BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,049: 1,017 1,496 448 3,748 3,297 5,213 5,241: 836 808
Old : 6,049: 1,017 1,496 448 3,748 3,297 5,213 5,241: 836 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 230: -1 49 46 198 123 243 218: -13 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 24.7 7.4 62.0 54.5 86.2 86.6: 13.8 13.4
Old : 100.0: 16.8 24.7 7.4 62.0 54.5 86.2 86.6: 13.8 13.4
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 : 34: 4 7 6 15 16 24 24:
Old : 34: 4 7 6 15 16 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 52.7 64.3 69.1 44.4 46.8 58.4 61.3
Old : 44.5 52.7 64.3 69.1 44.4 46.8 58.4 61.3
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,271: 15,967 9,230 897 11,077 13,750 27,941 23,877: 3,330 7,394
Old : 31,271: 15,967 9,230 897 11,077 13,750 27,941 23,877: 3,330 7,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 667: 216 247 84 463 62 763 393: -96 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 29.5 2.9 35.4 44.0 89.4 76.4: 10.6 23.6
Old : 100.0: 51.1 29.5 2.9 35.4 44.0 89.4 76.4: 10.6 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 : 82: 22 24 17 25 25 58 56:
Old : 82: 22 24 17 25 25 58 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 : 49.5 27.7 64.1 42.6 49.5 27.6 62.9 41.7
Old : 49.5 27.7 64.1 42.6 49.5 27.6 62.9 41.7
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,596: 436 1,212 405 4,110 3,286 4,951 4,903: 645 693
Old : 5,596: 436 1,212 405 4,110 3,286 4,951 4,903: 645 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 34: -88 57 66 75 -42 53 81: -19 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 21.7 7.2 73.4 58.7 88.5 87.6: 11.5 12.4
Old : 100.0: 7.8 21.7 7.2 73.4 58.7 88.5 87.6: 11.5 12.4
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 : 43: 6 11 10 22 18 34 33:
Old : 43: 6 11 10 22 18 34 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 : 45.0 32.1 65.1 52.2 44.9 29.2 62.2 47.3
Old : 45.0 32.1 65.1 52.2 44.9 29.2 62.2 47.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 3,781: 1,089 357 379 2,163 2,511 3,631 3,247: 150 534
Old : 3,781: 1,089 357 379 2,163 2,511 3,631 3,247: 150 534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -31: -76 -9 4 36 5 -36 0: 5 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 9.4 10.0 57.2 66.4 96.0 85.9: 4.0 14.1
Old : 100.0: 28.8 9.4 10.0 57.2 66.4 96.0 85.9: 4.0 14.1
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 : 20: 4 6 7 7 4 15 13:
Old : 20: 4 6 7 7 4 15 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 : 71.4 74.8 87.6 84.3 65.7 72.3 81.6 75.7
Old : 71.4 74.8 87.6 84.3 65.7 72.3 81.6 75.7
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 223,501: 86,888 49,475 28,872 90,524 112,102 206,284 190,449: 17,217 33,052
Old : 134,340: 66,065 38,695 12,185 47,676 62,973 125,926 113,853: 8,414 20,487
Other: 89,161: 32,216 22,173 5,294 42,848 49,129 80,358 76,596: 8,803 12,565
: : :
: : Changes in Commitments from: July 19, 2016 :
: -10,334: -4,523 4,511 -1,493 -710 -11,861 -6,726 -8,843: -3,608 -1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 22.1 12.9 40.5 50.2 92.3 85.2: 7.7 14.8
Old : 100.0: 49.2 28.8 9.1 35.5 46.9 93.7 84.7: 6.3 15.3
Other: 100.0: 36.1 24.9 5.9 48.1 55.1 90.1 85.9: 9.9 14.1
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 91 78 84 67 93 209 214:
Old : 277: 82 84 52 37 87 153 194:
Other: 191: 47 45 27 55 71 121 129:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.8 16.6 27.3 24.3 15.4 16.5 26.2 23.9
Old : 16.6 17.7 29.6 25.4 16.2 17.7 28.6 25.2
Other: 26.4 18.8 41.0 29.7 26.4 18.8 39.7 29.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 251,923: 92,451 71,437 38,520 98,016 109,456 228,987 219,413: 22,936 32,510
Old : 251,923: 92,451 71,437 38,520 98,016 109,456 228,987 219,413: 22,936 32,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 7,352: 2,338 -1,039 7,763 -360 2,085 9,741 8,809: -2,389 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 28.4 15.3 38.9 43.4 90.9 87.1: 9.1 12.9
Old : 100.0: 36.7 28.4 15.3 38.9 43.4 90.9 87.1: 9.1 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 : 350: 91 105 98 94 112 237 271:
