BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 7,422: 1,709 1,989 834 3,987 3,819 6,530 6,642: 892 780
Old : 7,422: 1,709 1,989 834 3,987 3,819 6,530 6,642: 892 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -40: 87 73 -69 -45 -60 -28 -57: -13 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 26.8 11.2 53.7 51.5 88.0 89.5: 12.0 10.5
Old : 100.0: 23.0 26.8 11.2 53.7 51.5 88.0 89.5: 12.0 10.5
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 : 39: 4 11 10 20 20 33 32:
Old : 39: 4 11 10 20 20 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 35.6 63.5 53.5 45.1 33.7 57.6 48.8
Old : 45.2 35.6 63.5 53.5 45.1 33.7 57.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 62,619: 22,268 6,928 17,619 16,913 25,713 56,800 50,261: 5,819 12,359
Old : 62,619: 22,268 6,928 17,619 16,913 25,713 56,800 50,261: 5,819 12,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -41: -171 -20 94 98 120 21 193: -61 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.1 28.1 27.0 41.1 90.7 80.3: 9.3 19.7
Old : 100.0: 35.6 11.1 28.1 27.0 41.1 90.7 80.3: 9.3 19.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 35 18 35 33 35 78 78:
Old : 96: 35 18 35 33 35 78 78:
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 : 35.7 27.6 49.3 40.7 33.2 24.1 41.4 32.4
Old : 35.7 27.6 49.3 40.7 33.2 24.1 41.4 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 7,493: 513 885 1,969 4,442 3,951 6,924 6,804: 569 688
Old : 7,493: 513 885 1,969 4,442 3,951 6,924 6,804: 569 688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 36: -25 -56 60 22 94 56 97: -20 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 11.8 26.3 59.3 52.7 92.4 90.8: 7.6 9.2
Old : 100.0: 6.8 11.8 26.3 59.3 52.7 92.4 90.8: 7.6 9.2
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 : 45: 7 11 14 23 22 39 38:
Old : 45: 7 11 14 23 22 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 40.8 56.4 57.6 28.1 27.2 43.4 37.9
Old : 37.8 40.8 56.4 57.6 28.1 27.2 43.4 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 6,598: 1,357 405 1,661 3,188 2,472 6,206 4,538: 392 2,060
Old : 6,598: 1,357 405 1,661 3,188 2,472 6,206 4,538: 392 2,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 16: -21 -2 25 -6 -6 -2 17: 18 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 6.1 25.2 48.3 37.5 94.1 68.8: 5.9 31.2
Old : 100.0: 20.6 6.1 25.2 48.3 37.5 94.1 68.8: 5.9 31.2
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: 8 1 8 8 7 16 16:
Old : 20: 8 1 8 8 7 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 47.3 83.0 62.2 53.3 41.2 65.0 42.9
Old : 60.7 47.3 83.0 62.2 53.3 41.2 65.0 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 246,516: 78,425 23,419 70,640 77,289 109,624 226,353 203,683: 20,162 42,833
Old : 242,234: 76,819 23,555 69,457 76,506 107,087 222,782 200,099: 19,453 42,135
Other: 4,281: 2,216 474 572 783 2,537 3,572 3,583: 710 698
: : :
: : Changes in Commitments from: December 27, 2016 :
: 3,240: -1,236 347 2,242 2,332 37 3,338 2,626: -98 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 9.5 28.7 31.4 44.5 91.8 82.6: 8.2 17.4
Old : 100.0: 31.7 9.7 28.7 31.6 44.2 92.0 82.6: 8.0 17.4
Other: 100.0: 51.8 11.1 13.4 18.3 59.2 83.4 83.7: 16.6 16.3
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 107 70 111 80 88 241 226:
Old : 291: 106 71 111 80 88 241 226:
Other: 47: 11 9 13 13 20 30 37:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 14.7 24.4 23.0 14.3 13.8 23.6 20.7
Old : 13.9 14.8 24.1 22.9 13.8 13.7 23.2 20.3
Other: 60.2 42.4 73.5 56.6 57.9 41.0 65.9 53.3
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 372,917: 133,704 18,783 99,892 109,824 192,542 343,420 311,217: 29,497 61,700
