BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 8,160: 1,082 1,614 962 5,285 4,914 7,329 7,490: 831 670
Old : 8,160: 1,082 1,614 962 5,285 4,914 7,329 7,490: 831 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 179: 143 -61 31 7 214 181 185: -2 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 19.8 11.8 64.8 60.2 89.8 91.8: 10.2 8.2
Old : 100.0: 13.3 19.8 11.8 64.8 60.2 89.8 91.8: 10.2 8.2
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 : 41: 6 9 8 22 21 33 33:
Old : 41: 6 9 8 22 21 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 : 39.8 31.1 58.2 51.1 39.7 28.0 54.3 44.7
Old : 39.8 31.1 58.2 51.1 39.7 28.0 54.3 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 58,195: 21,136 8,107 15,607 16,270 21,718 53,012 45,432: 5,183 12,763
Old : 58,195: 21,136 8,107 15,607 16,270 21,718 53,012 45,432: 5,183 12,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 947: 974 -219 100 -25 584 1,049 466: -101 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 13.9 26.8 28.0 37.3 91.1 78.1: 8.9 21.9
Old : 100.0: 36.3 13.9 26.8 28.0 37.3 91.1 78.1: 8.9 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 33 20 33 35 30 81 70:
Old : 93: 33 20 33 35 30 81 70:
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 29.1 47.8 40.8 31.6 23.4 40.0 31.4
Old : 34.0 29.1 47.8 40.8 31.6 23.4 40.0 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 8,029: 465 658 2,435 4,458 4,101 7,357 7,194: 671 834
Old : 8,029: 465 658 2,435 4,458 4,101 7,357 7,194: 671 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -9: 38 50 -8 -55 -45 -24 -3: 14 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 8.2 30.3 55.5 51.1 91.6 89.6: 8.4 10.4
Old : 100.0: 5.8 8.2 30.3 55.5 51.1 91.6 89.6: 8.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 11 12 24 18 38 32:
Old : 42: 5 11 12 24 18 38 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 : 33.1 39.4 49.9 55.8 23.6 25.3 37.0 33.5
Old : 33.1 39.4 49.9 55.8 23.6 25.3 37.0 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 6,504: 667 622 1,977 3,408 2,162 6,052 4,761: 453 1,743
Old : 6,504: 667 622 1,977 3,408 2,162 6,052 4,761: 453 1,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -9: 60 -114 -23 -32 50 5 -87: -13 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.6 30.4 52.4 33.2 93.0 73.2: 7.0 26.8
Old : 100.0: 10.3 9.6 30.4 52.4 33.2 93.0 73.2: 7.0 26.8
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: 5 4 8 8 7 16 16:
Old : 20: 5 4 8 8 7 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 49.6 81.4 64.9 52.8 38.3 60.1 41.6
Old : 57.7 49.6 81.4 64.9 52.8 38.3 60.1 41.6
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 286,915: 81,970 48,651 105,569 80,476 91,994 268,014 246,213: 18,901 40,702
Old : 285,589: 81,864 49,020 105,058 80,041 91,297 266,963 245,374: 18,626 40,215
Other: 1,326: 513 38 104 434 697 1,051 839: 274 487
: : :
: : Changes in Commitments from: November 22, 2016 :
: -9,311: 2,567 -202 -7,353 -3,005 -603 -7,791 -8,157: -1,519 -1,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 17.0 36.8 28.0 32.1 93.4 85.8: 6.6 14.2
Old : 100.0: 28.7 17.2 36.8 28.0 32.0 93.5 85.9: 6.5 14.1
Other: 100.0: 38.7 2.8 7.9 32.8 52.6 79.3 63.3: 20.7 36.7
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 108 103 127 81 93 260 261:
Old : 327: 106 105 127 81 93 260 261:
Other: 26: 5 6 5 5 14 14 21:
:----------------------------------------------------------------------------------------------------
: 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 : 12.0 9.7 21.4 16.5 11.5 7.1 19.7 11.7
Old : 12.0 9.8 21.5 16.6 11.5 7.1 19.8 11.7
Other: 64.2 33.7 73.5 50.9 63.8 32.4 67.7 46.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 364,957: 113,569 29,563 104,747 114,780 171,535 333,096 305,844: 31,860 59,112
Old : 364,957: 113,569 29,563 104,747 114,780 171,535 333,096 305,844: 31,860 59,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 5,564: 3,471 -8,367 1,667 -1,738 8,636 3,400 1,937: 2,164 3,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 8.1 28.7 31.5 47.0 91.3 83.8: 8.7 16.2
Old : 100.0: 31.1 8.1 28.7 31.5 47.0 91.3 83.8: 8.7 16.2
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 : 410: 137 89 144 134 150 340 327:
Old : 410: 137 89 144 134 150 340 327:
