BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 4,759: 1,184 1,733 202 2,558 2,040 3,944 3,975: 815 784
Old : 4,759: 1,184 1,733 202 2,558 2,040 3,944 3,975: 815 784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 144: 37 109 0 50 70 87 179: 57 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 36.4 4.2 53.8 42.9 82.9 83.5: 17.1 16.5
Old : 100.0: 24.9 36.4 4.2 53.8 42.9 82.9 83.5: 17.1 16.5
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: 4 8 7 15 15 25 24:
Old : 32: 4 8 7 15 15 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 40.8 67.0 59.5 50.9 39.5 65.0 56.4
Old : 51.8 40.8 67.0 59.5 50.9 39.5 65.0 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,014: 18,484 6,927 1,170 8,265 16,182 27,919 24,279: 3,095 6,735
Old : 31,014: 18,484 6,927 1,170 8,265 16,182 27,919 24,279: 3,095 6,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 773: 380 192 340 198 221 918 753: -145 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 22.3 3.8 26.6 52.2 90.0 78.3: 10.0 21.7
Old : 100.0: 59.6 22.3 3.8 26.6 52.2 90.0 78.3: 10.0 21.7
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 : 76: 24 22 20 15 22 53 50:
Old : 76: 24 22 20 15 22 53 50:
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 : 59.1 33.5 68.7 48.7 58.9 33.4 67.6 48.4
Old : 59.1 33.5 68.7 48.7 58.9 33.4 67.6 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 6,299: 772 844 1,426 3,669 3,358 5,867 5,628: 432 671
Old : 6,299: 772 844 1,426 3,669 3,358 5,867 5,628: 432 671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 492: 262 98 -29 275 373 508 442: -16 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 13.4 22.6 58.2 53.3 93.1 89.3: 6.9 10.7
Old : 100.0: 12.3 13.4 22.6 58.2 53.3 93.1 89.3: 6.9 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 8 9 18 15 31 27:
Old : 39: 6 8 9 18 15 31 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 45.7 63.1 65.2 32.1 30.5 47.3 46.2
Old : 44.7 45.7 63.1 65.2 32.1 30.5 47.3 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 218,245: 82,499 45,494 33,845 81,020 102,561 197,364 181,900: 20,881 36,345
Old : 213,174: 80,157 45,377 32,767 80,091 99,610 193,015 177,754: 20,159 35,420
Other: 5,071: 3,277 1,052 143 929 2,951 4,349 4,146: 722 925
: : :
: : Changes in Commitments from: January 10, 2017 :
: 17,654: 4,129 806 6,414 6,514 10,092 17,057 17,312: 597 342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 20.8 15.5 37.1 47.0 90.4 83.3: 9.6 16.7
Old : 100.0: 37.6 21.3 15.4 37.6 46.7 90.5 83.4: 9.5 16.6
Other: 100.0: 64.6 20.7 2.8 18.3 58.2 85.8 81.8: 14.2 18.2
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 97 78 105 62 84 215 232:
Old : 294: 97 80 105 59 84 212 232:
Other: 52: 7 19 7 9 20 22 42:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.6 16.9 28.7 26.1 17.5 16.9 28.5 25.5
Old : 16.9 17.2 28.1 25.8 16.8 17.2 27.8 24.9
Other: 69.8 46.1 80.3 57.7 68.7 46.1 78.0 56.5
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 336,427: 139,888 45,142 53,851 114,538 183,855 308,277 282,848: 28,150 53,579
Old : 336,427: 139,888 45,142 53,851 114,538 183,855 308,277 282,848: 28,150 53,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 12,592: 5,021 2,582 1,077 6,322 7,018 12,420 10,677: 172 1,915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 13.4 16.0 34.0 54.6 91.6 84.1: 8.4 15.9
Old : 100.0: 41.6 13.4 16.0 34.0 54.6 91.6 84.1: 8.4 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 125 84 127 105 149 294 322:
Old : 416: 125 84 127 105 149 294 322:
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 : 13.0 19.8 22.0 27.2 13.0 19.7 21.7 25.5
Old : 13.0 19.8 22.0 27.2 13.0 19.7 21.7 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,738: 1,266 1,321 97 1,237 1,478 2,600 2,896: 1,138 842
Old : 3,738: 1,266 1,321 97 1,237 1,478 2,600 2,896: 1,138 842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 154: 188 -214 20 -151 461 57 267: 97 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 35.3 2.6 33.1 39.5 69.6 77.5: 30.4 22.5
Old : 100.0: 33.9 35.3 2.6 33.1 39.5 69.6 77.5: 30.4 22.5
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 : 49: 12 12 4 13 17 28 31:
Old : 49: 12 12 4 13 17 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 31.5 49.1 48.6 37.7 30.2 48.0 47.4
