MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE Code-037642
Commitments of Traders - Futures Only, June 27, 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 : 29,154: 1,600 5,816 2,580 23,894 19,658 28,074 28,054: 1,080 1,100
Old : 29,154: 1,600 5,816 2,580 23,894 19,658 28,074 28,054: 1,080 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 1,240: -120 -120 120 720 720 720 720: 520 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 19.9 8.8 82.0 67.4 96.3 96.2: 3.7 3.8
Old : 100.0: 5.5 19.9 8.8 82.0 67.4 96.3 96.2: 3.7 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 : 26: 4 10 4 9 7 16 19:
Old : 26: 4 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 : 81.1 61.9 92.1 84.4 56.6 38.0 58.8 51.9
Old : 81.1 61.9 92.1 84.4 56.6 38.0 58.8 51.9
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 27, 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 : 6,005: 450 819 339 4,240 4,532 5,029 5,690: 976 315
Old : 6,005: 450 819 339 4,240 4,532 5,029 5,690: 976 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 19: -32 -112 46 -16 10 -2 -56: 21 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.6 5.6 70.6 75.5 83.7 94.8: 16.3 5.2
Old : 100.0: 7.5 13.6 5.6 70.6 75.5 83.7 94.8: 16.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 9 6 11 17 20 30 33:
Old : 41: 9 6 11 17 20 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 55.0 62.1 69.6 46.1 52.6 58.8 65.1
Old : 46.8 55.0 62.1 69.6 46.1 52.6 58.8 65.1
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, June 27, 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 : 30,733: 17,547 7,980 1,322 8,923 16,788 27,792 26,090: 2,941 4,643
Old : 30,733: 17,547 7,980 1,322 8,923 16,788 27,792 26,090: 2,941 4,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 564: 3 618 -20 633 249 616 847: -52 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 26.0 4.3 29.0 54.6 90.4 84.9: 9.6 15.1
Old : 100.0: 57.1 26.0 4.3 29.0 54.6 90.4 84.9: 9.6 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 : 80: 21 23 18 17 27 51 56:
Old : 80: 21 23 18 17 27 51 56:
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 : 54.8 35.3 75.3 48.8 54.6 35.3 75.1 47.7
Old : 54.8 35.3 75.3 48.8 54.6 35.3 75.1 47.7
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, June 27, 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 : 6,649: 643 661 422 4,971 4,943 6,036 6,026: 613 623
Old : 6,649: 643 661 422 4,971 4,943 6,036 6,026: 613 623
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 166: 18 -38 22 99 236 139 220: 27 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.9 6.3 74.8 74.3 90.8 90.6: 9.2 9.4
Old : 100.0: 9.7 9.9 6.3 74.8 74.3 90.8 90.6: 9.2 9.4
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 : 43: 8 6 8 25 19 35 31:
Old : 43: 8 6 8 25 19 35 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 : 43.1 44.4 61.4 63.7 42.6 42.6 60.6 59.7
Old : 43.1 44.4 61.4 63.7 42.6 42.6 60.6 59.7
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 27, 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 : 257,528: 96,055 45,221 40,449 97,842 133,745 234,346 219,415: 23,182 38,113
Old : 181,438: 76,601 43,037 22,508 68,456 89,970 167,565 155,515: 13,873 25,923
Other: 76,090: 31,051 13,781 6,344 29,386 43,775 66,781 63,900: 9,309 12,190
: : :
: : Changes in Commitments from: June 20, 2017 :
: 12,246: 421 1,166 400 10,412 9,701 11,233 11,267: 1,013 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 17.6 15.7 38.0 51.9 91.0 85.2: 9.0 14.8
Old : 100.0: 42.2 23.7 12.4 37.7 49.6 92.4 85.7: 7.6 14.3
Other: 100.0: 40.8 18.1 8.3 38.6 57.5 87.8 84.0: 12.2 16.0
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 112 71 107 64 89 238 223:
Old : 296: 100 84 87 37 86 191 212:
Other: 181: 49 43 26 49 64 113 122:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 16.7 26.7 23.9 16.6 16.0 26.6 23.0
Old : 16.8 17.8 28.2 26.2 16.7 16.7 27.7 24.2
Other: 29.5 17.9 45.0 29.8 28.7 16.1 42.8 27.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, June 27, 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 : 386,092: 173,084 45,304 55,628 127,353 232,728 356,065 333,660: 30,027 52,432
Old : 386,092: 173,084 45,304 55,628 127,353 232,728 356,065 333,660: 30,027 52,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -13,670: -6,239 -1,952 -5,997 -1,286 -4,603 -13,522 -12,552: -148 -1,118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 11.7 14.4 33.0 60.3 92.2 86.4: 7.8 13.6
Old : 100.0: 44.8 11.7 14.4 33.0 60.3 92.2 86.4: 7.8 13.6
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 : 427: 128 85 114 99 162 299 315:
Old : 427: 128 85 114 99 162 299 315:
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 : 16.9 22.6 26.9 29.6 16.9 22.6 26.9 29.2
Old : 16.9 22.6 26.9 29.6 16.9 22.6 26.9 29.2
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 27, 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 : 4,207: 1,175 1,190 646 1,130 1,507 2,951 3,343: 1,256 864
Old : 4,207: 1,175 1,190 646 1,130 1,507 2,951 3,343: 1,256 864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 59: -72 177 41 95 -114 64 104: -5 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 28.3 15.4 26.9 35.8 70.1 79.5: 29.9 20.5
Old : 100.0: 27.9 28.3 15.4 26.9 35.8 70.1 79.5: 29.9 20.5
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: 15 18 12 17 19 41 42:
Old : 58: 15 18 12 17 19 41 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 : 24.0 37.5 37.1 48.9 22.1 32.9 32.0 40.6
Old : 24.0 37.5 37.1 48.9 22.1 32.9 32.0 40.6
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 27, 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 : 56,313: 26,608 11,019 8,747 13,645 17,679 49,000 37,445: 7,313 18,868
Old : 56,313: 26,608 11,019 8,747 13,645 17,679 49,000 37,445: 7,313 18,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 1,605: 869 148 900 -10 726 1,759 1,774: -154 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 19.6 15.5 24.2 31.4 87.0 66.5: 13.0 33.5
Old : 100.0: 47.3 19.6 15.5 24.2 31.4 87.0 66.5: 13.0 33.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 62 50 53 42 78 137 161:
Old : 216: 62 50 53 42 78 137 161:
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 13.0 34.2 22.5 20.1 10.9 31.6 17.8
Old : 20.7 13.0 34.2 22.5 20.1 10.9 31.6 17.8
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 27, 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 : 5,060: 529 4,261 54 3,527 395 4,110 4,710: 950 350
Old : 5,060: 529 4,261 54 3,527 395 4,110 4,710: 950 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -75: 16 -61 0 -56 -29 -40 -90: -35 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 84.2 1.1 69.7 7.8 81.2 93.1: 18.8 6.9
Old : 100.0: 10.5 84.2 1.1 69.7 7.8 81.2 93.1: 18.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.1 83.0 73.7 91.7 55.1 83.0 73.7 89.6
Old : 55.1 83.0 73.7 91.7 55.1 83.0 73.7 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, June 27, 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 : 24,554: 3,784 16,240 890 19,273 6,455 23,947 23,585: 607 969
Old : 24,554: 3,784 16,240 890 19,273 6,455 23,947 23,585: 607 969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 309: 16 -51 7 269 311 292 267: 17 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 66.1 3.6 78.5 26.3 97.5 96.1: 2.5 3.9
Old : 100.0: 15.4 66.1 3.6 78.5 26.3 97.5 96.1: 2.5 3.9
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 : 60: 15 13 11 24 19 43 39:
Old : 60: 15 13 11 24 19 43 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 : 49.0 61.5 68.8 81.9 48.8 61.3 67.9 81.2
Old : 49.0 61.5 68.8 81.9 48.8 61.3 67.9 81.2
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 27, 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 : 33,131: 4,906 5,574 90 26,989 26,462 31,985 32,126: 1,146 1,005
Old : 33,131: 4,906 5,574 90 26,989 26,462 31,985 32,126: 1,146 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 2,312: 778 2,878 -217 2,288 209 2,849 2,870: -537 -558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 16.8 0.3 81.5 79.9 96.5 97.0: 3.5 3.0
Old : 100.0: 14.8 16.8 0.3 81.5 79.9 96.5 97.0: 3.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 11 11 1 8 7 19 19:
Old : 36: 11 11 1 8 7 19 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 : 77.9 70.5 90.6 92.0 77.9 70.5 90.6 92.0
Old : 77.9 70.5 90.6 92.0 77.9 70.5 90.6 92.0
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 27, 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 : 143,798: 28,698 78,193 5,036 78,927 30,949 112,661 114,178: 31,137 29,620
Old : 143,798: 28,698 78,193 5,036 78,927 30,949 112,661 114,178: 31,137 29,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -75,698: 191 -33,195 -1,441 -77,547 -39,759 -78,797 -74,395: 3,099 -1,303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 54.4 3.5 54.9 21.5 78.3 79.4: 21.7 20.6
Old : 100.0: 20.0 54.4 3.5 54.9 21.5 78.3 79.4: 21.7 20.6
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 : 97: 27 29 11 25 28 59 63:
Old : 97: 27 29 11 25 28 59 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 26.4 53.2 39.6 40.0 26.4 52.5 39.5
Old : 40.3 26.4 53.2 39.6 40.0 26.4 52.5 39.5
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 27, 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 : 37,364: 11,218 15,887 976 10,347 7,128 22,541 23,991: 14,823 13,373
Old : 37,364: 11,218 15,887 976 10,347 7,128 22,541 23,991: 14,823 13,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 2,313: -57 1,630 -276 840 76 507 1,430: 1,806 883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 42.5 2.6 27.7 19.1 60.3 64.2: 39.7 35.8
Old : 100.0: 30.0 42.5 2.6 27.7 19.1 60.3 64.2: 39.7 35.8
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 : 37: 13 11 4 6 7 20 21:
Old : 37: 13 11 4 6 7 20 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 : 34.5 34.3 44.1 46.5 34.4 34.3 44.0 46.5
Old : 34.5 34.3 44.1 46.5 34.4 34.3 44.0 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, June 27, 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 : 212,815: 126,019 45,012 850 77,403 163,914 204,272 209,776: 8,543 3,039
Old : 212,815: 126,019 45,012 850 77,403 163,914 204,272 209,776: 8,543 3,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -4,666: 360 -31,662 -3,934 58 30,745 -3,516 -4,851: -1,150 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 21.2 0.4 36.4 77.0 96.0 98.6: 4.0 1.4
Old : 100.0: 59.2 21.2 0.4 36.4 77.0 96.0 98.6: 4.0 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 : 149: 81 32 5 18 23 102 57:
Old : 149: 81 32 5 18 23 102 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 : 38.4 64.6 56.6 82.1 38.4 64.5 56.2 82.0
Old : 38.4 64.6 56.6 82.1 38.4 64.5 56.2 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, June 27, 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 : 187,799: 43,707 82,840 6,291 112,643 69,449 162,641 158,580: 25,158 29,219
Old : 187,799: 43,707 82,840 6,291 112,643 69,449 162,641 158,580: 25,158 29,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -6,901: -6,918 -5,389 -1,802 1,409 491 -7,311 -6,700: 410 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 44.1 3.3 60.0 37.0 86.6 84.4: 13.4 15.6
