BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, September 27, 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 : 7,085: 560 1,634 181 5,408 4,472 6,149 6,287: 936 798
Old : 7,085: 560 1,634 181 5,408 4,472 6,149 6,287: 936 798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 164: -2 184 -32 79 -38 45 114: 119 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 23.1 2.6 76.3 63.1 86.8 88.7: 13.2 11.3
Old : 100.0: 7.9 23.1 2.6 76.3 63.1 86.8 88.7: 13.2 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 8 4 18 17 24 26:
Old : 37: 3 8 4 18 17 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 41.4 71.8 62.9 55.8 38.4 68.8 57.2
Old : 55.9 41.4 71.8 62.9 55.8 38.4 68.8 57.2
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 27, 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 : 33,552: 17,910 7,929 968 11,890 17,138 30,768 26,035: 2,784 7,517
Old : 33,552: 17,910 7,929 968 11,890 17,138 30,768 26,035: 2,784 7,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,305: 1,591 756 298 755 610 2,644 1,664: -339 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 23.6 2.9 35.4 51.1 91.7 77.6: 8.3 22.4
Old : 100.0: 53.4 23.6 2.9 35.4 51.1 91.7 77.6: 8.3 22.4
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: 19 24 20 21 25 53 56:
Old : 80: 19 24 20 21 25 53 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 : 51.0 28.3 67.3 43.1 51.0 28.3 66.3 42.4
Old : 51.0 28.3 67.3 43.1 51.0 28.3 66.3 42.4
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 27, 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 : 5,337: 447 1,167 875 3,330 2,588 4,652 4,630: 685 707
Old : 5,337: 447 1,167 875 3,330 2,588 4,652 4,630: 685 707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 117: 35 67 26 86 46 147 139: -30 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 21.9 16.4 62.4 48.5 87.2 86.8: 12.8 13.2
Old : 100.0: 8.4 21.9 16.4 62.4 48.5 87.2 86.8: 12.8 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 10 9 20 19 33 31:
Old : 40: 6 10 9 20 19 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 40.0 60.3 56.3 36.9 25.9 52.7 39.8
Old : 38.9 40.0 60.3 56.3 36.9 25.9 52.7 39.8
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 27, 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 : 4,214: 932 940 593 2,517 2,196 4,042 3,729: 172 485
Old : 4,214: 932 940 593 2,517 2,196 4,042 3,729: 172 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 221: 74 75 -51 204 243 227 267: -6 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 22.3 14.1 59.7 52.1 95.9 88.5: 4.1 11.5
Old : 100.0: 22.1 22.3 14.1 59.7 52.1 95.9 88.5: 4.1 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: 5 5 8 7 4 16 13:
Old : 21: 5 5 8 7 4 16 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 : 69.6 66.9 88.8 82.7 61.5 66.8 77.0 73.7
Old : 69.6 66.9 88.8 82.7 61.5 66.8 77.0 73.7
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, September 27, 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 : 222,575: 92,173 81,029 33,407 77,210 77,339 202,790 191,775: 19,785 30,800
Old : 28,941: 20,536 15,675 13 3,471 10,286 24,020 25,974: 4,921 2,967
Other: 193,634: 80,126 73,843 24,905 73,739 67,053 178,770 165,801: 14,864 27,833
: : :
: : Changes in Commitments from: September 20, 2016 :
: 3,447: 4,548 6,077 769 -2,803 -1,842 2,514 5,004: 933 -1,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 36.4 15.0 34.7 34.7 91.1 86.2: 8.9 13.8
Old : 100.0: 71.0 54.2 0.0 12.0 35.5 83.0 89.7: 17.0 10.3
Other: 100.0: 41.4 38.1 12.9 38.1 34.6 92.3 85.6: 7.7 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 96 109 95 64 82 222 235:
Old : 165: 57 48 3 18 45 77 95:
Other: 297: 88 108 73 58 77 191 218:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 11.8 26.4 18.9 15.6 11.5 26.1 18.4
Old : 19.0 23.4 30.7 36.1 19.0 23.4 30.7 36.1
Other: 17.9 12.3 29.7 19.6 17.9 11.9 29.7 18.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 266,390: 108,690 90,669 36,473 97,028 104,795 242,191 231,937: 24,199 34,453
Old : 266,390: 108,690 90,669 36,473 97,028 104,795 242,191 231,937: 24,199 34,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 4,841: 2,635 -754 1,041 3,342 4,470 7,018 4,757: -2,177 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 34.0 13.7 36.4 39.3 90.9 87.1: 9.1 12.9
Old : 100.0: 40.8 34.0 13.7 36.4 39.3 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 : 375: 99 115 101 94 115 253 284:
Old : 375: 99 115 101 94 115 253 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.1 12.7 24.8 19.7 15.0 11.1 23.2 17.4
Old : 15.1 12.7 24.8 19.7 15.0 11.1 23.2 17.4
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 27, 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 : 3,654: 1,854 1,033 245 525 1,384 2,624 2,662: 1,030 992
Old : 3,654: 1,854 1,033 245 525 1,384 2,624 2,662: 1,030 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 172: 14 -286 169 -102 268 81 151: 91 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 28.3 6.7 14.4 37.9 71.8 72.9: 28.2 27.1
Old : 100.0: 50.7 28.3 6.7 14.4 37.9 71.8 72.9: 28.2 27.1
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 : 54: 23 8 6 9 16 38 28:
Old : 54: 23 8 6 9 16 38 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 : 26.8 30.3 38.9 44.9 26.8 30.3 38.6 44.7
Old : 26.8 30.3 38.9 44.9 26.8 30.3 38.6 44.7
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 27, 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 : 44,354: 17,857 17,978 7,836 11,420 7,951 37,113 33,765: 7,241 10,589
Old : 44,354: 17,857 17,978 7,836 11,420 7,951 37,113 33,765: 7,241 10,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 908: 618 1,756 -244 267 -132 641 1,380: 267 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 40.5 17.7 25.7 17.9 83.7 76.1: 16.3 23.9
Old : 100.0: 40.3 40.5 17.7 25.7 17.9 83.7 76.1: 16.3 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 45 68 50 41 48 119 141:
Old : 187: 45 68 50 41 48 119 141:
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 : 17.5 12.7 30.2 22.1 17.5 11.4 28.9 18.9
Old : 17.5 12.7 30.2 22.1 17.5 11.4 28.9 18.9
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 27, 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 : 24,952: 1,833 14,255 730 21,885 8,638 24,448 23,623: 504 1,329
Old : 24,952: 1,833 14,255 730 21,885 8,638 24,448 23,623: 504 1,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,675: 388 1,511 175 1,266 -57 1,829 1,629: -154 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 57.1 2.9 87.7 34.6 98.0 94.7: 2.0 5.3
Old : 100.0: 7.3 57.1 2.9 87.7 34.6 98.0 94.7: 2.0 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 : 63: 14 14 11 22 23 38 46:
Old : 63: 14 14 11 22 23 38 46:
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 : 54.5 57.9 73.1 74.2 54.3 57.3 72.8 73.6
Old : 54.5 57.9 73.1 74.2 54.3 57.3 72.8 73.6
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 27, 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 : 36,928: 24,138 12,109 0 11,776 24,246 35,914 36,355: 1,014 573
Old : 36,928: 24,138 12,109 0 11,776 24,246 35,914 36,355: 1,014 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,837: 1,588 -2,702 0 238 4,618 1,826 1,916: 11 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 32.8 0.0 31.9 65.7 97.3 98.4: 2.7 1.6
Old : 100.0: 65.4 32.8 0.0 31.9 65.7 97.3 98.4: 2.7 1.6
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 : 26: 9 3 0 6 9 15 12:
Old : 26: 9 3 0 6 9 15 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 : 87.0 81.3 92.8 94.0 87.0 81.3 92.8 94.0
Old : 87.0 81.3 92.8 94.0 87.0 81.3 92.8 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 27, 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 : 105,130: 34,579 46,194 789 44,542 25,681 79,910 72,664: 25,220 32,466
Old : 105,130: 34,579 46,194 789 44,542 25,681 79,910 72,664: 25,220 32,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -32,074: -22,637 5,281 -362 -8,858 -41,498 -31,857 -36,579: -217 4,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 43.9 0.8 42.4 24.4 76.0 69.1: 24.0 30.9
Old : 100.0: 32.9 43.9 0.8 42.4 24.4 76.0 69.1: 24.0 30.9
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 : 84: 26 25 6 18 22 49 48:
Old : 84: 26 25 6 18 22 49 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 : 36.5 25.6 51.0 36.6 35.9 25.6 50.3 36.6
Old : 36.5 25.6 51.0 36.6 35.9 25.6 50.3 36.6
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 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 38,969: 12,803 18,759 541 18,847 3,243 32,191 22,543: 6,778 16,426
Old : 38,969: 12,803 18,759 541 18,847 3,243 32,191 22,543: 6,778 16,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -1,869: -14,478 -109 136 11,093 -132 -3,249 -105: 1,380 -1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 48.1 1.4 48.4 8.3 82.6 57.8: 17.4 42.2
Old : 100.0: 32.9 48.1 1.4 48.4 8.3 82.6 57.8: 17.4 42.2
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 : 35: 10 11 6 9 7 21 22:
Old : 35: 10 11 6 9 7 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 35.9 66.3 45.3 51.4 35.9 66.0 45.3
Old : 51.4 35.9 66.3 45.3 51.4 35.9 66.0 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 27, 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 : 160,243: 24,865 110,738 1,956 128,158 39,563 154,979 152,257: 5,264 7,986
Old : 160,243: 24,865 110,738 1,956 128,158 39,563 154,979 152,257: 5,264 7,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 6,965: 4,339 870 947 728 4,974 6,014 6,791: 951 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 69.1 1.2 80.0 24.7 96.7 95.0: 3.3 5.0
Old : 100.0: 15.5 69.1 1.2 80.0 24.7 96.7 95.0: 3.3 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 : 157: 40 82 8 23 16 68 101:
Old : 157: 40 82 8 23 16 68 101:
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 : 61.2 42.6 76.1 55.7 61.2 42.6 76.1 55.7
Old : 61.2 42.6 76.1 55.7 61.2 42.6 76.1 55.7
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, September 27, 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 : 239,025: 48,177 135,891 4,320 165,684 62,428 218,181 202,639: 20,844 36,386
Old : 239,025: 48,177 135,891 4,320 165,684 62,428 218,181 202,639: 20,844 36,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,266: -21,056 7,972 -522 19,828 -4,260 -1,750 3,190: 3,016 -1,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 56.9 1.8 69.3 26.1 91.3 84.8: 8.7 15.2
Old : 100.0: 20.2 56.9 1.8 69.3 26.1 91.3 84.8: 8.7 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 : 127: 31 48 11 23 37 61 89:
Old : 127: 31 48 11 23 37 61 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 34.4 71.7 46.3 61.9 33.5 71.1 45.3
Old : 61.9 34.4 71.7 46.3 61.9 33.5 71.1 45.3
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 27, 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 : 155,170: 97,432 28,540 2,148 28,326 90,589 127,906 121,277: 27,264 33,893
Old : 155,170: 97,432 28,540 2,148 28,326 90,589 127,906 121,277: 27,264 33,893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 14,432: 12,315 2,208 662 -1,389 7,568 11,588 10,438: 2,844 3,994
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 18.4 1.4 18.3 58.4 82.4 78.2: 17.6 21.8