Old : 37.7 31.5 49.1 48.6 37.7 30.2 48.0 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,497: 22,727 12,981 7,168 12,202 12,941 42,097 33,090: 8,400 17,407
Old : 50,497: 22,727 12,981 7,168 12,202 12,941 42,097 33,090: 8,400 17,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,081: 989 -784 -75 683 2,284 1,597 1,425: 484 656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 25.7 14.2 24.2 25.6 83.4 65.5: 16.6 34.5
Old : 100.0: 45.0 25.7 14.2 24.2 25.6 83.4 65.5: 16.6 34.5
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 : 199: 54 47 55 42 68 133 149:
Old : 199: 54 47 55 42 68 133 149:
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 : 22.8 10.7 34.8 18.4 21.5 10.1 32.1 17.5
Old : 22.8 10.7 34.8 18.4 21.5 10.1 32.1 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,920: 302 4,032 86 3,363 541 3,751 4,659: 1,169 261
Old : 4,920: 302 4,032 86 3,363 541 3,751 4,659: 1,169 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 82.0 1.7 68.4 11.0 76.2 94.7: 23.8 5.3
Old : 100.0: 6.1 82.0 1.7 68.4 11.0 76.2 94.7: 23.8 5.3
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: 4 6 5 9 5 16 13:
Old : 21: 4 6 5 9 5 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 84.6 69.1 93.0 52.2 84.6 68.9 91.6
Old : 52.2 84.6 69.1 93.0 52.2 84.6 68.9 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,244: 5,006 14,455 52 15,549 6,134 20,607 20,641: 637 603
Old : 21,244: 5,006 14,455 52 15,549 6,134 20,607 20,641: 637 603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 598: 315 373 -20 427 220 722 573: -124 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 68.0 0.2 73.2 28.9 97.0 97.2: 3.0 2.8
Old : 100.0: 23.6 68.0 0.2 73.2 28.9 97.0 97.2: 3.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 15 5 5 22 18 38 27:
Old : 52: 15 5 5 22 18 38 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 70.9 66.8 85.3 46.8 70.9 66.3 84.8
Old : 47.3 70.9 66.8 85.3 46.8 70.9 66.3 84.8
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 - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,023: 18,279 1,483 0 8,822 26,679 27,101 28,162: 1,922 861
Old : 29,023: 18,279 1,483 0 8,822 26,679 27,101 28,162: 1,922 861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 717: 533 -634 0 100 1,384 633 750: 84 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 5.1 0.0 30.4 91.9 93.4 97.0: 6.6 3.0
Old : 100.0: 63.0 5.1 0.0 30.4 91.9 93.4 97.0: 6.6 3.0
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 : 27: 11 2 0 5 9 16 11:
Old : 27: 11 2 0 5 9 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 79.4 86.8 93.1 79.0 79.4 86.8 93.1
Old : 79.0 79.4 86.8 93.1 79.0 79.4 86.8 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 100,307: 32,064 37,520 1,361 37,227 32,371 70,652 71,252: 29,655 29,055
Old : 100,307: 32,064 37,520 1,361 37,227 32,371 70,652 71,252: 29,655 29,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 9,675: 3,659 1,180 -128 3,806 10,275 7,337 11,327: 2,338 -1,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 37.4 1.4 37.1 32.3 70.4 71.0: 29.6 29.0
Old : 100.0: 32.0 37.4 1.4 37.1 32.3 70.4 71.0: 29.6 29.0
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 : 88: 27 22 8 22 25 53 51:
Old : 88: 27 22 8 22 25 53 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 : 28.0 26.2 37.5 39.3 27.5 26.2 37.0 39.3
Old : 28.0 26.2 37.5 39.3 27.5 26.2 37.0 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,713: 7,166 20,849 341 32,142 5,929 39,649 27,119: 6,064 18,594
Old : 45,713: 7,166 20,849 341 32,142 5,929 39,649 27,119: 6,064 18,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -4,540: -2,846 -3,409 -89 -1,693 1,202 -4,628 -2,296: 88 -2,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 45.6 0.7 70.3 13.0 86.7 59.3: 13.3 40.7
Old : 100.0: 15.7 45.6 0.7 70.3 13.0 86.7 59.3: 13.3 40.7
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 : 44: 9 17 5 12 10 23 30:
Old : 44: 9 17 5 12 10 23 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 25.7 73.8 36.1 60.6 25.5 73.7 36.0
Old : 60.6 25.7 73.8 36.1 60.6 25.5 73.7 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 177,433: 22,573 95,894 10,135 138,023 64,084 170,731 170,113: 6,702 7,320