Old : 372,917: 133,704 18,783 99,892 109,824 192,542 343,420 311,217: 29,497 61,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -739: 1,313 -121 2,147 -4,988 -3,038 -1,528 -1,012: 789 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 5.0 26.8 29.4 51.6 92.1 83.5: 7.9 16.5
Old : 100.0: 35.9 5.0 26.8 29.4 51.6 92.1 83.5: 7.9 16.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 142 75 157 137 159 351 336:
Old : 416: 142 75 157 137 159 351 336:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.5 17.7 19.3 24.6 11.1 16.9 18.3 22.0
Old : 11.5 17.7 19.3 24.6 11.1 16.9 18.3 22.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 4,089: 1,103 1,713 230 1,460 1,172 2,794 3,115: 1,295 974
Old : 4,089: 1,103 1,713 230 1,460 1,172 2,794 3,115: 1,295 974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -660: -215 40 -267 -196 -244 -678 -471: 18 -189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 41.9 5.6 35.7 28.7 68.3 76.2: 31.7 23.8
Old : 100.0: 27.0 41.9 5.6 35.7 28.7 68.3 76.2: 31.7 23.8
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: 12 11 8 15 14 32 29:
Old : 44: 12 11 8 15 14 32 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 : 34.6 34.1 45.8 51.0 32.4 32.9 42.4 49.8
Old : 34.6 34.1 45.8 51.0 32.4 32.9 42.4 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 56,258: 21,417 9,038 14,898 11,197 10,782 47,512 34,718: 8,746 21,540
Old : 56,258: 21,417 9,038 14,898 11,197 10,782 47,512 34,718: 8,746 21,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 1,197: 521 -32 830 245 504 1,596 1,303: -400 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 16.1 26.5 19.9 19.2 84.5 61.7: 15.5 38.3
Old : 100.0: 38.1 16.1 26.5 19.9 19.2 84.5 61.7: 15.5 38.3
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 : 203: 55 57 69 49 59 152 152:
Old : 203: 55 57 69 49 59 152 152:
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 : 18.7 10.4 30.5 17.8 18.6 8.1 29.3 13.4
Old : 18.7 10.4 30.5 17.8 18.6 8.1 29.3 13.4
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 with Delta-adjusted Options and Futures Combined, January 03, 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 : 33,266: 1,552 16,816 5,890 24,811 9,339 32,252 32,045: 1,014 1,221
Old : 33,266: 1,552 16,816 5,890 24,811 9,339 32,252 32,045: 1,014 1,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 76: -71 -238 99 22 210 51 71: 25 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 50.5 17.7 74.6 28.1 97.0 96.3: 3.0 3.7
Old : 100.0: 4.7 50.5 17.7 74.6 28.1 97.0 96.3: 3.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 11 18 15 27 24 46 49:
Old : 66: 11 18 15 27 24 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 50.6 68.5 66.8 50.5 50.4 62.4 62.6
Old : 50.5 50.6 68.5 66.8 50.5 50.4 62.4 62.6
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 with Delta-adjusted Options and Futures Combined, January 03, 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 : 27,451: 16,903 2,175 0 8,522 24,616 25,425 26,791: 2,026 660
Old : 27,451: 16,903 2,175 0 8,522 24,616 25,425 26,791: 2,026 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 543: 474 125 0 150 403 624 528: -81 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 7.9 0.0 31.0 89.7 92.6 97.6: 7.4 2.4
Old : 100.0: 61.6 7.9 0.0 31.0 89.7 92.6 97.6: 7.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 3 0 5 8 16 11:
Old : 27: 11 3 0 5 8 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 81.5 85.9 94.8 77.6 81.5 85.9 94.8
Old : 77.6 81.5 85.9 94.8 77.6 81.5 85.9 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 117,570: 39,424 43,413 8,179 44,107 30,030 91,709 81,622: 25,861 35,948
