BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, November 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,263: 604 1,763 345 4,575 3,559 5,524 5,667: 739 596
Old : 6,263: 604 1,763 345 4,575 3,559 5,524 5,667: 739 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 324: 63 147 -1 163 208 225 354: 99 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 28.1 5.5 73.0 56.8 88.2 90.5: 11.8 9.5
Old : 100.0: 9.6 28.1 5.5 73.0 56.8 88.2 90.5: 11.8 9.5
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 : 40: 3 10 6 21 20 30 31:
Old : 40: 3 10 6 21 20 30 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 : 47.9 29.4 64.6 52.4 47.8 25.1 62.7 44.4
Old : 47.9 29.4 64.6 52.4 47.8 25.1 62.7 44.4
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, November 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,878: 17,696 9,283 1,057 10,962 14,431 29,715 24,771: 2,163 7,107
Old : 31,878: 17,696 9,283 1,057 10,962 14,431 29,715 24,771: 2,163 7,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 855: 661 399 37 -46 509 652 945: 203 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 29.1 3.3 34.4 45.3 93.2 77.7: 6.8 22.3
Old : 100.0: 55.5 29.1 3.3 34.4 45.3 93.2 77.7: 6.8 22.3
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 : 83: 20 26 22 23 23 57 57:
Old : 83: 20 26 22 23 23 57 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 27.7 70.0 41.6 56.8 27.7 68.0 41.5
Old : 57.0 27.7 70.0 41.6 56.8 27.7 68.0 41.5
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, November 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,174: 524 640 1,601 3,529 3,158 5,654 5,399: 520 775
Old : 6,174: 524 640 1,601 3,529 3,158 5,654 5,399: 520 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 332: 70 40 38 223 201 331 279: 1 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 10.4 25.9 57.2 51.1 91.6 87.4: 8.4 12.6
Old : 100.0: 8.5 10.4 25.9 57.2 51.1 91.6 87.4: 8.4 12.6
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 : 40: 5 9 9 16 17 27 29:
Old : 40: 5 9 9 16 17 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 : 38.5 45.7 58.5 62.5 25.3 29.5 41.3 37.9
Old : 38.5 45.7 58.5 62.5 25.3 29.5 41.3 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, November 15, 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 : 230,369: 84,082 75,780 50,445 78,635 70,845 213,162 197,070: 17,207 33,299
Old : 229,218: 84,020 76,137 50,018 78,237 70,261 212,275 196,416: 16,943 32,802
Other: 1,151: 489 70 0 398 584 887 654: 264 497
: : :
: : Changes in Commitments from: November 8, 2016 :
: 5,792: -3,375 -4,171 7,951 1,473 1,127 6,049 4,907: -257 885
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 32.9 21.9 34.1 30.8 92.5 85.5: 7.5 14.5
Old : 100.0: 36.7 33.2 21.8 34.1 30.7 92.6 85.7: 7.4 14.3
Other: 100.0: 42.5 6.1 0.0 34.6 50.7 77.1 56.8: 22.9 43.2
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 88 101 102 54 87 201 253:
Old : 312: 86 103 102 53 87 200 253:
Other: 24: 5 5 0 4 13 9 18:
:----------------------------------------------------------------------------------------------------
: 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 9.7 27.1 16.9 13.7 8.4 24.8 14.3
Old : 15.1 9.8 27.1 16.9 13.7 8.4 24.8 14.4
Other: 69.2 34.6 76.9 48.0 68.8 34.6 74.1 47.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, November 15, 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 : 273,699: 99,302 70,720 45,356 105,013 119,594 249,671 235,670: 24,028 38,029
Old : 273,699: 99,302 70,720 45,356 105,013 119,594 249,671 235,670: 24,028 38,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 358: 1,197 -4,054 120 -504 2,974 813 -960: -455 1,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 25.8 16.6 38.4 43.7 91.2 86.1: 8.8 13.9
Old : 100.0: 36.3 25.8 16.6 38.4 43.7 91.2 86.1: 8.8 13.9
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 : 388: 108 101 112 102 127 268 297:
Old : 388: 108 101 112 102 127 268 297:
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 : 14.9 13.5 23.4 21.4 14.9 12.2 22.9 19.0
Old : 14.9 13.5 23.4 21.4 14.9 12.2 22.9 19.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, November 15, 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 : 3,873: 1,583 1,574 65 1,127 1,489 2,775 3,128: 1,098 745
Old : 3,873: 1,583 1,574 65 1,127 1,489 2,775 3,128: 1,098 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -22: -11 -39 -7 44 62 26 16: -48 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 40.6 1.7 29.1 38.4 71.6 80.8: 28.4 19.2
