BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 04, 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 : 7,371: 615 1,659 239 5,629 4,703 6,483 6,601: 888 770
Old : 7,371: 615 1,659 239 5,629 4,703 6,483 6,601: 888 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 286: 55 25 58 221 231 334 314: -48 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 22.5 3.2 76.4 63.8 88.0 89.6: 12.0 10.4
Old : 100.0: 8.3 22.5 3.2 76.4 63.8 88.0 89.6: 12.0 10.4
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 : 41: 3 9 5 20 19 27 29:
Old : 41: 3 9 5 20 19 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 39.6 69.9 60.9 54.8 36.5 67.6 54.7
Old : 54.8 39.6 69.9 60.9 54.8 36.5 67.6 54.7
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, October 04, 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 : 34,903: 18,796 8,454 1,384 12,124 17,640 32,304 27,478: 2,599 7,425
Old : 34,903: 18,796 8,454 1,384 12,124 17,640 32,304 27,478: 2,599 7,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,351: 886 525 416 234 502 1,536 1,443: -185 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 24.2 4.0 34.7 50.5 92.6 78.7: 7.4 21.3
Old : 100.0: 53.9 24.2 4.0 34.7 50.5 92.6 78.7: 7.4 21.3
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 : 85: 19 25 20 22 28 54 60:
Old : 85: 19 25 20 22 28 54 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 27.5 68.2 41.8 52.6 27.5 67.2 41.4
Old : 52.6 27.5 68.2 41.8 52.6 27.5 67.2 41.4
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, October 04, 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 : 5,480: 399 1,132 899 3,430 2,682 4,728 4,713: 752 767
Old : 5,480: 399 1,132 899 3,430 2,682 4,728 4,713: 752 767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 143: -48 -35 24 100 94 76 83: 67 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 20.7 16.4 62.6 48.9 86.3 86.0: 13.7 14.0
Old : 100.0: 7.3 20.7 16.4 62.6 48.9 86.3 86.0: 13.7 14.0
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 9 9 19 19 32 30:
Old : 39: 6 9 9 19 19 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 : 38.6 39.8 60.7 56.9 36.3 25.4 52.8 38.9
Old : 38.6 39.8 60.7 56.9 36.3 25.4 52.8 38.9
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, October 04, 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 : 4,359: 813 893 701 2,673 2,267 4,187 3,861: 172 498
Old : 4,359: 813 893 701 2,673 2,267 4,187 3,861: 172 498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 145: -119 -47 108 156 71 145 132: 0 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.5 16.1 61.3 52.0 96.1 88.6: 3.9 11.4
Old : 100.0: 18.7 20.5 16.1 61.3 52.0 96.1 88.6: 3.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 69.9 66.1 88.5 83.0 61.3 65.9 75.3 72.0
Old : 69.9 66.1 88.5 83.0 61.3 65.9 75.3 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 04, 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 : 220,590: 99,947 89,836 30,821 72,291 72,026 203,059 192,683: 17,531 27,907
Old : 220,325: 99,962 89,801 30,745 72,171 71,954 202,878 192,500: 17,447 27,825
Other: 265: 61 111 0 120 72 181 183: 84 82
: : :
: : Changes in Commitments from: September 27, 2016 :
: -1,985: 7,774 8,807 -2,586 -4,919 -5,313 269 908: -2,254 -2,893
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 40.7 14.0 32.8 32.7 92.1 87.3: 7.9 12.7
Old : 100.0: 45.4 40.8 14.0 32.8 32.7 92.1 87.4: 7.9 12.6
Other: 100.0: 23.0 41.9 0.0 45.3 27.2 68.3 69.1: 31.7 30.9
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 96 117 93 59 81 210 246:
Old : 321: 96 118 93 59 81 210 246:
Other: 10: 1 3 0 1 6 2 9:
:----------------------------------------------------------------------------------------------------
: 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 : 15.2 11.9 27.1 19.1 15.2 11.2 27.1 18.2
Old : 15.2 11.9 27.1 19.1 15.2 11.2 27.1 18.2