Old : 117,570: 39,424 43,413 8,179 44,107 30,030 91,709 81,622: 25,861 35,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 4,969: 2,240 5,056 663 3,191 -2,771 6,094 2,948: -1,125 2,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 36.9 7.0 37.5 25.5 78.0 69.4: 22.0 30.6
Old : 100.0: 33.5 36.9 7.0 37.5 25.5 78.0 69.4: 22.0 30.6
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 : 90: 22 36 15 20 27 52 68:
Old : 90: 22 36 15 20 27 52 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 14.1 41.5 24.5 30.7 14.1 40.3 24.3
Old : 31.4 14.1 41.5 24.5 30.7 14.1 40.3 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 57,038: 11,219 25,337 1,508 37,498 7,291 50,225 34,136: 6,814 22,903
Old : 57,038: 11,219 25,337 1,508 37,498 7,291 50,225 34,136: 6,814 22,903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -1,130: -2,531 943 38 293 -55 -2,200 925: 1,071 -2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 44.4 2.6 65.7 12.8 88.1 59.8: 11.9 40.2
Old : 100.0: 19.7 44.4 2.6 65.7 12.8 88.1 59.8: 11.9 40.2
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 : 44: 7 19 6 11 11 21 33:
Old : 44: 7 19 6 11 11 21 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 : 54.6 25.3 69.9 36.6 53.6 25.3 68.6 36.5
Old : 54.6 25.3 69.9 36.6 53.6 25.3 68.6 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 153,056: 22,519 87,747 2,592 121,613 54,115 146,724 144,454: 6,333 8,602
Old : 153,056: 22,519 87,747 2,592 121,613 54,115 146,724 144,454: 6,333 8,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 8,591: 1,013 4,908 639 6,521 1,489 8,173 7,036: 418 1,555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 57.3 1.7 79.5 35.4 95.9 94.4: 4.1 5.6
Old : 100.0: 14.7 57.3 1.7 79.5 35.4 95.9 94.4: 4.1 5.6
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 : 136: 36 67 13 20 20 67 89:
Old : 136: 36 67 13 20 20 67 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 30.0 78.9 46.8 65.8 29.9 78.7 46.6
Old : 65.8 30.0 78.9 46.8 65.8 29.9 78.7 46.6
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 with Delta-adjusted Options and Futures Combined, January 03, 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 : 255,729: 53,784 113,893 24,101 152,884 80,103 230,770 218,097: 24,960 37,632
Old : 255,729: 53,784 113,893 24,101 152,884 80,103 230,770 218,097: 24,960 37,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 14,802: 5,000 12,088 1,653 4,602 2,784 11,255 16,524: 3,547 -1,723
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 44.5 9.4 59.8 31.3 90.2 85.3: 9.8 14.7
Old : 100.0: 21.0 44.5 9.4 59.8 31.3 90.2 85.3: 9.8 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 22 59 21 25 42 61 108:
Old : 128: 22 59 21 25 42 61 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 27.0 65.4 38.1 55.7 26.2 61.8 35.6
Old : 58.0 27.0 65.4 38.1 55.7 26.2 61.8 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 277,200: 35,658 120,438 30,697 191,049 78,672 257,403 229,806: 19,797 47,394
Old : 277,200: 35,658 120,438 30,697 191,049 78,672 257,403 229,806: 19,797 47,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 3,981: -2,657 -4,207 2,767 3,130 4,719 3,240 3,279: 742 702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 43.4 11.1 68.9 28.4 92.9 82.9: 7.1 17.1
Old : 100.0: 12.9 43.4 11.1 68.9 28.4 92.9 82.9: 7.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 26 64 27 35 43 77 118:
Old : 144: 26 64 27 35 43 77 118:
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 : 37.6 30.0 55.8 42.0 37.0 29.2 52.8 36.5
Old : 37.6 30.0 55.8 42.0 37.0 29.2 52.8 36.5
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 with Delta-adjusted Options and Futures Combined, January 03, 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 : 499,530: 132,278 195,425 45,787 260,421 193,645 438,485 434,857: 61,044 64,673
