BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, December 20, 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 : 5,215: 974 1,918 195 3,194 2,474 4,363 4,587: 852 628
Old : 5,215: 974 1,918 195 3,194 2,474 4,363 4,587: 852 628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 160: 143 108 -34 4 156 113 230: 47 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 36.8 3.7 61.2 47.4 83.7 88.0: 16.3 12.0
Old : 100.0: 18.7 36.8 3.7 61.2 47.4 83.7 88.0: 16.3 12.0
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 : 38: 5 10 7 18 18 28 30:
Old : 38: 5 10 7 18 18 28 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 : 51.9 38.1 68.6 59.3 51.8 35.8 65.2 54.2
Old : 51.9 38.1 68.6 59.3 51.8 35.8 65.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, December 20, 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 : 35,240: 22,396 8,391 747 8,655 18,434 31,798 27,572: 3,442 7,668
Old : 35,240: 22,396 8,391 747 8,655 18,434 31,798 27,572: 3,442 7,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,393: 751 -179 6 152 943 909 770: 484 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 23.8 2.1 24.6 52.3 90.2 78.2: 9.8 21.8
Old : 100.0: 63.6 23.8 2.1 24.6 52.3 90.2 78.2: 9.8 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 29 20 17 19 25 55 55:
Old : 84: 29 20 17 19 25 55 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 32.0 68.8 46.1 55.8 31.8 68.3 46.0
Old : 55.8 32.0 68.8 46.1 55.8 31.8 68.3 46.0
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, December 20, 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 : 6,009: 530 786 1,498 3,527 3,023 5,555 5,307: 454 702
Old : 6,009: 530 786 1,498 3,527 3,023 5,555 5,307: 454 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 175: 58 62 -63 193 147 188 146: -13 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 13.1 24.9 58.7 50.3 92.4 88.3: 7.6 11.7
Old : 100.0: 8.8 13.1 24.9 58.7 50.3 92.4 88.3: 7.6 11.7
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 : 45: 5 12 11 19 18 33 33:
Old : 45: 5 12 11 19 18 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 47.8 60.2 65.1 27.0 31.2 44.9 41.1
Old : 40.4 47.8 60.2 65.1 27.0 31.2 44.9 41.1
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, December 20, 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 : 192,541: 80,592 47,516 25,111 69,828 86,895 175,531 159,522: 17,010 33,019
Old : 190,182: 80,278 47,305 24,450 69,222 85,820 173,950 157,575: 16,232 32,607
Other: 2,359: 876 773 99 606 1,075 1,581 1,947: 778 412
: : :
: : Changes in Commitments from: December 13, 2016 :
: -11,982: -4,436 -14,147 -7,441 -3,134 9,552 -15,011 -12,036: 3,029 54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 24.7 13.0 36.3 45.1 91.2 82.9: 8.8 17.1
Old : 100.0: 42.2 24.9 12.9 36.4 45.1 91.5 82.9: 8.5 17.1
Other: 100.0: 37.1 32.8 4.2 25.7 45.6 67.0 82.5: 33.0 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 82 75 80 48 81 178 207:
Old : 272: 81 77 80 44 81 174 207:
Other: 43: 6 14 4 7 18 15 35:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.7 12.7 31.3 21.3 17.5 12.7 30.5 20.7
Old : 17.6 12.7 31.4 21.3 17.5 12.7 30.7 20.7
Other: 52.1 37.1 62.7 56.7 51.0 37.1 60.2 56.7
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, December 20, 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 : 300,306: 126,104 45,031 41,683 106,832 165,435 274,619 252,149: 25,687 48,157
Old : 300,306: 126,104 45,031 41,683 106,832 165,435 274,619 252,149: 25,687 48,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 11,676: 7,356 -1,395 3,608 2,677 9,448 13,641 11,661: -1,965 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 15.0 13.9 35.6 55.1 91.4 84.0: 8.6 16.0
Old : 100.0: 42.0 15.0 13.9 35.6 55.1 91.4 84.0: 8.6 16.0
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 : 391: 124 84 107 101 142 273 298:
Old : 391: 124 84 107 101 142 273 298:
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 : 14.8 19.4 24.5 28.0 14.2 18.8 22.9 25.0
