MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, June 20, 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 : 27,914: 1,720 5,936 2,460 23,174 18,938 27,354 27,334: 560 580
Old : 27,914: 1,720 5,936 2,460 23,174 18,938 27,354 27,334: 560 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 740: -120 136 -200 860 584 540 520: 200 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 21.3 8.8 83.0 67.8 98.0 97.9: 2.0 2.1
Old : 100.0: 6.2 21.3 8.8 83.0 67.8 98.0 97.9: 2.0 2.1
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 : 26: 5 10 4 9 7 16 19:
Old : 26: 5 10 4 9 7 16 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 : 82.6 62.9 93.2 85.1 59.1 39.7 61.4 54.6
Old : 82.6 62.9 93.2 85.1 59.1 39.7 61.4 54.6
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, June 20, 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 : 5,986: 482 931 293 4,256 4,522 5,031 5,746: 955 240
Old : 5,986: 482 931 293 4,256 4,522 5,031 5,746: 955 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 180: 13 138 38 94 97 145 273: 35 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 15.6 4.9 71.1 75.5 84.0 96.0: 16.0 4.0
Old : 100.0: 8.1 15.6 4.9 71.1 75.5 84.0 96.0: 16.0 4.0
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 : 43: 10 7 11 16 20 29 35:
Old : 43: 10 7 11 16 20 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 56.3 62.4 70.8 48.0 54.4 59.1 66.6
Old : 48.7 56.3 62.4 70.8 48.0 54.4 59.1 66.6
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, June 20, 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 : 30,169: 17,544 7,362 1,342 8,290 16,539 27,176 25,243: 2,993 4,926
Old : 30,169: 17,544 7,362 1,342 8,290 16,539 27,176 25,243: 2,993 4,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,495: 386 298 354 405 495 1,145 1,147: 350 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 24.4 4.4 27.5 54.8 90.1 83.7: 9.9 16.3
Old : 100.0: 58.2 24.4 4.4 27.5 54.8 90.1 83.7: 9.9 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 17 23 16 16 28 43 57:
Old : 75: 17 23 16 16 28 43 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 35.5 76.1 48.7 56.5 35.5 75.9 47.6
Old : 56.6 35.5 76.1 48.7 56.5 35.5 75.9 47.6
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, June 20, 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 : 6,483: 625 699 400 4,872 4,707 5,897 5,806: 586 677
Old : 6,483: 625 699 400 4,872 4,707 5,897 5,806: 586 677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 160: -85 26 -14 177 79 78 91: 82 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 10.8 6.2 75.2 72.6 91.0 89.6: 9.0 10.4
Old : 100.0: 9.6 10.8 6.2 75.2 72.6 91.0 89.6: 9.0 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 5 8 23 18 33 29:
Old : 42: 8 5 8 23 18 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 43.2 62.5 65.1 43.4 41.3 61.7 61.5
Old : 44.2 43.2 62.5 65.1 43.4 41.3 61.7 61.5
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, June 20, 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 : 245,282: 95,634 44,055 40,049 87,430 124,044 223,113 208,148: 22,169 37,134
Old : 174,958: 77,106 40,972 23,862 60,629 84,089 161,597 148,923: 13,361 26,035
Other: 70,324: 27,487 12,042 7,228 26,801 39,955 61,516 59,225: 8,808 11,099
: : :
: : Changes in Commitments from: June 13, 2017 :
: -8,795: -5,874 -2,651 -2,037 -761 -6,194 -8,672 -10,882: -123 2,087
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 18.0 16.3 35.6 50.6 91.0 84.9: 9.0 15.1
Old : 100.0: 44.1 23.4 13.6 34.7 48.1 92.4 85.1: 7.6 14.9
Other: 100.0: 39.1 17.1 10.3 38.1 56.8 87.5 84.2: 12.5 15.8
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 111 72 98 65 84 233 208:
Old : 288: 107 76 75 34 81 184 194:
Other: 172: 40 45 24 49 62 108 117:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 17.9 27.1 25.5 17.1 17.9 27.0 24.9
Old : 18.2 19.3 29.8 27.7 18.0 19.0 29.7 26.8
Other: 29.0 18.8 45.2 31.5 28.0 16.9 42.3 28.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 20, 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 : 399,762: 179,323 47,256 61,625 128,639 237,331 369,587 346,212: 30,175 53,550