Old : 499,530: 132,278 195,425 45,787 260,421 193,645 438,485 434,857: 61,044 64,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 12,973: 7,104 6,118 1,305 701 7,965 9,110 15,389: 3,863 -2,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 39.1 9.2 52.1 38.8 87.8 87.1: 12.2 12.9
Old : 100.0: 26.5 39.1 9.2 52.1 38.8 87.8 87.1: 12.2 12.9
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 : 249: 70 95 49 58 65 151 188:
Old : 249: 70 95 49 58 65 151 188:
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 22.4 40.4 35.1 30.2 21.7 39.1 32.4
Old : 30.5 22.4 40.4 35.1 30.2 21.7 39.1 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 31,351: 22,662 2,432 559 6,417 27,740 29,638 30,731: 1,713 620
Old : 31,351: 22,662 2,432 559 6,417 27,740 29,638 30,731: 1,713 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -10,598: 643 -4,220 0 -11,267 -6,287 -10,624 -10,507: 26 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 7.8 1.8 20.5 88.5 94.5 98.0: 5.5 2.0
Old : 100.0: 72.3 7.8 1.8 20.5 88.5 94.5 98.0: 5.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 8 1 3 6 15 14:
Old : 27: 11 8 1 3 6 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 87.7 89.8 94.9 81.2 86.8 89.1 92.8
Old : 81.2 87.7 89.8 94.9 81.2 86.8 89.1 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 44,227: 25,522 36,935 38 15,554 3,414 41,114 40,387: 3,113 3,840
Old : 44,227: 25,522 36,935 38 15,554 3,414 41,114 40,387: 3,113 3,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 961: 74 486 -168 838 430 744 748: 217 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 83.5 0.1 35.2 7.7 93.0 91.3: 7.0 8.7
Old : 100.0: 57.7 83.5 0.1 35.2 7.7 93.0 91.3: 7.0 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 71: 28 26 1 14 5 43 31:
Old : 71: 28 26 1 14 5 43 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 : 30.6 67.5 51.9 76.4 30.6 66.7 51.3 73.7
Old : 30.6 67.5 51.9 76.4 30.6 66.7 51.3 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 8,757: 4,450 3,713 105 3,176 4,442 7,731 8,260: 1,026 497
Old : 8,757: 4,450 3,713 105 3,176 4,442 7,731 8,260: 1,026 497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 857: 345 0 105 301 829 751 934: 106 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 42.4 1.2 36.3 50.7 88.3 94.3: 11.7 5.7
Old : 100.0: 50.8 42.4 1.2 36.3 50.7 88.3 94.3: 11.7 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 5 1 6 3 17 9:
Old : 24: 11 5 1 6 3 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 82.2 74.1 93.2 55.1 82.2 72.9 93.1
Old : 55.1 82.2 74.1 93.2 55.1 82.2 72.9 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 :20,800,909: 726,910 2,567,896 9,545,396 9,965,929 7,462,466 20,238,235 19,575,758: 562,673 1,225,151
Old :20,800,909: 726,910 2,567,896 9,545,396 9,965,929 7,462,466 20,238,235 19,575,758: 562,673 1,225,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -465,577: -15,186 235,028 -558,754 129,990 -148,761 -443,950 -472,487: -21,627 6,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 12.3 45.9 47.9 35.9 97.3 94.1: 2.7 5.9
Old : 100.0: 3.5 12.3 45.9 47.9 35.9 97.3 94.1: 2.7 5.9
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 : 282: 35 106 109 114 131 230 271:
Old : 282: 35 106 109 114 131 230 271:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 18.8 43.6 31.6 18.8 8.1 23.1 10.9
Old : 28.0 18.8 43.6 31.6 18.8 8.1 23.1 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 849,676: 100,908 93,094 137,083 513,490 521,362 751,481 751,539: 98,195 98,137
Old : 849,676: 100,908 93,094 137,083 513,490 521,362 751,481 751,539: 98,195 98,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -22,465: 8,616 -7,580 -21,657 -15,753 3,438 -28,795 -25,799: 6,330 3,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 11.0 16.1 60.4 61.4 88.4 88.5: 11.6 11.5