Old : 14.8 19.4 24.5 28.0 14.2 18.8 22.9 25.0
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, December 20, 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 : 4,191: 1,439 1,430 364 1,261 1,282 3,064 3,076: 1,127 1,115
Old : 4,191: 1,439 1,430 364 1,261 1,282 3,064 3,076: 1,127 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 511: -3 421 96 413 -210 506 307: 5 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 34.1 8.7 30.1 30.6 73.1 73.4: 26.9 26.6
Old : 100.0: 34.3 34.1 8.7 30.1 30.6 73.1 73.4: 26.9 26.6
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 : 52: 16 12 8 14 17 34 35:
Old : 52: 16 12 8 14 17 34 35:
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 : 35.6 32.0 47.1 45.8 34.0 30.9 44.0 43.2
Old : 35.6 32.0 47.1 45.8 34.0 30.9 44.0 43.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, December 20, 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 : 43,627: 20,580 14,115 4,827 10,242 8,222 35,649 27,164: 7,978 16,463
Old : 43,627: 20,580 14,115 4,827 10,242 8,222 35,649 27,164: 7,978 16,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -788: 173 -564 -1,063 -39 306 -929 -1,321: 141 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 32.4 11.1 23.5 18.8 81.7 62.3: 18.3 37.7
Old : 100.0: 47.2 32.4 11.1 23.5 18.8 81.7 62.3: 18.3 37.7
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 : 179: 45 49 42 40 55 109 134:
Old : 179: 45 49 42 40 55 109 134:
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 : 24.1 11.2 36.9 19.5 24.1 10.7 36.9 18.6
Old : 24.1 11.2 36.9 19.5 24.1 10.7 36.9 18.6
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, December 20, 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 : 4,983: 498 4,076 135 3,432 496 4,065 4,707: 918 276
Old : 4,983: 498 4,076 135 3,432 496 4,065 4,707: 918 276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 139: 48 104 -11 133 56 170 149: -31 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 81.8 2.7 68.9 10.0 81.6 94.5: 18.4 5.5
Old : 100.0: 10.0 81.8 2.7 68.9 10.0 81.6 94.5: 18.4 5.5
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: 5 5 2 12 4 18 10:
Old : 22: 5 5 2 12 4 18 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 : 48.2 85.0 63.6 92.7 48.2 84.8 62.8 89.2
Old : 48.2 85.0 63.6 92.7 48.2 84.8 62.8 89.2
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, December 20, 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 : 22,973: 4,949 15,272 167 17,266 6,779 22,382 22,218: 591 755
Old : 22,973: 4,949 15,272 167 17,266 6,779 22,382 22,218: 591 755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 721: 415 531 -9 264 104 670 626: 51 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 66.5 0.7 75.2 29.5 97.4 96.7: 2.6 3.3
Old : 100.0: 21.5 66.5 0.7 75.2 29.5 97.4 96.7: 2.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 19 8 7 21 19 41 33:
Old : 60: 19 8 7 21 19 41 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 69.2 68.8 83.8 48.9 69.1 68.1 83.4
Old : 49.1 69.2 68.8 83.8 48.9 69.1 68.1 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, December 20, 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 : 27,000: 16,865 2,297 0 8,372 24,084 25,237 26,381: 1,763 619
Old : 27,000: 16,865 2,297 0 8,372 24,084 25,237 26,381: 1,763 619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -13,952: -4,097 2,163 -3,539 -6,336 -12,492 -13,972 -13,868: 20 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 8.5 0.0 31.0 89.2 93.5 97.7: 6.5 2.3
Old : 100.0: 62.5 8.5 0.0 31.0 89.2 93.5 97.7: 6.5 2.3
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 : 25: 11 1 0 5 8 16 9:
Old : 25: 11 1 0 5 8 16 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 : 79.4 83.6 87.7 96.6 79.4 83.6 87.7 96.6
Old : 79.4 83.6 87.7 96.6 79.4 83.6 87.7 96.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, December 20, 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 : 106,080: 22,246 34,000 4,306 52,784 38,842 79,336 77,148: 26,744 28,932