Old : 177,433: 22,573 95,894 10,135 138,023 64,084 170,731 170,113: 6,702 7,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 3,043: -1,305 240 579 3,834 2,167 3,108 2,986: -65 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 54.0 5.7 77.8 36.1 96.2 95.9: 3.8 4.1
Old : 100.0: 12.7 54.0 5.7 77.8 36.1 96.2 95.9: 3.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 36 72 18 19 22 66 104:
Old : 144: 36 72 18 19 22 66 104:
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 : 58.2 29.1 76.2 48.5 57.7 28.9 70.1 45.2
Old : 58.2 29.1 76.2 48.5 57.7 28.9 70.1 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 228,782: 55,242 121,484 3,742 144,232 67,053 203,216 192,279: 25,566 36,503
Old : 228,782: 55,242 121,484 3,742 144,232 67,053 203,216 192,279: 25,566 36,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 732: -1,500 -1,089 625 318 1,198 -557 734: 1,289 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 53.1 1.6 63.0 29.3 88.8 84.0: 11.2 16.0
Old : 100.0: 24.1 53.1 1.6 63.0 29.3 88.8 84.0: 11.2 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 22 57 12 22 39 54 98:
Old : 124: 22 57 12 22 39 54 98:
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 : 66.3 33.8 71.6 44.5 66.2 32.9 71.6 43.4
Old : 66.3 33.8 71.6 44.5 66.2 32.9 71.6 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 211,752: 28,560 106,390 3,432 164,514 57,301 196,506 167,123: 15,246 44,629
Old : 211,752: 28,560 106,390 3,432 164,514 57,301 196,506 167,123: 15,246 44,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,264: 2,519 510 1,398 265 640 4,182 2,548: -1,918 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 50.2 1.6 77.7 27.1 92.8 78.9: 7.2 21.1
Old : 100.0: 13.5 50.2 1.6 77.7 27.1 92.8 78.9: 7.2 21.1
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 : 123: 22 51 13 27 36 56 94:
Old : 123: 22 51 13 27 36 56 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 30.7 67.9 42.7 49.1 30.1 63.9 40.1
Old : 52.8 30.7 67.9 42.7 49.1 30.1 63.9 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 415,090: 128,846 195,346 8,867 225,333 150,756 363,046 354,969: 52,044 60,121
Old : 415,090: 128,846 195,346 8,867 225,333 150,756 363,046 354,969: 52,044 60,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -122: -5,901 -5,224 1,760 5,349 3,602 1,208 138: -1,330 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 47.1 2.1 54.3 36.3 87.5 85.5: 12.5 14.5
Old : 100.0: 31.0 47.1 2.1 54.3 36.3 87.5 85.5: 12.5 14.5
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 : 248: 69 95 32 54 61 132 180:
Old : 248: 69 95 32 54 61 132 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 30.0 50.9 41.4 37.9 30.0 50.1 41.2
Old : 38.4 30.0 50.9 41.4 37.9 30.0 50.1 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 37,029: 28,327 4,587 536 6,487 31,289 35,350 36,412: 1,679 617
Old : 37,029: 28,327 4,587 536 6,487 31,289 35,350 36,412: 1,679 617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 3,809: 3,620 1,677 3 71 2,069 3,694 3,749: 115 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 12.4 1.4 17.5 84.5 95.5 98.3: 4.5 1.7
Old : 100.0: 76.5 12.4 1.4 17.5 84.5 95.5 98.3: 4.5 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 : 29: 12 9 1 3 6 15 16:
Old : 29: 12 9 1 3 6 15 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 : 84.5 82.7 91.4 92.5 84.5 81.9 90.6 91.6
Old : 84.5 82.7 91.4 92.5 84.5 81.9 90.6 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,994: 25,517 37,805 39 16,566 4,544 42,122 42,388: 3,872 3,606
Old : 45,994: 25,517 37,805 39 16,566 4,544 42,122 42,388: 3,872 3,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 2,058: 2,528 856 -115 -857 872 1,556 1,613: 502 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 82.2 0.1 36.0 9.9 91.6 92.2: 8.4 7.8
Old : 100.0: 55.5 82.2 0.1 36.0 9.9 91.6 92.2: 8.4 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 28 22 2 15 8 45 30:
Old : 69: 28 22 2 15 8 45 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 64.9 55.1 77.1 35.7 64.7 54.1 74.7
Old : 35.8 64.9 55.1 77.1 35.7 64.7 54.1 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 13,542: 5,836 3,779 658 5,950 8,550 12,444 12,987: 1,098 555
