BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, June 28, 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 : 6,598: 1,009 1,580 428 4,299 3,768 5,736 5,776: 862 822
Old : 6,598: 1,009 1,580 428 4,299 3,768 5,736 5,776: 862 822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 88: 28 42 11 51 39 90 92: -2 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 23.9 6.5 65.2 57.1 86.9 87.5: 13.1 12.5
Old : 100.0: 15.3 23.9 6.5 65.2 57.1 86.9 87.5: 13.1 12.5
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 : 34: 4 7 6 15 16 24 25:
Old : 34: 4 7 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 : 43.1 52.5 65.3 69.1 43.0 47.6 57.8 63.3
Old : 43.1 52.5 65.3 69.1 43.0 47.6 57.8 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, June 28, 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 : 32,306: 16,195 10,097 1,079 11,522 13,495 28,796 24,671: 3,510 7,635
Old : 32,306: 16,195 10,097 1,079 11,522 13,495 28,796 24,671: 3,510 7,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 41: -152 4 65 216 -215 129 -146: -88 187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 31.3 3.3 35.7 41.8 89.1 76.4: 10.9 23.6
Old : 100.0: 50.1 31.3 3.3 35.7 41.8 89.1 76.4: 10.9 23.6
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 : 80: 21 22 19 26 23 59 54:
Old : 80: 21 22 19 26 23 59 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 26.1 62.3 39.3 48.7 25.9 60.8 38.3
Old : 48.7 26.1 62.3 39.3 48.7 25.9 60.8 38.3
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 28, 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 : 6,394: 676 1,177 447 4,502 4,085 5,625 5,709: 769 685
Old : 6,394: 676 1,177 447 4,502 4,085 5,625 5,709: 769 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 228: -13 -15 34 154 219 175 238: 53 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 18.4 7.0 70.4 63.9 88.0 89.3: 12.0 10.7
Old : 100.0: 10.6 18.4 7.0 70.4 63.9 88.0 89.3: 12.0 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 : 46: 7 11 8 20 19 31 34:
Old : 46: 7 11 8 20 19 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 29.2 62.1 48.1 42.9 26.4 60.4 43.0
Old : 42.9 29.2 62.1 48.1 42.9 26.4 60.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, June 28, 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 : 257,426: 104,531 46,649 30,515 99,298 144,012 234,344 221,176: 23,082 36,250
Old : 185,107: 87,028 33,296 21,678 61,754 104,110 170,460 159,084: 14,647 26,023
Other: 72,319: 23,965 19,815 2,375 37,544 39,902 63,884 62,092: 8,435 10,227
: : :
: : Changes in Commitments from: June 21, 2016 :
: -9,062: -8,453 -4,833 -2,109 1,949 -247 -8,613 -7,189: -449 -1,873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 18.1 11.9 38.6 55.9 91.0 85.9: 9.0 14.1
Old : 100.0: 47.0 18.0 11.7 33.4 56.2 92.1 85.9: 7.9 14.1
Other: 100.0: 33.1 27.4 3.3 51.9 55.2 88.3 85.9: 11.7 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 110 67 96 74 94 240 218:
Old : 303: 95 83 80 41 92 188 213:
Other: 189: 49 38 28 58 72 122 127:
:----------------------------------------------------------------------------------------------------
: 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 : 14.1 17.9 24.9 26.0 13.9 17.7 24.1 25.4
Old : 16.3 19.6 29.1 27.9 16.3 19.5 29.0 27.0
Other: 24.7 16.3 38.0 28.5 24.7 15.9 38.0 28.1
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 28, 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 : 242,236: 85,326 69,935 30,764 100,695 108,663 216,785 209,362: 25,451 32,874
Old : 242,236: 85,326 69,935 30,764 100,695 108,663 216,785 209,362: 25,451 32,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -2,120: -1,863 725 -10 546 -2,180 -1,327 -1,465: -793 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 28.9 12.7 41.6 44.9 89.5 86.4: 10.5 13.6
Old : 100.0: 35.2 28.9 12.7 41.6 44.9 89.5 86.4: 10.5 13.6
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 : 357: 84 107 91 100 111 238 268:
Old : 357: 84 107 91 100 111 238 268:
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 : 19.3 17.0 28.5 25.3 17.7 16.6 26.0 23.2
Old : 19.3 17.0 28.5 25.3 17.7 16.6 26.0 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, June 28, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,994: 1,644 946 10 1,102 2,084 2,756 3,040: 1,238 954
