MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, May 23, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 25 METRIC TONS) :
: : :
All : 27,950: 1,800 6,300 2,700 23,050 18,550 27,550 27,550: 400 400
Old : 27,950: 1,800 6,300 2,700 23,050 18,550 27,550 27,550: 400 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 114: -280 804 20 374 -710 114 114: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 22.5 9.7 82.5 66.4 98.6 98.6: 1.4 1.4
Old : 100.0: 6.4 22.5 9.7 82.5 66.4 98.6 98.6: 1.4 1.4
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 : 24: 2 11 3 8 8 13 19:
Old : 24: 2 11 3 8 8 13 19:
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 : 85.7 56.0 96.5 84.6 66.1 41.7 67.6 59.6
Old : 85.7 56.0 96.5 84.6 66.1 41.7 67.6 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, May 23, 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 : 6,088: 274 974 374 4,558 4,355 5,206 5,703: 882 385
Old : 6,088: 274 974 374 4,558 4,355 5,206 5,703: 882 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 175: -15 124 -75 286 243 196 292: -21 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 16.0 6.1 74.9 71.5 85.5 93.7: 14.5 6.3
Old : 100.0: 4.5 16.0 6.1 74.9 71.5 85.5 93.7: 14.5 6.3
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 : 39: 4 9 9 18 19 29 30:
Old : 39: 4 9 9 18 19 29 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 : 55.9 52.9 67.3 66.0 55.4 51.0 63.4 60.1
Old : 55.9 52.9 67.3 66.0 55.4 51.0 63.4 60.1
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, May 23, 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 : 31,980: 19,584 9,451 876 8,815 16,610 29,275 26,937: 2,705 5,043
Old : 31,980: 19,584 9,451 876 8,815 16,610 29,275 26,937: 2,705 5,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 651: -32 -45 304 386 263 658 522: -7 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 29.6 2.7 27.6 51.9 91.5 84.2: 8.5 15.8
Old : 100.0: 61.2 29.6 2.7 27.6 51.9 91.5 84.2: 8.5 15.8
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 : 75: 15 26 18 19 23 48 53:
Old : 75: 15 26 18 19 23 48 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 34.3 77.3 47.9 58.0 34.3 77.1 46.7
Old : 58.1 34.3 77.3 47.9 58.0 34.3 77.1 46.7
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, May 23, 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 : 6,798: 1,344 771 399 4,358 4,926 6,101 6,096: 697 702
Old : 6,798: 1,344 771 399 4,358 4,926 6,101 6,096: 697 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 64: -191 -31 1 177 137 -13 107: 77 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 11.3 5.9 64.1 72.5 89.7 89.7: 10.3 10.3
Old : 100.0: 19.8 11.3 5.9 64.1 72.5 89.7 89.7: 10.3 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 : 47: 11 6 8 24 19 37 31:
Old : 47: 11 6 8 24 19 37 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 : 36.7 46.2 53.5 69.7 36.7 44.6 53.3 63.4
Old : 36.7 46.2 53.5 69.7 36.7 44.6 53.3 63.4
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, May 23, 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 : 227,554: 87,062 42,598 37,573 83,937 115,814 208,572 195,985: 18,982 31,569
Old : 184,878: 72,395 40,518 28,004 71,033 92,023 171,432 160,545: 13,446 24,333
Other: 42,676: 19,519 6,932 4,717 12,904 23,791 37,140 35,440: 5,536 7,236
: : :
: : Changes in Commitments from: May 16, 2017 :
: 6,802: 8,506 -5,305 -687 -1,105 12,703 6,714 6,711: 88 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 18.7 16.5 36.9 50.9 91.7 86.1: 8.3 13.9
Old : 100.0: 39.2 21.9 15.1 38.4 49.8 92.7 86.8: 7.3 13.2
Other: 100.0: 45.7 16.2 11.1 30.2 55.7 87.0 83.0: 13.0 17.0
: : :
:# Traders : Number of Traders in Each Category :
All : 280: 105 61 106 60 74 228 199:
Old : 276: 102 65 91 39 73 193 193:
Other: 132: 25 39 22 40 47 85 90:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.9 21.1 26.8 28.8 15.6 20.2 25.7 27.1
Old : 16.5 23.1 27.1 30.7 15.8 23.0 26.4 29.9