Old : 399,762: 179,323 47,256 61,625 128,639 237,331 369,587 346,212: 30,175 53,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -13,879: -4,728 -803 -4,744 -2,042 -5,897 -11,514 -11,444: -2,365 -2,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 11.8 15.4 32.2 59.4 92.5 86.6: 7.5 13.4
Old : 100.0: 44.9 11.8 15.4 32.2 59.4 92.5 86.6: 7.5 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 : 440: 127 98 115 108 166 311 326:
Old : 440: 127 98 115 108 166 311 326:
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 22.3 26.0 29.0 16.4 22.3 25.9 28.6
Old : 16.4 22.3 26.0 29.0 16.4 22.3 25.9 28.6
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, June 20, 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 : 4,148: 1,247 1,013 605 1,035 1,621 2,887 3,239: 1,261 909
Old : 4,148: 1,247 1,013 605 1,035 1,621 2,887 3,239: 1,261 909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -96: 52 -106 31 -99 67 -16 -8: -80 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 24.4 14.6 25.0 39.1 69.6 78.1: 30.4 21.9
Old : 100.0: 30.1 24.4 14.6 25.0 39.1 69.6 78.1: 30.4 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 16 13 12 17 19 41 38:
Old : 54: 16 13 12 17 19 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.8 38.6 37.3 50.5 23.6 34.0 32.1 43.6
Old : 25.8 38.6 37.3 50.5 23.6 34.0 32.1 43.6
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, June 20, 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 : 54,708: 25,739 10,871 7,847 13,655 16,953 47,241 35,671: 7,467 19,037
Old : 54,708: 25,739 10,871 7,847 13,655 16,953 47,241 35,671: 7,467 19,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -2,495: -1,172 -1,690 -170 -840 -9 -2,182 -1,869: -313 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 19.9 14.3 25.0 31.0 86.4 65.2: 13.6 34.8
Old : 100.0: 47.0 19.9 14.3 25.0 31.0 86.4 65.2: 13.6 34.8
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 : 217: 62 53 46 43 76 131 157:
Old : 217: 62 53 46 43 76 131 157:
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 : 20.7 12.9 33.8 21.8 20.5 11.1 31.9 17.3
Old : 20.7 12.9 33.8 21.8 20.5 11.1 31.9 17.3
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, June 20, 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 : 5,135: 513 4,322 54 3,583 424 4,150 4,800: 985 335
Old : 5,135: 513 4,322 54 3,583 424 4,150 4,800: 985 335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 15: 43 53 0 -20 -36 23 17: -8 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 84.2 1.1 69.8 8.3 80.8 93.5: 19.2 6.5
Old : 100.0: 10.0 84.2 1.1 69.8 8.3 80.8 93.5: 19.2 6.5
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 : 21: 4 5 2 12 5 17 11:
Old : 21: 4 5 2 12 5 17 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 : 54.3 83.0 72.1 92.8 54.3 83.0 72.1 90.4
Old : 54.3 83.0 72.1 92.8 54.3 83.0 72.1 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, June 20, 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 : 24,245: 3,768 16,291 883 19,004 6,144 23,655 23,318: 590 927
Old : 24,245: 3,768 16,291 883 19,004 6,144 23,655 23,318: 590 927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 848: 183 403 173 396 198 752 774: 96 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 67.2 3.6 78.4 25.3 97.6 96.2: 2.4 3.8
Old : 100.0: 15.5 67.2 3.6 78.4 25.3 97.6 96.2: 2.4 3.8
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 : 57: 15 11 12 23 18 43 36:
Old : 57: 15 11 12 23 18 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 63.2 69.1 83.3 49.2 63.0 68.4 82.6
Old : 49.4 63.2 69.1 83.3 49.2 63.0 68.4 82.6
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, June 20, 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 : 30,819: 4,128 2,696 307 24,701 26,253 29,136 29,256: 1,683 1,563
Old : 30,819: 4,128 2,696 307 24,701 26,253 29,136 29,256: 1,683 1,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -11,055: -4,826 95 282 -6,702 -12,060 -11,246 -11,683: 191 628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.7 1.0 80.1 85.2 94.5 94.9: 5.5 5.1
Old : 100.0: 13.4 8.7 1.0 80.1 85.2 94.5 94.9: 5.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 13 10 2 8 6 21 18:
Old : 36: 13 10 2 8 6 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 75.9 86.3 90.0 77.2 75.8 85.6 90.0
Old : 77.2 75.9 86.3 90.0 77.2 75.8 85.6 90.0
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, June 20, 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 : 219,496: 28,507 111,388 6,477 156,474 70,708 191,458 188,573: 28,038 30,923
Old : 219,496: 28,507 111,388 6,477 156,474 70,708 191,458 188,573: 28,038 30,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 15,381: 1,726 -3,988 -9,845 22,225 34,552 14,106 20,719: 1,275 -5,338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 50.7 3.0 71.3 32.2 87.2 85.9: 12.8 14.1
Old : 100.0: 13.0 50.7 3.0 71.3 32.2 87.2 85.9: 12.8 14.1
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 : 105: 29 33 16 32 30 68 73:
Old : 105: 29 33 16 32 30 68 73:
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 : 45.6 37.6 60.5 52.0 35.2 29.4 46.7 40.9
Old : 45.6 37.6 60.5 52.0 35.2 29.4 46.7 40.9
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, June 20, 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 : 35,051: 11,275 14,257 1,252 9,507 7,052 22,034 22,561: 13,017 12,490
Old : 35,051: 11,275 14,257 1,252 9,507 7,052 22,034 22,561: 13,017 12,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -20,087: 2,757 -8,721 42 -21,564 -9,303 -18,765 -17,982: -1,322 -2,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 40.7 3.6 27.1 20.1 62.9 64.4: 37.1 35.6
Old : 100.0: 32.2 40.7 3.6 27.1 20.1 62.9 64.4: 37.1 35.6
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 : 35: 13 10 6 6 7 21 21:
Old : 35: 13 10 6 6 7 21 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 : 37.0 37.0 47.2 48.3 36.9 37.0 47.1 48.0
Old : 37.0 37.0 47.2 48.3 36.9 37.0 47.1 48.0
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, June 20, 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 : 217,481: 125,659 76,674 4,784 77,345 133,169 207,788 214,627: 9,693 2,854
Old : 217,481: 125,659 76,674 4,784 77,345 133,169 207,788 214,627: 9,693 2,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -16,009: 2,191 49,020 -11,392 -6,684 -53,558 -15,885 -15,930: -124 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 35.3 2.2 35.6 61.2 95.5 98.7: 4.5 1.3
Old : 100.0: 57.8 35.3 2.2 35.6 61.2 95.5 98.7: 4.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 84 33 5 16 23 104 57:
Old : 152: 84 33 5 16 23 104 57:
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 : 37.0 52.9 54.4 74.5 37.0 51.0 53.6 72.6
Old : 37.0 52.9 54.4 74.5 37.0 51.0 53.6 72.6
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, June 20, 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 : 194,700: 50,625 88,229 8,093 111,234 68,958 169,952 165,280: 24,748 29,420
Old : 194,700: 50,625 88,229 8,093 111,234 68,958 169,952 165,280: 24,748 29,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -74,893: 10,073 8,236 -22,930 -60,078 -58,462 -72,935 -73,156: -1,958 -1,737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 45.3 4.2 57.1 35.4 87.3 84.9: 12.7 15.1
Old : 100.0: 26.0 45.3 4.2 57.1 35.4 87.3 84.9: 12.7 15.1
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 : 117: 30 33 18 29 36 65 81:
Old : 117: 30 33 18 29 36 65 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 37.9 57.1 49.2 47.9 36.9 55.9 47.3
Old : 48.9 37.9 57.1 49.2 47.9 36.9 55.9 47.3
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, June 20, 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 : 171,840: 39,498 89,457 3,947 112,255 44,243 155,700 137,647: 16,140 34,193
Old : 171,840: 39,498 89,457 3,947 112,255 44,243 155,700 137,647: 16,140 34,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -38,777: 5,338 4,744 -4,743 -31,978 -39,094 -31,383 -39,093: -7,394 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 52.1 2.3 65.3 25.7 90.6 80.1: 9.4 19.9
Old : 100.0: 23.0 52.1 2.3 65.3 25.7 90.6 80.1: 9.4 19.9
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 : 111: 24 42 12 29 31 59 79:
Old : 111: 24 42 12 29 31 59 79:
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 : 44.4 42.1 55.1 51.1 44.3 42.0 54.9 50.5
Old : 44.4 42.1 55.1 51.1 44.3 42.0 54.9 50.5