Old : 100.0: 40.9 40.6 1.7 29.1 38.4 71.6 80.8: 28.4 19.2
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 : 54: 17 11 5 15 17 35 31:
Old : 54: 17 11 5 15 17 35 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 : 38.5 31.7 48.7 47.5 38.5 31.7 48.7 47.4
Old : 38.5 31.7 48.7 47.5 38.5 31.7 48.7 47.4
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, November 15, 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 : 43,337: 18,576 16,888 6,092 11,456 8,453 36,124 31,433: 7,213 11,904
Old : 43,337: 18,576 16,888 6,092 11,456 8,453 36,124 31,433: 7,213 11,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 1,271: 1,228 -585 352 -506 523 1,074 290: 197 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 39.0 14.1 26.4 19.5 83.4 72.5: 16.6 27.5
Old : 100.0: 42.9 39.0 14.1 26.4 19.5 83.4 72.5: 16.6 27.5
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 : 182: 46 61 43 38 49 110 136:
Old : 182: 46 61 43 38 49 110 136:
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 : 24.0 12.1 36.2 21.9 22.3 10.8 31.7 19.1
Old : 24.0 12.1 36.2 21.9 22.3 10.8 31.7 19.1
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, November 15, 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 : 4,843: 417 3,875 184 3,402 613 4,003 4,672: 840 171
Old : 4,843: 417 3,875 184 3,402 613 4,003 4,672: 840 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 227: 84 167 -17 205 108 272 258: -45 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 80.0 3.8 70.2 12.7 82.7 96.5: 17.3 3.5
Old : 100.0: 8.6 80.0 3.8 70.2 12.7 82.7 96.5: 17.3 3.5
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 : 22: 4 5 3 13 5 18 12:
Old : 22: 4 5 3 13 5 18 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 : 46.4 83.9 62.9 94.0 46.4 83.5 62.9 89.1
Old : 46.4 83.9 62.9 94.0 46.4 83.5 62.9 89.1
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, November 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 23,114: 3,526 14,947 338 18,704 6,966 22,568 22,251: 546 863
Old : 23,114: 3,526 14,947 338 18,704 6,966 22,568 22,251: 546 863
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 427: 218 406 -23 207 11 402 394: 25 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 64.7 1.5 80.9 30.1 97.6 96.3: 2.4 3.7
Old : 100.0: 15.3 64.7 1.5 80.9 30.1 97.6 96.3: 2.4 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 : 60: 19 9 9 21 17 41 34:
Old : 60: 19 9 9 21 17 41 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 66.3 69.1 82.0 50.9 66.0 68.5 81.7
Old : 51.3 66.3 69.1 82.0 50.9 66.0 68.5 81.7
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, November 15, 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 : 40,209: 26,703 140 0 12,582 39,437 39,285 39,577: 924 632
Old : 40,209: 26,703 140 0 12,582 39,437 39,285 39,577: 924 632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -3,136: -3,713 -573 0 847 -2,443 -2,866 -3,016: -270 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 0.3 0.0 31.3 98.1 97.7 98.4: 2.3 1.6
Old : 100.0: 66.4 0.3 0.0 31.3 98.1 97.7 98.4: 2.3 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 : 28: 12 1 0 9 9 21 10:
Old : 28: 12 1 0 9 9 21 10:
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 : 81.0 86.3 88.9 97.0 81.0 86.2 88.9 95.9
Old : 81.0 86.3 88.9 97.0 81.0 86.2 88.9 95.9
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, November 15, 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 : 125,532: 34,293 52,892 1,902 64,713 32,179 100,908 86,973: 24,624 38,559
Old : 125,532: 34,293 52,892 1,902 64,713 32,179 100,908 86,973: 24,624 38,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 4,539: 1,443 -1,270 395 4,074 1,618 5,912 743: -1,373 3,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 42.1 1.5 51.6 25.6 80.4 69.3: 19.6 30.7
Old : 100.0: 27.3 42.1 1.5 51.6 25.6 80.4 69.3: 19.6 30.7
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 : 94: 24 36 12 17 25 47 67:
Old : 94: 24 36 12 17 25 47 67:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 18.3 54.0 30.0 42.2 18.3 53.3 30.0
Old : 42.9 18.3 54.0 30.0 42.2 18.3 53.3 30.0
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, November 15, 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 : 54,533: 7,005 29,199 464 39,568 3,047 47,037 32,710: 7,496 21,823