Old : 3,994: 1,644 946 10 1,102 2,084 2,756 3,040: 1,238 954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -665: -325 -111 -363 97 -202 -591 -676: -74 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 23.7 0.3 27.6 52.2 69.0 76.1: 31.0 23.9
Old : 100.0: 41.2 23.7 0.3 27.6 52.2 69.0 76.1: 31.0 23.9
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 : 57: 25 8 5 12 17 41 26:
Old : 57: 25 8 5 12 17 41 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 43.0 35.7 57.3 26.1 43.0 35.7 55.2
Old : 26.1 43.0 35.7 57.3 26.1 43.0 35.7 55.2
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 28, 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 : 41,714: 15,747 15,973 5,241 14,971 8,970 35,959 30,184: 5,755 11,530
Old : 41,714: 15,747 15,973 5,241 14,971 8,970 35,959 30,184: 5,755 11,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 289: -407 -1,136 501 440 89 534 -546: -245 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 38.3 12.6 35.9 21.5 86.2 72.4: 13.8 27.6
Old : 100.0: 37.7 38.3 12.6 35.9 21.5 86.2 72.4: 13.8 27.6
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 : 196: 46 63 37 55 54 123 137:
Old : 196: 46 63 37 55 54 123 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 12.0 29.8 21.7 17.0 11.8 27.1 20.6
Old : 18.7 12.0 29.8 21.7 17.0 11.8 27.1 20.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, June 28, 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 : 30,456: 2,382 16,723 749 26,746 11,016 29,877 28,488: 579 1,968
Old : 30,456: 2,382 16,723 749 26,746 11,016 29,877 28,488: 579 1,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 65: -163 215 -4 229 164 62 375: 3 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 54.9 2.5 87.8 36.2 98.1 93.5: 1.9 6.5
Old : 100.0: 7.8 54.9 2.5 87.8 36.2 98.1 93.5: 1.9 6.5
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 : 69: 9 26 14 22 23 42 52:
Old : 69: 9 26 14 22 23 42 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 : 52.9 47.9 75.7 64.6 52.2 47.8 73.7 64.5
Old : 52.9 47.9 75.7 64.6 52.2 47.8 73.7 64.5
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 28, 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 : 35,343: 16,470 10,530 0 17,917 24,221 34,387 34,751: 956 592
Old : 35,343: 16,470 10,530 0 17,917 24,221 34,387 34,751: 956 592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -464: -83 -635 0 -362 52 -445 -583: -19 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 29.8 0.0 50.7 68.5 97.3 98.3: 2.7 1.7
Old : 100.0: 46.6 29.8 0.0 50.7 68.5 97.3 98.3: 2.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 6 2 0 6 9 12 11:
Old : 22: 6 2 0 6 9 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.0 76.8 92.8 94.0 85.0 76.8 92.8 94.0
Old : 85.0 76.8 92.8 94.0 85.0 76.8 92.8 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, June 28, 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 : 114,425: 38,675 30,726 2,345 44,473 59,912 85,493 92,983: 28,932 21,442
Old : 114,425: 38,675 30,726 2,345 44,473 59,912 85,493 92,983: 28,932 21,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -3,732: -1,989 -7,343 595 402 1,707 -992 -5,041: -2,740 1,309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 26.9 2.0 38.9 52.4 74.7 81.3: 25.3 18.7
Old : 100.0: 33.8 26.9 2.0 38.9 52.4 74.7 81.3: 25.3 18.7
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 : 81: 22 27 12 18 24 47 56:
Old : 81: 22 27 12 18 24 47 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 43.0 51.7 51.7 38.0 43.0 51.0 51.2
Old : 38.7 43.0 51.7 51.7 38.0 43.0 51.0 51.2
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 28, 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 : 35,507: 22,905 12,038 620 5,824 7,465 29,349 20,123: 6,158 15,384
Old : 35,507: 22,905 12,038 620 5,824 7,465 29,349 20,123: 6,158 15,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -3,028: -1,111 -5,597 -1 189 2,613 -923 -2,985: -2,105 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 33.9 1.7 16.4 21.0 82.7 56.7: 17.3 43.3
Old : 100.0: 64.5 33.9 1.7 16.4 21.0 82.7 56.7: 17.3 43.3
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 : 35: 12 9 3 7 11 20 22:
Old : 35: 12 9 3 7 11 20 22:
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 : 57.2 31.7 68.9 42.4 56.8 31.7 68.1 42.3
Old : 57.2 31.7 68.9 42.4 56.8 31.7 68.1 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 28, 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 : 109,440: 13,390 78,717 2,111 90,832 21,879 106,333 102,707: 3,107 6,733