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, June 20, 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 : 379,269: 167,245 122,393 13,014 132,839 192,994 313,098 328,401: 66,171 50,868
Old : 379,269: 167,245 122,393 13,014 132,839 192,994 313,098 328,401: 66,171 50,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -95,031: 3,018 37,219 -11,376 -78,514 -108,287 -86,872 -82,444: -8,159 -12,587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 32.3 3.4 35.0 50.9 82.6 86.6: 17.4 13.4
Old : 100.0: 44.1 32.3 3.4 35.0 50.9 82.6 86.6: 17.4 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 : 242: 89 64 44 58 61 167 149:
Old : 242: 89 64 44 58 61 167 149:
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 : 25.4 27.8 34.4 38.9 25.1 27.8 33.9 38.6
Old : 25.4 27.8 34.4 38.9 25.1 27.8 33.9 38.6
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, June 20, 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 : 34,647: 14,354 5,652 1,314 7,232 23,705 22,900 30,671: 11,747 3,976
Old : 34,647: 14,354 5,652 1,314 7,232 23,705 22,900 30,671: 11,747 3,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 411: -389 -34 806 1,003 558 1,420 1,330: -1,009 -919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 16.3 3.8 20.9 68.4 66.1 88.5: 33.9 11.5
Old : 100.0: 41.4 16.3 3.8 20.9 68.4 66.1 88.5: 33.9 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 : 22: 8 5 5 8 5 19 12:
Old : 22: 8 5 5 8 5 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 81.1 51.7 87.9 36.9 78.8 50.7 84.3
Old : 37.4 81.1 51.7 87.9 36.9 78.8 50.7 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, June 20, 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 : 18,137: 9,117 5,147 0 7,562 12,426 16,679 17,573: 1,458 564
Old : 18,137: 9,117 5,147 0 7,562 12,426 16,679 17,573: 1,458 564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 211: 262 198 0 -98 -99 164 99: 47 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 28.4 0.0 41.7 68.5 92.0 96.9: 8.0 3.1
Old : 100.0: 50.3 28.4 0.0 41.7 68.5 92.0 96.9: 8.0 3.1
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: 12 15 0 6 6 18 21:
Old : 37: 12 15 0 6 6 18 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 : 66.7 67.8 80.5 79.9 66.7 66.4 77.0 77.6
Old : 66.7 67.8 80.5 79.9 66.7 66.4 77.0 77.6
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, June 20, 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 : 50,095: 38,388 16,933 457 5,794 28,533 44,639 45,923: 5,456 4,172
Old : 50,095: 38,388 16,933 457 5,794 28,533 44,639 45,923: 5,456 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -3,481: 11,127 -8,733 -948 -13,598 6,798 -3,419 -2,883: -62 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 33.8 0.9 11.6 57.0 89.1 91.7: 10.9 8.3
Old : 100.0: 76.6 33.8 0.9 11.6 57.0 89.1 91.7: 10.9 8.3
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: 38 24 4 4 18 43 45:
Old : 84: 38 24 4 4 18 43 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 49.7 63.3 66.2 45.5 49.7 62.5 66.2
Old : 45.5 49.7 63.3 66.2 45.5 49.7 62.5 66.2
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, June 20, 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 : 29,766: 24,022 4,693 1,410 3,455 22,735 28,887 28,838: 879 928
Old : 29,766: 24,022 4,693 1,410 3,455 22,735 28,887 28,838: 879 928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -1,250: 3,000 871 -1,106 -2,927 -1,104 -1,033 -1,339: -217 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 15.8 4.7 11.6 76.4 97.0 96.9: 3.0 3.1
Old : 100.0: 80.7 15.8 4.7 11.6 76.4 97.0 96.9: 3.0 3.1
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 : 27: 12 8 2 4 6 16 16:
Old : 27: 12 8 2 4 6 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 80.4 92.2 90.7 74.1 69.8 79.0 77.3
Old : 83.9 80.4 92.2 90.7 74.1 69.8 79.0 77.3
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, June 20, 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 :12,804,302: 751,379 2,418,865 2,639,691 8,788,131 6,646,659 12,179,201 11,705,215: 625,101 1,099,087
Old :12,804,302: 751,379 2,418,865 2,639,691 8,788,131 6,646,659 12,179,201 11,705,215: 625,101 1,099,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