Other: 39.6 22.4 52.9 38.1 39.6 21.3 49.4 34.9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 23, 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 : 420,815: 181,214 49,476 70,947 134,809 243,953 386,970 364,376: 33,845 56,439
Old : 420,815: 181,214 49,476 70,947 134,809 243,953 386,970 364,376: 33,845 56,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 4,491: 5,274 -94 -1,909 1,420 4,325 4,785 2,322: -294 2,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 11.8 16.9 32.0 58.0 92.0 86.6: 8.0 13.4
Old : 100.0: 43.1 11.8 16.9 32.0 58.0 92.0 86.6: 8.0 13.4
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 : 457: 156 69 136 119 172 352 336:
Old : 457: 156 69 136 119 172 352 336:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 22.1 23.8 28.8 14.8 22.1 23.5 28.4
Old : 14.8 22.1 23.8 28.8 14.8 22.1 23.5 28.4
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, May 23, 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 : 4,947: 1,455 1,505 539 1,347 1,936 3,341 3,980: 1,606 967
Old : 4,947: 1,455 1,505 539 1,347 1,936 3,341 3,980: 1,606 967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 87: -254 -36 84 257 84 87 132: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 30.4 10.9 27.2 39.1 67.5 80.5: 32.5 19.5
Old : 100.0: 29.4 30.4 10.9 27.2 39.1 67.5 80.5: 32.5 19.5
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 : 58: 19 13 7 17 19 39 37:
Old : 58: 19 13 7 17 19 39 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 : 24.1 44.0 37.0 57.8 21.5 37.7 32.4 51.5
Old : 24.1 44.0 37.0 57.8 21.5 37.7 32.4 51.5
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, May 23, 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 : 58,558: 26,925 12,837 8,729 14,286 16,925 49,940 38,491: 8,618 20,067
Old : 58,558: 26,925 12,837 8,729 14,286 16,925 49,940 38,491: 8,618 20,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 1,578: 252 465 752 412 111 1,416 1,328: 162 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 21.9 14.9 24.4 28.9 85.3 65.7: 14.7 34.3
Old : 100.0: 46.0 21.9 14.9 24.4 28.9 85.3 65.7: 14.7 34.3
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 : 243: 79 54 54 41 84 153 168:
Old : 243: 79 54 54 41 84 153 168:
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 11.4 32.4 20.7 19.6 10.1 30.7 16.2
Old : 19.7 11.4 32.4 20.7 19.6 10.1 30.7 16.2
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, May 23, 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 : 5,928: 636 5,051 108 3,856 393 4,600 5,552: 1,328 376
Old : 5,928: 636 5,051 108 3,856 393 4,600 5,552: 1,328 376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 43: 48 49 -8 35 72 75 113: -32 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 85.2 1.8 65.0 6.6 77.6 93.7: 22.4 6.3
Old : 100.0: 10.7 85.2 1.8 65.0 6.6 77.6 93.7: 22.4 6.3
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 : 22: 5 6 4 10 5 17 14:
Old : 22: 5 6 4 10 5 17 14:
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 : 57.1 83.9 71.4 91.4 57.1 83.9 71.1 90.5
Old : 57.1 83.9 71.4 91.4 57.1 83.9 71.1 90.5
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, May 23, 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 : 27,115: 5,175 19,549 702 20,662 5,967 26,539 26,218: 576 897
Old : 27,115: 5,175 19,549 702 20,662 5,967 26,539 26,218: 576 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 164: -296 -13 170 150 88 24 245: 140 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 72.1 2.6 76.2 22.0 97.9 96.7: 2.1 3.3
Old : 100.0: 19.1 72.1 2.6 76.2 22.0 97.9 96.7: 2.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 17 15 11 22 18 44 39:
Old : 63: 17 15 11 22 18 44 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 66.8 67.3 84.5 46.7 66.8 66.5 84.0
Old : 46.9 66.8 67.3 84.5 46.7 66.8 66.5 84.0
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 - Futures Only, May 23, 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 : 36,059: 10,272 2,147 0 24,373 33,085 34,645 35,232: 1,414 827
Old : 36,059: 10,272 2,147 0 24,373 33,085 34,645 35,232: 1,414 827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 105: -1,704 164 0 1,662 -25 -42 139: 147 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.0 0.0 67.6 91.8 96.1 97.7: 3.9 2.3