Other: 68.3 55.8 68.3 68.7 66.4 55.8 66.4 67.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 04, 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 : 264,662: 106,085 88,527 36,011 97,539 107,592 239,635 232,130: 25,027 32,532
Old : 264,662: 106,085 88,527 36,011 97,539 107,592 239,635 232,130: 25,027 32,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -1,728: -2,605 -2,142 -462 511 2,797 -2,556 193: 828 -1,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 33.4 13.6 36.9 40.7 90.5 87.7: 9.5 12.3
Old : 100.0: 40.1 33.4 13.6 36.9 40.7 90.5 87.7: 9.5 12.3
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 : 372: 108 106 104 96 111 258 277:
Old : 372: 108 106 104 96 111 258 277:
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 13.1 24.9 20.4 15.0 11.8 22.8 18.6
Old : 15.5 13.1 24.9 20.4 15.0 11.8 22.8 18.6
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,073: 2,089 908 317 450 1,737 2,856 2,962: 1,217 1,111
Old : 4,073: 2,089 908 317 450 1,737 2,856 2,962: 1,217 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 419: 235 -125 72 -75 353 232 300: 187 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 22.3 7.8 11.0 42.6 70.1 72.7: 29.9 27.3
Old : 100.0: 51.3 22.3 7.8 11.0 42.6 70.1 72.7: 29.9 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 : 58: 25 7 8 10 19 42 31:
Old : 58: 25 7 8 10 19 42 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 : 26.3 28.7 36.9 42.7 26.3 28.1 36.5 42.0
Old : 26.3 28.7 36.9 42.7 26.3 28.1 36.5 42.0
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 43,223: 18,331 18,006 6,678 11,704 8,195 36,713 32,879: 6,510 10,344
Old : 43,223: 18,331 18,006 6,678 11,704 8,195 36,713 32,879: 6,510 10,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -1,131: 474 28 -1,158 284 244 -400 -886: -731 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 41.7 15.5 27.1 19.0 84.9 76.1: 15.1 23.9
Old : 100.0: 42.4 41.7 15.5 27.1 19.0 84.9 76.1: 15.1 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 : 178: 45 67 48 37 42 113 133:
Old : 178: 45 67 48 37 42 113 133:
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 : 21.5 12.5 34.6 22.5 20.7 11.3 31.8 20.1
Old : 21.5 12.5 34.6 22.5 20.7 11.3 31.8 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, October 04, 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 : 4,903: 218 3,931 195 3,331 546 3,744 4,672: 1,159 231
Old : 4,903: 218 3,931 195 3,331 546 3,744 4,672: 1,159 231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 80.2 4.0 67.9 11.1 76.4 95.3: 23.6 4.7
Old : 100.0: 4.4 80.2 4.0 67.9 11.1 76.4 95.3: 23.6 4.7
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 : 21: 4 7 4 10 4 16 13:
Old : 21: 4 7 4 10 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 : 51.1 81.1 66.6 91.0 51.1 81.0 65.4 86.5
Old : 51.1 81.1 66.6 91.0 51.1 81.0 65.4 86.5
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, October 04, 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 : 26,125: 2,055 15,346 817 22,720 8,656 25,592 24,819: 533 1,306
Old : 26,125: 2,055 15,346 817 22,720 8,656 25,592 24,819: 533 1,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,173: 222 1,091 87 835 18 1,144 1,196: 29 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 58.7 3.1 87.0 33.1 98.0 95.0: 2.0 5.0
Old : 100.0: 7.9 58.7 3.1 87.0 33.1 98.0 95.0: 2.0 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 : 64: 14 14 12 25 24 41 48:
Old : 64: 14 14 12 25 24 41 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 : 54.8 59.7 73.1 75.1 54.6 59.2 72.8 74.6
Old : 54.8 59.7 73.1 75.1 54.6 59.2 72.8 74.6
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, October 04, 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 : 44,449: 31,116 13,710 0 12,285 30,131 43,401 43,841: 1,048 608
Old : 44,449: 31,116 13,710 0 12,285 30,131 43,401 43,841: 1,048 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 7,521: 6,978 1,601 0 509 5,885 7,487 7,486: 34 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 30.8 0.0 27.6 67.8 97.6 98.6: 2.4 1.4