:-1,346,238: -283,207 -485,931 -239,005 -817,696 -591,761 -1,339,908 -1,316,697: -6,330 -29,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 18.9 20.6 68.6 51.9 95.1 91.4: 4.9 8.6
Old : 100.0: 5.9 18.9 20.6 68.6 51.9 95.1 91.4: 4.9 8.6
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 : 309: 53 101 116 114 137 246 291:
Old : 309: 53 101 116 114 137 246 291:
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 : 36.5 16.1 48.5 27.0 31.6 11.6 36.2 15.8
Old : 36.5 16.1 48.5 27.0 31.6 11.6 36.2 15.8
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, June 20, 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 : 605,483: 96,346 92,883 19,384 416,269 417,203 531,999 529,470: 73,483 76,013
Old : 605,483: 96,346 92,883 19,384 416,269 417,203 531,999 529,470: 73,483 76,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -180,411: -14,120 -11,497 -21,172 -132,508 -132,853 -167,801 -165,523: -12,609 -14,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 15.3 3.2 68.8 68.9 87.9 87.4: 12.1 12.6
Old : 100.0: 15.9 15.3 3.2 68.8 68.9 87.9 87.4: 12.1 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 : 576: 114 134 73 217 227 365 401:
Old : 576: 114 134 73 217 227 365 401:
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 : 18.2 14.6 29.5 22.1 16.2 14.4 24.8 21.0
Old : 18.2 14.6 29.5 22.1 16.2 14.4 24.8 21.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 20, 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 : 40,503: 3,388 1,642 0 15,653 24,033 19,041 25,675: 21,462 14,828
Old : 40,503: 3,388 1,642 0 15,653 24,033 19,041 25,675: 21,462 14,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -50,897: -1,535 -8,747 -2,144 -43,207 -34,568 -46,886 -45,459: -4,011 -5,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.1 0.0 38.6 59.3 47.0 63.4: 53.0 36.6
Old : 100.0: 8.4 4.1 0.0 38.6 59.3 47.0 63.4: 53.0 36.6
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 : 44: 8 6 0 15 18 23 24:
Old : 44: 8 6 0 15 18 23 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 : 24.3 43.3 35.8 56.3 23.8 43.3 35.1 55.3
Old : 24.3 43.3 35.8 56.3 23.8 43.3 35.1 55.3
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, June 20, 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 : 2,824,898: 466,052 457,467 95,658 2,003,082 1,965,848 2,564,792 2,518,973: 260,106 305,925
Old : 2,824,898: 466,052 457,467 95,658 2,003,082 1,965,848 2,564,792 2,518,973: 260,106 305,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -647,568: -113,599 -64,424 -44,470 -446,507 -491,425 -604,576 -600,319: -42,992 -47,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 16.2 3.4 70.9 69.6 90.8 89.2: 9.2 10.8
Old : 100.0: 16.5 16.2 3.4 70.9 69.6 90.8 89.2: 9.2 10.8
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 : 570: 112 133 70 214 222 360 392:
Old : 570: 112 133 70 214 222 360 392:
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 : 19.3 14.4 31.2 22.5 17.1 14.2 26.2 21.3
Old : 19.3 14.4 31.2 22.5 17.1 14.2 26.2 21.3
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, June 20, 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 : 91,385: 22,416 3,450 1,544 55,338 82,658 79,298 87,652: 12,087 3,733
Old : 91,385: 22,416 3,450 1,544 55,338 82,658 79,298 87,652: 12,087 3,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -6,270: -1,806 581 -64 -3,741 -7,148 -5,611 -6,631: -659 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.8 1.7 60.6 90.5 86.8 95.9: 13.2 4.1
Old : 100.0: 24.5 3.8 1.7 60.6 90.5 86.8 95.9: 13.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 13 5 5 43 35 56 45:
Old : 80: 13 5 5 43 35 56 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 39.9 51.6 63.2 36.3 39.9 50.4 62.9
Old : 36.3 39.9 51.6 63.2 36.3 39.9 50.4 62.9
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, June 20, 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 : 56,941: 24,919 10,731 1,354 23,212 38,966 49,485 51,051: 7,456 5,890
Old : 56,941: 24,919 10,731 1,354 23,212 38,966 49,485 51,051: 7,456 5,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -32,706: -5,249 879 -218 -26,967 -32,176 -32,434 -31,515: -272 -1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 18.8 2.4 40.8 68.4 86.9 89.7: 13.1 10.3
