BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 13, 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 : 6,718: 562 1,486 224 5,077 4,345 5,863 6,055: 855 663
Old : 6,718: 562 1,486 224 5,077 4,345 5,863 6,055: 855 663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 417: 2 109 -2 459 441 459 548: -42 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 22.1 3.3 75.6 64.7 87.3 90.1: 12.7 9.9
Old : 100.0: 8.4 22.1 3.3 75.6 64.7 87.3 90.1: 12.7 9.9
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 : 37: 3 8 4 18 19 24 28:
Old : 37: 3 8 4 18 19 24 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 : 55.6 43.6 72.2 66.5 55.2 40.2 68.6 60.2
Old : 55.6 43.6 72.2 66.5 55.2 40.2 68.6 60.2
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, September 13, 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 : 30,701: 16,208 7,528 536 10,708 16,069 27,452 24,133: 3,249 6,568
Old : 30,701: 16,208 7,528 536 10,708 16,069 27,452 24,133: 3,249 6,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 206: 409 124 -257 -3 297 149 164: 57 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 24.5 1.7 34.9 52.3 89.4 78.6: 10.6 21.4
Old : 100.0: 52.8 24.5 1.7 34.9 52.3 89.4 78.6: 10.6 21.4
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: 22 19 16 19 25 50 51:
Old : 76: 22 19 16 19 25 50 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 28.9 67.5 44.7 51.1 28.9 67.2 43.8
Old : 51.1 28.9 67.5 44.7 51.1 28.9 67.2 43.8
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, September 13, 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 : 4,891: 448 1,068 660 3,104 2,527 4,212 4,255: 679 636
Old : 4,891: 448 1,068 660 3,104 2,527 4,212 4,255: 679 636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 49: -58 38 18 63 -32 23 24: 26 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 21.8 13.5 63.5 51.7 86.1 87.0: 13.9 13.0
Old : 100.0: 9.2 21.8 13.5 63.5 51.7 86.1 87.0: 13.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 10 10 19 17 32 30:
Old : 39: 6 10 10 19 17 32 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 : 39.5 38.7 60.3 56.2 39.5 28.1 56.6 43.3
Old : 39.5 38.7 60.3 56.2 39.5 28.1 56.6 43.3
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, September 13, 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 : 3,836: 680 779 666 2,313 1,905 3,659 3,350: 177 486
Old : 3,836: 680 779 666 2,313 1,905 3,659 3,350: 177 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 20.3 17.4 60.3 49.7 95.4 87.3: 4.6 12.7
Old : 100.0: 17.7 20.3 17.4 60.3 49.7 95.4 87.3: 4.6 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 6 8 7 3 16 12:
Old : 20: 4 6 8 7 3 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 66.6 88.0 83.3 59.7 65.1 73.1 69.9
Old : 69.3 66.6 88.0 83.3 59.7 65.1 73.1 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 13, 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 : 208,137: 82,122 65,763 30,556 77,140 80,345 189,818 176,664: 18,319 31,473
Old : 52,011: 32,851 25,534 1,247 12,234 15,540 46,332 42,321: 5,679 9,690
Other: 156,126: 60,204 51,162 18,376 64,906 64,805 143,486 134,343: 12,640 21,783
: : :
: : Changes in Commitments from: September 6, 2016 :
: -837: 3,280 2,588 -2,720 -2,872 -934 -2,312 -1,066: 1,475 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 31.6 14.7 37.1 38.6 91.2 84.9: 8.8 15.1
Old : 100.0: 63.2 49.1 2.4 23.5 29.9 89.1 81.4: 10.9 18.6
Other: 100.0: 38.6 32.8 11.8 41.6 41.5 91.9 86.0: 8.1 14.0
: : :
:# Traders : Number of Traders in Each Category :
All : 283: 82 103 88 56 75 195 217:
Old : 210: 67 76 15 25 44 97 130:
Other: 253: 67 94 53 47 75 153 188:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 13.0 29.1 20.2 17.0 12.5 28.7 18.9
Old : 21.8 17.7 33.2 26.9 21.2 17.1 31.9 26.2