Old : 100.0: 28.5 6.0 0.0 67.6 91.8 96.1 97.7: 3.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 13 8 0 10 7 23 15:
Old : 37: 13 8 0 10 7 23 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 : 80.5 88.0 87.4 95.0 80.5 88.0 87.4 95.0
Old : 80.5 88.0 87.4 95.0 80.5 88.0 87.4 95.0
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, May 23, 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 : 208,304: 29,681 128,790 3,623 147,449 35,345 180,753 167,758: 27,551 40,546
Old : 208,304: 29,681 128,790 3,623 147,449 35,345 180,753 167,758: 27,551 40,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -11,179: -9,449 -8,340 -516 2,196 -1,224 -7,769 -10,080: -3,410 -1,099
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 61.8 1.7 70.8 17.0 86.8 80.5: 13.2 19.5
Old : 100.0: 14.2 61.8 1.7 70.8 17.0 86.8 80.5: 13.2 19.5
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 : 112: 27 45 16 28 30 62 84:
Old : 112: 27 45 16 28 30 62 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 : 45.9 29.1 61.6 41.7 45.6 29.1 61.4 41.7
Old : 45.9 29.1 61.6 41.7 45.6 29.1 61.4 41.7
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, May 23, 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 : 51,178: 6,118 25,903 1,285 30,893 11,085 38,296 38,273: 12,882 12,905
Old : 51,178: 6,118 25,903 1,285 30,893 11,085 38,296 38,273: 12,882 12,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 2,250: 2,172 795 224 -4,366 6,135 -1,970 7,154: 4,220 -4,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 50.6 2.5 60.4 21.7 74.8 74.8: 25.2 25.2
Old : 100.0: 12.0 50.6 2.5 60.4 21.7 74.8 74.8: 25.2 25.2
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 : 43: 8 19 8 12 9 26 30:
Old : 43: 8 19 8 12 9 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 37.8 62.6 50.4 51.7 37.8 62.5 50.3
Old : 51.7 37.8 62.6 50.4 51.7 37.8 62.5 50.3
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, May 23, 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 : 211,110: 98,609 44,311 3,042 101,454 160,659 203,105 208,012: 8,005 3,098
Old : 211,110: 98,609 44,311 3,042 101,454 160,659 203,105 208,012: 8,005 3,098
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 27,253: 5,923 21,679 1,258 20,379 4,164 27,560 27,101: -307 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 21.0 1.4 48.1 76.1 96.2 98.5: 3.8 1.5
Old : 100.0: 46.7 21.0 1.4 48.1 76.1 96.2 98.5: 3.8 1.5
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 : 147: 78 30 10 15 25 98 61:
Old : 147: 78 30 10 15 25 98 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 56.1 59.7 73.7 44.0 56.1 59.6 73.7
Old : 44.0 56.1 59.7 73.7 44.0 56.1 59.6 73.7
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, May 23, 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 : 256,257: 49,166 73,033 7,967 169,651 147,172 226,784 228,172: 29,473 28,085
Old : 256,257: 49,166 73,033 7,967 169,651 147,172 226,784 228,172: 29,473 28,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 222: 797 -8,331 1,004 -636 8,890 1,165 1,563: -943 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 28.5 3.1 66.2 57.4 88.5 89.0: 11.5 11.0
Old : 100.0: 19.2 28.5 3.1 66.2 57.4 88.5 89.0: 11.5 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 32 39 22 31 44 76 92:
Old : 127: 32 39 22 31 44 76 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 40.6 62.6 53.9 56.8 40.5 62.1 53.0
Old : 57.1 40.6 62.6 53.9 56.8 40.5 62.1 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 23, 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 : 211,298: 41,920 93,576 4,345 143,304 74,467 189,569 172,388: 21,729 38,910
Old : 211,298: 41,920 93,576 4,345 143,304 74,467 189,569 172,388: 21,729 38,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -11,212: -43 -8,395 -42 -11,767 1,754 -11,852 -6,683: 640 -4,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 44.3 2.1 67.8 35.2 89.7 81.6: 10.3 18.4