Old : 100.0: 70.0 30.8 0.0 27.6 67.8 97.6 98.6: 2.4 1.4
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 : 28: 10 4 0 6 9 16 13:
Old : 28: 10 4 0 6 9 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 : 88.8 82.0 93.8 94.1 88.8 82.0 93.8 94.1
Old : 88.8 82.0 93.8 94.1 88.8 82.0 93.8 94.1
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, October 04, 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 : 104,219: 32,585 46,662 1,090 45,693 25,329 79,368 73,081: 24,851 31,138
Old : 104,219: 32,585 46,662 1,090 45,693 25,329 79,368 73,081: 24,851 31,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -911: -1,994 468 301 1,151 -352 -542 417: -369 -1,328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 44.8 1.0 43.8 24.3 76.2 70.1: 23.8 29.9
Old : 100.0: 31.3 44.8 1.0 43.8 24.3 76.2 70.1: 23.8 29.9
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: 22 29 8 18 21 47 51:
Old : 84: 22 29 8 18 21 47 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 : 41.4 22.5 55.8 35.6 40.8 22.5 55.1 35.6
Old : 41.4 22.5 55.8 35.6 40.8 22.5 55.1 35.6
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, October 04, 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 : 46,330: 19,293 22,229 258 20,439 2,045 39,990 24,532: 6,340 21,798
Old : 46,330: 19,293 22,229 258 20,439 2,045 39,990 24,532: 6,340 21,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 7,361: 6,490 3,470 -283 1,592 -1,198 7,799 1,989: -438 5,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 48.0 0.6 44.1 4.4 86.3 53.0: 13.7 47.0
Old : 100.0: 41.6 48.0 0.6 44.1 4.4 86.3 53.0: 13.7 47.0
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: 11 15 3 10 6 22 23:
Old : 39: 11 15 3 10 6 22 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 : 47.0 26.2 65.2 36.8 47.0 26.2 65.0 36.8
Old : 47.0 26.2 65.2 36.8 47.0 26.2 65.0 36.8
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, October 04, 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 : 157,510: 22,358 108,250 1,710 128,610 39,759 152,678 149,719: 4,832 7,791
Old : 157,510: 22,358 108,250 1,710 128,610 39,759 152,678 149,719: 4,832 7,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -2,733: -2,507 -2,488 -246 452 196 -2,301 -2,538: -432 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 68.7 1.1 81.7 25.2 96.9 95.1: 3.1 4.9
Old : 100.0: 14.2 68.7 1.1 81.7 25.2 96.9 95.1: 3.1 4.9
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 : 150: 37 81 7 21 16 63 99:
Old : 150: 37 81 7 21 16 63 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 40.6 79.5 54.4 62.3 40.6 79.5 54.4
Old : 62.3 40.6 79.5 54.4 62.3 40.6 79.5 54.4
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, October 04, 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 : 262,478: 56,760 154,332 4,675 173,807 64,008 235,242 223,015: 27,236 39,463
Old : 262,478: 56,760 154,332 4,675 173,807 64,008 235,242 223,015: 27,236 39,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 23,453: 8,583 18,441 355 8,123 1,580 17,061 20,376: 6,392 3,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 58.8 1.8 66.2 24.4 89.6 85.0: 10.4 15.0
Old : 100.0: 21.6 58.8 1.8 66.2 24.4 89.6 85.0: 10.4 15.0
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 : 133: 30 52 14 27 40 66 97:
Old : 133: 30 52 14 27 40 66 97:
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 : 58.5 33.4 67.8 45.4 58.5 32.6 67.3 44.5
Old : 58.5 33.4 67.8 45.4 58.5 32.6 67.3 44.5
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, October 04, 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 : 157,574: 101,986 33,291 2,364 30,627 87,820 134,977 123,475: 22,597 34,099
Old : 157,574: 101,986 33,291 2,364 30,627 87,820 134,977 123,475: 22,597 34,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 2,404: 4,554 4,751 216 2,301 -2,769 7,071 2,198: -4,667 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 21.1 1.5 19.4 55.7 85.7 78.4: 14.3 21.6
Old : 100.0: 64.7 21.1 1.5 19.4 55.7 85.7 78.4: 14.3 21.6