Other: 20.0 13.4 34.6 21.3 19.5 13.3 34.0 20.8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 13, 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 : 260,424: 105,072 92,113 34,581 93,811 99,753 233,464 226,447: 26,960 33,977
Old : 260,424: 105,072 92,113 34,581 93,811 99,753 233,464 226,447: 26,960 33,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -3,025: 1,676 4,183 -5,205 -53 -3,524 -3,582 -4,546: 557 1,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 35.4 13.3 36.0 38.3 89.6 87.0: 10.4 13.0
Old : 100.0: 40.3 35.4 13.3 36.0 38.3 89.6 87.0: 10.4 13.0
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 : 372: 100 107 102 100 115 255 283:
Old : 372: 100 107 102 100 115 255 283:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.7 13.8 23.8 21.7 14.6 12.7 22.6 20.0
Old : 14.7 13.8 23.8 21.7 14.6 12.7 22.6 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 13, 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 : 3,102: 1,751 1,000 144 300 1,033 2,195 2,177: 907 925
Old : 3,102: 1,751 1,000 144 300 1,033 2,195 2,177: 907 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -463: -234 -91 -63 -1 -189 -298 -343: -165 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 32.2 4.6 9.7 33.3 70.8 70.2: 29.2 29.8
Old : 100.0: 56.4 32.2 4.6 9.7 33.3 70.8 70.2: 29.2 29.8
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 : 49: 25 7 6 8 12 36 23:
Old : 49: 25 7 6 8 12 36 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 35.3 41.7 51.1 29.3 35.3 41.7 51.0
Old : 29.3 35.3 41.7 51.1 29.3 35.3 41.7 51.0
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, September 13, 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 : 41,330: 16,317 15,289 7,046 10,991 7,822 34,354 30,157: 6,976 11,173
Old : 41,330: 16,317 15,289 7,046 10,991 7,822 34,354 30,157: 6,976 11,173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -725: -67 554 550 -944 -1,542 -461 -438: -264 -287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 37.0 17.0 26.6 18.9 83.1 73.0: 16.9 27.0
Old : 100.0: 39.5 37.0 17.0 26.6 18.9 83.1 73.0: 16.9 27.0
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 : 178: 42 67 47 42 46 118 133:
Old : 178: 42 67 47 42 46 118 133:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.5 11.2 30.7 19.1 18.3 8.9 29.0 15.5
Old : 18.5 11.2 30.7 19.1 18.3 8.9 29.0 15.5
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, September 13, 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 : 23,146: 1,495 12,766 606 20,375 8,610 22,476 21,982: 670 1,164
Old : 23,146: 1,495 12,766 606 20,375 8,610 22,476 21,982: 670 1,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 219: 150 345 -33 135 -82 252 230: -33 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 55.2 2.6 88.0 37.2 97.1 95.0: 2.9 5.0
Old : 100.0: 6.5 55.2 2.6 88.0 37.2 97.1 95.0: 2.9 5.0
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 : 61: 16 12 11 21 21 39 42:
Old : 61: 16 12 11 21 21 39 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 56.2 73.5 74.6 53.5 56.0 73.2 74.3
Old : 53.7 56.2 73.5 74.6 53.5 56.0 73.2 74.3
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, September 13, 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 : 45,266: 21,869 11,173 3,179 18,898 30,377 43,946 44,729: 1,320 537
Old : 45,266: 21,869 11,173 3,179 18,898 30,377 43,946 44,729: 1,320 537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 6,173: 525 78 2,781 2,868 3,310 6,174 6,169: -1 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 24.7 7.0 41.7 67.1 97.1 98.8: 2.9 1.2
Old : 100.0: 48.3 24.7 7.0 41.7 67.1 97.1 98.8: 2.9 1.2
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 : 25: 9 2 2 9 9 18 13:
Old : 25: 9 2 2 9 9 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 78.8 88.9 94.1 72.8 75.4 78.4 82.8
Old : 79.2 78.8 88.9 94.1 72.8 75.4 78.4 82.8
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, September 13, 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 : 124,676: 45,790 28,732 1,713 48,174 66,685 95,677 97,130: 28,999 27,546
