BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 7,462: 1,622 1,917 903 4,032 3,879 6,558 6,699: 905 764
Old : 7,462: 1,622 1,917 903 4,032 3,879 6,558 6,699: 905 764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 382: 172 15 66 163 275 401 356: -19 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 25.7 12.1 54.0 52.0 87.9 89.8: 12.1 10.2
Old : 100.0: 21.7 25.7 12.1 54.0 52.0 87.9 89.8: 12.1 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 11 9 20 20 32 33:
Old : 40: 5 11 9 20 20 32 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 : 43.9 34.2 62.9 51.9 43.6 32.7 55.8 46.4
Old : 43.9 34.2 62.9 51.9 43.6 32.7 55.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 62,660: 22,440 6,948 17,525 16,815 25,594 56,779 50,067: 5,881 12,593
Old : 62,660: 22,440 6,948 17,525 16,815 25,594 56,779 50,067: 5,881 12,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 255: -117 -283 231 406 228 521 176: -266 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 11.1 28.0 26.8 40.8 90.6 79.9: 9.4 20.1
Old : 100.0: 35.8 11.1 28.0 26.8 40.8 90.6 79.9: 9.4 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 32 20 34 33 34 78 75:
Old : 94: 32 20 34 33 34 78 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 : 35.6 28.0 49.1 40.9 33.0 24.3 41.3 32.4
Old : 35.6 28.0 49.1 40.9 33.0 24.3 41.3 32.4
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 7,456: 537 941 1,909 4,421 3,857 6,867 6,707: 589 749
Old : 7,456: 537 941 1,909 4,421 3,857 6,867 6,707: 589 749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 334: 9 70 -47 372 312 334 335: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 12.6 25.6 59.3 51.7 92.1 90.0: 7.9 10.0
Old : 100.0: 7.2 12.6 25.6 59.3 51.7 92.1 90.0: 7.9 10.0
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 : 45: 5 13 14 23 22 39 38:
Old : 45: 5 13 14 23 22 39 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 : 37.7 40.2 56.0 56.9 27.6 26.1 42.7 37.1
Old : 37.7 40.2 56.0 56.9 27.6 26.1 42.7 37.1
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 6,582: 1,378 407 1,636 3,194 2,478 6,208 4,521: 374 2,061
Old : 6,582: 1,378 407 1,636 3,194 2,478 6,208 4,521: 374 2,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 314: 209 2 5 72 135 285 142: 30 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.2 24.9 48.5 37.7 94.3 68.7: 5.7 31.3
Old : 100.0: 20.9 6.2 24.9 48.5 37.7 94.3 68.7: 5.7 31.3
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 : 20: 7 2 8 8 7 16 16:
Old : 20: 7 2 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 : 60.8 47.7 83.2 62.5 53.8 41.5 65.7 43.3
Old : 60.8 47.7 83.2 62.5 53.8 41.5 65.7 43.3
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 243,276: 79,661 23,072 68,397 74,957 109,587 223,015 201,057: 20,261 42,219
Old : 239,450: 78,352 23,128 67,348 74,261 107,338 219,961 197,814: 19,490 41,637
Other: 3,826: 1,823 459 536 697 2,249 3,055 3,243: 771 582
: : :
: : Changes in Commitments from: December 20, 2016 :
: 4,153: -735 -2,489 2,577 1,677 2,182 3,519 2,270: 634 1,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 9.5 28.1 30.8 45.0 91.7 82.6: 8.3 17.4
Old : 100.0: 32.7 9.7 28.1 31.0 44.8 91.9 82.6: 8.1 17.4
Other: 100.0: 47.6 12.0 14.0 18.2 58.8 79.8 84.8: 20.2 15.2
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 102 68 108 76 88 233 223:
Old : 287: 101 69 108 76 88 233 223:
Other: 46: 10 9 13 12 21 28 38:
:----------------------------------------------------------------------------------------------------
: 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 : 14.5 14.2 25.3 22.4 14.0 13.4 24.5 20.6
Old : 14.1 14.3 25.1 22.4 13.7 13.4 24.3 20.3
Other: 58.4 40.3 71.5 54.2 56.3 38.5 62.4 50.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 373,656: 132,391 18,904 97,745 114,812 195,580 344,948 312,229: 28,708 61,427