Old : 100.0: 43.8 18.8 2.4 40.8 68.4 86.9 89.7: 13.1 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 : 264: 74 68 21 64 79 149 157:
Old : 264: 74 68 21 64 79 149 157:
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 : 33.5 25.0 48.7 35.3 33.5 25.0 48.3 34.2
Old : 33.5 25.0 48.7 35.3 33.5 25.0 48.3 34.2
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, June 20, 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 : 284,706: 124,597 53,655 6,769 116,061 194,830 247,427 255,254: 37,279 29,452
Old : 284,706: 124,597 53,655 6,769 116,061 194,830 247,427 255,254: 37,279 29,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -163,529: -26,245 4,397 -1,091 -134,834 -160,881 -162,170 -157,575: -1,359 -5,954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 18.8 2.4 40.8 68.4 86.9 89.7: 13.1 10.3
Old : 100.0: 43.8 18.8 2.4 40.8 68.4 86.9 89.7: 13.1 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 : 264: 74 68 21 64 79 149 157:
Old : 264: 74 68 21 64 79 149 157:
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 : 33.5 25.0 48.7 35.3 33.5 25.0 48.3 34.2
Old : 33.5 25.0 48.7 35.3 33.5 25.0 48.3 34.2
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, June 20, 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 : 81,975: 42,272 27,239 2,820 12,348 26,545 57,440 56,604: 24,535 25,371
Old : 81,975: 42,272 27,239 2,820 12,348 26,545 57,440 56,604: 24,535 25,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -52,984: 9,138 -7,406 -9,834 -53,644 -32,922 -54,340 -50,162: 1,356 -2,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 33.2 3.4 15.1 32.4 70.1 69.1: 29.9 30.9
Old : 100.0: 51.6 33.2 3.4 15.1 32.4 70.1 69.1: 29.9 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 : 85: 30 26 11 18 23 54 54:
Old : 85: 30 26 11 18 23 54 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.4 25.8 31.9 35.4 19.4 25.8 31.8 34.9
Old : 19.4 25.8 31.9 35.4 19.4 25.8 31.8 34.9
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, June 20, 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 : 37,896: 13,846 7,833 0 15,942 27,354 29,788 35,187: 8,108 2,709
Old : 37,896: 13,846 7,833 0 15,942 27,354 29,788 35,187: 8,108 2,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 1,224: -918 591 0 2,044 14 1,126 605: 98 619
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 20.7 0.0 42.1 72.2 78.6 92.9: 21.4 7.1
Old : 100.0: 36.5 20.7 0.0 42.1 72.2 78.6 92.9: 21.4 7.1
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 : 44: 14 6 0 17 11 31 17:
Old : 44: 14 6 0 17 11 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 78.3 48.7 86.5 32.5 78.3 48.7 86.2
Old : 32.5 78.3 48.7 86.5 32.5 78.3 48.7 86.2
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, June 20, 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 : 68,500: 16,772 7,687 1,376 41,678 17,654 59,826 26,717: 8,674 41,783
Old : 68,500: 16,772 7,687 1,376 41,678 17,654 59,826 26,717: 8,674 41,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: 4,616: 2,636 1,159 503 3,445 4,626 6,584 6,288: -1,968 -1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 11.2 2.0 60.8 25.8 87.3 39.0: 12.7 61.0
Old : 100.0: 24.5 11.2 2.0 60.8 25.8 87.3 39.0: 12.7 61.0
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 : 73: 25 8 5 29 17 55 29:
Old : 73: 25 8 5 29 17 55 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 22.9 51.9 28.5 38.1 22.5 51.9 27.3
Old : 38.1 22.9 51.9 28.5 38.1 22.5 51.9 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, June 20, 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 : 14,938: 8,087 5,729 0 6,282 8,726 14,369 14,455: 569 483
Old : 14,938: 8,087 5,729 0 6,282 8,726 14,369 14,455: 569 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 38.4 0.0 42.1 58.4 96.2 96.8: 3.8 3.2
Old : 100.0: 54.1 38.4 0.0 42.1 58.4 96.2 96.8: 3.8 3.2
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 : 20: 5 6 0 8 2 13 8:
Old : 20: 5 6 0 8 2 13 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.9 89.9 91.2 96.8 83.9 89.9 90.9 94.9
Old : 83.9 89.9 91.2 96.8 83.9 89.9 90.9 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2017