Old : 124,676: 45,790 28,732 1,713 48,174 66,685 95,677 97,130: 28,999 27,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 1,929: 1,654 5,501 -1,117 4,790 -6,704 5,327 -2,320: -3,398 4,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 23.0 1.4 38.6 53.5 76.7 77.9: 23.3 22.1
Old : 100.0: 36.7 23.0 1.4 38.6 53.5 76.7 77.9: 23.3 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 24 23 11 22 25 51 54:
Old : 84: 24 23 11 22 25 51 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 : 36.8 40.6 49.9 49.5 36.2 39.9 49.2 48.6
Old : 36.8 40.6 49.9 49.5 36.2 39.9 49.2 48.6
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, September 13, 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 : 44,748: 20,853 19,505 2,705 14,236 3,872 37,794 26,082: 6,954 18,666
Old : 44,748: 20,853 19,505 2,705 14,236 3,872 37,794 26,082: 6,954 18,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -1,047: -1,966 -1,863 2,051 -156 -1,741 -71 -1,553: -976 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 43.6 6.0 31.8 8.7 84.5 58.3: 15.5 41.7
Old : 100.0: 46.6 43.6 6.0 31.8 8.7 84.5 58.3: 15.5 41.7
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 : 36: 7 14 9 11 8 23 27:
Old : 36: 7 14 9 11 8 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 30.9 69.0 39.5 53.8 29.8 67.1 37.8
Old : 53.8 30.9 69.0 39.5 53.8 29.8 67.1 37.8
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, September 13, 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 : 168,729: 19,930 85,677 14,170 131,147 62,175 165,247 162,022: 3,482 6,707
Old : 168,729: 19,930 85,677 14,170 131,147 62,175 165,247 162,022: 3,482 6,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 6,299: 3,140 10,488 -533 4,794 -4,899 7,401 5,056: -1,102 1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 50.8 8.4 77.7 36.8 97.9 96.0: 2.1 4.0
Old : 100.0: 11.8 50.8 8.4 77.7 36.8 97.9 96.0: 2.1 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 31 69 17 24 23 66 101:
Old : 139: 31 69 17 24 23 66 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 37.6 72.2 52.1 54.7 30.8 63.0 43.2
Old : 59.1 37.6 72.2 52.1 54.7 30.8 63.0 43.2
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, September 13, 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 : 252,539: 40,397 123,218 16,450 175,488 74,438 232,335 214,106: 20,204 38,433
Old : 252,539: 40,397 123,218 16,450 175,488 74,438 232,335 214,106: 20,204 38,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -3,414: 1,612 -5,536 6,837 -8,628 -5,694 -179 -4,393: -3,235 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 48.8 6.5 69.5 29.5 92.0 84.8: 8.0 15.2
Old : 100.0: 16.0 48.8 6.5 69.5 29.5 92.0 84.8: 8.0 15.2
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 : 125: 24 49 23 26 40 64 101:
Old : 125: 24 49 23 26 40 64 101:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 32.2 69.5 42.2 59.3 31.4 68.3 41.2
Old : 59.5 32.2 69.5 42.2 59.3 31.4 68.3 41.2
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, September 13, 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 : 167,340: 86,140 29,294 11,403 43,492 93,700 141,035 134,397: 26,305 32,943
Old : 167,340: 86,140 29,294 11,403 43,492 93,700 141,035 134,397: 26,305 32,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 7,998: 2,172 -185 5,850 2,372 2,676 10,394 8,341: -2,396 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 17.5 6.8 26.0 56.0 84.3 80.3: 15.7 19.7
Old : 100.0: 51.5 17.5 6.8 26.0 56.0 84.3 80.3: 15.7 19.7
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 : 112: 31 35 16 29 34 65 82:
Old : 112: 31 35 16 29 34 65 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 39.1 48.8 49.3 35.7 36.9 46.1 43.3
Old : 37.1 39.1 48.8 49.3 35.7 36.9 46.1 43.3
