BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 7,927: 2,080 2,228 999 3,744 3,800 6,823 7,027: 1,105 901
Old : 7,927: 2,080 2,228 999 3,744 3,800 6,823 7,027: 1,105 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 305: 90 24 19 119 224 228 266: 77 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 28.1 12.6 47.2 47.9 86.1 88.6: 13.9 11.4
Old : 100.0: 26.2 28.1 12.6 47.2 47.9 86.1 88.6: 13.9 11.4
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 : 36: 5 9 8 16 19 27 30:
Old : 36: 5 9 8 16 19 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 32.2 63.6 50.3 43.7 31.4 55.6 46.5
Old : 43.7 32.2 63.6 50.3 43.7 31.4 55.6 46.5
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 31, 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 : 58,518: 20,622 4,721 16,614 15,661 24,047 52,897 45,382: 5,620 13,136
Old : 58,518: 20,622 4,721 16,614 15,661 24,047 52,897 45,382: 5,620 13,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,777: 1,326 130 179 195 1,219 1,700 1,527: 77 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.1 28.4 26.8 41.1 90.4 77.6: 9.6 22.4
Old : 100.0: 35.2 8.1 28.4 26.8 41.1 90.4 77.6: 9.6 22.4
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 : 87: 31 17 35 30 31 72 72:
Old : 87: 31 17 35 30 31 72 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 26.2 49.1 39.0 34.6 22.9 41.5 31.8
Old : 36.3 26.2 49.1 39.0 34.6 22.9 41.5 31.8
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 31, 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 : 9,514: 898 832 2,493 5,437 5,456 8,828 8,780: 686 734
Old : 9,514: 898 832 2,493 5,437 5,456 8,828 8,780: 686 734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 1,031: 7 -187 499 536 759 1,042 1,071: -10 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.7 26.2 57.1 57.3 92.8 92.3: 7.2 7.7
Old : 100.0: 9.4 8.7 26.2 57.1 57.3 92.8 92.3: 7.2 7.7
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 : 42: 6 11 11 21 22 36 35:
Old : 42: 6 11 11 21 22 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 37.3 55.9 55.8 30.9 28.5 44.9 37.7
Old : 37.5 37.3 55.9 55.8 30.9 28.5 44.9 37.7
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 279,164: 79,874 16,404 83,192 89,420 138,785 252,486 238,381: 26,678 40,783
Old : 269,731: 75,284 18,070 80,120 88,480 131,993 243,884 230,183: 25,846 39,548
Other: 9,433: 6,787 532 875 939 6,791 8,601 8,198: 832 1,235
: : :
: : Changes in Commitments from: January 24, 2017 :
: 10,639: 2,995 -2,131 3,040 1,523 11,763 7,558 12,673: 3,081 -2,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 5.9 29.8 32.0 49.7 90.4 85.4: 9.6 14.6
Old : 100.0: 27.9 6.7 29.7 32.8 48.9 90.4 85.3: 9.6 14.7
Other: 100.0: 71.9 5.6 9.3 10.0 72.0 91.2 86.9: 8.8 13.1
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 117 69 126 84 92 260 244:
Old : 306: 116 72 126 84 92 260 244:
Other: 61: 14 12 16 17 27 41 47:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 20.7 23.7 29.7 12.8 20.0 21.4 27.1
Old : 13.1 20.5 22.9 28.7 12.2 19.9 20.5 26.1
Other: 68.5 54.4 77.8 63.6 68.5 52.7 75.6 60.2
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 424,036: 142,658 18,628 118,791 128,429 217,664 389,878 355,083: 34,158 68,953
Old : 424,036: 142,658 18,628 118,791 128,429 217,664 389,878 355,083: 34,158 68,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -33: -1,557 -560 -2,201 2,305 2,820 -1,453 59: 1,420 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 4.4 28.0 30.3 51.3 91.9 83.7: 8.1 16.3
Old : 100.0: 33.6 4.4 28.0 30.3 51.3 91.9 83.7: 8.1 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 445: 166 66 154 146 170 378 345:
Old : 445: 166 66 154 146 170 378 345:
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 : 10.7 17.5 18.6 24.3 10.4 16.5 17.9 21.5
Old : 10.7 17.5 18.6 24.3 10.4 16.5 17.9 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,148: 1,225 1,154 382 1,391 1,543 2,998 3,079: 1,150 1,070