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 : 11.5 13.3 18.1 19.9 11.4 12.1 17.7 17.3
Old : 11.5 13.3 18.1 19.9 11.4 12.1 17.7 17.3
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 4,055: 1,619 954 373 815 1,744 2,807 3,070: 1,248 984
Old : 4,055: 1,619 954 373 815 1,744 2,807 3,070: 1,248 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 6: 36 -393 98 -183 183 -49 -112: 55 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 23.5 9.2 20.1 43.0 69.2 75.7: 30.8 24.3
Old : 100.0: 39.9 23.5 9.2 20.1 43.0 69.2 75.7: 30.8 24.3
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 : 54: 19 10 10 12 19 36 35:
Old : 54: 19 10 10 12 19 36 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 : 31.8 28.7 41.9 45.5 31.8 28.6 41.2 44.3
Old : 31.8 28.7 41.9 45.5 31.8 28.6 41.2 44.3
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 53,406: 19,306 11,627 12,869 12,816 11,022 44,992 35,518: 8,414 17,888
Old : 53,406: 19,306 11,627 12,869 12,816 11,022 44,992 35,518: 8,414 17,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 1,717: 330 -119 6 872 450 1,209 337: 508 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 21.8 24.1 24.0 20.6 84.2 66.5: 15.8 33.5
Old : 100.0: 36.2 21.8 24.1 24.0 20.6 84.2 66.5: 15.8 33.5
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 : 193: 46 57 68 52 59 147 146:
Old : 193: 46 57 68 52 59 147 146:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 11.2 31.9 19.9 19.2 9.5 28.8 16.7
Old : 21.4 11.2 31.9 19.9 19.2 9.5 28.8 16.7
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 with Delta-adjusted Options and Futures Combined, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,238: 474 4,079 184 3,578 580 4,236 4,843: 1,003 396
Old : 5,238: 474 4,079 184 3,578 580 4,236 4,843: 1,003 396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 49: 65 84 -3 20 -43 82 38: -33 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 77.9 3.5 68.3 11.1 80.9 92.4: 19.1 7.6
Old : 100.0: 9.1 77.9 3.5 68.3 11.1 80.9 92.4: 19.1 7.6
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 : 21: 4 5 5 12 4 18 12:
Old : 21: 4 5 5 12 4 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 : 47.9 80.2 64.4 90.3 47.9 79.9 64.3 85.4
Old : 47.9 80.2 64.4 90.3 47.9 79.9 64.3 85.4
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 32,627: 1,865 17,181 4,668 25,247 9,369 31,780 31,218: 847 1,410
Old : 32,627: 1,865 17,181 4,668 25,247 9,369 31,780 31,218: 847 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 542: 51 489 138 497 83 686 710: -144 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 52.7 14.3 77.4 28.7 97.4 95.7: 2.6 4.3
Old : 100.0: 5.7 52.7 14.3 77.4 28.7 97.4 95.7: 2.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 12 23 19 28 24 52 54:
Old : 71: 12 23 19 28 24 52 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 50.4 66.4 66.0 48.6 50.1 63.7 63.8
Old : 48.6 50.4 66.4 66.0 48.6 50.1 63.7 63.8
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 33,151: 21,996 0 19 9,886 32,533 31,901 32,552: 1,250 599
Old : 33,151: 21,996 0 19 9,886 32,533 31,901 32,552: 1,250 599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -3: 70 0 17 -2 174 85 191: -88 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 0.0 0.1 29.8 98.1 96.2 98.2: 3.8 1.8
Old : 100.0: 66.4 0.0 0.1 29.8 98.1 96.2 98.2: 3.8 1.8
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 : 28: 11 0 1 11 9 22 10:
Old : 28: 11 0 1 11 9 22 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 : 77.1 90.2 85.2 97.9 77.1 90.2 85.2 97.9
Old : 77.1 90.2 85.2 97.9 77.1 90.2 85.2 97.9
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 134,842: 25,367 43,848 6,875 74,915 47,471 107,157 98,195: 27,685 36,647
Old : 134,842: 25,367 43,848 6,875 74,915 47,471 107,157 98,195: 27,685 36,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -2,981: -3,544 -2,026 643 -1,420 261 -4,321 -1,121: 1,341 -1,859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 32.5 5.1 55.6 35.2 79.5 72.8: 20.5 27.2
Old : 100.0: 18.8 32.5 5.1 55.6 35.2 79.5 72.8: 20.5 27.2
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 : 93: 22 35 16 22 31 51 75:
Old : 93: 22 35 16 22 31 51 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 17.3 47.7 29.2 35.0 16.1 44.7 26.4