Old : 100.0: 62.8 18.4 1.4 18.3 58.4 82.4 78.2: 17.6 21.8
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 : 115: 33 35 13 23 35 62 77:
Old : 115: 33 35 13 23 35 62 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 40.0 54.6 47.5 43.8 39.7 54.5 46.5
Old : 43.9 40.0 54.6 47.5 43.8 39.7 54.5 46.5
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, September 27, 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 : 328,490: 100,492 176,522 8,108 174,828 86,986 283,428 271,616: 45,062 56,874
Old : 328,490: 100,492 176,522 8,108 174,828 86,986 283,428 271,616: 45,062 56,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 3,965: 4,794 -4,201 1,794 -3,082 9,019 3,506 6,612: 459 -2,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 53.7 2.5 53.2 26.5 86.3 82.7: 13.7 17.3
Old : 100.0: 30.6 53.7 2.5 53.2 26.5 86.3 82.7: 13.7 17.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 65 76 35 54 56 134 154:
Old : 222: 65 76 35 54 56 134 154:
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 : 32.0 24.7 44.6 36.5 31.8 24.7 44.1 36.0
Old : 32.0 24.7 44.6 36.5 31.8 24.7 44.1 36.0
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 27, 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 : 29,630: 12,748 2,440 337 7,152 23,230 20,237 26,007: 9,393 3,623
Old : 29,630: 12,748 2,440 337 7,152 23,230 20,237 26,007: 9,393 3,623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 943: 1,287 -3,289 115 -433 3,648 969 474: -26 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 8.2 1.1 24.1 78.4 68.3 87.8: 31.7 12.2
Old : 100.0: 43.0 8.2 1.1 24.1 78.4 68.3 87.8: 31.7 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 3 3 6 7 14 13:
Old : 21: 8 3 3 6 7 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 75.0 58.5 85.7 43.2 75.0 54.1 82.9
Old : 47.1 75.0 58.5 85.7 43.2 75.0 54.1 82.9
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 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 28,194: 18,624 8,451 561 7,324 18,224 26,509 27,236: 1,685 958
Old : 28,194: 18,624 8,451 561 7,324 18,224 26,509 27,236: 1,685 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,770: 2,463 1,647 561 -204 535 2,820 2,743: -50 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 30.0 2.0 26.0 64.6 94.0 96.6: 6.0 3.4
Old : 100.0: 66.1 30.0 2.0 26.0 64.6 94.0 96.6: 6.0 3.4
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: 13 12 4 4 4 20 19:
Old : 34: 13 12 4 4 4 20 19:
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 : 77.0 75.6 86.1 88.7 77.0 72.6 84.1 85.7
Old : 77.0 75.6 86.1 88.7 77.0 72.6 84.1 85.7
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 27, 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 : 49,416: 34,159 40,952 75 9,649 4,995 43,883 46,022: 5,533 3,394
Old : 49,416: 34,159 40,952 75 9,649 4,995 43,883 46,022: 5,533 3,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -110: -619 -1,742 2 570 1,839 -47 99: -63 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 82.9 0.2 19.5 10.1 88.8 93.1: 11.2 6.9
Old : 100.0: 69.1 82.9 0.2 19.5 10.1 88.8 93.1: 11.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 87: 47 22 6 9 13 60 37:
Old : 87: 47 22 6 9 13 60 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 : 34.9 64.1 51.1 74.6 33.6 64.1 49.5 74.5
Old : 34.9 64.1 51.1 74.6 33.6 64.1 49.5 74.5
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 27, 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 :10,917,029: 770,078 1,914,450 2,286,494 7,137,291 5,606,705 10,193,863 9,807,649: 723,166 1,109,380
Old :10,917,029: 770,078 1,914,450 2,286,494 7,137,291 5,606,705 10,193,863 9,807,649: 723,166 1,109,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 135,618: 61,190 50,121 -34,712 130,271 108,999 156,749 124,408: -21,131 11,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 17.5 20.9 65.4 51.4 93.4 89.8: 6.6 10.2