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, September 13, 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 : 379,624: 91,783 173,258 25,877 216,048 112,825 333,708 311,960: 45,916 67,664
Old : 379,624: 91,783 173,258 25,877 216,048 112,825 333,708 311,960: 45,916 67,664
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 3,639: -5,541 -16,696 13,543 -4,733 5,384 3,269 2,231: 370 1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 45.6 6.8 56.9 29.7 87.9 82.2: 12.1 17.8
Old : 100.0: 24.2 45.6 6.8 56.9 29.7 87.9 82.2: 12.1 17.8
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 : 212: 54 74 43 63 58 134 162:
Old : 212: 54 74 43 63 58 134 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 21.3 38.2 34.0 25.3 21.3 37.6 32.9
Old : 25.4 21.3 38.2 34.0 25.3 21.3 37.6 32.9
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, September 13, 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 : 31,737: 11,532 3,855 1,859 7,866 22,382 21,257 28,096: 10,480 3,641
Old : 31,737: 11,532 3,855 1,859 7,866 22,382 21,257 28,096: 10,480 3,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 12.1 5.9 24.8 70.5 67.0 88.5: 33.0 11.5
Old : 100.0: 36.3 12.1 5.9 24.8 70.5 67.0 88.5: 33.0 11.5
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 : 21: 6 4 5 7 9 16 15:
Old : 21: 6 4 5 7 9 16 15:
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 : 44.8 71.5 56.1 83.3 40.9 71.5 50.7 77.1
Old : 44.8 71.5 56.1 83.3 40.9 71.5 50.7 77.1
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, September 13, 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 : 26,578: 17,591 7,630 0 7,055 18,103 24,646 25,733: 1,932 845
Old : 26,578: 17,591 7,630 0 7,055 18,103 24,646 25,733: 1,932 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -752: -801 -170 0 -42 -613 -843 -783: 91 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 28.7 0.0 26.5 68.1 92.7 96.8: 7.3 3.2
Old : 100.0: 66.2 28.7 0.0 26.5 68.1 92.7 96.8: 7.3 3.2
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 : 33: 15 11 0 4 5 19 16:
Old : 33: 15 11 0 4 5 19 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 : 73.8 79.2 86.2 90.0 73.8 75.0 83.0 85.8
Old : 73.8 79.2 86.2 90.0 73.8 75.0 83.0 85.8
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, September 13, 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 : 61,941: 34,900 29,771 10,545 10,563 18,029 56,008 58,345: 5,933 3,596
Old : 61,941: 34,900 29,771 10,545 10,563 18,029 56,008 58,345: 5,933 3,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 10,002: -2,343 -1,344 10,468 2,088 1,643 10,213 10,767: -211 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 48.1 17.0 17.1 29.1 90.4 94.2: 9.6 5.8
Old : 100.0: 56.3 48.1 17.0 17.1 29.1 90.4 94.2: 9.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 50 17 10 14 16 70 37:
Old : 89: 50 17 10 14 16 70 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 : 31.2 54.1 47.1 68.9 27.9 46.9 38.6 55.5
Old : 31.2 54.1 47.1 68.9 27.9 46.9 38.6 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, September 13, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 5,305: 1,493 2,792 693 2,281 950 4,467 4,435: 838 870
Old : 5,305: 1,493 2,792 693 2,281 950 4,467 4,435: 838 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 52.6 13.1 43.0 17.9 84.2 83.6: 15.8 16.4
Old : 100.0: 28.1 52.6 13.1 43.0 17.9 84.2 83.6: 15.8 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 6 4 6 4 13 13:
Old : 20: 5 6 4 6 4 13 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 : 55.3 50.0 77.5 69.8 53.8 49.1 69.6 65.4
Old : 55.3 50.0 77.5 69.8 53.8 49.1 69.6 65.4
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, September 13, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,344,404: 797,875 1,703,174 2,524,126 7,278,758 5,958,307 10,600,759 10,185,607: 743,645 1,158,797