Old : 36.1 17.3 47.7 29.2 35.0 16.1 44.7 26.4
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 71,006: 12,129 37,420 1,686 51,068 5,672 64,883 44,779: 6,123 26,227
Old : 71,006: 12,129 37,420 1,686 51,068 5,672 64,883 44,779: 6,123 26,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 6,810: 3,472 4,616 151 2,526 432 6,149 5,199: 661 1,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 52.7 2.4 71.9 8.0 91.4 63.1: 8.6 36.9
Old : 100.0: 17.1 52.7 2.4 71.9 8.0 91.4 63.1: 8.6 36.9
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 : 49: 12 17 7 15 10 29 32:
Old : 49: 12 17 7 15 10 29 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 : 58.3 32.2 70.7 44.4 57.8 32.2 69.6 44.4
Old : 58.3 32.2 70.7 44.4 57.8 32.2 69.6 44.4
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 158,079: 19,491 73,960 12,977 119,023 63,545 151,491 150,482: 6,588 7,597
Old : 158,079: 19,491 73,960 12,977 119,023 63,545 151,491 150,482: 6,588 7,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 21: -517 5,434 -1,060 1,493 -4,976 -84 -602: 104 623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 46.8 8.2 75.3 40.2 95.8 95.2: 4.2 4.8
Old : 100.0: 12.3 46.8 8.2 75.3 40.2 95.8 95.2: 4.2 4.8
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 : 140: 34 68 18 22 25 68 102:
Old : 140: 34 68 18 22 25 68 102:
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 : 48.1 31.2 65.4 45.3 46.2 31.2 63.3 43.0
Old : 48.1 31.2 65.4 45.3 46.2 31.2 63.3 43.0
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 277,425: 51,838 125,885 23,999 175,680 88,627 251,517 238,511: 25,907 38,914
Old : 277,425: 51,838 125,885 23,999 175,680 88,627 251,517 238,511: 25,907 38,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 393: -2,593 1,103 -1,015 3,683 1,034 76 1,123: 317 -730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 45.4 8.7 63.3 31.9 90.7 86.0: 9.3 14.0
Old : 100.0: 18.7 45.4 8.7 63.3 31.9 90.7 86.0: 9.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 37 56 32 27 41 82 111:
Old : 138: 37 56 32 27 41 82 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 29.0 61.5 38.1 51.5 28.3 58.1 36.9
Old : 53.9 29.0 61.5 38.1 51.5 28.3 58.1 36.9
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 271,008: 64,275 67,278 40,406 142,469 115,534 247,150 223,219: 23,858 47,789
Old : 271,008: 64,275 67,278 40,406 142,469 115,534 247,150 223,219: 23,858 47,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 21,794: 921 11,023 3,463 16,753 2,525 21,136 17,011: 658 4,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 24.8 14.9 52.6 42.6 91.2 82.4: 8.8 17.6
Old : 100.0: 23.7 24.8 14.9 52.6 42.6 91.2 82.4: 8.8 17.6
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 : 127: 26 49 27 35 41 76 103:
Old : 127: 26 49 27 35 41 76 103:
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 : 36.3 25.4 50.8 38.2 33.5 22.7 43.2 30.8
Old : 36.3 25.4 50.8 38.2 33.5 22.7 43.2 30.8
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 543,596: 130,199 252,256 55,984 294,638 163,107 480,821 471,347: 62,775 72,250
Old : 543,596: 130,199 252,256 55,984 294,638 163,107 480,821 471,347: 62,775 72,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 19,697: 6,926 9,640 3,448 7,994 7,887 18,367 20,975: 1,330 -1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 46.4 10.3 54.2 30.0 88.5 86.7: 11.5 13.3
Old : 100.0: 24.0 46.4 10.3 54.2 30.0 88.5 86.7: 11.5 13.3
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 : 258: 70 105 63 60 67 160 206:
Old : 258: 70 105 63 60 67 160 206:
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 : 30.1 24.9 40.3 34.3 27.1 24.9 36.2 31.3
Old : 30.1 24.9 40.3 34.3 27.1 24.9 36.2 31.3
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 32,314: 17,655 3,655 841 12,274 27,008 30,770 31,504: 1,544 810
Old : 32,314: 17,655 3,655 841 12,274 27,008 30,770 31,504: 1,544 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 6,615: 2 -301 839 5,876 6,001 6,717 6,539: -102 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 11.3 2.6 38.0 83.6 95.2 97.5: 4.8 2.5
Old : 100.0: 54.6 11.3 2.6 38.0 83.6 95.2 97.5: 4.8 2.5
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 : 32: 16 9 2 4 6 20 17:
Old : 32: 16 9 2 4 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 : 69.4 81.2 87.2 91.0 62.0 64.8 68.2 71.9
Old : 69.4 81.2 87.2 91.0 62.0 64.8 68.2 71.9
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 with Delta-adjusted Options and Futures Combined, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 49,885: 30,231 32,103 345 15,554 13,979 46,130 46,427: 3,755 3,458
Old : 49,885: 30,231 32,103 345 15,554 13,979 46,130 46,427: 3,755 3,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -122: -1,548 -209 -198 2,195 97 449 -310: -571 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 64.4 0.7 31.2 28.0 92.5 93.1: 7.5 6.9
Old : 100.0: 60.6 64.4 0.7 31.2 28.0 92.5 93.1: 7.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 32 20 5 11 12 45 35:
Old : 71: 32 20 5 11 12 45 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 : 41.2 69.1 58.6 78.6 41.2 69.1 58.1 78.6
Old : 41.2 69.1 58.6 78.6 41.2 69.1 58.1 78.6
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 with Delta-adjusted Options and Futures Combined, November 29, 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 :23,265,652: 746,549 2,569,076 11,093,326 10,815,815 8,346,027 22,655,689 22,008,429: 609,963 1,257,223
Old :23,265,652: 746,549 2,569,076 11,093,326 10,815,815 8,346,027 22,655,689 22,008,429: 609,963 1,257,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 167,215: 12,381 34,559 54,111 154,827 114,672 221,319 203,342: -54,104 -36,127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 11.0 47.7 46.5 35.9 97.4 94.6: 2.6 5.4
Old : 100.0: 3.2 11.0 47.7 46.5 35.9 97.4 94.6: 2.6 5.4
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 : 309: 52 108 120 130 142 262 292:
Old : 309: 52 108 120 130 142 262 292:
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 : 26.4 18.2 41.1 31.3 17.5 6.7 20.9 9.6
Old : 26.4 18.2 41.1 31.3 17.5 6.7 20.9 9.6
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 960,697: 96,252 118,996 173,386 577,515 546,783 847,152 839,164: 113,545 121,533
Old : 960,697: 96,252 118,996 173,386 577,515 546,783 847,152 839,164: 113,545 121,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 14,602: -618 9,961 1,805 18,164 10,976 19,351 22,742: -4,748 -8,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 12.4 18.0 60.1 56.9 88.2 87.3: 11.8 12.7
Old : 100.0: 10.0 12.4 18.0 60.1 56.9 88.2 87.3: 11.8 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 681: 162 178 175 258 261 512 523:
Old : 681: 162 178 175 258 261 512 523:
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 : 14.1 16.9 22.3 25.2 9.0 11.5 14.7 16.0
Old : 14.1 16.9 22.3 25.2 9.0 11.5 14.7 16.0
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 202,651: 14,439 13,027 56,873 95,464 80,233 166,777 150,134: 35,874 52,518
Old : 202,651: 14,439 13,027 56,873 95,464 80,233 166,777 150,134: 35,874 52,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 5,645: 2,231 -976 3,218 1,813 7,049 7,261 9,290: -1,616 -3,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 6.4 28.1 47.1 39.6 82.3 74.1: 17.7 25.9
Old : 100.0: 7.1 6.4 28.1 47.1 39.6 82.3 74.1: 17.7 25.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 21 15 25 36 32 72 58:
Old : 80: 21 15 25 36 32 72 58:
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 : 27.0 24.9 41.6 40.6 14.3 14.1 20.7 20.7
Old : 27.0 24.9 41.6 40.6 14.3 14.1 20.7 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,790,228: 456,938 577,720 534,685 2,410,253 2,332,749 3,401,876 3,445,153: 388,352 345,075
Old : 3,790,228: 456,938 577,720 534,685 2,410,253 2,332,749 3,401,876 3,445,153: 388,352 345,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 44,787: -5,290 63,641 -16,020 81,757 19,637 60,448 67,259: -15,661 -22,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 15.2 14.1 63.6 61.5 89.8 90.9: 10.2 9.1
Old : 100.0: 12.1 15.2 14.1 63.6 61.5 89.8 90.9: 10.2 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 : 658: 156 169 164 252 251 490 502:
Old : 658: 156 169 164 252 251 490 502:
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 : 14.1 18.9 22.8 27.7 11.1 13.9 17.3 19.9
Old : 14.1 18.9 22.8 27.7 11.1 13.9 17.3 19.9
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 88,480: 27,240 4,395 111 48,840 79,653 76,191 84,159: 12,289 4,321