Old : 100.0: 11.9 11.0 16.1 60.4 61.4 88.4 88.5: 11.6 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 : 639: 159 151 168 242 239 487 473:
Old : 639: 159 151 168 242 239 487 473:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.2 18.1 22.5 27.3 9.8 14.5 15.7 19.2
Old : 13.2 18.1 22.5 27.3 9.8 14.5 15.7 19.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 177,370: 8,548 19,137 51,613 74,661 79,933 134,822 150,682: 42,548 26,688
Old : 177,370: 8,548 19,137 51,613 74,661 79,933 134,822 150,682: 42,548 26,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -26,165: -1,851 -2,495 -19,091 -9,601 -5,625 -30,543 -27,211: 4,378 1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.8 29.1 42.1 45.1 76.0 85.0: 24.0 15.0
Old : 100.0: 4.8 10.8 29.1 42.1 45.1 76.0 85.0: 24.0 15.0
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 : 62: 12 12 21 34 29 58 50:
Old : 62: 12 12 21 34 29 58 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.7 40.5 43.6 55.3 7.1 19.4 11.9 28.0
Old : 31.7 40.5 43.6 55.3 7.1 19.4 11.9 28.0
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 with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 3,361,532: 475,730 383,717 413,421 2,194,145 2,207,146 3,083,296 3,004,284: 278,236 357,248
Old : 3,361,532: 475,730 383,717 413,421 2,194,145 2,207,146 3,083,296 3,004,284: 278,236 357,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 18,504: 48,066 -29,693 -8,564 -30,759 45,318 8,742 7,061: 9,761 11,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 11.4 12.3 65.3 65.7 91.7 89.4: 8.3 10.6
Old : 100.0: 14.2 11.4 12.3 65.3 65.7 91.7 89.4: 8.3 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 : 622: 154 145 159 236 234 470 459:
Old : 622: 154 145 159 236 234 470 459:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.9 20.2 23.5 28.2 11.7 17.3 18.8 23.0
Old : 13.9 20.2 23.5 28.2 11.7 17.3 18.8 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 95,877: 27,820 1,963 170 55,910 90,205 83,900 92,338: 11,977 3,539
Old : 95,877: 27,820 1,963 170 55,910 90,205 83,900 92,338: 11,977 3,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -138: -321 -575 54 -109 361 -376 -160: 238 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 2.0 0.2 58.3 94.1 87.5 96.3: 12.5 3.7
Old : 100.0: 29.0 2.0 0.2 58.3 94.1 87.5 96.3: 12.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 83: 17 2 2 47 33 64 37:
Old : 83: 17 2 2 47 33 64 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 47.0 50.5 70.2 38.4 46.9 50.5 69.9
Old : 38.4 47.0 50.5 70.2 38.4 46.9 50.5 69.9
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 with Delta-adjusted Options and Futures Combined, January 03, 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 : 47,535: 23,673 9,050 1,729 16,194 32,421 41,596 43,200: 5,939 4,335
Old : 47,535: 23,673 9,050 1,729 16,194 32,421 41,596 43,200: 5,939 4,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 801: 508 2,554 237 151 -2,158 896 632: -95 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 19.0 3.6 34.1 68.2 87.5 90.9: 12.5 9.1
Old : 100.0: 49.8 19.0 3.6 34.1 68.2 87.5 90.9: 12.5 9.1
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 : 230: 79 47 24 61 68 149 130:
Old : 230: 79 47 24 61 68 149 130:
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 : 26.1 33.5 34.6 47.0 25.8 33.4 34.4 47.0
Old : 26.1 33.5 34.6 47.0 25.8 33.4 34.4 47.0
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 with Delta-adjusted Options and Futures Combined, January 03, 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 : 237,676: 118,367 45,252 8,644 80,969 162,103 207,980 215,999: 29,696 21,677