Old : 109,440: 13,390 78,717 2,111 90,832 21,879 106,333 102,707: 3,107 6,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -1,703: -119 -3,672 296 -1,617 2,657 -1,440 -719: -263 -984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 71.9 1.9 83.0 20.0 97.2 93.8: 2.8 6.2
Old : 100.0: 12.2 71.9 1.9 83.0 20.0 97.2 93.8: 2.8 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 : 120: 28 60 10 18 18 55 79:
Old : 120: 28 60 10 18 18 55 79:
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 : 72.3 41.1 84.4 56.3 72.3 40.8 84.3 56.1
Old : 72.3 41.1 84.4 56.3 72.3 40.8 84.3 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 28, 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 : 206,551: 43,274 85,985 6,554 137,605 80,565 187,433 173,104: 19,118 33,447
Old : 206,551: 43,274 85,985 6,554 137,605 80,565 187,433 173,104: 19,118 33,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 7,362: 1,567 -7,669 314 3,244 14,422 5,125 7,067: 2,237 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 41.6 3.2 66.6 39.0 90.7 83.8: 9.3 16.2
Old : 100.0: 21.0 41.6 3.2 66.6 39.0 90.7 83.8: 9.3 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 30 40 12 20 31 57 76:
Old : 108: 30 40 12 20 31 57 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 29.4 67.3 44.7 60.0 28.4 67.3 43.7
Old : 60.0 29.4 67.3 44.7 60.0 28.4 67.3 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 28, 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 : 143,117: 85,493 25,743 2,369 30,249 88,316 118,111 116,428: 25,006 26,689
Old : 143,117: 85,493 25,743 2,369 30,249 88,316 118,111 116,428: 25,006 26,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -1,593: 6,095 -1,359 -482 -201 1,324 5,412 -517: -7,005 -1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 18.0 1.7 21.1 61.7 82.5 81.4: 17.5 18.6
Old : 100.0: 59.7 18.0 1.7 21.1 61.7 82.5 81.4: 17.5 18.6
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 : 109: 38 32 7 23 27 64 63:
Old : 109: 38 32 7 23 27 64 63:
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 : 35.2 43.9 46.0 52.9 35.2 43.4 45.8 50.1
Old : 35.2 43.9 46.0 52.9 35.2 43.4 45.8 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, June 28, 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 : 337,273: 109,580 171,514 10,857 175,747 99,094 296,184 281,465: 41,089 55,808
Old : 337,273: 109,580 171,514 10,857 175,747 99,094 296,184 281,465: 41,089 55,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 19,873: 20,941 21,529 373 1,516 -1,739 22,830 20,163: -2,957 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 50.9 3.2 52.1 29.4 87.8 83.5: 12.2 16.5
Old : 100.0: 32.5 50.9 3.2 52.1 29.4 87.8 83.5: 12.2 16.5
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 : 225: 64 86 30 50 54 128 158:
Old : 225: 64 86 30 50 54 128 158:
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 : 27.5 24.5 39.8 34.0 27.0 24.5 38.7 33.9
Old : 27.5 24.5 39.8 34.0 27.0 24.5 38.7 33.9
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 28, 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 : 28,264: 8,971 3,337 160 9,159 21,107 18,290 24,604: 9,974 3,660
Old : 28,264: 8,971 3,337 160 9,159 21,107 18,290 24,604: 9,974 3,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 1,868: -171 -247 -67 2,163 3,101 1,925 2,787: -57 -919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 11.8 0.6 32.4 74.7 64.7 87.1: 35.3 12.9
Old : 100.0: 31.7 11.8 0.6 32.4 74.7 64.7 87.1: 35.3 12.9
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 : 22: 5 4 3 9 9 16 14:
Old : 22: 5 4 3 9 9 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 73.0 54.4 83.2 37.3 73.0 50.1 81.8
Old : 41.5 73.0 54.4 83.2 37.3 73.0 50.1 81.8
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 28, 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 : 30,326: 18,513 5,797 1,165 9,215 22,213 28,893 29,175: 1,433 1,151
Old : 30,326: 18,513 5,797 1,165 9,215 22,213 28,893 29,175: 1,433 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 2,241: 151 407 170 1,713 1,304 2,034 1,881: 207 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 19.1 3.8 30.4 73.2 95.3 96.2: 4.7 3.8
Old : 100.0: 61.0 19.1 3.8 30.4 73.2 95.3 96.2: 4.7 3.8
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 : 31: 11 11 2 6 6 18 18:
Old : 31: 11 11 2 6 6 18 18:
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 : 76.5 76.8 87.7 89.4 73.9 74.9 81.2 82.8