Old : 88,480: 27,240 4,395 111 48,840 79,653 76,191 84,159: 12,289 4,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 5,378: 1,827 -706 -15 2,305 5,517 4,117 4,796: 1,261 582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 5.0 0.1 55.2 90.0 86.1 95.1: 13.9 4.9
Old : 100.0: 30.8 5.0 0.1 55.2 90.0 86.1 95.1: 13.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 16 8 1 40 36 56 45:
Old : 82: 16 8 1 40 36 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 40.1 49.7 62.7 38.1 40.0 48.9 62.6
Old : 38.3 40.1 49.7 62.7 38.1 40.0 48.9 62.6
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 53,488: 25,019 7,137 1,822 20,337 39,152 47,177 48,111: 6,310 5,376
Old : 53,488: 25,019 7,137 1,822 20,337 39,152 47,177 48,111: 6,310 5,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 755: 1,377 392 -243 -775 562 360 711: 395 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 13.3 3.4 38.0 73.2 88.2 89.9: 11.8 10.1
Old : 100.0: 46.8 13.3 3.4 38.0 73.2 88.2 89.9: 11.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 78 56 25 71 75 158 147:
Old : 252: 78 56 25 71 75 158 147:
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 32.3 33.1 45.7 23.9 32.1 33.1 45.5
Old : 24.0 32.3 33.1 45.7 23.9 32.1 33.1 45.5
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 267,439: 125,095 35,687 9,108 101,684 195,761 235,887 240,557: 31,552 26,882
Old : 267,439: 125,095 35,687 9,108 101,684 195,761 235,887 240,557: 31,552 26,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 3,775: 6,886 1,962 -1,214 -3,875 2,809 1,798 3,557: 1,977 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 13.3 3.4 38.0 73.2 88.2 89.9: 11.8 10.1
Old : 100.0: 46.8 13.3 3.4 38.0 73.2 88.2 89.9: 11.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 78 56 25 71 75 158 147:
Old : 252: 78 56 25 71 75 158 147:
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 32.3 33.1 45.7 23.9 32.1 33.1 45.5
Old : 24.0 32.3 33.1 45.7 23.9 32.1 33.1 45.5
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 117,013: 52,719 35,446 12,968 27,720 41,150 93,406 89,564: 23,607 27,449
Old : 117,013: 52,719 35,446 12,968 27,720 41,150 93,406 89,564: 23,607 27,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: -9,936: -9,038 809 -134 1,368 -8,957 -7,803 -8,282: -2,132 -1,654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 30.3 11.1 23.7 35.2 79.8 76.5: 20.2 23.5
Old : 100.0: 45.1 30.3 11.1 23.7 35.2 79.8 76.5: 20.2 23.5
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 : 95: 36 32 17 21 23 68 61:
Old : 95: 36 32 17 21 23 68 61:
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 : 23.1 25.4 36.0 36.3 23.1 22.6 32.5 31.4
Old : 23.1 25.4 36.0 36.3 23.1 22.6 32.5 31.4
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 36,014: 11,958 2,797 136 15,396 28,411 27,490 31,344: 8,524 4,670
Old : 36,014: 11,958 2,797 136 15,396 28,411 27,490 31,344: 8,524 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 178: -220 45 133 340 -291 253 -113: -75 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 7.8 0.4 42.8 78.9 76.3 87.0: 23.7 13.0
Old : 100.0: 33.2 7.8 0.4 42.8 78.9 76.3 87.0: 23.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 18 5 1 16 13 35 18:
Old : 49: 18 5 1 16 13 35 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 73.1 48.1 81.7 36.3 72.7 48.0 81.3
Old : 36.3 73.1 48.1 81.7 36.3 72.7 48.0 81.3
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 with Delta-adjusted Options and Futures Combined, November 29, 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 : 73,354: 9,453 17,750 3,659 48,250 37,860 61,362 59,269: 11,992 14,085
Old : 73,354: 9,453 17,750 3,659 48,250 37,860 61,362 59,269: 11,992 14,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 4,153: -285 1,256 1,053 2,881 -5,618 3,649 -3,309: 504 7,462
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 24.2 5.0 65.8 51.6 83.7 80.8: 16.3 19.2
Old : 100.0: 12.9 24.2 5.0 65.8 51.6 83.7 80.8: 16.3 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 : 88: 20 16 8 29 33 54 52:
Old : 88: 20 16 8 29 33 54 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 30.4 48.5 42.9 31.3 28.9 47.2 40.1
Old : 32.0 30.4 48.5 42.9 31.3 28.9 47.2 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2016