Old : 54,533: 7,005 29,199 464 39,568 3,047 47,037 32,710: 7,496 21,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 901: 199 -898 46 1,882 -1,736 2,127 -2,588: -1,226 3,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 53.5 0.9 72.6 5.6 86.3 60.0: 13.7 40.0
Old : 100.0: 12.8 53.5 0.9 72.6 5.6 86.3 60.0: 13.7 40.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 8 18 5 13 6 22 28:
Old : 43: 8 18 5 13 6 22 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 : 61.2 36.2 72.3 45.2 61.2 36.2 72.1 45.2
Old : 61.2 36.2 72.3 45.2 61.2 36.2 72.1 45.2
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, November 15, 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 : 153,771: 22,124 67,277 12,976 111,940 67,051 147,040 147,304: 6,731 6,467
Old : 153,771: 22,124 67,277 12,976 111,940 67,051 147,040 147,304: 6,731 6,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 4,905: -3,174 8,983 -458 7,540 -4,200 3,908 4,325: 997 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 43.8 8.4 72.8 43.6 95.6 95.8: 4.4 4.2
Old : 100.0: 14.4 43.8 8.4 72.8 43.6 95.6 95.8: 4.4 4.2
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 : 141: 34 67 15 23 22 68 96:
Old : 141: 34 67 15 23 22 68 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 31.9 67.8 47.7 48.5 30.6 64.0 42.4
Old : 48.5 31.9 67.8 47.7 48.5 30.6 64.0 42.4
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, November 15, 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 : 248,103: 54,241 134,554 6,690 164,645 70,318 225,576 211,562: 22,527 36,541
Old : 248,103: 54,241 134,554 6,690 164,645 70,318 225,576 211,562: 22,527 36,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -5,600: 1,030 -8,502 2,027 -4,938 2,477 -1,881 -3,998: -3,719 -1,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 54.2 2.7 66.4 28.3 90.9 85.3: 9.1 14.7
Old : 100.0: 21.9 54.2 2.7 66.4 28.3 90.9 85.3: 9.1 14.7
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 : 135: 36 52 17 26 39 69 101:
Old : 135: 36 52 17 26 39 69 101:
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 : 60.2 33.2 67.4 43.0 59.8 32.3 66.9 41.6
Old : 60.2 33.2 67.4 43.0 59.8 32.3 66.9 41.6
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, November 15, 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 : 170,967: 67,085 46,409 1,917 81,503 88,408 150,505 136,734: 20,462 34,233
Old : 170,967: 67,085 46,409 1,917 81,503 88,408 150,505 136,734: 20,462 34,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 6,639: -5,534 5,746 73 11,665 269 6,204 6,088: 435 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 27.1 1.1 47.7 51.7 88.0 80.0: 12.0 20.0
Old : 100.0: 39.2 27.1 1.1 47.7 51.7 88.0 80.0: 12.0 20.0
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 : 125: 32 41 10 32 35 69 82:
Old : 125: 32 41 10 32 35 69 82:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 35.0 47.3 46.6 30.6 34.5 45.7 46.1
Old : 32.2 35.0 47.3 46.6 30.6 34.5 45.7 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, November 15, 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 : 415,752: 121,575 240,757 8,128 235,596 104,624 365,299 353,509: 50,453 62,243
Old : 415,752: 121,575 240,757 8,128 235,596 104,624 365,299 353,509: 50,453 62,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -2,255: 2,678 -7,454 -1,757 -10,020 3,589 -9,099 -5,622: 6,844 3,367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 57.9 2.0 56.7 25.2 87.9 85.0: 12.1 15.0
Old : 100.0: 29.2 57.9 2.0 56.7 25.2 87.9 85.0: 12.1 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 : 247: 72 93 40 58 58 142 180:
Old : 247: 72 93 40 58 58 142 180:
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 : 34.5 26.7 46.6 36.4 32.4 26.7 44.3 35.7
Old : 34.5 26.7 46.6 36.4 32.4 26.7 44.3 35.7
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, November 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 26,869: 19,363 3,821 261 5,596 22,015 25,220 26,097: 1,649 772
Old : 26,869: 19,363 3,821 261 5,596 22,015 25,220 26,097: 1,649 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -3,175: -3,057 853 107 -85 -4,144 -3,035 -3,184: -140 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 14.2 1.0 20.8 81.9 93.9 97.1: 6.1 2.9
Old : 100.0: 72.1 14.2 1.0 20.8 81.9 93.9 97.1: 6.1 2.9
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 : 32: 16 8 3 3 6 20 17:
Old : 32: 16 8 3 3 6 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 82.4 85.7 92.9 77.8 82.3 85.6 92.9
Old : 77.8 82.4 85.7 92.9 77.8 82.3 85.6 92.9