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 : 125: 33 43 13 26 35 67 83:
Old : 125: 33 43 13 26 35 67 83:
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 : 36.7 35.6 50.0 43.2 36.7 35.2 50.0 41.9
Old : 36.7 35.6 50.0 43.2 36.7 35.2 50.0 41.9
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, October 04, 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 : 347,643: 105,634 187,693 8,767 186,827 89,483 301,228 285,943: 46,415 61,700
Old : 347,643: 105,634 187,693 8,767 186,827 89,483 301,228 285,943: 46,415 61,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 19,153: 5,142 11,171 659 11,999 2,497 17,800 14,327: 1,353 4,826
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 54.0 2.5 53.7 25.7 86.6 82.3: 13.4 17.7
Old : 100.0: 30.4 54.0 2.5 53.7 25.7 86.6 82.3: 13.4 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 67 76 34 55 51 137 148:
Old : 222: 67 76 34 55 51 137 148:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.8 26.6 42.8 37.9 30.6 26.6 42.2 37.5
Old : 30.8 26.6 42.8 37.9 30.6 26.6 42.2 37.5
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, October 04, 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 : 31,348: 13,476 2,057 422 7,783 24,991 21,681 27,470: 9,667 3,878
Old : 31,348: 13,476 2,057 422 7,783 24,991 21,681 27,470: 9,667 3,878
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 1,718: 728 -383 85 631 1,761 1,444 1,463: 274 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 6.6 1.3 24.8 79.7 69.2 87.6: 30.8 12.4
Old : 100.0: 43.0 6.6 1.3 24.8 79.7 69.2 87.6: 30.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 8 3 4 6 7 15 13:
Old : 21: 8 3 4 6 7 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 78.1 59.6 85.6 45.4 78.1 57.0 84.4
Old : 47.8 78.1 59.6 85.6 45.4 78.1 57.0 84.4
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, October 04, 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 : 28,894: 20,723 5,955 375 6,264 21,745 27,362 28,075: 1,532 819
Old : 28,894: 20,723 5,955 375 6,264 21,745 27,362 28,075: 1,532 819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 700: 2,099 -2,496 -186 -1,060 3,521 853 839: -153 -139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 20.6 1.3 21.7 75.3 94.7 97.2: 5.3 2.8
Old : 100.0: 71.7 20.6 1.3 21.7 75.3 94.7 97.2: 5.3 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 14 10 2 3 4 19 15:
Old : 31: 14 10 2 3 4 19 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 : 81.7 84.6 88.4 92.3 81.7 83.6 88.1 91.4
Old : 81.7 84.6 88.4 92.3 81.7 83.6 88.1 91.4
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, October 04, 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 : 49,242: 32,224 40,054 78 10,859 5,712 43,161 45,844: 6,081 3,398
Old : 49,242: 32,224 40,054 78 10,859 5,712 43,161 45,844: 6,081 3,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -174: -1,935 -898 3 1,210 717 -722 -178: 548 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 81.3 0.2 22.1 11.6 87.7 93.1: 12.3 6.9
Old : 100.0: 65.4 81.3 0.2 22.1 11.6 87.7 93.1: 12.3 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 : 91: 46 23 7 10 15 60 41:
Old : 91: 46 23 7 10 15 60 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 : 33.0 64.5 48.4 74.3 31.4 64.4 46.8 74.2
Old : 33.0 64.5 48.4 74.3 31.4 64.4 46.8 74.2
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, October 04, 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 :11,222,644: 798,204 2,053,291 2,401,546 7,326,704 5,636,540 10,526,454 10,091,377: 696,190 1,131,267
Old :11,222,644: 798,204 2,053,291 2,401,546 7,326,704 5,636,540 10,526,454 10,091,377: 696,190 1,131,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 305,615: 28,126 138,841 115,052 189,413 29,835 332,591 283,728: -26,976 21,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 18.3 21.4 65.3 50.2 93.8 89.9: 6.2 10.1
Old : 100.0: 7.1 18.3 21.4 65.3 50.2 93.8 89.9: 6.2 10.1