Old : 4,148: 1,225 1,154 382 1,391 1,543 2,998 3,079: 1,150 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -39: -7 -62 -47 -130 -83 -184 -192: 144 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 27.8 9.2 33.5 37.2 72.3 74.2: 27.7 25.8
Old : 100.0: 29.5 27.8 9.2 33.5 37.2 72.3 74.2: 27.7 25.8
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 : 51: 14 10 8 17 16 36 31:
Old : 51: 14 10 8 17 16 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 29.0 46.1 47.2 36.4 28.3 45.6 45.6
Old : 36.4 29.0 46.1 47.2 36.4 28.3 45.6 45.6
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 with Delta-adjusted Options and Futures Combined, January 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 58,466: 22,608 8,099 14,254 13,172 14,829 50,034 37,182: 8,432 21,284
Old : 58,466: 22,608 8,099 14,254 13,172 14,829 50,034 37,182: 8,432 21,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -5,193: -1,481 344 -3,254 422 -920 -4,313 -3,829: -880 -1,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 13.9 24.4 22.5 25.4 85.6 63.6: 14.4 36.4
Old : 100.0: 38.7 13.9 24.4 22.5 25.4 85.6 63.6: 14.4 36.4
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 : 206: 61 46 66 51 71 153 156:
Old : 206: 61 46 66 51 71 153 156:
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 : 20.8 11.3 31.4 19.4 19.2 10.1 27.2 15.0
Old : 20.8 11.3 31.4 19.4 19.2 10.1 27.2 15.0
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 5,837: 237 4,560 174 4,092 672 4,503 5,406: 1,333 430
Old : 5,837: 237 4,560 174 4,092 672 4,503 5,406: 1,333 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 78.1 3.0 70.1 11.5 77.2 92.6: 22.8 7.4
Old : 100.0: 4.1 78.1 3.0 70.1 11.5 77.2 92.6: 22.8 7.4
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 : 20: 3 6 5 11 5 17 13:
Old : 20: 3 6 5 11 5 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 77.9 70.6 87.7 55.3 77.4 69.2 84.6
Old : 55.3 77.9 70.6 87.7 55.3 77.4 69.2 84.6
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 32,829: 1,618 17,185 5,984 24,363 8,368 31,965 31,537: 865 1,292
Old : 32,829: 1,618 17,185 5,984 24,363 8,368 31,965 31,537: 865 1,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,484: 64 1,337 680 1,738 485 2,482 2,502: 3 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 52.3 18.2 74.2 25.5 97.4 96.1: 2.6 3.9
Old : 100.0: 4.9 52.3 18.2 74.2 25.5 97.4 96.1: 2.6 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 : 59: 11 13 10 27 22 43 40:
Old : 59: 11 13 10 27 22 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 51.8 67.2 67.6 48.5 51.7 63.0 62.3
Old : 48.5 51.8 67.2 67.6 48.5 51.7 63.0 62.3
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 31, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 30,480: 19,617 2,382 0 8,922 27,197 28,539 29,579: 1,941 901
Old : 30,480: 19,617 2,382 0 8,922 27,197 28,539 29,579: 1,941 901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 75: -127 103 0 100 37 -27 140: 102 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 7.8 0.0 29.3 89.2 93.6 97.0: 6.4 3.0
Old : 100.0: 64.4 7.8 0.0 29.3 89.2 93.6 97.0: 6.4 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 : 28: 11 3 0 5 9 16 12:
Old : 28: 11 3 0 5 9 16 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 : 80.1 75.9 87.4 92.6 80.1 75.9 87.4 92.6
Old : 80.1 75.9 87.4 92.6 80.1 75.9 87.4 92.6
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 31, 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 : 139,923: 42,246 40,639 12,164 52,057 59,923 106,466 112,726: 33,457 27,197
Old : 139,923: 42,246 40,639 12,164 52,057 59,923 106,466 112,726: 33,457 27,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 18,059: 7,006 6,536 2,639 3,555 9,875 13,199 19,050: 4,860 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 29.0 8.7 37.2 42.8 76.1 80.6: 23.9 19.4
Old : 100.0: 30.2 29.0 8.7 37.2 42.8 76.1 80.6: 23.9 19.4