Old : 76.5 76.8 87.7 89.4 73.9 74.9 81.2 82.8
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 28, 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 : 43,462: 29,798 32,624 24 8,594 8,316 38,416 40,964: 5,046 2,498
Old : 43,462: 29,798 32,624 24 8,594 8,316 38,416 40,964: 5,046 2,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -100: -215 -434 -94 362 898 53 370: -153 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 75.1 0.1 19.8 19.1 88.4 94.3: 11.6 5.7
Old : 100.0: 68.6 75.1 0.1 19.8 19.1 88.4 94.3: 11.6 5.7
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 : 79: 43 20 1 7 11 51 31:
Old : 79: 43 20 1 7 11 51 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 58.5 56.3 70.1 38.8 58.5 54.2 70.1
Old : 40.8 58.5 56.3 70.1 38.8 58.5 54.2 70.1
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 28, 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 : 9,982,134: 1,296,697 1,292,758 2,028,341 5,863,473 5,558,485 9,188,511 8,879,584: 793,623 1,102,550
Old : 9,982,134: 1,296,697 1,292,758 2,028,341 5,863,473 5,558,485 9,188,511 8,879,584: 793,623 1,102,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -27,383: 15,604 -170,656 66,856 -101,995 92,312 -19,535 -11,488: -7,848 -15,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 13.0 20.3 58.7 55.7 92.0 89.0: 8.0 11.0
Old : 100.0: 13.0 13.0 20.3 58.7 55.7 92.0 89.0: 8.0 11.0
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 : 265: 46 74 91 116 135 217 252:
Old : 265: 46 74 91 116 135 217 252:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 20.4 42.4 32.1 26.3 15.4 34.1 19.9
Old : 28.8 20.4 42.4 32.1 26.3 15.4 34.1 19.9
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 28, 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 : 673,460: 106,535 92,487 20,247 448,369 453,151 575,151 565,885: 98,309 107,575
Old : 673,460: 106,535 92,487 20,247 448,369 453,151 575,151 565,885: 98,309 107,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 52,462: -2,364 -1,464 2,468 43,737 30,007 43,840 31,011: 8,622 21,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.7 3.0 66.6 67.3 85.4 84.0: 14.6 16.0
Old : 100.0: 15.8 13.7 3.0 66.6 67.3 85.4 84.0: 14.6 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 572: 113 137 61 216 230 360 397:
Old : 572: 113 137 61 216 230 360 397:
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 : 12.7 14.7 21.5 21.4 11.2 12.4 19.0 19.1
Old : 12.7 14.7 21.5 21.4 11.2 12.4 19.0 19.1
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 28, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 83,283: 9,077 7,415 24 45,138 35,055 54,239 42,494: 29,044 40,789
Old : 83,283: 9,077 7,415 24 45,138 35,055 54,239 42,494: 29,044 40,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 18,527: 457 2,780 -26 18,032 1,351 18,463 4,105: 64 14,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.9 0.0 54.2 42.1 65.1 51.0: 34.9 49.0
Old : 100.0: 10.9 8.9 0.0 54.2 42.1 65.1 51.0: 34.9 49.0
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 : 60: 10 10 1 29 18 39 29:
Old : 60: 10 10 1 29 18 39 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 30.4 36.8 42.2 26.8 29.7 36.2 40.7
Old : 27.1 30.4 36.8 42.2 26.8 29.7 36.2 40.7
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, June 28, 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 : 2,950,885: 506,355 444,424 82,053 2,016,153 2,090,478 2,604,561 2,616,955: 346,324 333,930
Old : 2,950,885: 506,355 444,424 82,053 2,016,153 2,090,478 2,604,561 2,616,955: 346,324 333,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 169,673: -3,618 -10,729 1,979 128,523 143,281 126,884 134,531: 42,789 35,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 15.1 2.8 68.3 70.8 88.3 88.7: 11.7 11.3
Old : 100.0: 17.2 15.1 2.8 68.3 70.8 88.3 88.7: 11.7 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 : 563: 110 135 56 209 222 348 384:
Old : 563: 110 135 56 209 222 348 384:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 16.8 23.2 24.2 12.1 14.2 19.9 21.6
Old : 13.9 16.8 23.2 24.2 12.1 14.2 19.9 21.6
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 28, 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 : 79,650: 19,222 2,569 171 49,517 73,914 68,910 76,654: 10,740 2,996