Old : 13,542: 5,836 3,779 658 5,950 8,550 12,444 12,987: 1,098 555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 3,019: 449 79 487 2,146 2,456 3,082 3,022: -63 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 27.9 4.9 43.9 63.1 91.9 95.9: 8.1 4.1
Old : 100.0: 43.1 27.9 4.9 43.9 63.1 91.9 95.9: 8.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 12 5 2 6 4 19 10:
Old : 25: 12 5 2 6 4 19 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 : 55.1 82.9 76.4 94.3 51.4 79.6 70.3 87.3
Old : 55.1 82.9 76.4 94.3 51.4 79.6 70.3 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,141,201: 471,771 2,915,736 2,370,387 8,740,369 5,706,164 11,582,527 10,992,287: 558,674 1,148,914
Old :12,141,201: 471,771 2,915,736 2,370,387 8,740,369 5,706,164 11,582,527 10,992,287: 558,674 1,148,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 333,104: -32,415 -30,585 75,647 275,652 292,299 318,884 337,361: 14,220 -4,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 24.0 19.5 72.0 47.0 95.4 90.5: 4.6 9.5
Old : 100.0: 3.9 24.0 19.5 72.0 47.0 95.4 90.5: 4.6 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 29 102 101 113 127 218 265:
Old : 273: 29 102 101 113 127 218 265:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 16.3 52.8 25.5 35.0 13.8 41.3 19.1
Old : 39.9 16.3 52.8 25.5 35.0 13.8 41.3 19.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 624,477: 92,286 83,377 18,055 435,267 445,498 545,608 546,931: 78,869 77,546
Old : 624,477: 92,286 83,377 18,055 435,267 445,498 545,608 546,931: 78,869 77,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -3,939: 324 -2,167 -710 -4,262 -7,111 -4,648 -9,988: 709 6,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 13.4 2.9 69.7 71.3 87.4 87.6: 12.6 12.4
Old : 100.0: 14.8 13.4 2.9 69.7 71.3 87.4 87.6: 12.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 127 138 69 223 224 382 399:
Old : 591: 127 138 69 223 224 382 399:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 16.4 18.6 26.2 25.5 14.1 15.9 22.3 22.8
Old : 16.4 18.6 26.2 25.5 14.1 15.9 22.3 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 62,327: 4,694 2,852 31 28,843 39,597 33,568 42,480: 28,759 19,847
Old : 62,327: 4,694 2,852 31 28,843 39,597 33,568 42,480: 28,759 19,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 268: -66 232 -11 1,181 -3,018 1,104 -2,797: -836 3,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.6 0.0 46.3 63.5 53.9 68.2: 46.1 31.8
Old : 100.0: 7.5 4.6 0.0 46.3 63.5 53.9 68.2: 46.1 31.8
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 : 54: 8 9 2 23 22 32 32:
Old : 54: 8 9 2 23 22 32 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 : 19.7 46.0 31.4 57.0 19.0 45.6 30.6 56.0
Old : 19.7 46.0 31.4 57.0 19.0 45.6 30.6 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,810,749: 450,996 415,665 77,083 2,032,122 2,029,506 2,560,201 2,522,254: 250,548 288,495
Old : 2,810,749: 450,996 415,665 77,083 2,032,122 2,029,506 2,560,201 2,522,254: 250,548 288,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -21,033: -416 -14,362 -1,129 -27,215 -20,466 -28,760 -35,957: 7,727 14,924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 14.8 2.7 72.3 72.2 91.1 89.7: 8.9 10.3
Old : 100.0: 16.0 14.8 2.7 72.3 72.2 91.1 89.7: 8.9 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 : 582: 123 138 65 215 216 369 388:
Old : 582: 123 138 65 215 216 369 388:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.3 20.3 28.2 27.2 14.7 17.3 23.9 24.1
Old : 17.3 20.3 28.2 27.2 14.7 17.3 23.9 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 97,588: 28,244 2,261 404 57,662 91,278 86,310 93,943: 11,278 3,645
Old : 97,588: 28,244 2,261 404 57,662 91,278 86,310 93,943: 11,278 3,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 1,777: 422 -19 294 1,037 1,759 1,753 2,034: 24 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.3 0.4 59.1 93.5 88.4 96.3: 11.6 3.7
Old : 100.0: 28.9 2.3 0.4 59.1 93.5 88.4 96.3: 11.6 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 : 89: 19 3 2 45 38 64 43:
Old : 89: 19 3 2 45 38 64 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 44.2 51.2 67.8 38.4 44.1 50.9 67.5
Old : 38.4 44.2 51.2 67.8 38.4 44.1 50.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,075: 24,522 6,721 477 14,261 32,632 39,260 39,830: 5,815 5,245