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 : 280: 40 93 106 120 133 236 268:
Old : 280: 40 93 106 120 133 236 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 19.4 43.0 31.9 29.1 17.1 34.7 21.1
Old : 31.3 19.4 43.0 31.9 29.1 17.1 34.7 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, October 04, 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 : 659,410: 108,077 97,342 21,193 438,211 440,813 567,481 559,347: 91,929 100,062
Old : 659,410: 108,077 97,342 21,193 438,211 440,813 567,481 559,347: 91,929 100,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 18,033: -3,188 3,238 1,839 11,732 1,525 10,383 6,603: 7,650 11,431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 14.8 3.2 66.5 66.8 86.1 84.8: 13.9 15.2
Old : 100.0: 16.4 14.8 3.2 66.5 66.8 86.1 84.8: 13.9 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 : 595: 115 152 68 228 232 378 417:
Old : 595: 115 152 68 228 232 378 417:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 16.0 22.5 24.2 11.5 13.9 19.6 21.7
Old : 14.0 16.0 22.5 24.2 11.5 13.9 19.6 21.7
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, October 04, 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 : 74,374: 8,878 7,170 25 38,501 33,331 47,404 40,526: 26,970 33,848
Old : 74,374: 8,878 7,170 25 38,501 33,331 47,404 40,526: 26,970 33,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 10,470: 469 3,896 -1 10,279 -2,543 10,747 1,352: -277 9,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 9.6 0.0 51.8 44.8 63.7 54.5: 36.3 45.5
Old : 100.0: 11.9 9.6 0.0 51.8 44.8 63.7 54.5: 36.3 45.5
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 : 57: 13 9 1 23 19 36 29:
Old : 57: 13 9 1 23 19 36 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.6 34.3 38.6 46.2 26.5 33.0 37.9 43.4
Old : 26.6 34.3 38.6 46.2 26.5 33.0 37.9 43.4
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, October 04, 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 : 2,925,178: 533,493 488,358 68,340 1,998,552 2,037,409 2,600,385 2,594,107: 324,793 331,071
Old : 2,925,178: 533,493 488,358 68,340 1,998,552 2,037,409 2,600,385 2,594,107: 324,793 331,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 37,816: 3,041 18,035 -12,124 7,263 20,342 -1,820 26,253: 39,636 11,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 16.7 2.3 68.3 69.7 88.9 88.7: 11.1 11.3
Old : 100.0: 18.2 16.7 2.3 68.3 69.7 88.9 88.7: 11.1 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 : 586: 112 150 64 220 223 366 403:
Old : 586: 112 150 64 220 223 366 403:
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 : 15.0 17.7 23.4 26.4 12.3 15.8 20.0 24.0
Old : 15.0 17.7 23.4 26.4 12.3 15.8 20.0 24.0
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, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 83,072: 22,481 1,989 120 49,118 77,863 71,719 79,972: 11,353 3,100
Old : 83,072: 22,481 1,989 120 49,118 77,863 71,719 79,972: 11,353 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 91: -437 -6 -235 1,870 -24 1,198 -265: -1,107 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 2.4 0.1 59.1 93.7 86.3 96.3: 13.7 3.7
Old : 100.0: 27.1 2.4 0.1 59.1 93.7 86.3 96.3: 13.7 3.7
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 : 84: 15 4 2 49 34 64 40:
Old : 84: 15 4 2 49 34 64 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 : 36.9 39.3 48.4 65.8 36.5 39.2 46.9 65.3
Old : 36.9 39.3 48.4 65.8 36.5 39.2 46.9 65.3
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, October 04, 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 : 59,174: 33,176 5,698 585 19,581 47,462 53,343 53,746: 5,831 5,428
Old : 59,174: 33,176 5,698 585 19,581 47,462 53,343 53,746: 5,831 5,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -267: -217 -396 0 174 78 -43 -318: -224 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 9.6 1.0 33.1 80.2 90.1 90.8: 9.9 9.2