Old : 100.0: 23.3 44.1 3.3 60.0 37.0 86.6 84.4: 13.4 15.6
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 : 112: 33 28 17 28 35 68 73:
Old : 112: 33 28 17 28 35 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 : 50.6 40.5 58.2 51.8 49.6 39.5 56.9 49.9
Old : 50.6 40.5 58.2 51.8 49.6 39.5 56.9 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, June 27, 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 : 183,705: 38,254 99,604 4,415 123,453 41,443 166,122 145,462: 17,583 38,243
Old : 183,705: 38,254 99,604 4,415 123,453 41,443 166,122 145,462: 17,583 38,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 11,865: -1,244 10,147 468 11,198 -2,800 10,422 7,815: 1,443 4,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 54.2 2.4 67.2 22.6 90.4 79.2: 9.6 20.8
Old : 100.0: 20.8 54.2 2.4 67.2 22.6 90.4 79.2: 9.6 20.8
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 : 115: 28 43 15 29 28 64 79:
Old : 115: 28 43 15 29 28 64 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 : 42.9 39.8 55.7 49.4 42.8 39.7 55.6 48.7
Old : 42.9 39.8 55.7 49.4 42.8 39.7 55.6 48.7
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 27, 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 : 400,560: 179,671 120,976 14,420 136,134 211,639 330,225 347,035: 70,335 53,525
Old : 400,560: 179,671 120,976 14,420 136,134 211,639 330,225 347,035: 70,335 53,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 21,291: 12,426 -1,417 1,406 3,295 18,645 17,127 18,634: 4,164 2,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 30.2 3.6 34.0 52.8 82.4 86.6: 17.6 13.4
Old : 100.0: 44.9 30.2 3.6 34.0 52.8 82.4 86.6: 17.6 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 : 247: 95 62 44 57 62 171 150:
Old : 247: 95 62 44 57 62 171 150:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 28.0 32.9 41.1 24.2 28.0 32.5 40.9
Old : 24.5 28.0 32.9 41.1 24.2 28.0 32.5 40.9
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 27, 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 : 34,785: 13,654 5,070 1,223 7,525 24,367 22,402 30,660: 12,383 4,125
Old : 34,785: 13,654 5,070 1,223 7,525 24,367 22,402 30,660: 12,383 4,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 138: -700 -582 -91 293 662 -498 -11: 636 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 14.6 3.5 21.6 70.1 64.4 88.1: 35.6 11.9
Old : 100.0: 39.3 14.6 3.5 21.6 70.1 64.4 88.1: 35.6 11.9
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 : 22: 7 5 4 9 5 19 11:
Old : 22: 7 5 4 9 5 19 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 : 37.2 80.8 50.4 87.7 36.7 78.5 49.5 84.1
Old : 37.2 80.8 50.4 87.7 36.7 78.5 49.5 84.1
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 27, 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 : 18,579: 9,640 5,358 0 7,472 12,617 17,112 17,975: 1,467 604
Old : 18,579: 9,640 5,358 0 7,472 12,617 17,112 17,975: 1,467 604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 442: 523 211 0 -90 191 433 402: 9 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 28.8 0.0 40.2 67.9 92.1 96.7: 7.9 3.3
Old : 100.0: 51.9 28.8 0.0 40.2 67.9 92.1 96.7: 7.9 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 : 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 : 70.0 67.2 82.3 79.0 70.0 64.8 78.5 76.0
Old : 70.0 67.2 82.3 79.0 70.0 64.8 78.5 76.0
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 27, 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 : 57,424: 45,001 19,768 97 6,381 32,706 51,479 52,571: 5,945 4,853
Old : 57,424: 45,001 19,768 97 6,381 32,706 51,479 52,571: 5,945 4,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 7,329: 6,613 2,835 -360 587 4,173 6,840 6,648: 489 681