Old : 106,080: 22,246 34,000 4,306 52,784 38,842 79,336 77,148: 26,744 28,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -8,185: -1,789 -11,904 1,388 -2,159 4,020 -2,560 -6,496: -5,625 -1,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 32.1 4.1 49.8 36.6 74.8 72.7: 25.2 27.3
Old : 100.0: 21.0 32.1 4.1 49.8 36.6 74.8 72.7: 25.2 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 : 90: 22 27 7 22 32 50 60:
Old : 90: 22 27 7 22 32 50 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 : 32.4 21.0 43.7 34.1 29.9 21.0 41.1 32.8
Old : 32.4 21.0 43.7 34.1 29.9 21.0 41.1 32.8
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, December 20, 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 : 55,185: 33,476 26,366 333 16,028 4,665 49,837 31,364: 5,348 23,821
Old : 55,185: 33,476 26,366 333 16,028 4,665 49,837 31,364: 5,348 23,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -9,448: 27,876 -4,522 -5,064 -31,458 359 -8,646 -9,227: -802 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 47.8 0.6 29.0 8.5 90.3 56.8: 9.7 43.2
Old : 100.0: 60.7 47.8 0.6 29.0 8.5 90.3 56.8: 9.7 43.2
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 : 48: 13 19 5 10 7 25 29:
Old : 48: 13 19 5 10 7 25 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 : 56.4 26.3 69.7 38.1 56.4 26.3 69.6 38.1
Old : 56.4 26.3 69.7 38.1 56.4 26.3 69.6 38.1
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, December 20, 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 : 139,166: 20,806 87,487 1,223 111,792 43,353 133,821 132,063: 5,345 7,103
Old : 139,166: 20,806 87,487 1,223 111,792 43,353 133,821 132,063: 5,345 7,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -16,552: 1,805 10,827 -10,035 -7,419 -17,423 -15,649 -16,631: -903 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 62.9 0.9 80.3 31.2 96.2 94.9: 3.8 5.1
Old : 100.0: 15.0 62.9 0.9 80.3 31.2 96.2 94.9: 3.8 5.1
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 : 119: 33 54 9 17 20 55 78:
Old : 119: 33 54 9 17 20 55 78:
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 : 67.9 36.5 81.1 54.1 67.9 36.5 81.1 54.1
Old : 67.9 36.5 81.1 54.1 67.9 36.5 81.1 54.1
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, December 20, 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 : 205,486: 44,152 103,502 4,213 137,410 60,917 185,775 168,632: 19,711 36,854
Old : 205,486: 44,152 103,502 4,213 137,410 60,917 185,775 168,632: 19,711 36,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -32,311: 3,637 -9,356 -10,324 -22,834 -15,487 -29,521 -35,167: -2,790 2,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 50.4 2.1 66.9 29.6 90.4 82.1: 9.6 17.9
Old : 100.0: 21.5 50.4 2.1 66.9 29.6 90.4 82.1: 9.6 17.9
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 : 118: 26 51 12 18 35 50 92:
Old : 118: 26 51 12 18 35 50 92:
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 : 64.5 31.7 70.4 43.3 64.4 30.7 70.4 42.0
Old : 64.5 31.7 70.4 43.3 64.4 30.7 70.4 42.0
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, December 20, 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 : 220,435: 64,200 139,649 1,491 137,201 37,978 202,892 179,118: 17,543 41,317
Old : 220,435: 64,200 139,649 1,491 137,201 37,978 202,892 179,118: 17,543 41,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -64,839: 1,768 13,788 -7,753 -57,692 -69,486 -63,677 -63,451: -1,162 -1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 63.4 0.7 62.2 17.2 92.0 81.3: 8.0 18.7
Old : 100.0: 29.1 63.4 0.7 62.2 17.2 92.0 81.3: 8.0 18.7
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 : 134: 25 61 6 27 34 56 97:
Old : 134: 25 61 6 27 34 56 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 : 48.4 36.1 61.6 47.7 48.3 36.1 61.4 46.1