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 : 91: 27 26 16 25 31 60 65:
Old : 91: 27 26 16 25 31 60 65:
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 : 20.6 32.5 32.8 42.4 20.1 32.3 29.7 41.5
Old : 20.6 32.5 32.8 42.4 20.1 32.3 29.7 41.5
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 with Delta-adjusted Options and Futures Combined, January 31, 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 : 52,324: 6,539 23,840 1,529 34,719 10,936 42,786 36,305: 9,538 16,019
Old : 52,324: 6,539 23,840 1,529 34,719 10,936 42,786 36,305: 9,538 16,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 4,214: 711 3,982 298 161 2,621 1,170 6,901: 3,044 -2,687
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 45.6 2.9 66.4 20.9 81.8 69.4: 18.2 30.6
Old : 100.0: 12.5 45.6 2.9 66.4 20.9 81.8 69.4: 18.2 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 : 44: 10 17 9 12 10 26 32:
Old : 44: 10 17 9 12 10 26 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 : 52.7 30.2 65.0 45.0 52.7 29.1 64.7 43.9
Old : 52.7 30.2 65.0 45.0 52.7 29.1 64.7 43.9
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 31, 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 : 187,806: 27,860 90,730 10,748 142,898 79,375 181,506 180,852: 6,300 6,954
Old : 187,806: 27,860 90,730 10,748 142,898 79,375 181,506 180,852: 6,300 6,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -6,161: -5,030 -6,626 -993 -101 2,007 -6,123 -5,612: -38 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 48.3 5.7 76.1 42.3 96.6 96.3: 3.4 3.7
Old : 100.0: 14.8 48.3 5.7 76.1 42.3 96.6 96.3: 3.4 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 : 147: 44 65 14 21 25 76 95:
Old : 147: 44 65 14 21 25 76 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 29.5 73.3 46.7 54.1 27.9 66.0 42.8
Old : 56.7 29.5 73.3 46.7 54.1 27.9 66.0 42.8
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 31, 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 : 246,403: 43,776 107,053 22,404 154,004 82,308 220,184 211,764: 26,220 34,639
Old : 246,403: 43,776 107,053 22,404 154,004 82,308 220,184 211,764: 26,220 34,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -7,339: -9,194 -8,495 1,761 -132 883 -7,566 -5,851: 227 -1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 43.4 9.1 62.5 33.4 89.4 85.9: 10.6 14.1
Old : 100.0: 17.8 43.4 9.1 62.5 33.4 89.4 85.9: 10.6 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 28 53 28 28 43 74 106:
Old : 130: 28 53 28 28 43 74 106:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 29.0 62.3 39.0 54.6 28.2 59.4 36.7
Old : 56.0 29.0 62.3 39.0 54.6 28.2 59.4 36.7
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 31, 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 : 268,999: 27,365 89,470 31,748 190,434 103,961 249,547 225,179: 19,452 43,820
Old : 268,999: 27,365 89,470 31,748 190,434 103,961 249,547 225,179: 19,452 43,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 12,003: 5,475 -3,288 1,325 3,095 17,143 9,895 15,179: 2,107 -3,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 33.3 11.8 70.8 38.6 92.8 83.7: 7.2 16.3
Old : 100.0: 10.2 33.3 11.8 70.8 38.6 92.8 83.7: 7.2 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 27 53 22 33 39 72 102:
Old : 130: 27 53 22 33 39 72 102:
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 : 41.2 29.2 55.6 42.3 38.0 25.7 47.3 35.2
Old : 41.2 29.2 55.6 42.3 38.0 25.7 47.3 35.2
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 31, 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 : 485,900: 126,958 166,238 46,743 253,930 205,122 427,632 418,103: 58,268 67,797
Old : 485,900: 126,958 166,238 46,743 253,930 205,122 427,632 418,103: 58,268 67,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -1,486: -5,523 -12,461 4,135 -2,077 4,314 -3,464 -4,012: 1,978 2,526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 34.2 9.6 52.3 42.2 88.0 86.0: 12.0 14.0