Old : 237,676: 118,367 45,252 8,644 80,969 162,103 207,980 215,999: 29,696 21,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 4,004: 2,540 12,769 1,183 755 -10,791 4,478 3,161: -474 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 19.0 3.6 34.1 68.2 87.5 90.9: 12.5 9.1
Old : 100.0: 49.8 19.0 3.6 34.1 68.2 87.5 90.9: 12.5 9.1
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 : 230: 79 47 24 61 68 149 130:
Old : 230: 79 47 24 61 68 149 130:
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 : 26.1 33.5 34.6 47.0 25.8 33.4 34.4 47.0
Old : 26.1 33.5 34.6 47.0 25.8 33.4 34.4 47.0
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 with Delta-adjusted Options and Futures Combined, January 03, 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 : 127,364: 46,106 50,439 13,106 47,424 32,278 106,636 95,823: 20,728 31,541
Old : 127,364: 46,106 50,439 13,106 47,424 32,278 106,636 95,823: 20,728 31,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 8,286: 3,185 5,422 280 6,512 1,317 9,977 7,019: -1,691 1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 39.6 10.3 37.2 25.3 83.7 75.2: 16.3 24.8
Old : 100.0: 36.2 39.6 10.3 37.2 25.3 83.7 75.2: 16.3 24.8
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 : 84: 26 33 16 19 19 54 59:
Old : 84: 26 33 16 19 19 54 59:
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 : 37.5 17.5 50.5 30.9 36.7 17.0 46.4 27.5
Old : 37.5 17.5 50.5 30.9 36.7 17.0 46.4 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 28,256: 7,028 5,299 96 13,770 15,878 20,894 21,273: 7,362 6,983
Old : 28,256: 7,028 5,299 96 13,770 15,878 20,894 21,273: 7,362 6,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: -247: 1,052 -612 96 -1,331 -417 -183 -933: -64 686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 18.8 0.3 48.7 56.2 73.9 75.3: 26.1 24.7
Old : 100.0: 24.9 18.8 0.3 48.7 56.2 73.9 75.3: 26.1 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 13 6 1 14 6 28 12:
Old : 38: 13 6 1 14 6 28 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 : 41.4 62.1 52.6 71.0 41.4 62.1 52.4 70.7
Old : 41.4 62.1 52.6 71.0 41.4 62.1 52.4 70.7
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 with Delta-adjusted Options and Futures Combined, January 03, 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 : 59,207: 12,926 22,366 1,584 36,719 19,881 51,229 43,831: 7,978 15,376
Old : 59,207: 12,926 22,366 1,584 36,719 19,881 51,229 43,831: 7,978 15,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 3,523: 1,288 1,847 424 2,511 1,886 4,223 4,157: -700 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 37.8 2.7 62.0 33.6 86.5 74.0: 13.5 26.0
Old : 100.0: 21.8 37.8 2.7 62.0 33.6 86.5 74.0: 13.5 26.0
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 : 98: 24 20 7 38 27 67 49:
Old : 98: 24 20 7 38 27 67 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 24.1 41.1 36.1 32.1 23.0 39.8 33.2
Old : 32.1 24.1 41.1 36.1 32.1 23.0 39.8 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 14,984: 8,138 5,424 0 6,072 9,408 14,210 14,832: 774 152
Old : 14,984: 8,138 5,424 0 6,072 9,408 14,210 14,832: 774 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 669: 459 693 0 142 -28 601 665: 68 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 36.2 0.0 40.5 62.8 94.8 99.0: 5.2 1.0
Old : 100.0: 54.3 36.2 0.0 40.5 62.8 94.8 99.0: 5.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 5 0 9 1 15 6:
Old : 21: 6 5 0 9 1 15 6:
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 : 75.2 95.7 87.5 99.0 75.2 95.7 87.5 99.0
Old : 75.2 95.7 87.5 99.0 75.2 95.7 87.5 99.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2017