Old : 373,656: 132,391 18,904 97,745 114,812 195,580 344,948 312,229: 28,708 61,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 8,450: 3,997 -1,680 3,052 1,501 5,447 8,549 6,819: -100 1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 5.1 26.2 30.7 52.3 92.3 83.6: 7.7 16.4
Old : 100.0: 35.4 5.1 26.2 30.7 52.3 92.3 83.6: 7.7 16.4
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 : 416: 148 78 152 133 159 349 332:
Old : 416: 148 78 152 133 159 349 332:
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 : 11.8 17.5 19.6 24.6 11.2 16.7 18.1 21.9
Old : 11.8 17.5 19.6 24.6 11.2 16.7 18.1 21.9
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,749: 1,318 1,673 498 1,656 1,415 3,472 3,586: 1,277 1,163
Old : 4,749: 1,318 1,673 498 1,656 1,415 3,472 3,586: 1,277 1,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 235: -111 265 -31 287 -18 145 216: 90 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 35.2 10.5 34.9 29.8 73.1 75.5: 26.9 24.5
Old : 100.0: 27.8 35.2 10.5 34.9 29.8 73.1 75.5: 26.9 24.5
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 : 54: 16 13 12 21 16 43 36:
Old : 54: 16 13 12 21 16 43 36:
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 31.2 42.2 45.5 28.7 30.2 38.8 44.1
Old : 30.1 31.2 42.2 45.5 28.7 30.2 38.8 44.1
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 55,061: 20,896 9,070 14,068 10,952 10,278 45,915 33,415: 9,146 21,646
Old : 55,061: 20,896 9,070 14,068 10,952 10,278 45,915 33,415: 9,146 21,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,366: 223 -509 871 259 531 1,352 894: 13 472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 16.5 25.5 19.9 18.7 83.4 60.7: 16.6 39.3
Old : 100.0: 38.0 16.5 25.5 19.9 18.7 83.4 60.7: 16.6 39.3
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 : 202: 49 56 70 53 65 152 158:
Old : 202: 49 56 70 53 65 152 158:
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 : 19.1 10.2 30.5 17.5 19.1 8.1 29.3 12.7
Old : 19.1 10.2 30.5 17.5 19.1 8.1 29.3 12.7
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,342: 452 4,275 123 3,615 473 4,190 4,871: 1,152 470
Old : 5,342: 452 4,275 123 3,615 473 4,190 4,871: 1,152 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 149: -34 200 -32 36 -81 -31 87: 180 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 80.0 2.3 67.7 8.9 78.4 91.2: 21.6 8.8
Old : 100.0: 8.5 80.0 2.3 67.7 8.9 78.4 91.2: 21.6 8.8
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: 3 5 4 11 3 17 10:
Old : 20: 3 5 4 11 3 17 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 : 50.3 82.8 64.9 90.4 50.3 82.6 64.0 87.2
Old : 50.3 82.8 64.9 90.4 50.3 82.6 64.0 87.2
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 with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 33,190: 1,623 17,054 5,791 24,788 9,130 32,202 31,974: 989 1,216
Old : 33,190: 1,623 17,054 5,791 24,788 9,130 32,202 31,974: 989 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,569: -40 880 323 1,152 382 1,435 1,585: 134 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 51.4 17.4 74.7 27.5 97.0 96.3: 3.0 3.7
Old : 100.0: 4.9 51.4 17.4 74.7 27.5 97.0 96.3: 3.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 11 20 17 27 24 48 51:
Old : 67: 11 20 17 27 24 48 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 50.7 68.2 67.0 50.5 50.5 62.4 62.0
Old : 50.5 50.7 68.2 67.0 50.5 50.5 62.4 62.0
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 26,908: 16,429 2,050 0 8,372 24,213 24,801 26,263: 2,107 645
Old : 26,908: 16,429 2,050 0 8,372 24,213 24,801 26,263: 2,107 645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -92: -436 -247 0 0 129 -436 -118: 344 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 7.6 0.0 31.1 90.0 92.2 97.6: 7.8 2.4