Old : 100.0: 26.1 34.2 9.6 52.3 42.2 88.0 86.0: 12.0 14.0
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 : 247: 68 95 55 60 67 156 190:
Old : 247: 68 95 55 60 67 156 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 27.9 43.6 38.1 32.6 27.0 42.5 36.6
Old : 33.1 27.9 43.6 38.1 32.6 27.0 42.5 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 26,738: 11,841 1,720 306 5,950 20,840 18,097 22,866: 8,641 3,872
Old : 26,738: 11,841 1,720 306 5,950 20,840 18,097 22,866: 8,641 3,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 6.4 1.1 22.3 77.9 67.7 85.5: 32.3 14.5
Old : 100.0: 44.3 6.4 1.1 22.3 77.9 67.7 85.5: 32.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 3 3 6 8 14 13:
Old : 20: 7 3 3 6 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 76.6 57.5 84.5 46.3 76.6 56.2 82.9
Old : 47.3 76.6 57.5 84.5 46.3 76.6 56.2 82.9
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 31, 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 : 45,732: 29,204 4,241 0 14,485 40,755 43,689 44,996: 2,043 736
Old : 45,732: 29,204 4,241 0 14,485 40,755 43,689 44,996: 2,043 736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 7,878: 137 133 -562 7,972 8,147 7,547 7,718: 331 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 9.3 0.0 31.7 89.1 95.5 98.4: 4.5 1.6
Old : 100.0: 63.9 9.3 0.0 31.7 89.1 95.5 98.4: 4.5 1.6
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 : 29: 11 9 0 3 7 14 16:
Old : 29: 11 9 0 3 7 14 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 : 85.8 87.3 92.9 94.9 70.5 69.1 75.3 76.7
Old : 85.8 87.3 92.9 94.9 70.5 69.1 75.3 76.7
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 31, 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 : 51,587: 32,712 33,734 7 13,518 14,149 46,237 47,890: 5,350 3,697
Old : 51,587: 32,712 33,734 7 13,518 14,149 46,237 47,890: 5,350 3,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 6,647: 6,861 -2,000 -31 -1,088 8,340 5,742 6,309: 905 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 65.4 0.0 26.2 27.4 89.6 92.8: 10.4 7.2
Old : 100.0: 63.4 65.4 0.0 26.2 27.4 89.6 92.8: 10.4 7.2
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 : 73: 35 19 2 13 10 49 30:
Old : 73: 35 19 2 13 10 49 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 50.5 56.0 69.9 38.1 50.5 55.2 69.9
Old : 38.1 50.5 56.0 69.9 38.1 50.5 55.2 69.9
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 31, 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 : 19,956: 7,461 1,543 2,658 8,538 15,141 18,657 19,342: 1,299 614
Old : 19,956: 7,461 1,543 2,658 8,538 15,141 18,657 19,342: 1,299 614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,439: 1,169 -1,964 1,000 1,159 4,308 3,328 3,344: 111 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 7.7 13.3 42.8 75.9 93.5 96.9: 6.5 3.1
Old : 100.0: 37.4 7.7 13.3 42.8 75.9 93.5 96.9: 6.5 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 : 26: 13 4 2 7 6 21 11:
Old : 26: 13 4 2 7 6 21 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 : 59.0 84.4 80.3 95.8 43.3 69.6 56.6 71.1
Old : 59.0 84.4 80.3 95.8 43.3 69.6 56.6 71.1
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 31, 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 :21,870,724: 567,385 2,481,609 10,044,991 10,625,877 8,043,901 21,238,252 20,570,501: 632,472 1,300,223
Old :21,870,724: 567,385 2,481,609 10,044,991 10,625,877 8,043,901 21,238,252 20,570,501: 632,472 1,300,223
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 238,415: -7,536 -976 -8,480 115,724 94,186 99,708 84,730: 138,707 153,685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.3 45.9 48.6 36.8 97.1 94.1: 2.9 5.9
Old : 100.0: 2.6 11.3 45.9 48.6 36.8 97.1 94.1: 2.9 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 : 311: 33 123 128 121 138 255 302:
Old : 311: 33 123 128 121 138 255 302:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.0 18.6 43.0 31.6 20.4 7.5 24.4 10.2