Old : 79,650: 19,222 2,569 171 49,517 73,914 68,910 76,654: 10,740 2,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -3,676: -1,235 -989 -156 -1,682 -2,743 -3,073 -3,888: -603 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 3.2 0.2 62.2 92.8 86.5 96.2: 13.5 3.8
Old : 100.0: 24.1 3.2 0.2 62.2 92.8 86.5 96.2: 13.5 3.8
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 : 86: 14 6 2 47 36 62 43:
Old : 86: 14 6 2 47 36 62 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 40.5 49.7 67.6 34.9 39.7 47.1 66.5
Old : 36.6 40.5 49.7 67.6 34.9 39.7 47.1 66.5
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 28, 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 : 41,211: 16,351 6,989 394 20,765 29,004 37,509 36,387: 3,702 4,825
Old : 41,211: 16,351 6,989 394 20,765 29,004 37,509 36,387: 3,702 4,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -2,456: -4,657 1,300 -84 3,229 -4,494 -1,513 -3,278: -944 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 17.0 1.0 50.4 70.4 91.0 88.3: 9.0 11.7
Old : 100.0: 39.7 17.0 1.0 50.4 70.4 91.0 88.3: 9.0 11.7
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 : 206: 52 51 12 54 65 113 121:
Old : 206: 52 51 12 54 65 113 121:
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 : 31.3 31.0 41.2 43.8 30.6 31.0 40.1 43.7
Old : 31.3 31.0 41.2 43.8 30.6 31.0 40.1 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, June 28, 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 : 206,056: 81,753 34,946 1,969 103,824 145,018 187,546 181,933: 18,510 24,123
Old : 206,056: 81,753 34,946 1,969 103,824 145,018 187,546 181,933: 18,510 24,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -12,281: -23,284 6,500 -422 16,143 -22,468 -7,563 -16,390: -4,718 4,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 17.0 1.0 50.4 70.4 91.0 88.3: 9.0 11.7
Old : 100.0: 39.7 17.0 1.0 50.4 70.4 91.0 88.3: 9.0 11.7
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 : 206: 52 51 12 54 65 113 121:
Old : 206: 52 51 12 54 65 113 121:
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 : 31.3 31.0 41.2 43.8 30.6 31.0 40.1 43.7
Old : 31.3 31.0 41.2 43.8 30.6 31.0 40.1 43.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, June 28, 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 : 70,276: 32,556 34,508 2,212 13,173 15,088 47,941 51,808: 22,335 18,468
Old : 70,276: 32,556 34,508 2,212 13,173 15,088 47,941 51,808: 22,335 18,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -8,649: -6,055 -11,146 -132 -3,327 4,731 -9,514 -6,547: 865 -2,102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 49.1 3.1 18.7 21.5 68.2 73.7: 31.8 26.3
Old : 100.0: 46.3 49.1 3.1 18.7 21.5 68.2 73.7: 31.8 26.3
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 : 78: 26 31 7 14 14 45 47:
Old : 78: 26 31 7 14 14 45 47:
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 : 23.9 23.5 35.6 37.3 23.9 23.4 35.3 36.7
Old : 23.9 23.5 35.6 37.3 23.9 23.4 35.3 36.7
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 28, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 34,020: 11,415 4,704 0 16,462 22,845 27,877 27,549: 6,143 6,471
Old : 34,020: 11,415 4,704 0 16,462 22,845 27,877 27,549: 6,143 6,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 1,541: 730 1,242 0 672 18 1,402 1,260: 139 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 13.8 0.0 48.4 67.2 81.9 81.0: 18.1 19.0
Old : 100.0: 33.6 13.8 0.0 48.4 67.2 81.9 81.0: 18.1 19.0
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 : 42: 13 5 0 14 12 27 17:
Old : 42: 13 5 0 14 12 27 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 : 40.3 63.7 56.1 73.1 40.3 63.7 56.1 73.1
Old : 40.3 63.7 56.1 73.1 40.3 63.7 56.1 73.1
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, June 28, 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 : 75,447: 18,537 6,630 361 44,000 15,327 62,898 22,318: 12,549 53,129
Old : 75,447: 18,537 6,630 361 44,000 15,327 62,898 22,318: 12,549 53,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 10,379: 5,710 3,157 -133 68 3,488 5,645 6,512: 4,734 3,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 8.8 0.5 58.3 20.3 83.4 29.6: 16.6 70.4
Old : 100.0: 24.6 8.8 0.5 58.3 20.3 83.4 29.6: 16.6 70.4
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 : 76: 20 10 3 35 19 56 31:
Old : 76: 20 10 3 35 19 56 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 14.6 44.6 19.4 30.9 14.1 44.6 18.6
Old : 30.9 14.6 44.6 19.4 30.9 14.1 44.6 18.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2016