667: 21,007 5,689 478 17,536 33,497 39,022 39,665: 4,646 4,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -13,854: -2,817 -1,497 -1,223 -9,155 -10,264 -13,195 -12,984: -659 -870
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 13.0 1.1 40.2 76.7 89.4 90.8: 10.6 9.2
Old : 100.0: 48.1 13.0 1.1 40.2 76.7 89.4 90.8: 10.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 59 45 16 54 69 121 122:
Old : 210: 59 45 16 54 69 121 122:
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 : 31.9 28.1 42.9 42.8 31.7 28.1 42.3 42.8
Old : 31.9 28.1 42.9 42.8 31.7 28.1 42.3 42.8
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, June 21, 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 : 218,337: 105,037 28,446 2,391 87,681 167,486 195,109 198,323: 23,228 20,014
Old : 218,337: 105,037 28,446 2,391 87,681 167,486 195,109 198,323: 23,228 20,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -69,269: -14,087 -7,484 -6,114 -45,775 -51,320 -65,976 -64,918: -3,293 -4,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 13.0 1.1 40.2 76.7 89.4 90.8: 10.6 9.2
Old : 100.0: 48.1 13.0 1.1 40.2 76.7 89.4 90.8: 10.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 59 45 16 54 69 121 122:
Old : 210: 59 45 16 54 69 121 122:
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 : 31.9 28.1 42.9 42.8 31.7 28.1 42.3 42.8
Old : 31.9 28.1 42.9 42.8 31.7 28.1 42.3 42.8
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, June 21, 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 : 78,925: 38,611 45,654 2,344 16,500 10,357 57,455 58,355: 21,470 20,570
Old : 78,925: 38,611 45,654 2,344 16,500 10,357 57,455 58,355: 21,470 20,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -210: -901 -636 231 629 4,104 -41 3,699: -169 -3,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 57.8 3.0 20.9 13.1 72.8 73.9: 27.2 26.1
Old : 100.0: 48.9 57.8 3.0 20.9 13.1 72.8 73.9: 27.2 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 : 80: 26 32 7 16 13 46 48:
Old : 80: 26 32 7 16 13 46 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 : 34.7 28.8 43.8 40.7 34.4 28.8 43.1 40.2
Old : 34.7 28.8 43.8 40.7 34.4 28.8 43.1 40.2
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,479: 10,685 3,462 0 15,790 22,827 26,475 26,289: 6,004 6,190
Old : 32,479: 10,685 3,462 0 15,790 22,827 26,475 26,289: 6,004 6,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 875: 427 -110 0 569 552 996 442: -121 433
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 10.7 0.0 48.6 70.3 81.5 80.9: 18.5 19.1
Old : 100.0: 32.9 10.7 0.0 48.6 70.3 81.5 80.9: 18.5 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 : 38: 11 5 0 13 11 24 16:
Old : 38: 11 5 0 13 11 24 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 : 40.2 63.6 56.2 74.6 40.2 63.6 56.2 74.6
Old : 40.2 63.6 56.2 74.6 40.2 63.6 56.2 74.6
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, June 21, 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 : 65,068: 12,827 3,473 494 43,932 11,839 57,253 15,806: 7,815 49,262
Old : 65,068: 12,827 3,473 494 43,932 11,839 57,253 15,806: 7,815 49,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -1,597: 39 -649 -152 -231 465 -344 -336: -1,253 -1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 5.3 0.8 67.5 18.2 88.0 24.3: 12.0 75.7
Old : 100.0: 19.7 5.3 0.8 67.5 18.2 88.0 24.3: 12.0 75.7
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 : 72: 22 8 3 30 18 53 28:
Old : 72: 22 8 3 30 18 53 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 10.6 50.2 15.0 35.6 9.6 50.1 13.8
Old : 35.6 10.6 50.2 15.0 35.6 9.6 50.1 13.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2016