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 34.4 0.2 11.1 57.0 89.6 91.5: 10.4 8.5
Old : 100.0: 78.4 34.4 0.2 11.1 57.0 89.6 91.5: 10.4 8.5
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 : 93: 43 29 3 5 16 49 47:
Old : 93: 43 29 3 5 16 49 47:
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 : 45.4 48.4 62.0 66.3 45.4 48.4 62.0 66.3
Old : 45.4 48.4 62.0 66.3 45.4 48.4 62.0 66.3
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 27, 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 : 29,535: 23,600 3,587 1,576 3,455 23,461 28,631 28,624: 904 911
Old : 29,535: 23,600 3,587 1,576 3,455 23,461 28,631 28,624: 904 911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -231: -422 -1,106 166 0 726 -256 -214: 25 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 12.1 5.3 11.7 79.4 96.9 96.9: 3.1 3.1
Old : 100.0: 79.9 12.1 5.3 11.7 79.4 96.9 96.9: 3.1 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 7 2 4 7 16 16:
Old : 27: 12 7 2 4 7 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.6 79.6 92.3 91.1 73.8 68.9 78.6 77.0
Old : 83.6 79.6 92.3 91.1 73.8 68.9 78.6 77.0
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 27, 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 :12,982,431: 763,805 2,424,512 2,611,810 8,971,228 6,824,930 12,346,843 11,861,252: 635,588 1,121,179
Old :12,982,431: 763,805 2,424,512 2,611,810 8,971,228 6,824,930 12,346,843 11,861,252: 635,588 1,121,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 178,129: 12,426 5,647 -27,881 183,097 178,271 167,642 156,037: 10,487 22,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 18.7 20.1 69.1 52.6 95.1 91.4: 4.9 8.6
Old : 100.0: 5.9 18.7 20.1 69.1 52.6 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 : 312: 51 106 115 112 139 242 296:
Old : 312: 51 106 115 112 139 242 296:
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 : 36.2 16.2 48.4 26.6 31.5 11.2 35.5 15.6
Old : 36.2 16.2 48.4 26.6 31.5 11.2 35.5 15.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, June 27, 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 : 616,094: 100,516 93,706 23,150 417,751 425,857 541,418 542,713: 74,676 73,381
Old : 616,094: 100,516 93,706 23,150 417,751 425,857 541,418 542,713: 74,676 73,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 10,611: 4,170 823 3,766 1,482 8,654 9,418 13,243: 1,193 -2,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 15.2 3.8 67.8 69.1 87.9 88.1: 12.1 11.9
Old : 100.0: 16.3 15.2 3.8 67.8 69.1 87.9 88.1: 12.1 11.9
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 : 593: 126 136 71 217 236 374 413:
Old : 593: 126 136 71 217 236 374 413:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 15.4 28.0 23.0 15.2 14.5 23.5 20.8
Old : 17.2 15.4 28.0 23.0 15.2 14.5 23.5 20.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, June 27, 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 : 40,862: 3,510 1,697 0 14,865 26,566 18,375 28,263: 22,487 12,599
Old : 40,862: 3,510 1,697 0 14,865 26,566 18,375 28,263: 22,487 12,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 359: 122 55 0 -788 2,533 -666 2,588: 1,025 -2,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 4.2 0.0 36.4 65.0 45.0 69.2: 55.0 30.8
Old : 100.0: 8.6 4.2 0.0 36.4 65.0 45.0 69.2: 55.0 30.8
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 : 44: 7 8 0 12 20 19 28:
Old : 44: 7 8 0 12 20 19 28:
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 43.4 35.5 57.0 23.6 43.4 34.8 56.0
Old : 24.1 43.4 35.5 57.0 23.6 43.4 34.8 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, June 27, 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 : 2,876,159: 486,766 461,780 114,015 2,014,432 1,996,453 2,615,213 2,572,248: 260,946 303,911