Old : 100.0: 7.1 17.5 20.9 65.4 51.4 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 : 274: 42 85 106 120 132 238 259:
Old : 274: 42 85 106 120 132 238 259:
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 : 31.4 20.1 42.7 32.3 29.1 17.8 34.9 22.2
Old : 31.4 20.1 42.7 32.3 29.1 17.8 34.9 22.2
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 27, 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 : 641,376: 111,265 94,104 19,353 426,480 439,287 557,098 552,745: 84,278 88,632
Old : 641,376: 111,265 94,104 19,353 426,480 439,287 557,098 552,745: 84,278 88,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 293: 1,036 3,641 -2,014 583 -2,684 -396 -1,058: 689 1,351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 14.7 3.0 66.5 68.5 86.9 86.2: 13.1 13.8
Old : 100.0: 17.3 14.7 3.0 66.5 68.5 86.9 86.2: 13.1 13.8
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 : 597: 117 152 70 221 233 374 420:
Old : 597: 117 152 70 221 233 374 420:
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 : 14.4 16.4 23.0 24.7 11.9 14.5 20.4 22.6
Old : 14.4 16.4 23.0 24.7 11.9 14.5 20.4 22.6
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, September 27, 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 : 63,904: 8,409 3,274 26 28,222 35,874 36,657 39,174: 27,247 24,730
Old : 63,904: 8,409 3,274 26 28,222 35,874 36,657 39,174: 27,247 24,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,569: 1,051 -3,409 1 1,139 5,736 2,191 2,328: 378 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 5.1 0.0 44.2 56.1 57.4 61.3: 42.6 38.7
Old : 100.0: 13.2 5.1 0.0 44.2 56.1 57.4 61.3: 42.6 38.7
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 : 57: 12 9 2 23 21 36 31:
Old : 57: 12 9 2 23 21 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 39.8 30.8 50.8 19.1 37.5 30.1 47.9
Old : 19.4 39.8 30.8 50.8 19.1 37.5 30.1 47.9
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 27, 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 : 2,887,362: 530,452 470,323 80,464 1,991,289 2,017,067 2,602,205 2,567,854: 285,157 319,508
Old : 2,887,362: 530,452 470,323 80,464 1,991,289 2,017,067 2,602,205 2,567,854: 285,157 319,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: -11,379: -5,714 29,610 -4,437 -2,782 -42,102 -12,933 -16,929: 1,554 5,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.3 2.8 69.0 69.9 90.1 88.9: 9.9 11.1
Old : 100.0: 18.4 16.3 2.8 69.0 69.9 90.1 88.9: 9.9 11.1
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 : 588: 114 150 64 211 225 358 407:
Old : 588: 114 150 64 211 225 358 407:
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 : 15.5 17.8 24.4 26.5 12.8 15.8 21.1 24.3
Old : 15.5 17.8 24.4 26.5 12.8 15.8 21.1 24.3
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 27, 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 : 82,981: 22,918 1,995 355 47,248 77,887 70,521 80,237: 12,460 2,744
Old : 82,981: 22,918 1,995 355 47,248 77,887 70,521 80,237: 12,460 2,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,905: 1,384 -422 150 270 1,989 1,804 1,717: 101 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 2.4 0.4 56.9 93.9 85.0 96.7: 15.0 3.3
Old : 100.0: 27.6 2.4 0.4 56.9 93.9 85.0 96.7: 15.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 4 3 46 34 62 41:
Old : 82: 16 4 3 46 34 62 41:
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 : 36.1 39.1 47.7 64.2 35.3 39.0 45.6 63.8
Old : 36.1 39.1 47.7 64.2 35.3 39.0 45.6 63.8
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 27, 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 : 59,441: 33,393 6,094 585 19,408 47,385 53,386 54,064: 6,056 5,377