Old : 45,075: 24,522 6,721 477 14,261 32,632 39,260 39,830: 5,815 5,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 652: 1,373 -86 91 -843 767 622 772: 29 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 14.9 1.1 31.6 72.4 87.1 88.4: 12.9 11.6
Old : 100.0: 54.4 14.9 1.1 31.6 72.4 87.1 88.4: 12.9 11.6
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 : 228: 71 53 12 56 65 132 125:
Old : 228: 71 53 12 56 65 132 125:
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 : 24.5 36.2 36.8 50.1 24.1 36.2 36.4 49.9
Old : 24.5 36.2 36.8 50.1 24.1 36.2 36.4 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 225,374: 122,611 33,606 2,383 71,305 163,162 196,299 199,151: 29,075 26,223
Old : 225,374: 122,611 33,606 2,383 71,305 163,162 196,299 199,151: 29,075 26,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 3,258: 6,867 -430 457 -4,213 3,835 3,111 3,862: 147 -604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 14.9 1.1 31.6 72.4 87.1 88.4: 12.9 11.6
Old : 100.0: 54.4 14.9 1.1 31.6 72.4 87.1 88.4: 12.9 11.6
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 : 228: 71 53 12 56 65 132 125:
Old : 228: 71 53 12 56 65 132 125:
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 : 24.5 36.2 36.8 50.1 24.1 36.2 36.4 49.9
Old : 24.5 36.2 36.8 50.1 24.1 36.2 36.4 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 87,631: 42,401 37,556 1,587 24,813 21,441 68,801 60,584: 18,830 27,047
Old : 87,631: 42,401 37,556 1,587 24,813 21,441 68,801 60,584: 18,830 27,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -9,254: 1,619 -7,074 -84 -12,198 473 -10,663 -6,685: 1,409 -2,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 42.9 1.8 28.3 24.5 78.5 69.1: 21.5 30.9
Old : 100.0: 48.4 42.9 1.8 28.3 24.5 78.5 69.1: 21.5 30.9
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: 25 29 6 13 20 41 52:
Old : 80: 25 29 6 13 20 41 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 : 40.6 19.9 51.8 33.6 40.5 18.8 51.3 31.9
Old : 40.6 19.9 51.8 33.6 40.5 18.8 51.3 31.9
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 - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,908: 7,604 5,420 109 12,884 16,731 20,597 22,260: 8,311 6,648
Old : 28,908: 7,604 5,420 109 12,884 16,731 20,597 22,260: 8,311 6,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 945: 895 -924 19 -650 786 264 -119: 681 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 18.7 0.4 44.6 57.9 71.3 77.0: 28.7 23.0
Old : 100.0: 26.3 18.7 0.4 44.6 57.9 71.3 77.0: 28.7 23.0
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 : 37: 11 7 1 14 6 26 13:
Old : 37: 11 7 1 14 6 26 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 62.8 51.5 72.3 39.6 62.8 51.4 72.3
Old : 39.6 62.8 51.5 72.3 39.6 62.8 51.4 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: 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 : 57,184: 11,144 15,437 1,448 34,779 18,579 47,371 35,464: 9,813 21,720
Old : 57,184: 11,144 15,437 1,448 34,779 18,579 47,371 35,464: 9,813 21,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: -1,514: -2,293 -4,069 55 406 596 -1,832 -3,418: 318 1,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 27.0 2.5 60.8 32.5 82.8 62.0: 17.2 38.0
Old : 100.0: 19.5 27.0 2.5 60.8 32.5 82.8 62.0: 17.2 38.0
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 : 88: 22 14 5 37 25 62 41:
Old : 88: 22 14 5 37 25 62 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 : 29.9 20.2 38.5 33.2 29.6 19.2 37.3 29.2
Old : 29.9 20.2 38.5 33.2 29.6 19.2 37.3 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, January 17, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 16,366: 8,634 5,563 1,094 6,003 9,524 15,731 16,181: 635 185
Old : 16,366: 8,634 5,563 1,094 6,003 9,524 15,731 16,181: 635 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 34.0 6.7 36.7 58.2 96.1 98.9: 3.9 1.1
Old : 100.0: 52.8 34.0 6.7 36.7 58.2 96.1 98.9: 3.9 1.1
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 : 21: 6 5 4 9 2 18 8:
Old : 21: 6 5 4 9 2 18 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 : 72.7 93.2 86.7 98.9 71.9 87.4 82.1 91.5
Old : 72.7 93.2 86.7 98.9 71.9 87.4 82.1 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2017