Old : 100.0: 56.1 9.6 1.0 33.1 80.2 90.1 90.8: 9.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 87 51 15 62 67 154 128:
Old : 247: 87 51 15 62 67 154 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 38.2 43.3 57.8 27.2 38.1 43.2 57.7
Old : 27.2 38.2 43.3 57.8 27.2 38.1 43.2 57.7
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, October 04, 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 : 295,870: 165,881 28,492 2,925 97,907 237,312 266,713 268,729: 29,157 27,141
Old : 295,870: 165,881 28,492 2,925 97,907 237,312 266,713 268,729: 29,157 27,141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -1,336: -1,083 -1,980 -1 869 389 -215 -1,592: -1,121 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 9.6 1.0 33.1 80.2 90.1 90.8: 9.9 9.2
Old : 100.0: 56.1 9.6 1.0 33.1 80.2 90.1 90.8: 9.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 87 51 15 62 67 154 128:
Old : 247: 87 51 15 62 67 154 128:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 38.2 43.3 57.8 27.2 38.1 43.2 57.7
Old : 27.2 38.2 43.3 57.8 27.2 38.1 43.2 57.7
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, October 04, 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 : 110,028: 73,545 49,607 2,136 8,085 36,206 83,766 87,949: 26,262 22,079
Old : 110,028: 73,545 49,607 2,136 8,085 36,206 83,766 87,949: 26,262 22,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 11,677: 10,653 1,723 -394 -120 9,832 10,139 11,161: 1,538 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 45.1 1.9 7.3 32.9 76.1 79.9: 23.9 20.1
Old : 100.0: 66.8 45.1 1.9 7.3 32.9 76.1 79.9: 23.9 20.1
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 : 96: 37 31 10 19 20 64 53:
Old : 96: 37 31 10 19 20 64 53:
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 30.0 47.1 44.5 36.1 29.6 47.1 43.5
Old : 36.1 30.0 47.1 44.5 36.1 29.6 47.1 43.5
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, October 04, 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 : 32,644: 11,857 2,589 15 14,336 25,456 26,208 28,060: 6,436 4,584
Old : 32,644: 11,857 2,589 15 14,336 25,456 26,208 28,060: 6,436 4,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -1,574: 544 -241 6 -728 -224 -178 -459: -1,396 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 7.9 0.0 43.9 78.0 80.3 86.0: 19.7 14.0
Old : 100.0: 36.3 7.9 0.0 43.9 78.0 80.3 86.0: 19.7 14.0
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: 15 3 3 12 12 27 18:
Old : 39: 15 3 3 12 12 27 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 70.9 57.2 80.7 43.2 70.9 57.2 80.7
Old : 43.2 70.9 57.2 80.7 43.2 70.9 57.2 80.7
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, October 04, 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 : 49,712: 9,647 6,318 1,519 29,207 29,015 40,373 36,852: 9,339 12,860
Old : 49,712: 9,647 6,318 1,519 29,207 29,015 40,373 36,852: 9,339 12,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: -2,150: -1,459 -2,718 302 -1,402 5,717 -2,559 3,301: 409 -5,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 12.7 3.1 58.8 58.4 81.2 74.1: 18.8 25.9
Old : 100.0: 19.4 12.7 3.1 58.8 58.4 81.2 74.1: 18.8 25.9
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 : 74: 17 17 6 25 24 46 43:
Old : 74: 17 17 6 25 24 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 29.2 43.3 43.9 28.5 27.9 42.4 39.6
Old : 28.5 29.2 43.3 43.9 28.5 27.9 42.4 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 14,946: 8,748 7,460 29 5,078 7,278 13,855 14,767: 1,091 179
Old : 14,946: 8,748 7,460 29 5,078 7,278 13,855 14,767: 1,091 179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 49.9 0.2 34.0 48.7 92.7 98.8: 7.3 1.2
Old : 100.0: 58.5 49.9 0.2 34.0 48.7 92.7 98.8: 7.3 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 : 20: 7 7 1 5 1 12 9:
Old : 20: 7 7 1 5 1 12 9:
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 : 82.4 90.7 89.8 98.6 82.4 90.7 89.6 98.6
Old : 82.4 90.7 89.8 98.6 82.4 90.7 89.6 98.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2016