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, November 15, 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 : 48,563: 33,547 31,504 494 9,845 13,582 43,886 45,580: 4,677 2,983
Old : 48,563: 33,547 31,504 494 9,845 13,582 43,886 45,580: 4,677 2,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -3,550: -2,577 -2,115 337 12 -545 -2,228 -2,323: -1,322 -1,227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 64.9 1.0 20.3 28.0 90.4 93.9: 9.6 6.1
Old : 100.0: 69.1 64.9 1.0 20.3 28.0 90.4 93.9: 9.6 6.1
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 : 73: 35 19 7 11 13 48 37:
Old : 73: 35 19 7 11 13 48 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 : 42.5 70.9 57.9 80.5 41.9 70.9 56.2 80.5
Old : 42.5 70.9 57.9 80.5 41.9 70.9 56.2 80.5
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, November 15, 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 :12,105,219: 400,999 2,505,301 2,858,610 8,195,663 5,606,022 11,455,272 10,969,933: 649,947 1,135,286
Old :12,105,219: 400,999 2,505,301 2,858,610 8,195,663 5,606,022 11,455,272 10,969,933: 649,947 1,135,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 441,284: -47,093 233,575 318,140 249,284 -130,014 520,331 421,701: -79,047 19,583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 20.7 23.6 67.7 46.3 94.6 90.6: 5.4 9.4
Old : 100.0: 3.3 20.7 23.6 67.7 46.3 94.6 90.6: 5.4 9.4
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 : 268: 26 93 93 120 139 224 254:
Old : 268: 26 93 93 120 139 224 254:
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 : 36.0 18.1 48.9 30.7 32.2 12.1 37.0 16.5
Old : 36.0 18.1 48.9 30.7 32.2 12.1 37.0 16.5
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, November 15, 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 : 667,044: 97,544 93,626 21,255 447,113 446,002 565,912 560,883: 101,131 106,161
Old : 667,044: 97,544 93,626 21,255 447,113 446,002 565,912 560,883: 101,131 106,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -5,940: -4,326 1,429 -5,873 6,391 -303 -3,809 -4,747: -2,131 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 14.0 3.2 67.0 66.9 84.8 84.1: 15.2 15.9
Old : 100.0: 14.6 14.0 3.2 67.0 66.9 84.8 84.1: 15.2 15.9
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 : 602: 128 138 81 234 238 406 415:
Old : 602: 128 138 81 234 238 406 415:
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 18.0 21.8 24.8 11.9 15.8 19.0 22.0
Old : 14.0 18.0 21.8 24.8 11.9 15.8 19.0 22.0
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, November 15, 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 : 84,290: 9,245 2,542 25 46,146 39,778 55,416 42,345: 28,874 41,945
Old : 84,290: 9,245 2,542 25 46,146 39,778 55,416 42,345: 28,874 41,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -2,502: -2,924 716 -722 1,415 2,403 -2,231 2,397: -271 -4,899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 3.0 0.0 54.7 47.2 65.7 50.2: 34.3 49.8
Old : 100.0: 11.0 3.0 0.0 54.7 47.2 65.7 50.2: 34.3 49.8
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 : 62: 17 4 1 28 21 45 26:
Old : 62: 17 4 1 28 21 45 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 : 25.9 31.2 38.3 40.1 25.7 30.1 37.9 38.5
Old : 25.9 31.2 38.3 40.1 25.7 30.1 37.9 38.5
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, November 15, 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 : 2,913,769: 461,133 475,057 86,513 2,004,836 2,031,118 2,552,482 2,592,688: 361,287 321,081
Old : 2,913,769: 461,133 475,057 86,513 2,004,836 2,031,118 2,552,482 2,592,688: 361,287 321,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -17,190: -23,350 -12,773 -9,417 24,879 -13,528 -7,888 -35,718: -9,302 18,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 16.3 3.0 68.8 69.7 87.6 89.0: 12.4 11.0
Old : 100.0: 15.8 16.3 3.0 68.8 69.7 87.6 89.0: 12.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 593: 125 138 76 225 231 392 405:
Old : 593: 125 138 76 225 231 392 405:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.4 19.8 23.6 27.5 12.8 17.3 20.2 24.5
Old : 15.4 19.8 23.6 27.5 12.8 17.3 20.2 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, November 15, 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 : 75,148: 21,058 2,886 125 42,673 68,372 63,856 71,383: 11,292 3,765
Old : 75,148: 21,058 2,886 125 42,673 68,372 63,856 71,383: 11,292 3,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -1,950: 452 760 -85 -2,451 -3,542 -2,084 -2,867: 134 917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 3.8 0.2 56.8 91.0 85.0 95.0: 15.0 5.0