Old : 100.0: 61.1 7.6 0.0 31.1 90.0 92.2 97.6: 7.8 2.4
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 : 25: 10 2 0 5 8 15 10:
Old : 25: 10 2 0 5 8 15 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 : 78.2 82.1 86.7 95.9 78.2 82.1 86.7 95.9
Old : 78.2 82.1 86.7 95.9 78.2 82.1 86.7 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 112,602: 37,184 38,357 7,515 40,916 32,802 85,615 78,674: 26,986 33,928
Old : 112,602: 37,184 38,357 7,515 40,916 32,802 85,615 78,674: 26,986 33,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -10,524: 14,590 4,292 -1,896 -22,290 -16,663 -9,597 -14,266: -927 3,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 34.1 6.7 36.3 29.1 76.0 69.9: 24.0 30.1
Old : 100.0: 33.0 34.1 6.7 36.3 29.1 76.0 69.9: 24.0 30.1
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 : 90: 29 28 13 20 26 56 60:
Old : 90: 29 28 13 20 26 56 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 : 23.9 13.3 35.9 25.1 23.4 13.3 34.9 25.0
Old : 23.9 13.3 35.9 25.1 23.4 13.3 34.9 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 58,168: 13,750 24,394 1,470 37,205 7,347 52,425 33,211: 5,743 24,957
Old : 58,168: 13,750 24,394 1,470 37,205 7,347 52,425 33,211: 5,743 24,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -793: -19,189 -1,972 -38 18,139 221 -1,088 -1,789: 295 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 41.9 2.5 64.0 12.6 90.1 57.1: 9.9 42.9
Old : 100.0: 23.6 41.9 2.5 64.0 12.6 90.1 57.1: 9.9 42.9
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 : 44: 11 15 6 12 10 25 29:
Old : 44: 11 15 6 12 10 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 : 53.7 25.0 68.9 36.5 53.0 25.0 67.7 36.5
Old : 53.7 25.0 68.9 36.5 53.0 25.0 67.7 36.5
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 144,465: 21,505 82,839 1,953 115,092 52,626 138,550 137,418: 5,915 7,047
Old : 144,465: 21,505 82,839 1,953 115,092 52,626 138,550 137,418: 5,915 7,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 4,104: 699 -4,396 182 2,943 8,482 3,824 4,268: 279 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 57.3 1.4 79.7 36.4 95.9 95.1: 4.1 4.9
Old : 100.0: 14.9 57.3 1.4 79.7 36.4 95.9 95.1: 4.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 34 61 10 18 20 59 84:
Old : 126: 34 61 10 18 20 59 84:
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 : 66.9 32.8 79.9 49.9 66.9 32.8 79.7 49.9
Old : 66.9 32.8 79.9 49.9 66.9 32.8 79.7 49.9
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 240,927: 48,784 101,805 22,448 148,282 77,319 219,515 201,573: 21,413 39,355
Old : 240,927: 48,784 101,805 22,448 148,282 77,319 219,515 201,573: 21,413 39,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 10,383: 5,291 2,366 3,175 2,045 4,045 10,510 9,586: -127 798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 42.3 9.3 61.5 32.1 91.1 83.7: 8.9 16.3
Old : 100.0: 20.2 42.3 9.3 61.5 32.1 91.1 83.7: 8.9 16.3
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 : 128: 25 58 19 24 40 62 104:
Old : 128: 25 58 19 24 40 62 104:
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 : 57.9 27.1 64.8 38.1 55.7 26.2 61.5 36.0
Old : 57.9 27.1 64.8 38.1 55.7 26.2 61.5 36.0
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 with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 273,219: 38,315 124,645 27,930 187,919 73,952 254,164 226,527: 19,055 46,692
Old : 273,219: 38,315 124,645 27,930 187,919 73,952 254,164 226,527: 19,055 46,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -3,261: -24,359 -12,113 -749 22,697 7,011 -2,411 -5,850: -850 2,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 45.6 10.2 68.8 27.1 93.0 82.9: 7.0 17.1