Old : 48.4 36.1 61.6 47.7 48.3 36.1 61.4 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, December 20, 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 : 399,589: 117,460 195,505 10,551 219,648 130,749 347,659 336,805: 51,930 62,784
Old : 399,589: 117,460 195,505 10,551 219,648 130,749 347,659 336,805: 51,930 62,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -48,090: -6,137 -15,605 -245 -39,889 -29,487 -46,271 -45,337: -1,819 -2,753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 48.9 2.6 55.0 32.7 87.0 84.3: 13.0 15.7
Old : 100.0: 29.4 48.9 2.6 55.0 32.7 87.0 84.3: 13.0 15.7
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 : 236: 65 90 32 54 59 132 169:
Old : 236: 65 90 32 54 59 132 169:
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 : 38.0 25.0 49.8 36.9 37.8 24.9 49.1 36.9
Old : 38.0 25.0 49.8 36.9 37.8 24.9 49.1 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, December 20, 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 : 27,059: 18,059 5,152 907 6,515 20,417 25,481 26,476: 1,578 583
Old : 27,059: 18,059 5,152 907 6,515 20,417 25,481 26,476: 1,578 583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 6,994: 6,600 711 311 -37 5,964 6,874 6,986: 120 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 19.0 3.4 24.1 75.5 94.2 97.8: 5.8 2.2
Old : 100.0: 66.7 19.0 3.4 24.1 75.5 94.2 97.8: 5.8 2.2
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 : 29: 12 9 3 3 5 18 15:
Old : 29: 12 9 3 3 5 18 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 : 78.4 82.2 87.6 91.7 78.4 80.5 86.3 88.8
Old : 78.4 82.2 87.6 91.7 78.4 80.5 86.3 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, December 20, 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 : 41,806: 28,313 35,266 249 9,684 3,149 38,246 38,664: 3,560 3,142
Old : 41,806: 28,313 35,266 249 9,684 3,149 38,246 38,664: 3,560 3,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -12,420: -1,089 2,162 -1,785 -8,380 -12,793 -11,254 -12,416: -1,166 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 84.4 0.6 23.2 7.5 91.5 92.5: 8.5 7.5
Old : 100.0: 67.7 84.4 0.6 23.2 7.5 91.5 92.5: 8.5 7.5
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 : 70: 30 24 4 12 6 44 32:
Old : 70: 30 24 4 12 6 44 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 70.2 52.5 79.0 33.3 70.2 50.6 77.5
Old : 34.0 70.2 52.5 79.0 33.3 70.2 50.6 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, December 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF ZAR 500,000) :
: : :
All : 7,738: 4,003 3,673 0 2,800 3,459 6,803 7,132: 935 606
Old : 7,738: 4,003 3,673 0 2,800 3,459 6,803 7,132: 935 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -532: 2,279 404 -2,637 -194 1,870 -552 -363: 20 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 47.5 0.0 36.2 44.7 87.9 92.2: 12.1 7.8
Old : 100.0: 51.7 47.5 0.0 36.2 44.7 87.9 92.2: 12.1 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 5 0 5 3 13 8:
Old : 20: 8 5 0 5 3 13 8:
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 : 67.7 79.7 81.3 92.2 67.7 79.7 81.3 92.2
Old : 67.7 79.7 81.3 92.2 67.7 79.7 81.3 92.2
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, December 20, 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 :11,093,509: 419,914 2,427,778 2,151,475 7,989,141 5,372,573 10,560,530 9,951,826: 532,979 1,141,683
Old :11,093,509: 419,914 2,427,778 2,151,475 7,989,141 5,372,573 10,560,530 9,951,826: 532,979 1,141,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
:-1,820,602: -33,478 -384,098 -550,489 -1,231,694 -867,483 -1,815,661 -1,802,070: -4,941 -18,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 21.9 19.4 72.0 48.4 95.2 89.7: 4.8 10.3
Old : 100.0: 3.8 21.9 19.4 72.0 48.4 95.2 89.7: 4.8 10.3
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 : 256: 30 91 98 110 121 214 245:
Old : 256: 30 91 98 110 121 214 245:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 18.3 51.4 27.3 34.4 15.0 40.7 19.7