Old : 100.0: 28.0 3.8 0.2 56.8 91.0 85.0 95.0: 15.0 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 : 77: 15 4 2 44 33 59 39:
Old : 77: 15 4 2 44 33 59 39:
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 : 33.7 42.1 46.4 68.2 33.3 41.8 45.8 67.8
Old : 33.7 42.1 46.4 68.2 33.3 41.8 45.8 67.8
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, November 15, 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 : 51,101: 21,851 7,569 975 22,894 37,881 45,720 46,425: 5,381 4,676
Old : 51,101: 21,851 7,569 975 22,894 37,881 45,720 46,425: 5,381 4,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -8,721: -3,738 2,299 -180 -4,805 -10,731 -8,723 -8,611: 2 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 14.8 1.9 44.8 74.1 89.5 90.9: 10.5 9.1
Old : 100.0: 42.8 14.8 1.9 44.8 74.1 89.5 90.9: 10.5 9.1
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 : 230: 63 48 17 68 73 139 130:
Old : 230: 63 48 17 68 73 139 130:
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 : 24.0 34.2 35.8 48.3 23.9 34.0 35.7 48.2
Old : 24.0 34.2 35.8 48.3 23.9 34.0 35.7 48.2
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, November 15, 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 : 255,504: 109,255 37,843 4,876 114,468 189,407 228,599 232,126: 26,905 23,378
Old : 255,504: 109,255 37,843 4,876 114,468 189,407 228,599 232,126: 26,905 23,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -43,607: -18,692 11,497 -898 -24,025 -53,654 -43,615 -43,055: 8 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 14.8 1.9 44.8 74.1 89.5 90.9: 10.5 9.1
Old : 100.0: 42.8 14.8 1.9 44.8 74.1 89.5 90.9: 10.5 9.1
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 : 230: 63 48 17 68 73 139 130:
Old : 230: 63 48 17 68 73 139 130:
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 : 24.0 34.2 35.8 48.3 23.9 34.0 35.7 48.2
Old : 24.0 34.2 35.8 48.3 23.9 34.0 35.7 48.2
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, November 15, 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 : 113,124: 77,814 36,296 2,856 8,814 54,377 89,484 93,529: 23,640 19,595
Old : 113,124: 77,814 36,296 2,856 8,814 54,377 89,484 93,529: 23,640 19,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: -24,436: -14,689 -15,099 233 -2,462 -6,649 -16,918 -21,515: -7,518 -2,921
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 32.1 2.5 7.8 48.1 79.1 82.7: 20.9 17.3
Old : 100.0: 68.8 32.1 2.5 7.8 48.1 79.1 82.7: 20.9 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 : 95: 44 23 14 12 23 63 53:
Old : 95: 44 23 14 12 23 63 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 : 35.1 47.4 45.7 58.1 35.1 47.1 45.7 57.0
Old : 35.1 47.4 45.7 58.1 35.1 47.1 45.7 57.0
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, November 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 35,489: 10,950 2,951 5 15,859 28,461 26,814 31,417: 8,675 4,072
Old : 35,489: 10,950 2,951 5 15,859 28,461 26,814 31,417: 8,675 4,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 541: -797 466 0 1,806 115 1,009 581: -468 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.3 0.0 44.7 80.2 75.6 88.5: 24.4 11.5
Old : 100.0: 30.9 8.3 0.0 44.7 80.2 75.6 88.5: 24.4 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 : 51: 18 5 1 17 14 35 20:
Old : 51: 18 5 1 17 14 35 20:
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 : 35.8 73.4 48.1 81.7 35.8 73.4 48.1 81.7
Old : 35.8 73.4 48.1 81.7 35.8 73.4 48.1 81.7
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, November 15, 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 : 66,538: 12,895 10,123 2,165 42,038 42,840 57,098 55,128: 9,440 11,410
Old : 66,538: 12,895 10,123 2,165 42,038 42,840 57,098 55,128: 9,440 11,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 5,820: 1,131 1,367 -651 5,122 532 5,602 1,248: 218 4,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 15.2 3.3 63.2 64.4 85.8 82.9: 14.2 17.1
Old : 100.0: 19.4 15.2 3.3 63.2 64.4 85.8 82.9: 14.2 17.1
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 : 104: 29 17 8 33 36 66 57:
Old : 104: 29 17 8 33 36 66 57:
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 : 30.5 35.0 44.1 47.6 30.5 35.0 42.6 46.2
Old : 30.5 35.0 44.1 47.6 30.5 35.0 42.6 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2016