Old : 100.0: 19.8 44.3 2.1 67.8 35.2 89.7 81.6: 10.3 18.4
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 : 119: 32 37 17 28 38 69 83:
Old : 119: 32 37 17 28 38 69 83:
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 : 50.2 35.0 59.4 47.2 47.9 34.9 57.1 46.6
Old : 50.2 35.0 59.4 47.2 47.9 34.9 57.1 46.6
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, May 23, 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 : 449,360: 175,032 110,187 14,881 190,524 272,094 380,437 397,162: 68,923 52,198
Old : 449,360: 175,032 110,187 14,881 190,524 272,094 380,437 397,162: 68,923 52,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 17,701: 10,798 -16,443 559 4,118 35,737 15,475 19,853: 2,226 -2,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 24.5 3.3 42.4 60.6 84.7 88.4: 15.3 11.6
Old : 100.0: 39.0 24.5 3.3 42.4 60.6 84.7 88.4: 15.3 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 : 266: 97 71 48 69 65 183 167:
Old : 266: 97 71 48 69 65 183 167:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 41.1 34.7 49.4 25.1 40.6 34.4 48.7
Old : 25.4 41.1 34.7 49.4 25.1 40.6 34.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, May 23, 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 : 34,969: 16,462 6,569 409 5,850 23,571 22,721 30,549: 12,248 4,420
Old : 34,969: 16,462 6,569 409 5,850 23,571 22,721 30,549: 12,248 4,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 2,044: 1,709 1,659 12 45 359 1,766 2,030: 278 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 18.8 1.2 16.7 67.4 65.0 87.4: 35.0 12.6
Old : 100.0: 47.1 18.8 1.2 16.7 67.4 65.0 87.4: 35.0 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 : 25: 9 7 2 7 6 17 14:
Old : 25: 9 7 2 7 6 17 14:
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 : 42.1 71.8 54.2 82.7 41.7 71.7 53.5 82.5
Old : 42.1 71.8 54.2 82.7 41.7 71.7 53.5 82.5
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, May 23, 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 : 23,696: 11,909 4,259 34 10,127 18,439 22,070 22,732: 1,626 964
Old : 23,696: 11,909 4,259 34 10,127 18,439 22,070 22,732: 1,626 964
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 663: 367 289 0 652 94 1,019 383: -356 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 18.0 0.1 42.7 77.8 93.1 95.9: 6.9 4.1
Old : 100.0: 50.3 18.0 0.1 42.7 77.8 93.1 95.9: 6.9 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 : 37: 14 12 1 5 7 19 20:
Old : 37: 14 12 1 5 7 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 76.8 85.0 86.6 66.8 76.8 84.5 86.6
Old : 67.4 76.8 85.0 86.6 66.8 76.8 84.5 86.6
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, May 23, 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 : 44,165: 14,018 23,235 433 26,465 15,418 40,916 39,086: 3,249 5,079
Old : 44,165: 14,018 23,235 433 26,465 15,418 40,916 39,086: 3,249 5,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -1,022: 2,100 -637 97 -3,456 -83 -1,259 -623: 237 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 52.6 1.0 59.9 34.9 92.6 88.5: 7.4 11.5
Old : 100.0: 31.7 52.6 1.0 59.9 34.9 92.6 88.5: 7.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 24 28 6 14 14 40 46:
Old : 74: 24 28 6 14 14 40 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 42.2 70.2 63.2 46.9 42.2 69.6 63.2
Old : 46.9 42.2 70.2 63.2 46.9 42.2 69.6 63.2
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, May 23, 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 : 17,808: 4,417 2,918 2,848 9,490 11,256 16,755 17,022: 1,053 786
Old : 17,808: 4,417 2,918 2,848 9,490 11,256 16,755 17,022: 1,053 786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 123: -67 60 200 10 -80 143 180: -20 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 16.4 16.0 53.3 63.2 94.1 95.6: 5.9 4.4
Old : 100.0: 24.8 16.4 16.0 53.3 63.2 94.1 95.6: 5.9 4.4
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 : 24: 7 5 2 9 6 16 13:
Old : 24: 7 5 2 9 6 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 : 69.2 72.2 84.8 90.0 30.7 30.0 39.8 43.7