Old : 350: 91 105 98 94 112 237 271:
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 : 18.0 14.9 29.1 23.9 17.1 14.6 25.6 21.7
Old : 18.0 14.9 29.1 23.9 17.1 14.6 25.6 21.7
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 5,219: 3,469 1,300 98 311 2,822 3,878 4,220: 1,341 999
Old : 5,219: 3,469 1,300 98 311 2,822 3,878 4,220: 1,341 999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 298: 190 9 30 -7 124 213 163: 85 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 24.9 1.9 6.0 54.1 74.3 80.9: 25.7 19.1
Old : 100.0: 66.5 24.9 1.9 6.0 54.1 74.3 80.9: 25.7 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 : 72: 34 11 3 9 24 45 37:
Old : 72: 34 11 3 9 24 45 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 35.2 39.4 50.0 27.4 34.6 39.4 49.2
Old : 27.4 35.2 39.4 50.0 27.4 34.6 39.4 49.2
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 43,490: 15,880 15,349 5,846 15,269 9,918 36,995 31,113: 6,495 12,377
Old : 43,490: 15,880 15,349 5,846 15,269 9,918 36,995 31,113: 6,495 12,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 4: -282 -374 404 -420 164 -298 194: 302 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 35.3 13.4 35.1 22.8 85.1 71.5: 14.9 28.5
Old : 100.0: 36.5 35.3 13.4 35.1 22.8 85.1 71.5: 14.9 28.5
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 : 203: 50 63 40 56 55 130 140:
Old : 203: 50 63 40 56 55 130 140:
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 : 18.0 10.8 28.8 20.1 16.6 10.0 26.0 17.8
Old : 18.0 10.8 28.8 20.1 16.6 10.0 26.0 17.8
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 27,895: 2,013 15,418 774 24,576 10,227 27,363 26,419: 532 1,476
Old : 27,895: 2,013 15,418 774 24,576 10,227 27,363 26,419: 532 1,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 393: 26 451 61 279 104 366 616: 27 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 55.3 2.8 88.1 36.7 98.1 94.7: 1.9 5.3
Old : 100.0: 7.2 55.3 2.8 88.1 36.7 98.1 94.7: 1.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 12 25 10 22 24 39 54:
Old : 73: 12 25 10 22 24 39 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 : 52.6 49.1 74.5 65.4 52.3 49.1 73.2 65.4
Old : 52.6 49.1 74.5 65.4 52.3 49.1 73.2 65.4
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 37,406: 20,146 10,688 0 16,177 26,304 36,323 36,992: 1,083 414
Old : 37,406: 20,146 10,688 0 16,177 26,304 36,323 36,992: 1,083 414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,379: -1,277 -864 0 100 -504 -1,177 -1,368: -202 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 28.6 0.0 43.2 70.3 97.1 98.9: 2.9 1.1
Old : 100.0: 53.9 28.6 0.0 43.2 70.3 97.1 98.9: 2.9 1.1
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 : 25: 8 4 0 6 8 14 12:
Old : 25: 8 4 0 6 8 14 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 : 84.2 83.4 92.7 95.1 84.2 83.4 92.7 94.6
Old : 84.2 83.4 92.7 95.1 84.2 83.4 92.7 94.6
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 118,079: 44,023 20,843 923 43,091 66,035 88,037 87,801: 30,042 30,278
Old : 118,079: 44,023 20,843 923 43,091 66,035 88,037 87,801: 30,042 30,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 476: 937 -175 -87 338 -4,397 1,188 -4,659: -712 5,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 17.7 0.8 36.5 55.9 74.6 74.4: 25.4 25.6
Old : 100.0: 37.3 17.7 0.8 36.5 55.9 74.6 74.4: 25.4 25.6
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 : 81: 26 26 11 16 19 50 48:
Old : 81: 26 26 11 16 19 50 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 : 41.9 45.9 52.4 53.6 41.3 45.9 51.8 53.6
Old : 41.9 45.9 52.4 53.6 41.3 45.9 51.8 53.6
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 51,507: 26,807 25,861 638 17,768 3,880 45,213 30,379: 6,294 21,128
Old : 51,507: 26,807 25,861 638 17,768 3,880 45,213 30,379: 6,294 21,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 9,741: 3,616 7,357 8 6,109 -48 9,733 7,317: 8 2,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 50.2 1.2 34.5 7.5 87.8 59.0: 12.2 41.0
Old : 100.0: 52.0 50.2 1.2 34.5 7.5 87.8 59.0: 12.2 41.0
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 : 43: 14 14 5 10 10 25 28:
Old : 43: 14 14 5 10 10 25 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 : 54.8 37.3 67.8 45.0 54.8 37.3 67.5 45.0
Old : 54.8 37.3 67.8 45.0 54.8 37.3 67.5 45.0
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 119,753: 24,114 70,676 12,297 79,400 29,731 115,811 112,704: 3,942 7,049
Old : 119,753: 24,114 70,676 12,297 79,400 29,731 115,811 112,704: 3,942 7,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 16,321: -561 6,635 7,775 8,907 1,218 16,121 15,628: 200 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 59.0 10.3 66.3 24.8 96.7 94.1: 3.3 5.9
Old : 100.0: 20.1 59.0 10.3 66.3 24.8 96.7 94.1: 3.3 5.9
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 : 130: 33 61 16 21 19 67 86:
Old : 130: 33 61 16 21 19 67 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 37.8 67.1 50.9 47.2 30.5 61.1 40.7
Old : 49.3 37.8 67.1 50.9 47.2 30.5 61.1 40.7
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 231,644: 29,819 110,391 8,310 177,371 70,629 215,500 189,330: 16,144 42,314
Old : 231,644: 29,819 110,391 8,310 177,371 70,629 215,500 189,330: 16,144 42,314
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 6,055: 1,860 8,046 -40 5,536 -619 7,356 7,387: -1,301 -1,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 47.7 3.6 76.6 30.5 93.0 81.7: 7.0 18.3
Old : 100.0: 12.9 47.7 3.6 76.6 30.5 93.0 81.7: 7.0 18.3
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 : 121: 29 46 13 21 39 57 91:
Old : 121: 29 46 13 21 39 57 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 32.5 74.7 41.2 65.7 31.6 74.7 39.7
Old : 65.7 32.5 74.7 41.2 65.7 31.6 74.7 39.7
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 159,869: 74,074 39,116 2,900 58,947 85,458 135,921 127,474: 23,948 32,395
Old : 159,869: 74,074 39,116 2,900 58,947 85,458 135,921 127,474: 23,948 32,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 1,503: -5,790 -1,395 339 11,954 -261 6,503 -1,317: -5,000 2,820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 24.5 1.8 36.9 53.5 85.0 79.7: 15.0 20.3
Old : 100.0: 46.3 24.5 1.8 36.9 53.5 85.0 79.7: 15.0 20.3
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 : 112: 31 35 11 28 30 64 71:
Old : 112: 31 35 11 28 30 64 71:
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 : 38.3 42.7 49.3 50.5 38.3 41.9 49.1 48.5
Old : 38.3 42.7 49.3 50.5 38.3 41.9 49.1 48.5
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 400,035: 109,193 221,793 9,442 239,073 103,338 357,708 334,573: 42,327 65,462
Old : 400,035: 109,193 221,793 9,442 239,073 103,338 357,708 334,573: 42,327 65,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 11,130: -2,385 10,324 -1,345 13,164 1,684 9,434 10,663: 1,696 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 55.4 2.4 59.8 25.8 89.4 83.6: 10.6 16.4
Old : 100.0: 27.3 55.4 2.4 59.8 25.8 89.4 83.6: 10.6 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 239: 67 92 33 54 55 131 171:
Old : 239: 67 92 33 54 55 131 171:
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 : 28.7 28.9 43.0 38.5 28.7 28.9 42.2 38.4
Old : 28.7 28.9 43.0 38.5 28.7 28.9 42.2 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 31,147: 10,422 5,053 153 9,026 22,172 19,601 27,378: 11,546 3,769
Old : 31,147: 10,422 5,053 153 9,026 22,172 19,601 27,378: 11,546 3,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -13: -16 -311 -5 -757 120 -778 -196: 765 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 16.2 0.5 29.0 71.2 62.9 87.9: 37.1 12.1
Old : 100.0: 33.5 16.2 0.5 29.0 71.2 62.9 87.9: 37.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 4 2 6 7 14 12:
Old : 20: 7 4 2 6 7 14 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 : 42.3 77.9 54.6 86.5 38.7 77.9 50.9 83.6
Old : 42.3 77.9 54.6 86.5 38.7 77.9 50.9 83.6
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 26,189: 16,826 5,316 333 7,489 19,831 24,648 25,480: 1,541 709
Old : 26,189: 16,826 5,316 333 7,489 19,831 24,648 25,480: 1,541 709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -10: -628 -658 82 503 547 -43 -29: 33 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 20.3 1.3 28.6 75.7 94.1 97.3: 5.9 2.7
Old : 100.0: 64.2 20.3 1.3 28.6 75.7 94.1 97.3: 5.9 2.7