Old : 100.0: 14.0 45.6 10.2 68.8 27.1 93.0 82.9: 7.0 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 22 66 23 32 41 71 113:
Old : 138: 22 66 23 32 41 71 113:
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 27.5 55.4 39.4 37.6 27.5 53.0 36.2
Old : 38.3 27.5 55.4 39.4 37.6 27.5 53.0 36.2
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 486,557: 125,174 189,307 44,482 259,719 185,679 429,375 419,468: 57,182 67,089
Old : 486,557: 125,174 189,307 44,482 259,719 185,679 429,375 419,468: 57,182 67,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 2,713: 5,412 -2,199 -2,358 -410 8,247 2,644 3,691: 69 -978
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 38.9 9.1 53.4 38.2 88.2 86.2: 11.8 13.8
Old : 100.0: 25.7 38.9 9.1 53.4 38.2 88.2 86.2: 11.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 71 96 49 59 65 151 190:
Old : 250: 71 96 49 59 65 151 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 20.6 41.7 33.4 31.0 20.6 40.3 31.0
Old : 31.3 20.6 41.7 33.4 31.0 20.6 40.3 31.0
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 41,949: 22,019 6,652 559 17,684 34,027 40,262 41,238: 1,687 711
Old : 41,949: 22,019 6,652 559 17,684 34,027 40,262 41,238: 1,687 711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 14,890: 3,960 1,500 -348 11,169 13,610 14,781 14,762: 109 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 15.9 1.3 42.2 81.1 96.0 98.3: 4.0 1.7
Old : 100.0: 52.5 15.9 1.3 42.2 81.1 96.0 98.3: 4.0 1.7
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 : 32: 14 10 1 5 6 20 16:
Old : 32: 14 10 1 5 6 20 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 : 71.2 83.8 88.6 93.2 58.1 60.2 64.2 65.5
Old : 71.2 83.8 88.6 93.2 58.1 60.2 64.2 65.5
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 43,266: 25,448 36,449 206 14,716 2,984 40,370 39,639: 2,896 3,627
Old : 43,266: 25,448 36,449 206 14,716 2,984 40,370 39,639: 2,896 3,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,460: -2,865 1,183 -43 5,032 -165 2,124 975: -664 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 84.2 0.5 34.0 6.9 93.3 91.6: 6.7 8.4
Old : 100.0: 58.8 84.2 0.5 34.0 6.9 93.3 91.6: 6.7 8.4
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 : 73: 28 27 4 15 5 45 34:
Old : 73: 28 27 4 15 5 45 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.3 68.2 50.9 77.1 31.3 68.2 49.6 75.6
Old : 31.3 68.2 50.9 77.1 31.3 68.2 49.6 75.6
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 7,900: 4,105 3,713 0 2,875 3,613 6,980 7,326: 920 574
Old : 7,900: 4,105 3,713 0 2,875 3,613 6,980 7,326: 920 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 162: 102 40 0 75 154 177 194: -15 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 47.0 0.0 36.4 45.7 88.4 92.7: 11.6 7.3
Old : 100.0: 52.0 47.0 0.0 36.4 45.7 88.4 92.7: 11.6 7.3
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: 9 5 0 5 3 14 8:
Old : 21: 9 5 0 5 3 14 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 : 65.0 80.6 80.1 92.7 65.0 80.6 80.1 92.7
Old : 65.0 80.6 80.1 92.7 65.0 80.6 80.1 92.7
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :21,266,486: 742,097 2,332,868 10,104,150 9,835,939 7,611,227 20,682,186 20,048,244: 584,300 1,218,241
Old :21,266,486: 742,097 2,332,868 10,104,150 9,835,939 7,611,227 20,682,186 20,048,244: 584,300 1,218,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 42,430: 188,162 69,944 -103,197 -46,365 69,268 38,599 36,015: 3,831 6,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.0 47.5 46.3 35.8 97.3 94.3: 2.7 5.7
Old : 100.0: 3.5 11.0 47.5 46.3 35.8 97.3 94.3: 2.7 5.7
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 : 279: 46 93 108 114 128 228 268:
Old : 279: 46 93 108 114 128 228 268:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.1 19.0 43.0 32.0 17.7 8.5 22.1 10.9