Old : 2,876,159: 486,766 461,780 114,015 2,014,432 1,996,453 2,615,213 2,572,248: 260,946 303,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 51,261: 20,714 4,313 18,357 11,350 30,605 50,421 53,275: 840 -2,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 16.1 4.0 70.0 69.4 90.9 89.4: 9.1 10.6
Old : 100.0: 16.9 16.1 4.0 70.0 69.4 90.9 89.4: 9.1 10.6
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 : 586: 124 135 67 215 230 370 402:
Old : 586: 124 135 67 215 230 370 402:
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 15.6 29.6 23.4 16.1 14.3 24.8 21.1
Old : 18.2 15.6 29.6 23.4 16.1 14.3 24.8 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
Commitments of Traders - Futures Only, June 27, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($250 x S&P Select Sector Financial Inde :
: : :
All : 18,687: 3,189 396 0 13,103 17,110 16,292 17,506: 2,395 1,181
Old : 18,687: 3,189 396 0 13,103 17,110 16,292 17,506: 2,395 1,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.1 0.0 70.1 91.6 87.2 93.7: 12.8 6.3
Old : 100.0: 17.1 2.1 0.0 70.1 91.6 87.2 93.7: 12.8 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 : 20: 4 1 0 7 9 11 10:
Old : 20: 4 1 0 7 9 11 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 78.2 82.1 91.0 64.1 78.2 81.5 88.5
Old : 64.1 78.2 82.1 91.0 64.1 78.2 81.5 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
Commitments of Traders - Futures Only, June 27, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 x S&P Select Sector Health Care In :
: : :
All : 15,023: 9,642 649 0 3,504 13,626 13,146 14,275: 1,877 748
Old : 15,023: 9,642 649 0 3,504 13,626 13,146 14,275: 1,877 748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 4.3 0.0 23.3 90.7 87.5 95.0: 12.5 5.0
Old : 100.0: 64.2 4.3 0.0 23.3 90.7 87.5 95.0: 12.5 5.0
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 : 20: 6 2 0 6 8 12 10:
Old : 20: 6 2 0 6 8 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 71.5 81.3 92.3 69.7 71.5 78.1 88.8
Old : 71.2 71.5 81.3 92.3 69.7 71.5 78.1 88.8
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 27, 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 : 93,531: 23,875 2,707 1,841 55,709 85,362 81,425 89,910: 12,106 3,621
Old : 93,531: 23,875 2,707 1,841 55,709 85,362 81,425 89,910: 12,106 3,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 2,146: 1,459 -743 297 371 2,704 2,127 2,258: 19 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 2.9 2.0 59.6 91.3 87.1 96.1: 12.9 3.9
Old : 100.0: 25.5 2.9 2.0 59.6 91.3 87.1 96.1: 12.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 15 5 5 42 36 57 46:
Old : 82: 15 5 5 42 36 57 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 : 34.7 40.4 50.5 63.2 34.6 40.4 48.9 62.9
Old : 34.7 40.4 50.5 63.2 34.6 40.4 48.9 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 27, 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 : 57,176: 22,265 12,025 1,200 26,500 37,151 49,966 50,376: 7,211 6,801
Old : 57,176: 22,265 12,025 1,200 26,500 37,151 49,966 50,376: 7,211 6,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 235: -2,654 1,294 -153 3,288 -1,815 480 -675: -245 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 21.0 2.1 46.3 65.0 87.4 88.1: 12.6 11.9
Old : 100.0: 38.9 21.0 2.1 46.3 65.0 87.4 88.1: 12.6 11.9
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 : 263: 64 76 24 59 83 138 168:
Old : 263: 64 76 24 59 83 138 168:
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 : 35.8 25.7 49.3 35.2 35.8 25.7 48.9 35.0
Old : 35.8 25.7 49.3 35.2 35.8 25.7 48.9 35.0
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 27, 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 : 285,882: 111,325 60,123 6,002 132,501 185,753 249,828 251,878: 36,054 34,004