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 : 30: 14 7 1 4 6 18 14:
Old : 30: 14 7 1 4 6 18 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 : 72.6 84.3 86.5 93.2 72.6 84.3 85.2 93.2
Old : 72.6 84.3 86.5 93.2 72.6 84.3 85.2 93.2
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 39,825: 26,598 26,383 223 8,610 9,833 35,431 36,439: 4,394 3,386
Old : 39,825: 26,598 26,383 223 8,610 9,833 35,431 36,439: 4,394 3,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,374: -2,558 -600 -125 1,581 -1,296 -1,102 -2,021: -272 647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 66.2 0.6 21.6 24.7 89.0 91.5: 11.0 8.5
Old : 100.0: 66.8 66.2 0.6 21.6 24.7 89.0 91.5: 11.0 8.5
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 : 77: 44 15 5 11 11 58 28:
Old : 77: 44 15 5 11 11 58 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 : 35.2 60.5 50.5 72.2 33.1 60.2 48.4 72.0
Old : 35.2 60.5 50.5 72.2 33.1 60.2 48.4 72.0
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :10,388,982: 1,050,631 1,541,557 2,117,782 6,355,103 5,545,079 9,523,516 9,204,418: 865,466 1,184,564
Old :10,388,982: 1,050,631 1,541,557 2,117,782 6,355,103 5,545,079 9,523,516 9,204,418: 865,466 1,184,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -92,865: -262,710 -286,011 119,096 52,922 67,159 -90,692 -99,756: -2,173 6,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 14.8 20.4 61.2 53.4 91.7 88.6: 8.3 11.4
Old : 100.0: 10.1 14.8 20.4 61.2 53.4 91.7 88.6: 8.3 11.4
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 : 261: 42 76 95 120 131 224 249:
Old : 261: 42 76 95 120 131 224 249:
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 : 29.3 20.8 41.9 32.9 26.5 15.6 32.6 21.1
Old : 29.3 20.8 41.9 32.9 26.5 15.6 32.6 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 688,070: 131,772 90,237 23,523 437,833 474,793 593,128 588,553: 94,942 99,517
Old : 688,070: 131,772 90,237 23,523 437,833 474,793 593,128 588,553: 94,942 99,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -765: 1,844 -3,429 258 -38 5,405 2,064 2,234: -2,829 -2,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 13.1 3.4 63.6 69.0 86.2 85.5: 13.8 14.5
Old : 100.0: 19.2 13.1 3.4 63.6 69.0 86.2 85.5: 13.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 616: 129 143 71 235 249 393 434:
Old : 616: 129 143 71 235 249 393 434:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.6 14.4 21.4 21.4 12.2 13.1 19.6 19.6
Old : 13.6 14.4 21.4 21.4 12.2 13.1 19.6 19.6
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 95,282: 12,137 3,019 54 52,876 59,216 65,067 62,289: 30,215 32,993
Old : 95,282: 12,137 3,019 54 52,876 59,216 65,067 62,289: 30,215 32,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -211: 884 -1,219 27 195 2,961 1,106 1,769: -1,317 -1,980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 3.2 0.1 55.5 62.1 68.3 65.4: 31.7 34.6
Old : 100.0: 12.7 3.2 0.1 55.5 62.1 68.3 65.4: 31.7 34.6
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 : 64: 14 5 2 31 24 46 30:
Old : 64: 14 5 2 31 24 46 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 34.0 33.7 48.7 23.6 33.5 33.2 48.2
Old : 23.6 34.0 33.7 48.7 23.6 33.5 33.2 48.2
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,963,940: 626,042 463,960 89,475 1,924,786 2,077,883 2,640,303 2,631,318: 323,637 332,622
Old : 2,963,940: 626,042 463,960 89,475 1,924,786 2,077,883 2,640,303 2,631,318: 323,637 332,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -2,770: 9,058 -6,792 -3,104 -1,165 12,222 4,789 2,326: -7,559 -5,096
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 15.7 3.0 64.9 70.1 89.1 88.8: 10.9 11.2
Old : 100.0: 21.1 15.7 3.0 64.9 70.1 89.1 88.8: 10.9 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 : 607: 125 143 66 223 241 374 424:
Old : 607: 125 143 66 223 241 374 424:
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 : 15.4 16.8 24.1 24.2 13.7 15.1 22.1 22.5
Old : 15.4 16.8 24.1 24.2 13.7 15.1 22.1 22.5
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 80,811: 22,780 2,911 581 45,137 73,883 68,498 77,375: 12,313 3,436