Old : 27.1 19.0 43.0 32.0 17.7 8.5 22.1 10.9
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 872,141: 92,293 100,674 158,740 529,243 517,924 780,276 777,338: 91,865 94,803
Old : 872,141: 92,293 100,674 158,740 529,243 517,924 780,276 777,338: 91,865 94,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -18,411: 6,098 -1,538 -14,873 -11,406 -3,117 -20,181 -19,528: 1,770 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 11.5 18.2 60.7 59.4 89.5 89.1: 10.5 10.9
Old : 100.0: 10.6 11.5 18.2 60.7 59.4 89.5 89.1: 10.5 10.9
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 : 637: 160 153 160 236 239 476 473:
Old : 637: 160 153 160 236 239 476 473:
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 : 14.7 18.4 24.6 29.5 10.2 14.0 16.4 18.9
Old : 14.7 18.4 24.6 29.5 10.2 14.0 16.4 18.9
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 with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 203,535: 10,400 21,631 70,704 84,262 85,558 165,365 177,893: 38,170 25,642
Old : 203,535: 10,400 21,631 70,704 84,262 85,558 165,365 177,893: 38,170 25,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -8,445: -2,337 -1,239 -4,994 -2,697 -1,271 -10,028 -7,504: 1,583 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 10.6 34.7 41.4 42.0 81.2 87.4: 18.8 12.6
Old : 100.0: 5.1 10.6 34.7 41.4 42.0 81.2 87.4: 18.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 15 12 23 32 29 59 52:
Old : 65: 15 12 23 32 29 59 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 : 38.1 42.6 50.7 57.1 9.7 17.8 13.9 24.9
Old : 38.1 42.6 50.7 57.1 9.7 17.8 13.9 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,343,028: 427,664 413,410 421,985 2,224,905 2,161,828 3,074,553 2,997,223: 268,475 345,805
Old : 3,343,028: 427,664 413,410 421,985 2,224,905 2,161,828 3,074,553 2,997,223: 268,475 345,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -49,832: 29,581 -14,089 -36,804 -43,542 -9,229 -50,765 -60,122: 933 10,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.4 12.6 66.6 64.7 92.0 89.7: 8.0 10.3
Old : 100.0: 12.8 12.4 12.6 66.6 64.7 92.0 89.7: 8.0 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 : 618: 151 149 150 229 234 456 458:
Old : 618: 151 149 150 229 234 456 458:
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 : 13.7 20.6 23.4 29.2 11.4 17.4 19.0 23.2
Old : 13.7 20.6 23.4 29.2 11.4 17.4 19.0 23.2
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 96,015: 28,141 2,538 116 56,019 89,844 84,276 92,498: 11,739 3,517
Old : 96,015: 28,141 2,538 116 56,019 89,844 84,276 92,498: 11,739 3,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -1,313: -92 -650 0 -67 -226 -159 -876: -1,154 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 2.6 0.1 58.3 93.6 87.8 96.3: 12.2 3.7
Old : 100.0: 29.3 2.6 0.1 58.3 93.6 87.8 96.3: 12.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 18 3 1 45 33 63 37:
Old : 83: 18 3 1 45 33 63 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 47.0 51.7 69.9 39.5 46.9 51.7 69.6
Old : 39.5 47.0 51.7 69.9 39.5 46.9 51.7 69.6
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 46,735: 23,165 6,497 1,492 16,043 34,579 40,700 42,568: 6,034 4,167
Old : 46,735: 23,165 6,497 1,492 16,043 34,579 40,700 42,568: 6,034 4,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 223: 177 -1,417 -9 80 1,960 247 534: -24 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 13.9 3.2 34.3 74.0 87.1 91.1: 12.9 8.9
Old : 100.0: 49.6 13.9 3.2 34.3 74.0 87.1 91.1: 12.9 8.9
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 : 224: 67 55 21 60 66 138 131:
Old : 224: 67 55 21 60 66 138 131:
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 : 27.3 36.4 36.7 49.6 27.1 36.3 36.5 49.5
Old : 27.3 36.4 36.7 49.6 27.1 36.3 36.5 49.5