Old : 69.2 72.2 84.8 90.0 30.7 30.0 39.8 43.7
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 - Futures Only, May 23, 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 :13,614,294: 754,831 3,208,229 2,877,679 9,374,961 6,457,713 13,007,471 12,543,621: 606,823 1,070,673
Old :13,614,294: 754,831 3,208,229 2,877,679 9,374,961 6,457,713 13,007,471 12,543,621: 606,823 1,070,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 363,228: 87,060 -151,032 124,635 129,476 442,970 341,171 416,573: 22,057 -53,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 23.6 21.1 68.9 47.4 95.5 92.1: 4.5 7.9
Old : 100.0: 5.5 23.6 21.1 68.9 47.4 95.5 92.1: 4.5 7.9
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 : 318: 48 113 121 116 137 250 302:
Old : 318: 48 113 121 116 137 250 302:
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 : 38.9 15.7 50.2 26.7 33.8 9.9 38.8 15.1
Old : 38.9 15.7 50.2 26.7 33.8 9.9 38.8 15.1
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, May 23, 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 : 691,817: 102,982 101,489 30,264 475,477 469,524 608,722 601,277: 83,094 90,540
Old : 691,817: 102,982 101,489 30,264 475,477 469,524 608,722 601,277: 83,094 90,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 7,253: 1,416 1,776 995 5,524 -668 7,935 2,103: -681 5,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 14.7 4.4 68.7 67.9 88.0 86.9: 12.0 13.1
Old : 100.0: 14.9 14.7 4.4 68.7 67.9 88.0 86.9: 12.0 13.1
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 : 609: 122 142 78 230 246 388 430:
Old : 609: 122 142 78 230 246 388 430:
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 : 14.5 14.1 24.2 20.1 11.4 12.2 18.9 17.5
Old : 14.5 14.1 24.2 20.1 11.4 12.2 18.9 17.5
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, May 23, 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 : 77,826: 3,633 10,219 923 49,375 40,057 53,931 51,199: 23,895 26,627
Old : 77,826: 3,633 10,219 923 49,375 40,057 53,931 51,199: 23,895 26,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 6,369: -964 1,051 3 6,005 2,443 5,044 3,497: 1,325 2,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 13.1 1.2 63.4 51.5 69.3 65.8: 30.7 34.2
Old : 100.0: 4.7 13.1 1.2 63.4 51.5 69.3 65.8: 30.7 34.2
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 : 46: 6 7 3 22 18 30 26:
Old : 46: 6 7 3 22 18 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 40.4 50.3 52.6 34.7 40.2 49.6 52.2
Old : 34.7 40.4 50.3 52.6 34.7 40.2 49.6 52.2
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, May 23, 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 : 3,069,954: 542,726 502,332 100,721 2,130,510 2,147,336 2,773,957 2,750,389: 295,997 319,565
Old : 3,069,954: 542,726 502,332 100,721 2,130,510 2,147,336 2,773,957 2,750,389: 295,997 319,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 4,422: 10,468 2,194 6,391 -2,406 -15,557 14,453 -6,972: -10,031 11,394
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 16.4 3.3 69.4 69.9 90.4 89.6: 9.6 10.4
Old : 100.0: 17.7 16.4 3.3 69.4 69.9 90.4 89.6: 9.6 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 603: 121 140 74 225 238 378 420:
Old : 603: 121 140 74 225 238 378 420:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 15.7 25.6 22.1 12.9 13.4 20.6 19.3
Old : 15.6 15.7 25.6 22.1 12.9 13.4 20.6 19.3
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, May 23, 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 : 93,141: 22,489 3,807 668 57,637 85,416 80,794 89,891: 12,347 3,250
Old : 93,141: 22,489 3,807 668 57,637 85,416 80,794 89,891: 12,347 3,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -2,919: 769 295 -750 -2,885 -2,463 -2,866 -2,918: -53 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 4.1 0.7 61.9 91.7 86.7 96.5: 13.3 3.5
Old : 100.0: 24.1 4.1 0.7 61.9 91.7 86.7 96.5: 13.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 14 8 5 45 31 61 42:
Old : 83: 14 8 5 45 31 61 42:
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 : 38.8 47.9 52.0 70.9 38.7 47.8 51.8 70.5