Old : 39.9 18.3 51.4 27.3 34.4 15.0 40.7 19.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, December 20, 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 : 607,961: 84,787 85,802 14,950 432,515 431,769 532,252 532,521: 75,709 75,440
Old : 607,961: 84,787 85,802 14,950 432,515 431,769 532,252 532,521: 75,709 75,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -171,964: -11,895 -19,591 -17,630 -96,807 -86,737 -126,332 -123,958: -45,632 -48,006
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 14.1 2.5 71.1 71.0 87.5 87.6: 12.5 12.4
Old : 100.0: 13.9 14.1 2.5 71.1 71.0 87.5 87.6: 12.5 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 579: 119 140 70 218 214 373 388:
Old : 579: 119 140 70 218 214 373 388:
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 : 16.0 22.5 26.6 29.3 13.7 19.6 22.5 25.9
Old : 16.0 22.5 26.6 29.3 13.7 19.6 22.5 25.9
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, December 20, 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 : 56,450: 6,861 895 312 20,265 36,409 27,438 37,616: 29,012 18,834
Old : 56,450: 6,861 895 312 20,265 36,409 27,438 37,616: 29,012 18,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -45,579: -9,649 -584 -537 -29,676 -18,096 -39,862 -19,217: -5,717 -26,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.6 0.6 35.9 64.5 48.6 66.6: 51.4 33.4
Old : 100.0: 12.2 1.6 0.6 35.9 64.5 48.6 66.6: 51.4 33.4
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 : 46: 9 5 3 16 21 27 27:
Old : 46: 9 5 3 16 21 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 46.0 31.0 57.1 19.7 43.5 30.2 54.4
Old : 19.9 46.0 31.0 57.1 19.7 43.5 30.2 54.4
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, December 20, 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 : 2,757,555: 399,972 434,877 62,848 2,061,251 1,976,801 2,524,071 2,474,526: 233,484 283,029
Old : 2,757,555: 399,972 434,877 62,848 2,061,251 1,976,801 2,524,071 2,474,526: 233,484 283,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -631,925: -52,200 -136,004 -44,494 -335,657 -343,205 -432,351 -523,703: -199,574 -108,222
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 15.8 2.3 74.7 71.7 91.5 89.7: 8.5 10.3
Old : 100.0: 14.5 15.8 2.3 74.7 71.7 91.5 89.7: 8.5 10.3
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 : 574: 118 139 68 214 210 366 383:
Old : 574: 118 139 68 214 210 366 383:
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 : 16.7 23.8 28.3 31.0 14.3 20.5 24.0 27.5
Old : 16.7 23.8 28.3 31.0 14.3 20.5 24.0 27.5
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, December 20, 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 : 97,328: 28,233 3,188 116 56,086 90,070 84,435 93,374: 12,893 3,954
Old : 97,328: 28,233 3,188 116 56,086 90,070 84,435 93,374: 12,893 3,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -11,515: 2,047 -1,050 -28 -11,939 -10,291 -9,920 -11,369: -1,595 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 3.3 0.1 57.6 92.5 86.8 95.9: 13.2 4.1
Old : 100.0: 29.0 3.3 0.1 57.6 92.5 86.8 95.9: 13.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 18 5 1 46 32 64 38:
Old : 86: 18 5 1 46 32 64 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 46.3 51.6 68.9 39.1 46.3 51.6 68.6
Old : 39.1 46.3 51.6 68.9 39.1 46.3 51.6 68.6
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, December 20, 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 : 44,391: 22,870 7,882 523 15,102 31,728 38,495 40,133: 5,896 4,258
Old : 44,391: 22,870 7,882 523 15,102 31,728 38,495 40,133: 5,896 4,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -15,409: 83 520 -541 -14,258 -15,500 -14,715 -15,521: -694 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 17.8 1.2 34.0 71.5 86.7 90.4: 13.3 9.6
Old : 100.0: 51.5 17.8 1.2 34.0 71.5 86.7 90.4: 13.3 9.6
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 : 216: 65 53 13 55 60 126 120:
Old : 216: 65 53 13 55 60 126 120:
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 : 26.2 37.2 37.6 51.0 26.1 37.2 37.5 51.0