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 233,673: 115,827 32,483 7,461 80,214 172,894 203,502 212,839: 30,170 20,834
Old : 233,673: 115,827 32,483 7,461 80,214 172,894 203,502 212,839: 30,170 20,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 1,116: 885 -7,087 -46 398 9,802 1,237 2,670: -121 -1,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 13.9 3.2 34.3 74.0 87.1 91.1: 12.9 8.9
Old : 100.0: 49.6 13.9 3.2 34.3 74.0 87.1 91.1: 12.9 8.9
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 : 224: 67 55 21 60 66 138 131:
Old : 224: 67 55 21 60 66 138 131:
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 : 27.3 36.4 36.7 49.6 27.1 36.3 36.5 49.5
Old : 27.3 36.4 36.7 49.6 27.1 36.3 36.5 49.5
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 119,078: 42,921 45,017 12,826 40,912 30,961 96,659 88,804: 22,419 30,274
Old : 119,078: 42,921 45,017 12,826 40,912 30,961 96,659 88,804: 22,419 30,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 20,727: 6,125 10,598 1,747 12,668 6,635 20,541 18,980: 187 1,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 37.8 10.8 34.4 26.0 81.2 74.6: 18.8 25.4
Old : 100.0: 36.0 37.8 10.8 34.4 26.0 81.2 74.6: 18.8 25.4
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 : 83: 25 33 14 19 18 55 54:
Old : 83: 25 33 14 19 18 55 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 : 29.1 18.2 42.8 31.8 28.3 17.7 40.7 27.9
Old : 29.1 18.2 42.8 31.8 28.3 17.7 40.7 27.9
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, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 28,503: 5,976 5,911 0 15,101 16,295 21,077 22,206: 7,426 6,297
Old : 28,503: 5,976 5,911 0 15,101 16,295 21,077 22,206: 7,426 6,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -496: -445 134 0 25 -65 -420 69: -76 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 20.7 0.0 53.0 57.2 73.9 77.9: 26.1 22.1
Old : 100.0: 21.0 20.7 0.0 53.0 57.2 73.9 77.9: 26.1 22.1
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 : 38: 10 7 0 15 8 25 15:
Old : 38: 10 7 0 15 8 25 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 : 42.0 63.4 54.1 72.3 42.0 63.4 53.9 72.3
Old : 42.0 63.4 54.1 72.3 42.0 63.4 53.9 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 with Delta-adjusted Options and Futures Combined, December 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 55,684: 11,638 20,519 1,160 34,208 17,995 47,006 39,674: 8,678 16,010
Old : 55,684: 11,638 20,519 1,160 34,208 17,995 47,006 39,674: 8,678 16,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: 719: 1,760 -6 -297 77 -376 1,540 -679: -821 1,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 36.8 2.1 61.4 32.3 84.4 71.2: 15.6 28.8
Old : 100.0: 20.9 36.8 2.1 61.4 32.3 84.4 71.2: 15.6 28.8
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 : 86: 22 15 5 35 24 60 41:
Old : 86: 22 15 5 35 24 60 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 25.4 41.8 38.1 33.2 24.1 40.7 35.0
Old : 33.2 25.4 41.8 38.1 33.2 24.1 40.7 35.0
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 with Delta-adjusted Options and Futures Combined, December 27, 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 : 14,315: 7,679 4,731 0 5,930 9,436 13,609 14,167: 706 148
Old : 14,315: 7,679 4,731 0 5,930 9,436 13,609 14,167: 706 148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -168: -174 -122 0 -23 0 -197 -122: 29 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 33.0 0.0 41.4 65.9 95.1 99.0: 4.9 1.0
Old : 100.0: 53.6 33.0 0.0 41.4 65.9 95.1 99.0: 4.9 1.0
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 : 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 : 78.5 95.7 88.7 99.0 78.5 95.7 88.5 98.8
Old : 78.5 95.7 88.7 99.0 78.5 95.7 88.5 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2016