Old : 80,811: 22,780 2,911 581 45,137 73,883 68,498 77,375: 12,313 3,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 714: 1,813 391 493 -1,918 157 388 1,041: 326 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 3.6 0.7 55.9 91.4 84.8 95.7: 15.2 4.3
Old : 100.0: 28.2 3.6 0.7 55.9 91.4 84.8 95.7: 15.2 4.3
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 : 91: 17 8 2 47 39 64 49:
Old : 91: 17 8 2 47 39 64 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 38.1 45.0 62.5 30.9 38.0 41.8 61.4
Old : 32.8 38.1 45.0 62.5 30.9 38.0 41.8 61.4
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 54,783: 29,332 5,275 191 19,872 44,786 49,395 50,252: 5,388 4,531
Old : 54,783: 29,332 5,275 191 19,872 44,786 49,395 50,252: 5,388 4,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 4,350: 4,536 -263 -78 -130 4,481 4,328 4,140: 23 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 9.6 0.3 36.3 81.8 90.2 91.7: 9.8 8.3
Old : 100.0: 53.5 9.6 0.3 36.3 81.8 90.2 91.7: 9.8 8.3
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 : 230: 72 43 14 61 76 137 129:
Old : 230: 72 43 14 61 76 137 129:
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 : 26.0 29.3 41.4 45.7 26.0 29.3 40.9 45.7
Old : 26.0 29.3 41.4 45.7 26.0 29.3 40.9 45.7
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 273,914: 146,658 26,373 956 99,362 223,930 246,976 251,259: 26,938 22,655
Old : 273,914: 146,658 26,373 956 99,362 223,930 246,976 251,259: 26,938 22,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: 21,752: 22,678 -1,314 -389 -651 22,404 21,638 20,701: 114 1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 9.6 0.3 36.3 81.8 90.2 91.7: 9.8 8.3
Old : 100.0: 53.5 9.6 0.3 36.3 81.8 90.2 91.7: 9.8 8.3
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 : 230: 72 43 14 61 76 137 129:
Old : 230: 72 43 14 61 76 137 129:
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 : 26.0 29.3 41.4 45.7 26.0 29.3 40.9 45.7
Old : 26.0 29.3 41.4 45.7 26.0 29.3 40.9 45.7
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 95,520: 57,083 25,573 2,594 11,171 44,998 70,848 73,165: 24,672 22,355
Old : 95,520: 57,083 25,573 2,594 11,171 44,998 70,848 73,165: 24,672 22,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -3,998: -4,559 -2,638 259 -871 -1,276 -5,171 -3,655: 1,173 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 26.8 2.7 11.7 47.1 74.2 76.6: 25.8 23.4
Old : 100.0: 59.8 26.8 2.7 11.7 47.1 74.2 76.6: 25.8 23.4
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 : 80: 32 25 9 14 15 53 42:
Old : 80: 32 25 9 14 15 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 39.0 48.2 49.5 37.8 38.8 47.6 48.6
Old : 37.8 39.0 48.2 49.5 37.8 38.8 47.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,753: 9,954 3,643 60 17,834 28,138 27,848 31,841: 7,905 3,912
Old : 35,753: 9,954 3,643 60 17,834 28,138 27,848 31,841: 7,905 3,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -1,665: -2,748 -629 22 289 888 -2,437 281: 772 -1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 10.2 0.2 49.9 78.7 77.9 89.1: 22.1 10.9
Old : 100.0: 27.8 10.2 0.2 49.9 78.7 77.9 89.1: 22.1 10.9
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 : 39: 10 5 1 15 10 25 16:
Old : 39: 10 5 1 15 10 25 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 : 40.4 76.2 55.3 83.6 40.4 76.2 55.3 83.6
Old : 40.4 76.2 55.3 83.6 40.4 76.2 55.3 83.6
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, July 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 76,100: 21,387 12,855 380 45,852 11,575 67,619 24,810: 8,481 51,290
Old : 76,100: 21,387 12,855 380 45,852 11,575 67,619 24,810: 8,481 51,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -5,862: -1,510 -430 -258 -3,126 -2,417 -4,894 -3,105: -968 -2,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 16.9 0.5 60.3 15.2 88.9 32.6: 11.1 67.4
Old : 100.0: 28.1 16.9 0.5 60.3 15.2 88.9 32.6: 11.1 67.4
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 : 81: 29 9 3 35 15 66 25:
Old : 81: 29 9 3 35 15 66 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 : 34.0 20.7 46.5 25.2 34.0 19.8 46.4 24.2
Old : 34.0 20.7 46.5 25.2 34.0 19.8 46.4 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2016