Old : 285,882: 111,325 60,123 6,002 132,501 185,753 249,828 251,878: 36,054 34,004
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 1,176: -13,272 6,468 -767 16,440 -9,077 2,401 -3,376: -1,225 4,552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 21.0 2.1 46.3 65.0 87.4 88.1: 12.6 11.9
Old : 100.0: 38.9 21.0 2.1 46.3 65.0 87.4 88.1: 12.6 11.9
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 : 263: 64 76 24 59 83 138 168:
Old : 263: 64 76 24 59 83 138 168:
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 : 35.8 25.7 49.3 35.2 35.8 25.7 48.9 35.0
Old : 35.8 25.7 49.3 35.2 35.8 25.7 48.9 35.0
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 27, 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 : 89,953: 48,906 29,157 2,727 12,980 33,431 64,613 65,315: 25,340 24,638
Old : 89,953: 48,906 29,157 2,727 12,980 33,431 64,613 65,315: 25,340 24,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 7,978: 6,634 1,918 -93 632 6,886 7,173 8,711: 805 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 32.4 3.0 14.4 37.2 71.8 72.6: 28.2 27.4
Old : 100.0: 54.4 32.4 3.0 14.4 37.2 71.8 72.6: 28.2 27.4
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 : 86: 30 27 14 18 23 55 57:
Old : 86: 30 27 14 18 23 55 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 : 19.8 23.3 33.9 34.3 19.8 23.3 33.8 34.3
Old : 19.8 23.3 33.9 34.3 19.8 23.3 33.8 34.3
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 27, 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 : 36,845: 12,533 6,932 0 15,745 26,840 28,278 33,772: 8,567 3,073
Old : 36,845: 12,533 6,932 0 15,745 26,840 28,278 33,772: 8,567 3,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -1,051: -1,313 -901 0 -197 -514 -1,510 -1,415: 459 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 18.8 0.0 42.7 72.8 76.7 91.7: 23.3 8.3
Old : 100.0: 34.0 18.8 0.0 42.7 72.8 76.7 91.7: 23.3 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 : 41: 12 5 0 17 11 29 16:
Old : 41: 12 5 0 17 11 29 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 : 30.5 79.0 47.0 86.0 30.5 79.0 47.0 85.7
Old : 30.5 79.0 47.0 86.0 30.5 79.0 47.0 85.7
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 27, 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 : 69,420: 14,392 8,973 1,003 43,762 16,883 59,157 26,859: 10,263 42,561
Old : 69,420: 14,392 8,973 1,003 43,762 16,883 59,157 26,859: 10,263 42,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: 920: -2,380 1,286 -373 2,084 -771 -669 142: 1,589 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 12.9 1.4 63.0 24.3 85.2 38.7: 14.8 61.3
Old : 100.0: 20.7 12.9 1.4 63.0 24.3 85.2 38.7: 14.8 61.3
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 : 69: 22 8 4 28 18 51 29:
Old : 69: 22 8 4 28 18 51 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 : 37.4 23.2 50.9 27.8 37.4 22.8 50.9 27.0
Old : 37.4 23.2 50.9 27.8 37.4 22.8 50.9 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
Commitments of Traders - Futures Only, June 27, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 ANNUAL DIVIDEND INDEX X $250) :
: : :
All : 80,547: 8,736 15,422 20,632 51,132 44,493 80,500 80,547: 47 0
Old : 80,547: 8,736 15,422 20,632 51,132 44,493 80,500 80,547: 47 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 19.1 25.6 63.5 55.2 99.9 100.0: 0.1 0.0
Old : 100.0: 10.8 19.1 25.6 63.5 55.2 99.9 100.0: 0.1 0.0
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 : 20: 4 3 3 10 12 16 16:
Old : 20: 4 3 3 10 12 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 : 83.1 81.9 95.3 93.8 34.1 28.3 35.0 33.3
Old : 83.1 81.9 95.3 93.8 34.1 28.3 35.0 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2017