Old : 38.8 47.9 52.0 70.9 38.7 47.8 51.8 70.5
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, May 23, 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 : 54,042: 23,754 8,937 1,608 22,253 36,554 47,615 47,099: 6,427 6,942
Old : 54,042: 23,754 8,937 1,608 22,253 36,554 47,615 47,099: 6,427 6,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 50: -1,501 -610 403 1,256 519 159 313: -109 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 16.5 3.0 41.2 67.6 88.1 87.2: 11.9 12.8
Old : 100.0: 44.0 16.5 3.0 41.2 67.6 88.1 87.2: 11.9 12.8
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 : 256: 71 62 21 69 76 151 148:
Old : 256: 71 62 21 69 76 151 148:
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 : 23.6 30.8 39.3 41.7 23.2 30.6 38.1 41.5
Old : 23.6 30.8 39.3 41.7 23.2 30.6 38.1 41.5
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 - Futures Only, May 23, 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 : 270,209: 118,768 44,685 8,042 111,264 182,770 238,074 235,497: 32,135 34,712
Old : 270,209: 118,768 44,685 8,042 111,264 182,770 238,074 235,497: 32,135 34,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 248: -7,504 -3,049 2,017 6,280 2,597 793 1,565: -545 -1,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 16.5 3.0 41.2 67.6 88.1 87.2: 11.9 12.8
Old : 100.0: 44.0 16.5 3.0 41.2 67.6 88.1 87.2: 11.9 12.8
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 : 256: 71 62 21 69 76 151 148:
Old : 256: 71 62 21 69 76 151 148:
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 : 23.6 30.8 39.3 41.7 23.2 30.6 38.1 41.5
Old : 23.6 30.8 39.3 41.7 23.2 30.6 38.1 41.5
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 - Futures Only, May 23, 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 : 128,250: 42,892 40,257 2,562 64,102 55,587 109,556 98,406: 18,694 29,844
Old : 128,250: 42,892 40,257 2,562 64,102 55,587 109,556 98,406: 18,694 29,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -10,505: -9,352 -5,643 -792 674 1,145 -9,470 -5,290: -1,035 -5,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 31.4 2.0 50.0 43.3 85.4 76.7: 14.6 23.3
Old : 100.0: 33.4 31.4 2.0 50.0 43.3 85.4 76.7: 14.6 23.3
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 : 84: 27 25 11 18 24 47 58:
Old : 84: 27 25 11 18 24 47 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 37.5 60.3 49.1 43.4 37.5 59.9 49.0
Old : 43.7 37.5 60.3 49.1 43.4 37.5 59.9 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, May 23, 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 : 40,148: 17,364 12,581 23 12,963 24,385 30,350 36,989: 9,798 3,159
Old : 40,148: 17,364 12,581 23 12,963 24,385 30,350 36,989: 9,798 3,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -906: -28 -368 0 326 -233 298 -601: -1,204 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 31.3 0.1 32.3 60.7 75.6 92.1: 24.4 7.9
Old : 100.0: 43.2 31.3 0.1 32.3 60.7 75.6 92.1: 24.4 7.9
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 : 52: 21 8 1 16 12 37 21:
Old : 52: 21 8 1 16 12 37 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 67.0 45.0 82.5 33.7 67.0 45.0 82.4
Old : 33.7 67.0 45.0 82.5 33.7 67.0 45.0 82.4
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, May 23, 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 : 81,756: 26,633 15,073 1,200 44,003 37,525 71,836 53,798: 9,920 27,958
Old : 81,756: 26,633 15,073 1,200 44,003 37,525 71,836 53,798: 9,920 27,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: 2,670: -3,038 -1,161 273 4,919 -406 2,154 -1,294: 516 3,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 18.4 1.5 53.8 45.9 87.9 65.8: 12.1 34.2
Old : 100.0: 32.6 18.4 1.5 53.8 45.9 87.9 65.8: 12.1 34.2
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 : 91: 22 21 4 30 26 54 49:
Old : 91: 22 21 4 30 26 54 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 18.3 47.4 32.6 32.4 18.3 46.9 32.3
Old : 32.9 18.3 47.4 32.6 32.4 18.3 46.9 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2017