Old :11,344,404: 797,875 1,703,174 2,524,126 7,278,758 5,958,307 10,600,759 10,185,607: 743,645 1,158,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 82,392: 17,727 14,372 74,036 -31,027 -42,433 60,736 45,975: 21,656 36,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 15.0 22.2 64.2 52.5 93.4 89.8: 6.6 10.2
Old : 100.0: 7.0 15.0 22.2 64.2 52.5 93.4 89.8: 6.6 10.2
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 : 293: 44 97 105 125 138 247 273:
Old : 293: 44 97 105 125 138 247 273:
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 : 31.2 19.9 42.1 30.5 29.1 14.9 34.2 19.7
Old : 31.2 19.9 42.1 30.5 29.1 14.9 34.2 19.7
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, September 13, 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 : 825,324: 119,140 100,576 45,215 554,217 571,307 718,571 717,098: 106,753 108,226
Old : 825,324: 119,140 100,576 45,215 554,217 571,307 718,571 717,098: 106,753 108,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 90,002: -15,055 8,241 9,073 75,421 56,501 69,439 73,815: 20,563 16,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 12.2 5.5 67.2 69.2 87.1 86.9: 12.9 13.1
Old : 100.0: 14.4 12.2 5.5 67.2 69.2 87.1 86.9: 12.9 13.1
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 : 615: 130 147 92 250 258 424 453:
Old : 615: 130 147 92 250 258 424 453:
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 : 13.0 14.1 20.7 21.1 8.9 9.8 15.0 15.1
Old : 13.0 14.1 20.7 21.1 8.9 9.8 15.0 15.1
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, September 13, 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 : 122,381: 14,223 14,368 1,320 71,534 73,244 87,077 88,932: 35,304 33,449
Old : 122,381: 14,223 14,368 1,320 71,534 73,244 87,077 88,932: 35,304 33,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 17,267: -1,639 3,639 1,285 16,136 -5,209 15,782 -285: 1,485 17,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.7 1.1 58.5 59.8 71.2 72.7: 28.8 27.3
Old : 100.0: 11.6 11.7 1.1 58.5 59.8 71.2 72.7: 28.8 27.3
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 : 65: 16 7 9 28 25 46 40:
Old : 65: 16 7 9 28 25 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 28.5 42.4 47.1 28.5 28.2 40.0 46.7
Old : 30.8 28.5 42.4 47.1 28.5 28.2 40.0 46.7
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, September 13, 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 : 3,514,714: 623,044 529,502 121,013 2,413,414 2,490,314 3,157,471 3,140,829: 357,243 373,885
Old : 3,514,714: 623,044 529,502 121,013 2,413,414 2,490,314 3,157,471 3,140,829: 357,243 373,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 363,676: -45,657 44,434 17,517 296,427 308,549 268,287 370,500: 95,389 -6,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.1 3.4 68.7 70.9 89.8 89.4: 10.2 10.6
Old : 100.0: 17.7 15.1 3.4 68.7 70.9 89.8 89.4: 10.2 10.6
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 : 609: 128 146 86 242 253 410 445:
Old : 609: 128 146 86 242 253 410 445:
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 14.6 22.0 22.8 10.2 11.6 16.7 18.0
Old : 13.9 14.6 22.0 22.8 10.2 11.6 16.7 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 13, 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 : 85,747: 20,587 1,851 2,039 50,961 78,361 73,587 82,251: 12,160 3,496
Old : 85,747: 20,587 1,851 2,039 50,961 78,361 73,587 82,251: 12,160 3,496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 955: -5,137 -351 1,881 4,942 -455 1,686 1,075: -731 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.2 2.4 59.4 91.4 85.8 95.9: 14.2 4.1
Old : 100.0: 24.0 2.2 2.4 59.4 91.4 85.8 95.9: 14.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 14 4 6 51 36 67 45:
Old : 85: 14 4 6 51 36 67 45:
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 : 34.9 37.0 46.8 60.9 34.4 36.9 44.2 60.5
Old : 34.9 37.0 46.8 60.9 34.4 36.9 44.2 60.5
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, September 13, 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 : 64,292: 26,815 7,582 705 30,931 51,011 58,451 59,298: 5,841 4,994