Old : 59,441: 33,393 6,094 585 19,408 47,385 53,386 54,064: 6,056 5,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 4,473: 3,759 203 278 -56 3,788 3,980 4,269: 493 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 10.3 1.0 32.7 79.7 89.8 91.0: 10.2 9.0
Old : 100.0: 56.2 10.3 1.0 32.7 79.7 89.8 91.0: 10.2 9.0
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 : 249: 82 54 14 63 70 152 132:
Old : 249: 82 54 14 63 70 152 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 38.1 42.8 57.3 26.9 38.1 42.7 57.2
Old : 26.9 38.1 42.8 57.3 26.9 38.1 42.7 57.2
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 27, 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 : 297,206: 166,964 30,472 2,926 97,038 236,923 266,928 270,321: 30,278 26,885
Old : 297,206: 166,964 30,472 2,926 97,038 236,923 266,928 270,321: 30,278 26,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 22,366: 18,793 1,015 1,391 -282 18,940 19,902 21,346: 2,464 1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 10.3 1.0 32.7 79.7 89.8 91.0: 10.2 9.0
Old : 100.0: 56.2 10.3 1.0 32.7 79.7 89.8 91.0: 10.2 9.0
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 : 249: 82 54 14 63 70 152 132:
Old : 249: 82 54 14 63 70 152 132:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 38.1 42.8 57.3 26.9 38.1 42.7 57.2
Old : 26.9 38.1 42.8 57.3 26.9 38.1 42.7 57.2
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 27, 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 : 98,351: 62,892 47,884 2,530 8,205 26,374 73,627 76,788: 24,724 21,563
Old : 98,351: 62,892 47,884 2,530 8,205 26,374 73,627 76,788: 24,724 21,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 11,737: 14,349 6,189 581 -5,088 3,847 9,842 10,617: 1,895 1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 48.7 2.6 8.3 26.8 74.9 78.1: 25.1 21.9
Old : 100.0: 63.9 48.7 2.6 8.3 26.8 74.9 78.1: 25.1 21.9
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 : 94: 35 29 12 21 19 65 51:
Old : 94: 35 29 12 21 19 65 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 : 35.5 28.3 45.6 42.7 35.5 27.3 45.6 41.7
Old : 35.5 28.3 45.6 42.7 35.5 27.3 45.6 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 34,218: 11,313 2,830 9 15,064 25,680 26,386 28,519: 7,832 5,699
Old : 34,218: 11,313 2,830 9 15,064 25,680 26,386 28,519: 7,832 5,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 976: 921 -467 -9 -1,106 689 -194 213: 1,170 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 8.3 0.0 44.0 75.0 77.1 83.3: 22.9 16.7
Old : 100.0: 33.1 8.3 0.0 44.0 75.0 77.1 83.3: 22.9 16.7
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 : 37: 12 3 2 13 11 25 16:
Old : 37: 12 3 2 13 11 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 : 44.6 69.1 58.0 78.5 44.6 69.1 58.0 78.5
Old : 44.6 69.1 58.0 78.5 44.6 69.1 58.0 78.5
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 27, 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 : 51,862: 11,106 9,036 1,217 30,609 23,298 42,932 33,551: 8,930 18,311
Old : 51,862: 11,106 9,036 1,217 30,609 23,298 42,932 33,551: 8,930 18,311
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 6,808: 4,291 3,236 522 1,902 4,988 6,715 8,746: 93 -1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 17.4 2.3 59.0 44.9 82.8 64.7: 17.2 35.3
Old : 100.0: 21.4 17.4 2.3 59.0 44.9 82.8 64.7: 17.2 35.3
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 : 71: 13 16 5 28 22 44 40:
Old : 71: 13 16 5 28 22 44 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 : 30.6 27.1 46.1 38.4 30.6 25.1 45.7 34.2
Old : 30.6 27.1 46.1 38.4 30.6 25.1 45.7 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016