Old : 28.0 18.6 43.0 31.6 20.4 7.5 24.4 10.2
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 31, 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 : 853,274: 103,103 103,538 129,791 529,680 527,930 762,574 761,259: 90,700 92,014
Old : 853,274: 103,103 103,538 129,791 529,680 527,930 762,574 761,259: 90,700 92,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -16,994: 1,133 -1,684 -11,566 3,429 2,008 -7,004 -11,242: -9,990 -5,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 12.1 15.2 62.1 61.9 89.4 89.2: 10.6 10.8
Old : 100.0: 12.1 12.1 15.2 62.1 61.9 89.4 89.2: 10.6 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 665: 173 160 172 244 246 499 496:
Old : 665: 173 160 172 244 246 499 496:
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 : 13.4 17.0 22.4 25.9 9.3 12.5 16.2 18.2
Old : 13.4 17.0 22.4 25.9 9.3 12.5 16.2 18.2
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 31, 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 : 170,285: 8,991 25,225 40,482 85,949 80,670 135,422 146,376: 34,863 23,909
Old : 170,285: 8,991 25,225 40,482 85,949 80,670 135,422 146,376: 34,863 23,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -13,549: -1,802 -4,426 -10,019 864 7,458 -10,958 -6,987: -2,591 -6,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 14.8 23.8 50.5 47.4 79.5 86.0: 20.5 14.0
Old : 100.0: 5.3 14.8 23.8 50.5 47.4 79.5 86.0: 20.5 14.0
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 : 70: 13 14 22 36 35 62 58:
Old : 70: 13 14 22 36 35 62 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 44.1 47.4 56.8 15.1 26.5 21.1 33.1
Old : 34.8 44.1 47.4 56.8 15.1 26.5 21.1 33.1
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 31, 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 : 3,414,945: 494,591 415,598 422,514 2,218,655 2,236,304 3,135,760 3,074,416: 279,184 340,529
Old : 3,414,945: 494,591 415,598 422,514 2,218,655 2,236,304 3,135,760 3,074,416: 279,184 340,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -17,227: 10,135 9,172 -3,197 12,827 -27,248 19,766 -21,274: -36,993 4,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.2 12.4 65.0 65.5 91.8 90.0: 8.2 10.0
Old : 100.0: 14.5 12.2 12.4 65.0 65.5 91.8 90.0: 8.2 10.0
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 : 646: 166 155 164 237 240 481 481:
Old : 646: 166 155 164 237 240 481 481:
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 : 13.4 17.0 23.1 24.5 10.9 13.6 18.6 19.0
Old : 13.4 17.0 23.1 24.5 10.9 13.6 18.6 19.0
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 31, 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 : 94,043: 24,808 2,247 1,417 56,482 86,559 82,707 90,223: 11,336 3,820
Old : 94,043: 24,808 2,247 1,417 56,482 86,559 82,707 90,223: 11,336 3,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -3,523: -4,047 359 1,306 -43 -4,922 -2,784 -3,257: -739 -266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 2.4 1.5 60.1 92.0 87.9 95.9: 12.1 4.1
Old : 100.0: 26.4 2.4 1.5 60.1 92.0 87.9 95.9: 12.1 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 18 4 4 47 36 66 43:
Old : 89: 18 4 4 47 36 66 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 45.1 51.7 66.3 39.0 45.0 50.3 66.0
Old : 39.0 45.1 51.7 66.3 39.0 45.0 50.3 66.0
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 31, 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 : 49,616: 26,264 6,330 1,354 16,021 36,517 43,638 44,201: 5,977 5,415
Old : 49,616: 26,264 6,330 1,354 16,021 36,517 43,638 44,201: 5,977 5,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,061: 2,736 361 -187 425 3,696 2,975 3,871: 86 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 12.8 2.7 32.3 73.6 88.0 89.1: 12.0 10.9
Old : 100.0: 52.9 12.8 2.7 32.3 73.6 88.0 89.1: 12.0 10.9
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 : 252: 76 56 27 71 75 160 145:
Old : 252: 76 56 27 71 75 160 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 32.0 35.8 46.6 24.9 31.9 35.6 46.4