Old : 26.2 37.2 37.6 51.0 26.1 37.2 37.5 51.0
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, December 20, 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 : 221,956: 114,350 39,411 2,617 75,508 158,638 192,475 200,666: 29,481 21,290
Old : 221,956: 114,350 39,411 2,617 75,508 158,638 192,475 200,666: 29,481 21,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -77,044: 417 2,598 -2,703 -71,288 -77,502 -73,574 -77,607: -3,470 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 17.8 1.2 34.0 71.5 86.7 90.4: 13.3 9.6
Old : 100.0: 51.5 17.8 1.2 34.0 71.5 86.7 90.4: 13.3 9.6
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 : 216: 65 53 13 55 60 126 120:
Old : 216: 65 53 13 55 60 126 120:
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 : 26.2 37.2 37.6 51.0 26.1 37.2 37.5 51.0
Old : 26.2 37.2 37.6 51.0 26.1 37.2 37.5 51.0
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, December 20, 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 : 76,916: 38,321 34,380 1,789 16,673 13,912 56,783 50,081: 20,133 26,835
Old : 76,916: 38,321 34,380 1,789 16,673 13,912 56,783 50,081: 20,133 26,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -10,854: -1,969 7,563 -2,055 -2,997 -21,583 -7,021 -16,075: -3,833 5,221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 44.7 2.3 21.7 18.1 73.8 65.1: 26.2 34.9
Old : 100.0: 49.8 44.7 2.3 21.7 18.1 73.8 65.1: 26.2 34.9
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 : 76: 29 28 4 12 10 44 39:
Old : 76: 29 28 4 12 10 44 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 : 27.7 23.4 40.9 37.1 27.7 22.2 40.9 35.8
Old : 27.7 23.4 40.9 37.1 27.7 22.2 40.9 35.8
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, December 20, 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 : 28,999: 6,421 5,777 0 15,076 16,360 21,497 22,137: 7,502 6,862
Old : 28,999: 6,421 5,777 0 15,076 16,360 21,497 22,137: 7,502 6,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: -1,334: -1,162 -591 0 -283 -1,234 -1,445 -1,825: 111 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 19.9 0.0 52.0 56.4 74.1 76.3: 25.9 23.7
Old : 100.0: 22.1 19.9 0.0 52.0 56.4 74.1 76.3: 25.9 23.7
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 : 39: 13 5 0 15 8 28 13:
Old : 39: 13 5 0 15 8 28 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 : 41.3 63.5 52.4 72.3 41.3 63.5 52.2 72.3
Old : 41.3 63.5 52.4 72.3 41.3 63.5 52.2 72.3
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, December 20, 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 : 54,965: 9,878 20,525 1,457 34,131 18,371 45,466 40,353: 9,499 14,612
Old : 54,965: 9,878 20,525 1,457 34,131 18,371 45,466 40,353: 9,499 14,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 1,472: 203 1,868 -29 -326 4,002 -152 5,841: 1,624 -4,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 37.3 2.7 62.1 33.4 82.7 73.4: 17.3 26.6
Old : 100.0: 18.0 37.3 2.7 62.1 33.4 82.7 73.4: 17.3 26.6
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 : 85: 21 18 4 32 24 55 44:
Old : 85: 21 18 4 32 24 55 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 24.9 41.3 37.8 31.9 22.3 39.1 33.3
Old : 32.8 24.9 41.3 37.8 31.9 22.3 39.1 33.3
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, December 20, 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 : 14,483: 7,853 4,853 0 5,953 9,436 13,806 14,289: 677 194
Old : 14,483: 7,853 4,853 0 5,953 9,436 13,806 14,289: 677 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 33.5 0.0 41.1 65.2 95.3 98.7: 4.7 1.3
Old : 100.0: 54.2 33.5 0.0 41.1 65.2 95.3 98.7: 4.7 1.3
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 : 21: 6 5 0 9 2 15 7:
Old : 21: 6 5 0 9 2 15 7:
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 : 77.6 95.4 88.0 98.7 77.6 95.4 88.0 98.5
Old : 77.6 95.4 88.0 98.7 77.6 95.4 88.0 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2016