Old : 64,292: 26,815 7,582 705 30,931 51,011 58,451 59,298: 5,841 4,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 2,490: -9,068 445 453 11,120 2,282 2,505 3,180: -15 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 11.8 1.1 48.1 79.3 90.9 92.2: 9.1 7.8
Old : 100.0: 41.7 11.8 1.1 48.1 79.3 90.9 92.2: 9.1 7.8
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 : 261: 76 64 22 78 89 162 167:
Old : 261: 76 64 22 78 89 162 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 29.7 34.3 45.7 17.0 27.2 28.1 39.7
Old : 20.4 29.7 34.3 45.7 17.0 27.2 28.1 39.7
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, September 13, 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 : 321,461: 134,075 37,909 3,526 154,655 255,056 292,256 296,491: 29,205 24,970
Old : 321,461: 134,075 37,909 3,526 154,655 255,056 292,256 296,491: 29,205 24,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 12,449: -45,338 2,224 2,264 55,598 11,411 12,524 15,899: -75 -3,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 11.8 1.1 48.1 79.3 90.9 92.2: 9.1 7.8
Old : 100.0: 41.7 11.8 1.1 48.1 79.3 90.9 92.2: 9.1 7.8
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 : 261: 76 64 22 78 89 162 167:
Old : 261: 76 64 22 78 89 162 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 29.7 34.3 45.7 17.0 27.2 28.1 39.7
Old : 20.4 29.7 34.3 45.7 17.0 27.2 28.1 39.7
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, September 13, 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 : 112,367: 63,134 26,667 6,499 17,950 55,832 87,583 88,998: 24,784 23,369
Old : 112,367: 63,134 26,667 6,499 17,950 55,832 87,583 88,998: 24,784 23,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: 3,515: -3,077 -585 3,238 8,399 2,713 8,560 5,366: -5,045 -1,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 23.7 5.8 16.0 49.7 77.9 79.2: 22.1 20.8
Old : 100.0: 56.2 23.7 5.8 16.0 49.7 77.9 79.2: 22.1 20.8
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 : 91: 40 22 15 20 19 67 50:
Old : 91: 40 22 15 20 19 67 50:
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 : 28.3 32.1 40.7 45.9 26.9 29.3 37.8 40.2
Old : 28.3 32.1 40.7 45.9 26.9 29.3 37.8 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 13, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 32,801: 10,697 3,351 18 14,997 24,001 25,712 27,370: 7,089 5,431
Old : 32,801: 10,697 3,351 18 14,997 24,001 25,712 27,370: 7,089 5,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -16,964: 53 351 -190 -13,992 -15,525 -14,129 -15,364: -2,835 -1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 10.2 0.1 45.7 73.2 78.4 83.4: 21.6 16.6
Old : 100.0: 32.6 10.2 0.1 45.7 73.2 78.4 83.4: 21.6 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 12 4 1 13 10 25 15:
Old : 37: 12 4 1 13 10 25 15:
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 : 45.3 68.1 59.4 77.9 45.3 68.1 59.3 77.9
Old : 45.3 68.1 59.4 77.9 45.3 68.1 59.3 77.9
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, September 13, 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 : 50,716: 11,847 5,188 630 29,489 17,921 41,966 23,739: 8,750 26,977
Old : 50,716: 11,847 5,188 630 29,489 17,921 41,966 23,739: 8,750 26,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2016 :
: -27,509: -6,064 -2,097 -2,552 -13,738 -14,560 -22,354 -19,209: -5,155 -8,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 10.2 1.2 58.1 35.3 82.7 46.8: 17.3 53.2
Old : 100.0: 23.4 10.2 1.2 58.1 35.3 82.7 46.8: 17.3 53.2
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 : 70: 21 8 5 27 22 50 33:
Old : 70: 21 8 5 27 22 50 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 22.4 40.2 30.5 25.1 21.8 40.2 28.5
Old : 25.1 22.4 40.2 30.5 25.1 21.8 40.2 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2016