Old : 25.1 32.0 35.8 46.6 24.9 31.9 35.6 46.4
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 31, 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 : 248,078: 131,319 31,652 6,768 80,106 182,583 218,192 221,003: 29,886 27,075
Old : 248,078: 131,319 31,652 6,768 80,106 182,583 218,192 221,003: 29,886 27,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 15,304: 13,680 1,807 -933 2,126 18,482 14,873 19,356: 431 -4,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 12.8 2.7 32.3 73.6 88.0 89.1: 12.0 10.9
Old : 100.0: 52.9 12.8 2.7 32.3 73.6 88.0 89.1: 12.0 10.9
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 : 252: 76 56 27 71 75 160 145:
Old : 252: 76 56 27 71 75 160 145:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.1 32.0 35.8 46.6 24.9 31.9 35.6 46.4
Old : 25.1 32.0 35.8 46.6 24.9 31.9 35.6 46.4
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 31, 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 : 125,691: 56,988 45,118 14,776 26,757 41,312 98,521 101,206: 27,170 24,485
Old : 125,691: 56,988 45,118 14,776 26,757 41,312 98,521 101,206: 27,170 24,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 8,933: 3,627 2,663 2,029 670 6,344 6,326 11,036: 2,607 -2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 35.9 11.8 21.3 32.9 78.4 80.5: 21.6 19.5
Old : 100.0: 45.3 35.9 11.8 21.3 32.9 78.4 80.5: 21.6 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 35 24 13 21 23 64 52:
Old : 89: 35 24 13 21 23 64 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.2 32.2 36.1 47.0 23.3 30.5 33.1 41.2
Old : 24.2 32.2 36.1 47.0 23.3 30.5 33.1 41.2
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 31, 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 : 28,665: 7,966 5,051 500 12,158 18,094 20,624 23,645: 8,041 5,020
Old : 28,665: 7,966 5,051 500 12,158 18,094 20,624 23,645: 8,041 5,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 573: 154 78 500 404 933 1,058 1,511: -485 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 17.6 1.7 42.4 63.1 71.9 82.5: 28.1 17.5
Old : 100.0: 27.8 17.6 1.7 42.4 63.1 71.9 82.5: 28.1 17.5
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 : 42: 14 8 1 14 8 28 17:
Old : 42: 14 8 1 14 8 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 67.3 49.1 75.3 38.6 67.3 48.7 75.0
Old : 38.6 67.3 49.1 75.3 38.6 67.3 48.7 75.0
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 31, 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 : 63,203: 14,551 17,955 1,673 37,772 20,592 53,996 40,220: 9,207 22,983
Old : 63,203: 14,551 17,955 1,673 37,772 20,592 53,996 40,220: 9,207 22,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 3,819: 758 3,037 -271 2,202 -30 2,689 2,736: 1,130 1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 28.4 2.6 59.8 32.6 85.4 63.6: 14.6 36.4
Old : 100.0: 23.0 28.4 2.6 59.8 32.6 85.4 63.6: 14.6 36.4
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 : 89: 22 15 4 38 26 62 43:
Old : 89: 22 15 4 38 26 62 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 22.0 43.2 35.2 29.5 19.9 43.1 32.1
Old : 29.6 22.0 43.2 35.2 29.5 19.9 43.1 32.1
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 31, 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 : 15,158: 8,597 5,942 59 5,873 8,892 14,529 14,893: 629 265
Old : 15,158: 8,597 5,942 59 5,873 8,892 14,529 14,893: 629 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: -76: 115 -111 -55 -130 0 -70 -166: -6 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 39.2 0.4 38.7 58.7 95.9 98.3: 4.1 1.7
Old : 100.0: 56.7 39.2 0.4 38.7 58.7 95.9 98.3: 4.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 4 1 9 2 15 7:
Old : 20: 6 4 1 9 2 15 7:
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 96.4 88.9 98.3 77.5 96.4 87.7 97.1
Old : 77.9 96.4 88.9 98.3 77.5 96.4 87.7 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017